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Calcul 20250101-20250714 1024.828 229 max 13 ETH 11 DOGE

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This commit is contained in:
Jérôme Delacotte
2025-07-22 18:20:35 +02:00
parent 23fa2f7765
commit 09d9dd1583
2 changed files with 1135 additions and 666 deletions
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62
Zeus_8_3_2_B_4_2.py
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@@ -1097,16 +1097,15 @@ class Zeus_8_3_2_B_4_2(IStrategy):
pct_max = - pct pct_max = - pct
if pair in ('BTC/USDT', 'BTC/USDC') or count_of_buys <= 2: if pair in ('BTC/USDT', 'BTC/USDC') or count_of_buys <= 2:
lim = - pct - (count_of_buys * 0.003) lim = - pct - (count_of_buys * 0.001)
#lim = self.getLimitBuy(pair, last_candle, pct) #lim = self.getLimitBuy(pair, last_candle, pct)
# lim = - (0.012 * (1 + round(count_of_buys / 5)) + 0.001 * (count_of_buys - 1)) # lim = - (0.012 * (1 + round(count_of_buys / 5)) + 0.001 * (count_of_buys - 1))
# lim = - (0.012 + 0.001 * (count_of_buys - 1) + (0.002 * count_of_buys if count_of_buys > 10 else 0.001 * count_of_buys if count_of_buys > 5 else 0)) # lim = - (0.012 + 0.001 * (count_of_buys - 1) + (0.002 * count_of_buys if count_of_buys > 10 else 0.001 * count_of_buys if count_of_buys > 5 else 0))
else: else:
# lim = self.calculatePctSliding(pair, last_candle) pct = 0.05
pct = 0.025 lim = - pct - (count_of_buys * 0.001)
# lim = - pct - (count_of_buys * 0.001) #lim = self.getLimitBuy(pair, last_candle, pct)
lim = self.getLimitBuy(pair, last_candle, pct)
if (len(dataframe) < 1): if (len(dataframe) < 1):
print("skip dataframe") print("skip dataframe")
@@ -1384,15 +1383,25 @@ class Zeus_8_3_2_B_4_2(IStrategy):
# Calculer le minimum des 14 derniers jours # Calculer le minimum des 14 derniers jours
base_stake_amount = self.config.get('stake_amount') # Montant de base configuré base_stake_amount = self.config.get('stake_amount') # Montant de base configuré
# last_candle['max60_1d'] - last_candle['min60_1d'] if not pair in ('BTC/USDT', 'BTC/USDC'):
last_max = self.pairs[pair]['last_max'] # factors = [1, 1.2, 1.3, 1.4]
last_min = self.pairs[pair]['last_min'] adjusted_stake_amount = base_stake_amount
else :
first_price = self.pairs[pair]['first_buy']
if (first_price == 0):
first_price = last_candle['close']
ecart = 1 last_max = last_candle['max12_1d']
if (last_max > 0 and last_min > 0): pct = 5
ecart = 1 + (last_max - last_min) / last_max if last_max > 0:
pct = 100 * (last_max - first_price) / last_max
adjusted_stake_amount = base_stake_amount * ecart factor = self.multi_step_interpolate(pct, self.thresholds, self.factors)
adjusted_stake_amount = base_stake_amount * factor # max(base_stake_amount, min(100, base_stake_amount * percent_4))
# pct = 100 * abs(self.getPctFirstBuy(pair, last_candle))
#
# factor = self.multi_step_interpolate(pct, self.thresholds, self.factors)
return adjusted_stake_amount return adjusted_stake_amount
@@ -1440,12 +1449,11 @@ class Zeus_8_3_2_B_4_2(IStrategy):
return out_max - position * (out_max - out_min) return out_max - position * (out_max - out_min)
def expectedProfit(self, pair: str, last_candle: DataFrame): def expectedProfit(self, pair: str, last_candle: DataFrame):
pct_to_max = 0.004
max_60 = last_candle['max60_1d']
if last_candle['close'] < max_60:
pct_to_max = 0.25 * (max_60 - last_candle['close']) / max_60
expected_profit = pct_to_max # 0.004 + 0.002 * self.pairs[pair]['count_of_buys'] #min(0.01, first_max) count_of_buys = self.pairs[pair]['count_of_buys']
pct_first = self.getPctFirstBuy(pair, last_candle)
expected_profit = max(0.004, abs(pct_first / 3)) # 0.004 + 0.002 * self.pairs[pair]['count_of_buys'] #min(0.01, first_max)
# print( # print(
# f"Expected profit price={current_price:.4f} min_max={min_max:.4f} min_14={min_14_days:.4f} max_14={max_14_days:.4f} percent={percent:.4f} expected_profit={expected_profit:.4f}") # f"Expected profit price={current_price:.4f} min_max={min_max:.4f} min_14={min_14_days:.4f} max_14={max_14_days:.4f} percent={percent:.4f} expected_profit={expected_profit:.4f}")
@@ -1963,7 +1971,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
limit = 3 limit = 3
if pair.startswith('BTC') or self.pairs[pair]['count_of_buys'] == 0: if pair.startswith('BTC'):
return True # BTC toujours autorisé return True # BTC toujours autorisé
# Filtrer les paires non-BTC # Filtrer les paires non-BTC
@@ -1979,7 +1987,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
max_pair = p max_pair = p
total_non_btc += self.pairs[p]['count_of_buys'] total_non_btc += self.pairs[p]['count_of_buys']
pct_max = self.getPctLastBuy(pair, last_candle) pct_max = self.getPctFirstBuy(pair, last_candle) #self.getPctLastBuy(pair, last_candle)
# val = self.getProbaHausse(last_candle) # val = self.getProbaHausse(last_candle)
# if (val < 40): # if (val < 40):
@@ -1993,21 +2001,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
self.should_enter_trade_count = 0 self.should_enter_trade_count = 0
# if last_candle['mid_smooth_1h_deriv1'] < -0.15 and last_candle['mid_smooth_1h_deriv2'] <= -0.15:
# return False
#
# if last_candle['sma20_deriv1_1d'] < -0.08 and last_candle['sma5_deriv1_1d'] <= -0.1:
# return False
#
# if (self.pairs[pair]['count_of_buys'] >= 5):
# val = self.getProbaHausseSma5d(last_candle)
# if (val < 30):
# return False
if last_candle['sma5_deriv1_1d'] < -0.1:
return False
if max_pair != '' : if max_pair != '' :
return max_pair == pair return max_pair == pair or pct_max < - 0.25
else: else:
return True return True

1725
Zeus_8_3_2_B_4_2_Bilan.txt
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