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Frictrade LGBMRegressor

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Jérôme Delacotte
2025-11-30 16:17:35 +01:00
parent 89abd0b4da
commit c66b9c4a8b
2 changed files with 2065 additions and 15 deletions
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29
Frictrade.py
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@@ -511,15 +511,14 @@ class Frictrade(IStrategy):
dataframe.loc[ dataframe.loc[
( (
# (dataframe['sma5_inv'] == 1) # (dataframe['sma5_inv'] == 1)
( # (
(dataframe['pct180'] < 0.5) | # ((dataframe['pct180'] < 0.5) | (dataframe['sma24_deriv1'] > 0))
( # |((dataframe['close'] < dataframe['sma24'] ) & (dataframe['sma24_deriv1'] > 0))
(dataframe['close'] < dataframe['sma60'] ) #
& (dataframe['sma24_deriv1'] > 0) # )
) (dataframe['hapercent'] > 0)
) & (dataframe['rsi'] < 85)
& (dataframe['hapercent'] > 0) & (dataframe['sma24'] > dataframe['sma60'])
& (dataframe['sma24_deriv1'] > - 0.03)
# & ( # & (
# (dataframe['percent3'] <= -0.003) # (dataframe['percent3'] <= -0.003)
# | (dataframe['percent12'] <= -0.003) # | (dataframe['percent12'] <= -0.003)
@@ -578,7 +577,7 @@ class Frictrade(IStrategy):
# base_size = montant de base que tu veux utiliser (ex: stake_amount ou autre) # base_size = montant de base que tu veux utiliser (ex: stake_amount ou autre)
base_size = base_stake # exemple fraction du portefeuille; adapte selon ton code base_size = base_stake # exemple fraction du portefeuille; adapte selon ton code
# new stake proportionnel à mult # new stake proportionnel à mult
new_stake = base_size * mult new_stake = base_size #* mult
return new_stake return new_stake
def adjust_trade_position(self, trade: Trade, current_time: datetime, def adjust_trade_position(self, trade: Trade, current_time: datetime,
@@ -817,11 +816,11 @@ class Frictrade(IStrategy):
stake=0 stake=0
) )
if last_candle['sma24_deriv1'] > 0 : #and minutes < 180 and baisse < 30: # and last_candle['sma5_deriv1'] > -0.15: # if last_candle['sma24_deriv1'] > 0 : #and minutes < 180 and baisse < 30: # and last_candle['sma5_deriv1'] > -0.15:
if (minutes < 180): # if (minutes < 180):
return None # return None
if (minutes > 1440 and last_candle['sma60_deriv1'] > 0) : # if (minutes > 1440 and last_candle['sma60_deriv1'] > 0) :
return None # return None
# ----- 4) OFFSET : faut-il attendre de dépasser trailing_stop_positive_offset ? ----- # ----- 4) OFFSET : faut-il attendre de dépasser trailing_stop_positive_offset ? -----

2051
FrictradeLearning.py Normal file
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