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Calcul 20250101-20250714 1059.206 217 max 11 ETH

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This commit is contained in:
Jérôme Delacotte
2025-07-25 18:23:56 +02:00
parent 468ada80ca
commit a932ebd369
2 changed files with 1045 additions and 818 deletions
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22
Zeus_8_3_2_B_4_2.py
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@@ -375,6 +375,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
dispo=dispo,
profit=round(trade.calc_profit(rate, amount), 2)
)
self.pairs[pair]['current_profit'] = 0
self.pairs[pair]['total_amount'] = 0
self.pairs[pair]['count_of_buys'] = 0
self.pairs[pair]['max_touch'] = 0
@@ -498,14 +499,14 @@ class Zeus_8_3_2_B_4_2(IStrategy):
# # interpolation linéaire
# return start_factor + (pct - start_pct) * (end_factor - start_factor) / (end_pct - start_pct)
def log_trade(self, action, pair, date, trade_type=None, rate=None, dispo=None, profit=None, buys=None, stake=None,
def log_trade(self, action, pair, date, trade_type=None, rate=None, dispo=None, profit=None, buys=None, stake=None,
last_candle=None):
# Afficher les colonnes une seule fois
if self.config.get('runmode') == 'hyperopt':
return
if self.columns_logged % 30 == 0:
if self.columns_logged % 10 == 0:
self.printLog(
f"| {'Date':<16} | {'Action':<10} |{'Pair':<5}| {'Trade Type':<18} |{'Rate':>8} | {'Dispo':>6} | {'Profit':>8} | {'Pct':>6} | {'max_touch':>11} | {'last_lost':>12} | {'last_max':>7}| {'last_max':>7}|{'Buys':>5}| {'Stake':>5} |"
f"| {'Date':<16} | {'Action':<10} |{'Pair':<5}| {'Trade Type':<18} |{'Rate':>8} | {'Dispo':>6} | {'Profit':>10} | {'Pct':>6} | {'max_touch':>11} | {'last_lost':>12} | {'last_max':>7}| {'last_max':>7}|{'Buys':>5}| {'Stake':>5} |"
f"Tdc|{'val':>6}|Distmax|s201d|s5_1d|s5_2d|s5_1h|s5_2h|smt1h|smt2h|"
)
self.printLineLog()
@@ -580,9 +581,11 @@ class Zeus_8_3_2_B_4_2(IStrategy):
last_max = int(self.pairs[pair]['last_max']) if self.pairs[pair]['last_max'] > 1 else round(self.pairs[pair]['last_max'],3)
last_min = int(self.pairs[pair]['last_min']) if self.pairs[pair]['last_min'] > 1 else round(self.pairs[pair]['last_min'], 3)
profit=str(round(self.pairs[pair]['current_profit'], 2)) + '/' + str(profit)
self.printLog(
f"| {date:<16} |{action:<10} | {pair[0:3]:<3} | {trade_type or '-':<18} |{rate or '-':>9}| {dispo or '-':>6} "
f"| {color}{profit or '-':>8}{RESET} | {pct_max or '-':>6} | {round(self.pairs[pair]['max_touch'], 2) or '-':>11} | {last_lost or '-':>12} "
f"|{color}{profit or '-':>10}{RESET}| {pct_max or '-':>6} | {round(self.pairs[pair]['max_touch'], 2) or '-':>11} | {last_lost or '-':>12} "
f"| {last_max or '-':>7} | {last_min or '-':>7} |{total_counts or '-':>5}|{stake or '-':>7}"
f"|{last_candle['tendency_12'] or '-':>3}|" # {last_candle['tendency_1h'] or '-':>3}|{last_candle['tendency_1d'] or '-':>3}"
# f"|{round(last_candle['mid_smooth_24_deriv1'],3) or '-':>6}|{round(last_candle['mid_smooth_1h_deriv1'],3) or '-':>6}|{round(last_candle['mid_smooth_deriv1_1d'],3) or '-' :>6}|"
@@ -598,7 +601,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
def printLineLog(self):
# f"sum1h|sum1d|Tdc|Tdh|Tdd| drv1 |drv_1h|drv_1d|"
self.printLog(
f"+{'-' * 18}+{'-' * 12}+{'-' * 5}+{'-' * 20}+{'-' * 9}+{'-' * 8}+{'-' * 10}+{'-' * 8}+{'-' * 13}+{'-' * 14}+{'-' * 9}{'-' * 9}+{'-' * 5}+{'-' * 7}+"
f"+{'-' * 18}+{'-' * 12}+{'-' * 5}+{'-' * 20}+{'-' * 9}+{'-' * 8}+{'-' * 12}+{'-' * 8}+{'-' * 13}+{'-' * 14}+{'-' * 9}{'-' * 9}+{'-' * 5}+{'-' * 7}+"
f"{'-' * 3}"
# "+{'-' * 3}+{'-' * 3}
f"+{'-' * 6}+{'-' * 7}+{'-' * 5}+{'-' * 5}+{'-' * 5}+{'-' * 5}+{'-' * 5}+{'-' * 5}+"
@@ -1230,14 +1233,15 @@ class Zeus_8_3_2_B_4_2(IStrategy):
# > - 0.03 ==>Avg. stake amount 253.535 USDT │ Total trade volume 145312.936 USDT 284 │ 1.19 │ 1014.898 │ 50.74| 1 day, 17:54:00 │ 283 0 1 99.6 │ 0.684 USDT 0.02% │
# > - 0.015 ==>Avg. stake amount 249.107 USDT │ Total trade volume 138186.861 USDT 275 │ 1.20 │ 901.976 │ 45.1 │ 1 day, 19:17:00 │ 274 0 1 99.6 │ 0.684 USDT 0.02%
condition = (last_candle['sma5_deriv1_1h'] > 0 or count_of_buys <= 5)
condition = (last_candle['sma5_deriv1_1h'] > 0 or count_of_buys <= 5) #and \
#(last_candle['mid_smooth_1h_deriv1'] > 0 and last_candle['mid_smooth_1h_deriv1'])
# last_candle['mid_smooth_1h_deriv1'] > - 0.05 #(last_candle['mid_smooth_3_deriv1'] > self.buy_mid_smooth_3_deriv1.value) and (last_candle['mid_smooth_24_deriv1'] > self.buy_mid_smooth_24_deriv1.value)
# (last_candle['enter_long'] == 1 & (count_of_buys < 3)) \
# or ((before_last_candle['mid_re_smooth_3_deriv1'] <= 0) & (last_candle['mid_re_smooth_3_deriv1'] >= 0) & (3 <= count_of_buys < 6)) \
# or ((before_last_candle['mid_smooth_1h_deriv1'] <= 0) & (last_candle['mid_smooth_1h_deriv1'] >= 0) & (6 <= count_of_buys))
limit_buy = 40
if (count_of_buys < limit_buy) and condition and (pct_max < lim):
if (count_of_buys < limit_buy) and condition and (pct_max < lim) :
try:
# if 6 <= count_of_buys:
# if not ((before_last_candle_24['sma24_deriv1_1h'] > before_last_candle_12['sma24_deriv1_1h'])
@@ -1272,7 +1276,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
pair=trade.pair,
rate=current_rate,
trade_type=trade_type,
profit=round(current_profit, 4), # round(current_profit * trade.stake_amount, 2),
profit=round(current_profit, 2), # round(current_profit * trade.stake_amount, 2),
buys=trade.nr_of_successful_entries + 1,
stake=round(stake_amount, 2)
)
@@ -1405,7 +1409,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
pct = 100 * (last_max - first_price) / last_max
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))
adjusted_stake_amount = 0.7 * base_stake_amount * factor # max(base_stake_amount, min(100, base_stake_amount * percent_4))
# pct = 100 * abs(self.getPctFirstBuy(pair, last_candle))
#