The provided code appears to be a part of a Python class called BotE, which is implementing the populate_indicators method. This method is responsible for populating various technical indicators for a given financial DataFrame. The indicators are calculated using functions from the ta and qtpylib libraries.
Here's a breakdown of what the strategy does:
Calculates trend-related indicators:
Average Directional Index (ADX)
PLUS Directional Movement (PLUS_DM)
PLUS Directional Indicator (PLUS_DI)
MINUS Directional Movement (MINUS_DM)
MINUS Directional Indicator (MINUS_DI)
Aroon indicators (aroonup, aroondown, aroonosc)
Awesome Oscillator (ao)
Keltner Channel (kc_upperband, kc_lowerband, kc_middleband, kc_percent, kc_width)
Ultimate Oscillator (uo)
Calculates momentum-related indicators:
Commodity Channel Index (cci)
Relative Strength Index (rsi), with additional calculations for Fisher Transform (fisher_rsi and fisher_rsi_norma)
Stochastic Oscillator (slowd and slowk)
Stochastic Fast (fastd and fastk)
Stochastic RSI (fastd_rsi and fastk_rsi)
Moving Average Convergence Divergence (MACD) (macd, macdsignal, macdhist)
Money Flow Index (mfi)
Rate of Change (roc)
Calculates volatility-related indicators:
Bollinger Bands (bb_lowerband, bb_middleband, bb_upperband, bb_percent, bb_width)
Weighted Bollinger Bands (wbb_upperband, wbb_lowerband, wbb_middleband, wbb_percent, wbb_width)
Calculates moving averages:
Exponential Moving Averages (ema3, ema5, ema10, ema21, ema50, ema100, ema150, ema200, ema250)
Simple Moving Averages (sma3, sma5, sma10, sma21, sma50, sma100, sma150, sma200, sma250)
Calculates additional indicators:
Parabolic SAR (sar)
Triple Exponential Moving Average (tema)
Hilbert Transform - SineWave (htsine and htleadsine)
Candlestick patterns (CDLHAMMER, CDLINVERTEDHAMMER, CDLDRAGONFLYDOJI, CDLPIERCING, CDLMORNINGSTAR, CDL3WHITESOLDIERS, CDLHANGINGMAN, CDLSHOOTINGSTAR, CDLGRAVESTONEDOJI, CDLDARKCLOUDCOVER, CDLEVENINGDOJISTAR, CDLEVENINGSTAR, CDL3LINESTRIKE, CDLSPINNINGTOP, CDLENGULFING, CDLHARAMI, CDL3OUTSIDE, CDL3INSIDE)
Applies Heikin-Ashi transformation (ha_open, ha_close, ha_high, ha_low) to the DataFrame.
The code also performs some additional operations like printing metadata, creating a SQLite database, storing the DataFrame in the database, and loading a trained model if it exists.
Please note that the code provided is only a part of the implementation and doesn't show how the strategy is used or how trades are executed based on these indicators.