(freqtrade) D:\CODE\trader\freqtrade>freqtrade
2022-02-17 19:40:50,174 - freqtrade - ERROR - Usage of Freqtrade requires a subcommand to be specified.
To have the bot executing trades in live/dry-run modes, depending on the value of the `dry_run` setting in the config, run Freqtrade as `freqtrade trade [options...]`.
To see the full list of options available, please use `freqtrade --help` or `freqtrade <command> --help`.
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
# flake8: noqa: F401
# isort: skip_file
# --- Do not remove these libs ---
from re import A
import numpy as np # noqa
import pandas as pd # noqa
from pandas import DataFrame
from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,
IStrategy, IntParameter)
# --------------------------------
# 你自己所需要的模块放在这里
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
# This class is a sample. Feel free to customize it.
class SampleStrategy(IStrategy):
"""
This is a sample strategy to inspire you.
More information in https://www.freqtrade.io/en/latest/strategy-customization/
You can:
:return: a Dataframe with all mandatory indicators for the strategies
- Rename the class name (Do not forget to update class_name)
- Add any methods you want to build your strategy
- Add any lib you need to build your strategy
You must keep:
- the lib in the section "Do not remove these libs"
- the methods: populate_indicators, populate_buy_trend, populate_sell_trend
You should keep:
- timeframe, minimal_roi, stoploss, trailing_*
"""
# Strategy interface version - allow new iterations of the strategy interface.
# Check the documentation or the Sample strategy to get the latest version.
INTERFACE_VERSION = 2
# 设定最小投资回报
minimal_roi = {
"60": 0.01,
"30": 0.02,
"0": 0.04
}
# 止损
stoploss = -0.10
# 指标参数
buy_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True)
sell_rsi = IntParameter(low=50, high=100, default=70, space='sell', optimize=True, load=True)
# K线时间
timeframe = '5m'
# 在新K线出现时执行
process_only_new_candles = False
# These values can be overridden in the "ask_strategy" section in the config.
use_sell_signal = True
sell_profit_only = False
ignore_roi_if_buy_signal = False
# 预准备K线数
startup_candle_count: int = 30
# 下单类型
order_types = {
'buy': 'limit',
'sell': 'limit',
'stoploss': 'market',
'stoploss_on_exchange': False
}
# 订单有效时间(gtc: 除非取消否则一直有效)
order_time_in_force = {
'buy': 'gtc',
'sell': 'gtc'
}
plot_config = {
'main_plot': {
'tema': {},
'sar': {'color': 'white'},
},
'subplots': {
"MACD": {
'macd': {'color': 'blue'},
'macdsignal': {'color': 'orange'},
},
"RSI": {
'rsi': {'color': 'red'},
}
}
}
def informative_pairs(self):
"""
Define additional, informative pair/interval combinations to be cached from the exchange.
These pair/interval combinations are non-tradeable, unless they are part
of the whitelist as well.
For more information, please consult the documentation
:return: List of tuples in the format (pair, interval)
Sample: return [("ETH/USDT", "5m"),
("BTC/USDT", "15m"),
]
"""
return []
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Adds several different TA indicators to the given DataFrame
Performance Note: For the best performance be frugal on the number of indicators
you are using. Let uncomment only the indicator you are using in your strategies
or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
:param dataframe: Dataframe with data from the exchange
:param metadata: Additional information, like the currently traded pair
:return: a Dataframe with all mandatory indicators for the strategies
"""
# Momentum Indicators
# ------------------------------------
dataframe['adx'] = ta.ADX(dataframe)
dataframe['rsi'] = ta.RSI(dataframe)
stoch_fast = ta.STOCHF(dataframe)
dataframe['fastd'] = stoch_fast['fastd']
dataframe['fastk'] = stoch_fast['fastk']
# MACD
macd = ta.MACD(dataframe)
dataframe['macd'] = macd['macd']
dataframe['macdsignal'] = macd['macdsignal']
dataframe['macdhist'] = macd['macdhist']
# MFI
dataframe['mfi'] = ta.MFI(dataframe)
# Bollinger Bands
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
dataframe['bb_lowerband'] = bollinger['lower']
dataframe['bb_middleband'] = bollinger['mid']
dataframe['bb_upperband'] = bollinger['upper']
dataframe["bb_percent"] = (
(dataframe["close"] - dataframe["bb_lowerband"]) /
(dataframe["bb_upperband"] - dataframe["bb_lowerband"])
)
dataframe["bb_width"] = (
(dataframe["bb_upperband"] - dataframe["bb_lowerband"]) / dataframe["bb_middleband"]
)
# Parabolic SAR
dataframe['sar'] = ta.SAR(dataframe)
# TEMA - Triple Exponential Moving Average
dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
hilbert = ta.HT_SINE(dataframe)
dataframe['htsine'] = hilbert['sine']
dataframe['htleadsine'] = hilbert['leadsine']
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the buy signal for the given dataframe
:param dataframe: DataFrame populated with indicators
:param metadata: Additional information, like the currently traded pair
:return: DataFrame with buy column
"""
dataframe.loc[
(
# Signal: RSI crosses above 30
(qtpylib.crossed_above(dataframe['rsi'], self.buy_rsi.value)) &
(dataframe['tema'] <= dataframe['bb_middleband']) & # Guard: tema below BB middle
(dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard: tema is raising
(dataframe['volume'] > 0) # Make sure Volume is not 0
), 'buy'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the sell signal for the given dataframe
:param dataframe: DataFrame populated with indicators
:param metadata: Additional information, like the currently traded pair
:return: DataFrame with sell column
"""
dataframe.loc[
(
# Signal: RSI crosses above 70
(qtpylib.crossed_above(dataframe['rsi'], self.sell_rsi.value)) &
(dataframe['tema'] > dataframe['bb_middleband']) & # Guard: tema above BB middle
(dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard: tema is falling
(dataframe['volume'] > 0) # Make sure Volume is not 0
), 'sell'] = 1
return dataframe
from alphalens.utils import get_clean_factor_and_forward_returns
from alphalens.tears import create_full_tear_sheet
ret = get_clean_factor_and_forward_returns(assets[['pct_chg']], close)
create_full_tear_sheet(ret, long_short=False)
from AlgorithmImports import *
class MACDTrendAlgorithm(QCAlgorithm):
def Initialize(self):
'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
self.SetStartDate(2004, 1, 1) #Set Start Date
self.SetEndDate(2015, 1, 1) #Set End Date
self.SetCash(100000) #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
self.AddEquity("SPY", Resolution.Daily)
# define our daily macd(12,26) with a 9 day signal
self.__macd = self.MACD("SPY", 12, 26, 9, MovingAverageType.Exponential, Resolution.Daily)
self.__previous = datetime.min
self.PlotIndicator("MACD", True, self.__macd, self.__macd.Signal)
self.PlotIndicator("SPY", self.__macd.Fast, self.__macd.Slow)
def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''
# wait for our macd to fully initialize
if not self.__macd.IsReady: return
# only once per day
if self.__previous.date() == self.Time.date(): return
# define a small tolerance on our checks to avoid bouncing
tolerance = 0.0025
holdings = self.Portfolio["SPY"].Quantity
signalDeltaPercent = (self.__macd.Current.Value - self.__macd.Signal.Current.Value)/self.__macd.Fast.Current.Value
# if our macd is greater than our signal, then let's go long
if holdings <= 0 and signalDeltaPercent > tolerance: # 0.01%
# longterm says buy as well
self.SetHoldings("SPY", 1.0)
# of our macd is less than our signal, then let's go short
elif holdings >= 0 and signalDeltaPercent < -tolerance:
self.Liquidate("SPY")
self.__previous = self.Time
if not self.__macd.IsReady: return
if self.__previous.date() == self.Time.date(): return
然后就是核心的买入卖出逻辑：
tolerance = 0.0025
holdings = self.Portfolio["SPY"].Quantity
signalDeltaPercent = (self.__macd.Current.Value - self.__macd.Signal.Current.Value)/self.__macd.Fast.Current.Value
# if our macd is greater than our signal, then let's go long
if holdings <= 0 and signalDeltaPercent > tolerance: # 0.01%
# longterm says buy as well
self.SetHoldings("SPY", 1.0)
# of our macd is less than our signal, then let's go short
elif holdings >= 0 and signalDeltaPercent < -tolerance:
self.Liquidate("SPY")
self.__previous = self.Time
# my global config
global:
scrape_interval: 15s # Set the scrape interval to every 15 seconds. Default is every 1 minute.
evaluation_interval: 15s # Evaluate rules every 15 seconds. The default is every 1 minute.
# scrape_timeout is set to the global default (10s).
# Alertmanager configuration
alerting:
alertmanagers:
- static_configs:
- targets:
# - alertmanager:9093
# Load rules once and periodically evaluate them according to the global 'evaluation_interval'.
rule_files:
# - "first_rules.yml"
# - "second_rules.yml"
# A scrape configuration containing exactly one endpoint to scrape:
# Here it's Prometheus itself.
scrape_configs:
# The job name is added as a label `job=<job_name>` to any timeseries scraped from this config.
- job_name: 'prometheus'
# metrics_path defaults to '/metrics'
# scheme defaults to 'http'.
static_configs:
- targets: ['localhost:9090']
# 主要是新增了node_exporter的job，如果有多个node_exporter，在targets数组后面加即可
- job_name: 'node_exporter'
static_configs:
- targets: ['localhost:9100']
#(CentOS) vim /data/prometheus/conf/prometheus.yaml
vim /data/prometheus/conf/prometheus.yml # ubuntu
配置如下：
# my global config
global:
scrape_interval: 15s # Set the scrape interval to every 15 seconds. Default is every 1 minute.
evaluation_interval: 15s # Evaluate rules every 15 seconds. The default is every 1 minute.
# scrape_timeout is set to the global default (10s).
# Alertmanager configuration
alerting:
alertmanagers:
- static_configs:
- targets:
# - alertmanager:9093
# Load rules once and periodically evaluate them according to the global 'evaluation_interval'.
rule_files:
# - "first_rules.yml"
# - "second_rules.yml"
# A scrape configuration containing exactly one endpoint to scrape:
# Here it's Prometheus itself.
scrape_configs:
# The job name is added as a label `job=<job_name>` to any timeseries scraped from this config.
- job_name: 'prometheus'
# metrics_path defaults to '/metrics'
# scheme defaults to 'http'.
static_configs:
- targets: ['localhost:9090']
# 主要是新增了node_exporter的job，如果有多个node_exporter，在targets数组后面加即可
- job_name: 'node_exporter'
static_configs:
- targets: ['localhost:9100']
# 新增我们的Python股票采集脚本
- job_name: 'hot_list'
static_configs:
- targets: ['localhost:8000']
