from freqtrade.strategy.interface import IStrategy from freqtrade.strategy.parameters import RealParameter from pandas import DataFrame from exit_signals.exit_to_neutral import ExitToNeutralSignal class TestExitToNeutralSignalStrategy(IStrategy): minimal_roi = {"0": 0.1} stoploss = -0.3 timeframe = '5m' startup_candle_count = 30 neutral_threshold = RealParameter(0.1, 0.7, default=0.3, space="sell") def __init__(self, config: dict) -> None: super().__init__(config) self.exit_signal = ExitToNeutralSignal() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # 테스트를 위해 aggregator_score 컬럼이 없으면 생성 (랜덤) if "aggregator_score" not in dataframe.columns: import numpy as np dataframe["aggregator_score"] = np.random.rand(len(dataframe)) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe["enter_long"] = 0 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: threshold = self.neutral_threshold.value signal = self.exit_signal.generate(dataframe, metadata["pair"], {"neutral_threshold": threshold}) dataframe["exit_long"] = 0 if hasattr(signal, "indexes") and signal.indexes: dataframe.loc[signal.indexes, "exit_long"] = 1 return dataframe