from freqtrade.strategy.interface import IStrategy from freqtrade.strategy.parameters import RealParameter from pandas import DataFrame from exit_signals.roi_target_exit import ROITargetExitSignal class TestROITargetExitSignalStrategy(IStrategy): minimal_roi = {"0": 0.1} stoploss = -0.3 timeframe = '5m' startup_candle_count = 30 roi_target = RealParameter(0.01, 0.15, default=0.04, space="sell") def __init__(self, config: dict) -> None: super().__init__(config) self.exit_signal = ROITargetExitSignal() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # entry_price, current_price 없으면 테스트용으로 생성 if "entry_price" not in dataframe.columns: dataframe["entry_price"] = dataframe["close"].shift(1) if "current_price" not in dataframe.columns: dataframe["current_price"] = dataframe["close"] 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: roi = self.roi_target.value signal = self.exit_signal.generate(dataframe, metadata["pair"], {"roi_target": roi}) dataframe["exit_long"] = 0 if hasattr(signal, "indexes") and signal.indexes: dataframe.loc[signal.indexes, "exit_long"] = 1 return dataframe