From e0dfdb195e89fceb8ee81af20900075c34a2b41b Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?J=C3=A9r=C3=B4me=20Delacotte?= Date: Tue, 29 Apr 2025 15:59:41 +0200 Subject: [PATCH] tendance sur 3 heures 3 jours --- Zeus_8_3_2_B_4_2.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/Zeus_8_3_2_B_4_2.py b/Zeus_8_3_2_B_4_2.py index 5df4df0..4c94c51 100644 --- a/Zeus_8_3_2_B_4_2.py +++ b/Zeus_8_3_2_B_4_2.py @@ -491,7 +491,7 @@ class Zeus_8_3_2_B_4_2(IStrategy): # normalized_close = self.min_max_scaling(dataframe['close']) ################### INFORMATIVE 1h informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe="1h") - informative = self.calculateTendency(informative) + informative = self.calculateTendency(informative, 3) informative['volatility'] = talib.STDDEV(informative['close'], timeperiod=14) / informative['close'] informative['atr'] = (talib.ATR(informative['high'], informative['low'], informative['close'], timeperiod=14)) / informative['close'] informative['rsi'] = talib.RSI(informative['close'], length=7) @@ -504,7 +504,7 @@ class Zeus_8_3_2_B_4_2(IStrategy): ################### INFORMATIVE 1d informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe="1d") - informative = self.calculateTendency(informative) + informative = self.calculateTendency(informative, 3) informative['rsi'] = talib.RSI(informative['close'], length=7) informative['rsi_diff'] = informative['rsi'].diff() @@ -645,10 +645,10 @@ class Zeus_8_3_2_B_4_2(IStrategy): return dataframe - def calculateTendency(self, dataframe): + def calculateTendency(self, dataframe, window=12): dataframe['mid'] = dataframe['open'] + (dataframe['close'] - dataframe['open']) / 2 # 2. Calcul du lissage sur 200 bougies par moyenne mobile médiane - dataframe['mid_smooth'] = dataframe['mid'].rolling(window=12, center=True, min_periods=1).median().rolling( + dataframe['mid_smooth'] = dataframe['mid'].rolling(window=window, center=True, min_periods=1).median().rolling( 3).mean() # 2. Dérivée première = différence entre deux bougies successives dataframe['mid_smooth_deriv1'] = dataframe['mid_smooth'].diff()