FreqTrade—又強(qiáng)又簡(jiǎn)單的加密貨幣自動(dòng)交易機(jī)器人

# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
# flake8: noqa: F401
# isort: skip_file
# --- Do not remove these libs ---
from?re import?A
import?numpy as?np # noqa
import?pandas as?pd # noqa
from?pandas import?DataFrame

from?freqtrade.strategy import?(BooleanParameter, CategoricalParameter, DecimalParameter,
????????????????????????????????IStrategy, IntParameter)

# --------------------------------
# 你自己所需要的模塊放在這里
import?talib.abstract as?ta
import?freqtrade.vendor.qtpylib.indicators as?qtpylib


# This class is a sample. Feel free to customize it.
class?SampleStrategy(IStrategy):
????"""
????This is a sample strategy to inspire you.
????More information in https://www.freqtrade.io/en/latest/strategy-customization/
????You can:
????????:return: a Dataframe with all mandatory indicators for the strategies
????- Rename the class name (Do not forget to update class_name)
????- Add any methods you want to build your strategy
????- Add any lib you need to build your strategy
????You must keep:
????- the lib in the section "Do not remove these libs"
????- the methods: populate_indicators, populate_buy_trend, populate_sell_trend
????You should keep:
????- timeframe, minimal_roi, stoploss, trailing_*
????"""
????# Strategy interface version - allow new iterations of the strategy interface.
????# Check the documentation or the Sample strategy to get the latest version.
????INTERFACE_VERSION = 2

????# 設(shè)定最小投資回報(bào)
????minimal_roi = {
????????"60": 0.01,
????????"30": 0.02,
????????"0": 0.04
????}

????# 止損
????stoploss = -0.10

????# 指標(biāo)參數(shù)
????buy_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True)
????sell_rsi = IntParameter(low=50, high=100, default=70, space='sell', optimize=True, load=True)

????# K線時(shí)間
????timeframe = '5m'

????# 在新K線出現(xiàn)時(shí)執(zhí)行
????process_only_new_candles = False

????# These values can be overridden in the "ask_strategy" section in the config.
????use_sell_signal = True
????sell_profit_only = False
????ignore_roi_if_buy_signal = False

????# 預(yù)準(zhǔn)備K線數(shù)
????startup_candle_count: int = 30

????# 下單類型
????order_types = {
????????'buy': 'limit',
????????'sell': 'limit',
????????'stoploss': 'market',
????????'stoploss_on_exchange': False
????}

????# 訂單有效時(shí)間(gtc: 除非取消否則一直有效)
????order_time_in_force = {
????????'buy': 'gtc',
????????'sell': 'gtc'
????}

????plot_config = {
????????'main_plot': {
????????????'tema': {},
????????????'sar': {'color': 'white'},
????????},
????????'subplots': {
????????????"MACD": {
????????????????'macd': {'color': 'blue'},
????????????????'macdsignal': {'color': 'orange'},
????????????},
????????????"RSI": {
????????????????'rsi': {'color': 'red'},
????????????}
????????}
????}

????def?informative_pairs(self):
????????"""
????????Define additional, informative pair/interval combinations to be cached from the exchange.
????????These pair/interval combinations are non-tradeable, unless they are part
????????of the whitelist as well.
????????For more information, please consult the documentation
????????:return: List of tuples in the format (pair, interval)
????????????Sample: return [("ETH/USDT", "5m"),
????????????????????????????("BTC/USDT", "15m"),
????????????????????????????]
????????"""
????????return?[]

????def?populate_indicators(self, dataframe: DataFrame, metadata: dict)?-> DataFrame:
????????"""
????????Adds several different TA indicators to the given DataFrame
????????Performance Note: For the best performance be frugal on the number of indicators
????????you are using. Let uncomment only the indicator you are using in your strategies
????????or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
????????:param dataframe: Dataframe with data from the exchange
????????:param metadata: Additional information, like the currently traded pair
????????:return: a Dataframe with all mandatory indicators for the strategies
????????"""

????????# Momentum Indicators
????????# ------------------------------------

????????dataframe['adx'] = ta.ADX(dataframe)
????????dataframe['rsi'] = ta.RSI(dataframe)
????????stoch_fast = ta.STOCHF(dataframe)
????????dataframe['fastd'] = stoch_fast['fastd']
????????dataframe['fastk'] = stoch_fast['fastk']

????????# MACD
????????macd = ta.MACD(dataframe)
????????dataframe['macd'] = macd['macd']
????????dataframe['macdsignal'] = macd['macdsignal']
????????dataframe['macdhist'] = macd['macdhist']

????????# MFI
????????dataframe['mfi'] = ta.MFI(dataframe)

????????# Bollinger Bands
????????bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
????????dataframe['bb_lowerband'] = bollinger['lower']
????????dataframe['bb_middleband'] = bollinger['mid']
????????dataframe['bb_upperband'] = bollinger['upper']
????????dataframe["bb_percent"] = (
????????????(dataframe["close"] - dataframe["bb_lowerband"]) /
????????????(dataframe["bb_upperband"] - dataframe["bb_lowerband"])
????????)
????????dataframe["bb_width"] = (
????????????(dataframe["bb_upperband"] - dataframe["bb_lowerband"]) / dataframe["bb_middleband"]
????????)

????????# Parabolic SAR
????????dataframe['sar'] = ta.SAR(dataframe)

????????# TEMA - Triple Exponential Moving Average
????????dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)

????????hilbert = ta.HT_SINE(dataframe)
????????dataframe['htsine'] = hilbert['sine']
????????dataframe['htleadsine'] = hilbert['leadsine']

????????return?dataframe

????def?populate_buy_trend(self, dataframe: DataFrame, metadata: dict)?-> DataFrame:
????????"""
????????Based on TA indicators, populates the buy signal for the given dataframe
????????:param dataframe: DataFrame populated with indicators
????????:param metadata: Additional information, like the currently traded pair
????????:return: DataFrame with buy column
????????"""
????????dataframe.loc[
????????????(
????????????????# Signal: RSI crosses above 30
????????????????(qtpylib.crossed_above(dataframe['rsi'], self.buy_rsi.value)) &
????????????????(dataframe['tema'] <= dataframe['bb_middleband']) & # Guard: tema below BB middle
????????????????(dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard: tema is raising
????????????????(dataframe['volume'] > 0) # Make sure Volume is not 0
????????????), 'buy'] = 1

????????return?dataframe

????def?populate_sell_trend(self, dataframe: DataFrame, metadata: dict)?-> DataFrame:
????????"""
????????Based on TA indicators, populates the sell signal for the given dataframe
????????:param dataframe: DataFrame populated with indicators
????????:param metadata: Additional information, like the currently traded pair
????????:return: DataFrame with sell column
????????"""
????????dataframe.loc[
????????????(
????????????????# Signal: RSI crosses above 70
????????????????(qtpylib.crossed_above(dataframe['rsi'], self.sell_rsi.value)) &
????????????????(dataframe['tema'] > dataframe['bb_middleband']) & # Guard: tema above BB middle
????????????????(dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard: tema is falling
????????????????(dataframe['volume'] > 0) # Make sure Volume is not 0
????????????), 'sell'] = 1
????????return?dataframe