Calcul 20250101-20250714 1059.206 217 max 11 ETH

This commit is contained in:
Jérôme Delacotte
2025-07-25 21:01:26 +02:00
parent a932ebd369
commit 5a9adb0b53

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@@ -731,7 +731,8 @@ class Zeus_8_3_2_B_4_2(IStrategy):
informative['volatility'] = talib.STDDEV(informative['close'], timeperiod=14) / informative['close'] informative['volatility'] = talib.STDDEV(informative['close'], timeperiod=14) / informative['close']
self.calculeDerivees(informative, 'volatility') self.calculeDerivees(informative, 'volatility')
# informative['rsi'] = talib.RSI(informative['close']) #, timeperiod=7) informative["percent"] = (informative["close"] - informative["open"]) / informative["open"]
informative['rsi6'] = talib.RSI(informative['close'], timeperiod=6)
# self.calculeDerivees(informative, 'rsi') # self.calculeDerivees(informative, 'rsi')
# #
informative['sma5'] = talib.SMA(informative, timeperiod=5) informative['sma5'] = talib.SMA(informative, timeperiod=5)
@@ -740,6 +741,9 @@ class Zeus_8_3_2_B_4_2(IStrategy):
self.calculeDerivees(informative, 'sma5', factor_1=10, factor_2=1) self.calculeDerivees(informative, 'sma5', factor_1=10, factor_2=1)
self.calculeDerivees(informative, 'sma20', factor_1=10, factor_2=1) self.calculeDerivees(informative, 'sma20', factor_1=10, factor_2=1)
informative['inversion_haute'] = (informative['sma20'].shift(2) < informative['sma20'].shift(1)) & (informative['sma20'].shift(1) > informative['sma20'])
informative['inversion_basse'] = (informative['sma20'].shift(2) > informative['sma20'].shift(1)) & (informative['sma20'].shift(1) < informative['sma20'])
# informative['futur_percent_3'] = 100 * ((informative['sma5'].shift(-3) - informative['sma5']) / informative['sma5']) # informative['futur_percent_3'] = 100 * ((informative['sma5'].shift(-3) - informative['sma5']) / informative['sma5'])
# if self.dp.runmode.value in ('backtest'): # if self.dp.runmode.value in ('backtest'):
@@ -1984,6 +1988,21 @@ class Zeus_8_3_2_B_4_2(IStrategy):
limit = 3 limit = 3
# if self.pairs[pair]['count_of_buys'] > 3:
# if last_candle['inversion_basse_1d']:
# if self.pairs[pair]['stop'] == True :
# self.pairs[pair]['stop'] = False
# print(f"start buying {last_candle['sma20_deriv1_1d']} {last_candle['sma20_deriv2_1d']}")
# else:
# if last_candle['inversion_haute_1d']:
# if self.pairs[pair]['stop'] == False:
# self.pairs[pair]['stop'] = True
# print(f"stop buying {last_candle['rsi6_1d']} {last_candle['percent_1d']} {last_candle['sma20_deriv1_1d']} {last_candle['sma20_deriv2_1d']}")
# return False
#
# if self.pairs[pair]['stop']:
# return False
if pair.startswith('BTC'): if pair.startswith('BTC'):
return True # BTC toujours autorisé return True # BTC toujours autorisé