Calcul 20240101-20250714 3709.537 264.11$ Max 8
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@@ -713,12 +713,12 @@ class Zeus_8_3_2_B_4_2(IStrategy):
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# poly_func, x_future, y_future, count = self.polynomial_forecast(informative['sma5_deriv1_1d'], window=24, degree=4)
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# poly_func, x_future, y_future, count = self.polynomial_forecast(informative['sma5_deriv1_1d'], window=24, degree=4)
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informative['futur_percent_3'] = 100 * ((informative['sma5'].shift(-3) - informative['sma5']) / informative['sma5'])
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# informative['futur_percent_3'] = 100 * ((informative['sma5'].shift(-3) - informative['sma5']) / informative['sma5'])
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futur_cols = ['futur_percent_3']
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# futur_cols = ['futur_percent_3']
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indic_1 = 'sma5_deriv1'
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# indic_1 = 'sma5_deriv1'
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indic_2 = 'sma20_deriv1'
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# indic_2 = 'sma20_deriv1'
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#
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self.calculateProbabilite2Index(informative, futur_cols, indic_1, indic_2)
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# self.calculateProbabilite2Index(informative, futur_cols, indic_1, indic_2)
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dataframe = merge_informative_pair(dataframe, informative, self.timeframe, "1d", ffill=True)
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dataframe = merge_informative_pair(dataframe, informative, self.timeframe, "1d", ffill=True)
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@@ -1890,11 +1890,11 @@ class Zeus_8_3_2_B_4_2(IStrategy):
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limit = 3
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limit = 3
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if pair.startswith('BTC'):
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if pair.startswith('BTC') or self.pairs[pair]['count_of_buys'] == 0:
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return True # BTC toujours autorisé
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return True # BTC toujours autorisé
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# Filtrer les paires non-BTC
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# Filtrer les paires non-BTC
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non_btc_pairs = [p for p in self.pairs if not p.startswith('BTC')]
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non_btc_pairs = [p for p in self.pairs] # if not p.startswith('BTC')]
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# Compter les positions actives sur les paires non-BTC
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# Compter les positions actives sur les paires non-BTC
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max_nb_trades = 0
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max_nb_trades = 0
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@@ -1906,7 +1906,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
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max_pair = p
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max_pair = p
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total_non_btc += self.pairs[p]['count_of_buys']
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total_non_btc += self.pairs[p]['count_of_buys']
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pct_max = self.getPctFirstBuy(pair, last_candle) #self.getPctLastBuy(pair, last_candle)
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pct_max = self.getPctLastBuy(pair, last_candle)
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# val = self.getProbaHausse(last_candle)
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# val = self.getProbaHausse(last_candle)
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# if (val < 40):
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# if (val < 40):
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@@ -1921,6 +1921,6 @@ class Zeus_8_3_2_B_4_2(IStrategy):
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self.should_enter_trade_count = 0
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self.should_enter_trade_count = 0
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if max_pair != '' :
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if max_pair != '' :
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return max_pair == pair or pct_max < - 0.25
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return (max_pair == pair and self.pairs[pair]['count_of_buys'] <= 5) or pct_max < - 0.1
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else:
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else:
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return True
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return True
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