The ConductorStrategy class is a strategy implementation for backtesting trading strategies on a website. It inherits from the IStrategy class. The strategy has the following main methods:
populate_indicators: This method takes a pandas DataFrame and a metadata dictionary as input.
It iterates over a list of strategies called STRATEGIES and calls the advise_indicators method of each strategy to populate indicators in the DataFrame.
It filters out the intermediate indicator frames and returns the modified DataFrame.
populate_buy_trend: This method populates the buy signal for all strategies. It iterates over the STRATEGIES list and calls the advise_buy method of each strategy. It adds the strategy name to the buy_strategies column in the DataFrame if the strategy generates a buy signal. It also combines the existing strategies in the buy_strategies column. The resulting DataFrame contains the buy signals and the strategies associated with them. populate_sell_trend: This method populates the sell signal for all strategies. It iterates over the STRATEGIES list and calls the advise_sell method of each strategy. It adds the strategy name to the sell_strategies column in the DataFrame if the strategy generates a sell signal. It combines the existing strategies in the sell_strategies column. The resulting DataFrame contains the sell signals and the strategies associated with them. should_sell: This method determines whether a trade should be sold. It takes trade information, such as the trade object, rate, date, buy and sell flags, and checks if any of the strategies in the trade's buy_tag indicate a sell signal. If a sell signal is detected, it returns a tuple with the sell type and the associated sell tag. confirm_trade_exit: This method confirms the exit criteria for a trade. It takes trade information, including the pair, trade object, order type, amount, rate, time in force, sell reason, and current time. It iterates over the strategies in the trade's buy_tag and calls the confirm_trade_exit method of each strategy to confirm the trade exit. It returns a boolean value indicating whether the trade should be exited. These methods together provide functionality for populating indicators, generating buy and sell signals, and determining trade exits based on the implemented strategies.
It iterates over a list of strategies called STRATEGIES and calls the advise_indicators method of each strategy to populate indicators in the DataFrame.
It filters out the intermediate indicator frames and returns the modified DataFrame.
populate_buy_trend: This method populates the buy signal for all strategies. It iterates over the STRATEGIES list and calls the advise_buy method of each strategy. It adds the strategy name to the buy_strategies column in the DataFrame if the strategy generates a buy signal. It also combines the existing strategies in the buy_strategies column. The resulting DataFrame contains the buy signals and the strategies associated with them. populate_sell_trend: This method populates the sell signal for all strategies. It iterates over the STRATEGIES list and calls the advise_sell method of each strategy. It adds the strategy name to the sell_strategies column in the DataFrame if the strategy generates a sell signal. It combines the existing strategies in the sell_strategies column. The resulting DataFrame contains the sell signals and the strategies associated with them. should_sell: This method determines whether a trade should be sold. It takes trade information, such as the trade object, rate, date, buy and sell flags, and checks if any of the strategies in the trade's buy_tag indicate a sell signal. If a sell signal is detected, it returns a tuple with the sell type and the associated sell tag. confirm_trade_exit: This method confirms the exit criteria for a trade. It takes trade information, including the pair, trade object, order type, amount, rate, time in force, sell reason, and current time. It iterates over the strategies in the trade's buy_tag and calls the confirm_trade_exit method of each strategy to confirm the trade exit. It returns a boolean value indicating whether the trade should be exited. These methods together provide functionality for populating indicators, generating buy and sell signals, and determining trade exits based on the implemented strategies.
stoploss: -0.31 timeframe: hash(sha256): 50a05305a145802b8d144273f88179af8cec4bf152cdfb5debdcbb8eb79624ef indicators: exit_tag sell_tag sell_strategies _copy buy_tag buy_strategies col
No similar strategies found. (based on used indicators)
last change: 2024-04-13 21:11:25