Merge remote-tracking branch 'origin/Multiple_paires' into Multiple_paires

# Conflicts:
#	Zeus_8_3_2_B_4_2.py

Zeus_8_3_2_B_4_2.py

@@ -104,19 +104,23 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         },
         "subplots": {
             "Rsi": {
-                "rsi_1h": {
+                "max_rsi_24": {
-                    "color": "red"
-                },
-                "rsi_1d": {
                     "color": "blue"
+                }
+                # "rsi_1h": {
+                #     "color": "red"
+                # },
+                # "rsi_1d": {
+                #     "color": "blue"
+                # }
             },
             "Rsi_deriv1": {
-                "rsi_deriv1_1h": {
+                # "rsi_deriv1_1h": {
-                    "color": "red"
+                #     "color": "red"
-                },
+                # },
-                "rsi_deriv1_1d": {
+                # "rsi_deriv1_1d": {
-                    "color": "blue"
+                #     "color": "blue"
-                },
+                # },
                 "sma60_deriv1": {
                     "color": "green"
                 }
@@ -131,34 +135,6 @@ class Zeus_8_3_2_B_4_2(IStrategy):
                 "sma60_deriv2": {
                     "color": "green"
                 }
-            },
-            # "Down": {
-            #     "down_count_1h": {
-            #         "color": "green"
-            #     },
-            #     "up_count_1h": {
-            #         "color": "blue"
-            #     }
-            # },
-            # "Diff": {
-            #     "sma10_deriv1": {
-            #         "color": "#74effc"
-            #     }
-            # },
-            # "smooth": {
-            #     'sma60_deriv1': {
-            #         "color": "blue"
-            #     },
-            #     # 'mid_smooth_1h_deriv1': {
-            #     #     "color": "red"
-            #     # },
-            #     'sma5_deriv2_1h': {
-            #         "color": "pink"
-            #     },
-            #     # 'mid_smooth_1h_deriv2': {
-            #     #     "color": "#da59a6"
-            #     # }
-            # }
             }
         }
     }
@@ -224,7 +200,8 @@ class Zeus_8_3_2_B_4_2(IStrategy):
     #                                               optimize=True, load=True)
     sma5_deriv1_1d_restart_protection = DecimalParameter(0, 5, default=0.5, decimals=1, space='protection',
                                                          optimize=True, load=True)
-    sma5_deriv2_1d_restart_protection = DecimalParameter(0, 5, default=0.5, decimals=1, space='protection', optimize=True,
+    sma5_deriv2_1d_restart_protection = DecimalParameter(0, 5, default=0.5, decimals=1, space='protection',
+                                                         optimize=True,
                                                          load=True)
 
     mise_factor_buy = DecimalParameter(0.01, 0.2, default=0.05, decimals=2, space='buy', optimize=True, load=True)
@@ -320,7 +297,8 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         # val = self.getProbaHausse144(last_candle)
 
         # allow_to_buy = True #(not self.stop_all) #& (not self.all_down)
-        allow_to_buy = not self.pairs[pair]['stop']  # and val > self.buy_val.value #not last_candle['tendency'] in ('B-', 'B--')  # (rate <= float(limit)) | (entry_tag == 'force_entry')
+        allow_to_buy = not self.pairs[pair][
+            'stop']  # and val > self.buy_val.value #not last_candle['tendency'] in ('B-', 'B--')  # (rate <= float(limit)) | (entry_tag == 'force_entry')
 
         # if allow_to_buy:
         #     poly_func, x_future, y_future, count = self.polynomial_forecast(
@@ -381,7 +359,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         last_candle = dataframe.iloc[-1].squeeze()
 
         force = self.pairs[pair]['force_sell']
-        allow_to_sell = (last_candle['percent'] < 0) #or force
+        allow_to_sell = (last_candle['percent'] < 0)  # or force
 
         minutes = int(round((current_time - trade.date_last_filled_utc).total_seconds() / 60, 0))
 
@@ -457,7 +435,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         max_profit = self.pairs[pair]['max_profit']
         baisse = 0
         if profit > 0:
-            baisse = max_profit - profit
+            baisse = 1 - (profit / max_profit)
         mx = max_profit / 5
         self.pairs[pair]['count_of_buys'] = count_of_buys
         self.pairs[pair]['current_profit'] = profit
@@ -500,11 +478,9 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         #     self.pairs[pair]['force_sell'] = False
         #     return 'Force' + pair_name + '_' + str(count_of_buys) + '_' + str(self.pairs[pair]['has_gain'])
 
-        # if profit > - 2 and last_candle['rsi_1h'] < 50 \
+        if profit > 0.5 * count_of_buys and baisse > 0.15:
-        #         and (last_candle['sma20'] - before_last_candle['sma20'] < 0) \
+            self.pairs[pair]['force_sell'] = False
-        #         and (last_candle['rsi_deriv1_1h'] < -4 and last_candle['rsi_deriv2_1h'] < -4) :
+            return str(count_of_buys) + '_' + 'Bas_' + pair_name + '_' + str(self.pairs[pair]['has_gain'])
-        #     self.pairs[pair]['force_sell'] = False
-        #     return 'stoploss_' + pair_name + '_' + str(count_of_buys) + '_' + str(self.pairs[pair]['has_gain'])
 
         factor = 1
         if (self.getShortName(pair) == 'BTC'):
@@ -515,14 +491,14 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         #     return 'Baisse_' + pair_name + '_' + str(count_of_buys) + '_' + str(self.pairs[pair]['has_gain'])
         #
         # if 1 <= count_of_buys <= 3:
-        if last_candle['max_rsi_24'] > 75 and profit > expected_profit and (last_candle['hapercent'] < 0) :
+        if last_candle['max_rsi_24'] > 75 and profit > expected_profit and (last_candle['hapercent'] < 0) and last_candle['sma60_deriv1'] < 0:
             self.pairs[pair]['force_sell'] = False
             return str(count_of_buys) + '_' + 'Rsi_' + pair_name + '_' + str(self.pairs[pair]['has_gain'])
 
-        if last_candle['mid_smooth_1h_deriv1'] < 0 and last_candle['rsi_1h'] < 50 and profit > expected_profit:
+        # if last_candle['mid_smooth_1h_deriv1'] < 0 and profit > expected_profit:
-            self.pairs[pair]['force_sell'] = False
+        #     self.pairs[pair]['force_sell'] = False
-            self.pairs[pair]['force_buy'] = (self.pairs[pair]['count_of_buys'] - self.pairs[pair]['has_gain'] > 5)
+        #     self.pairs[pair]['force_buy'] = (self.pairs[pair]['count_of_buys'] - self.pairs[pair]['has_gain'] > 5)
-            return str(count_of_buys) + '_' + 'Drv3_' + pair_name + '_' + str(self.pairs[pair]['has_gain'])
+        #     return str(count_of_buys) + '_' + 'Drv3_' + pair_name + '_' + str(self.pairs[pair]['has_gain'])
 
         # if 4 <= count_of_buys <= 6:
         #     if ((before_last_candle_2['mid_smooth_12_deriv1'] <= before_last_candle['mid_smooth_12_deriv1'])
@@ -590,11 +566,11 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         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"Tdc|{'val':>6}|Distmax|s201d|s5_1d|s5_2d|s51h|s52h|smt1h|smt2h|"
+                f"Tdc|{'rsi':>6}|Distmax|s201d|s5_1d|s5_2d|s51h|s52h|smt1h|smt2h|"
             )
             self.printLineLog()
             df = pd.DataFrame.from_dict(self.pairs, orient='index')
-            colonnes_a_exclure = ['last_candle', 'last_trade', 'last_palier_index', 'current_trade',
+            colonnes_a_exclure = ['last_candle', 'last_trade', 'last_palier_index', #'current_trade',
                                   'trade_info', 'last_date', 'last_count_of_buys', 'base_stake_amount', 'stop_buy']
             df_filtered = df[df['count_of_buys'] > 0].drop(columns=colonnes_a_exclure)
             # df_filtered = df_filtered["first_buy", "last_max", "max_touch", "last_sell","last_buy", 'count_of_buys', 'current_profit']
@@ -661,8 +637,10 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         color_smooth_1h = GREEN if last_candle['mid_smooth_1h_deriv1'] > 0 else RED
         color_smooth2_1h = GREEN if last_candle['mid_smooth_1h_deriv2'] > 0 else RED
 
-        last_max = int(self.pairs[pair]['last_max']) if self.pairs[pair]['last_max'] > 1 else round(self.pairs[pair]['last_max'],3)
+        last_max = int(self.pairs[pair]['last_max']) if self.pairs[pair]['last_max'] > 1 else round(
-        last_min = int(self.pairs[pair]['last_min']) if self.pairs[pair]['last_min'] > 1 else round(self.pairs[pair]['last_min'], 3)
+            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(profit) + '/' + str(round(self.pairs[pair]['max_profit'], 2))
 
@@ -676,10 +654,10 @@ class Zeus_8_3_2_B_4_2(IStrategy):
             f"| {date:<16} |{action:<10} | {pair[0:3]:<3} | {trade_type or '-':<18} |{rate or '-':>9}| {dispo or '-':>6} "
             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"|{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}|"
             # f"{round(last_candle['mid_smooth_24_deriv2'],3) or '-' :>6}|{round(last_candle['mid_smooth_1h_deriv2'],3) or '-':>6}|{round(last_candle['mid_smooth_deriv2_1d'],3) or '-':>6}|"
-            f"{round(val, 1) or '-' :>6}|"
+            f"{round(last_candle['max_rsi_24'], 1) or '-' :>6}|"
             f"{dist_max:>7}|{color_sma20}{round(last_candle['sma20_deriv1_1d'], 2):>5}{RESET}"
             f"|{color_sma5}{round(last_candle['mid_smooth_5_deriv1_1d'], 2):>5}{RESET}|{color_sma5_2}{round(last_candle['mid_smooth_5_deriv2_1d'], 2):>5}{RESET}"
             f"|{color_sma5_1h}{round(last_candle['sma60_deriv1'], 2):>5}{RESET}|{color_sma5_2h}{round(last_candle['sma60_deriv2'], 2):>5}{RESET}"
@@ -893,13 +871,13 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         #     self.calculateStats(informative, 'sma5_deriv1', 'futur_percent_3')
 
         if self.dp.runmode.value in ('backtest'):
-            informative['futur_percent'] = 100 * (informative['close'].shift(-1) - informative['close']) / informative['close']
+            informative['futur_percent'] = 100 * (informative['close'].shift(-1) - informative['close']) / informative[
+                'close']
             # informative['futur_percent_3d'] = 100 * (informative['close'].shift(-3) - informative['close']) / informative['close']
         #
         #     self.calculateProbabilite2Index(informative, ['futur_percent_1d'], 'rsi_deriv1', 'rsi')
         #     # self.calculateProbabilite2Index(dataframe, ['futur_percent_3d'], 'rsi_deriv1', 'sma5')
 
-
         # informative['close_smooth'] = self.conditional_smoothing(informative['mid'].dropna(), threshold=0.0015).dropna()
         # informative['smooth'], informative['deriv1'], informative['deriv2'] = self.smooth_and_derivatives(informative['close_smooth'])
         # informative['deriv1'] = 100 * informative['deriv1'] / informative['mid']
@@ -1062,7 +1040,8 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         return dataframe
 
     def calculeDerivees(self, dataframe, indic, factor_1=100, factor_2=10, horizon=5):
-        dataframe[f"{indic}_deriv1"] = (factor_1 * dataframe[f"{indic}"].diff() / dataframe[f"{indic}"]).rolling(horizon).mean()
+        dataframe[f"{indic}_deriv1"] = (factor_1 * dataframe[f"{indic}"].diff() / dataframe[f"{indic}"]).rolling(
+            horizon).mean()
         dataframe[f"{indic}_deriv2"] = (factor_2 * dataframe[f"{indic}_deriv1"].diff()).rolling(horizon).mean()
 
     def calculateDownAndUp(self, dataframe, limit=0.0001):
@@ -1483,7 +1462,8 @@ class Zeus_8_3_2_B_4_2(IStrategy):
                 max_amount = self.config.get('stake_amount') * 2.5
                 # stake_amount = min(stake_amount, self.wallets.get_available_stake_amount())
                 stake_amount = min(min(max_amount, self.wallets.get_available_stake_amount()),
-                                   self.adjust_stake_amount(pair, last_candle) - 10 * pct_first / self.mise_factor_buy.value)  # min(200, self.adjust_stake_amount(pair, last_candle) * self.fibo[count_of_buys])
+                                   self.adjust_stake_amount(pair,
+                                                            last_candle) - 10 * pct_first / self.mise_factor_buy.value)  # min(200, self.adjust_stake_amount(pair, last_candle) * self.fibo[count_of_buys])
 
                 if self.wallets.get_available_stake_amount() > stake_amount:
                     trade_type = last_candle['enter_tag'] if last_candle['enter_long'] == 1 else 'pct48'
@@ -1539,7 +1519,7 @@ class Zeus_8_3_2_B_4_2(IStrategy):
 
         last_lost = self.getLastLost(last_candle, pair)
 
-        if (hours > 6
+        if (current_profit > 0 and hours > 6
                 # and last_candle['sma60_deriv1'] > 0
                 and last_candle['rsi_1h'] < 65
                 and last_candle['rsi_deriv1_1h'] > 0
@@ -1728,7 +1708,10 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         # if last_candle['close'] < max_60:
         #     pct_to_max = 0.25 * (max_60 - last_candle['close']) / max_60
         # pct_to_max = pct_to_max * (2 - pctClose60)
-        expected_profit = lim * self.pairs[pair]['total_amount'] #min(3 * lim, max(lim, pct_to_max))  # 0.004 + 0.002 * self.pairs[pair]['count_of_buys'] #min(0.01, first_max)
+        expected_profit = lim * self.pairs[pair][
+            'total_amount']  # min(3 * lim, max(lim, pct_to_max))  # 0.004 + 0.002 * self.pairs[pair]['count_of_buys'] #min(0.01, first_max)
+
+        self.pairs[pair]['expected_profit'] = expected_profit
 
         self.pairs[pair]['expected_profit'] = expected_profit
 
@@ -2257,7 +2240,8 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         # if not pair.startswith('BTC'):
         dispo = round(self.wallets.get_available_stake_amount())
 
-        if self.pairs[pair]['stop'] and last_candle['mid_smooth_5_deriv1_1d'] > -0.9 and last_candle['sma5_deriv1_1d'] > 0 and last_candle['sma5_deriv2_1d'] > 0:
+        if self.pairs[pair]['stop'] and last_candle['mid_smooth_5_deriv1_1d'] > -0.9 and last_candle[
+            'sma5_deriv1_1d'] > 0 and last_candle['sma5_deriv2_1d'] > 0:
             self.pairs[pair]['stop'] = False
             self.log_trade(
                 last_candle=last_candle,
@@ -2272,7 +2256,8 @@ class Zeus_8_3_2_B_4_2(IStrategy):
                 stake=0
             )
         else:
-            if self.pairs[pair]['stop'] == False and (last_candle['sma5_deriv1_1d'] < -0.2 or last_candle['sma5_deriv2_1d'] < -3):
+            if self.pairs[pair]['stop'] == False and (
+                    last_candle['sma5_deriv1_1d'] < -0.2 or last_candle['sma5_deriv2_1d'] < -3):
                 self.pairs[pair]['stop'] = True
                 # if self.pairs[pair]['current_profit'] > 0:
                 #     self.pairs[pair]['force_sell'] = True
@@ -2301,13 +2286,14 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         if last_candle['sma5_deriv1_1h'] < 0.0 and last_candle['sma5_deriv2_1h'] < -0.0:
             return False
 
-        if last_candle['mid_smooth_1h_deriv1'] < 0.0 and last_candle['mid_smooth_1h_deriv2'] < -0.0 and last_candle['sma5_deriv2_1h'] < 0:
+        if last_candle['mid_smooth_1h_deriv1'] < 0.0 and last_candle['mid_smooth_1h_deriv2'] < -0.0 and last_candle[
+            'sma5_deriv2_1h'] < 0:
             return False
 
         # if pair.startswith('BTC'):
         #     return True  # BTC toujours autorisé
 
-        #return True
+        # return True
 
         # Filtrer les paires non-BTC
         non_btc_pairs = [p for p in self.pairs if not p.startswith('BTC')]