The DevilStra strategy is a trading strategy implemented in the form of a class that inherits from the IStrategy class. The strategy consists of three main components: populating indicators, populating buy trends, and populating sell trends. populate_indicators: This function takes a DataFrame and metadata as input and returns the updated DataFrame.
It is responsible for populating the indicators used in the strategy.
In the provided code, this function simply returns the original DataFrame without any modifications.
populate_buy_trend: This function takes a DataFrame and metadata as input and returns the updated DataFrame. It determines the buy signals based on a set of conditions. Here's how it works:
It retrieves the current whitelist of trading pairs and calculates the length of the whitelist. It finds the index of the current pair in the whitelist. It splits the buy_spell value (a parameter) into individual buy spells. It checks if the length of the whitelist is greater than the length of buy spells. If it is, it prints a message indicating that the strategy needs to be re-hyperoptimized and exits. It selects the buy parameters for the current pair based on its index. It generates conditions based on the selected buy indicators, crossed indicators, operators, and real numbers. It appends the generated conditions to a list. If there are any conditions, it applies them to the DataFrame, setting the 'buy' column to 1 for rows where all conditions are satisfied. It returns the updated DataFrame. populate_sell_trend: This function is similar to populate_buy_trend but determines the sell signals instead. Here's how it works:
It follows the same steps as populate_buy_trend to retrieve the current whitelist, check the length of sell spells, select the sell parameters for the current pair, and generate conditions. It appends the generated conditions to a list. If there are any conditions, it applies them to the DataFrame, setting the 'sell' column to 1 for rows where all conditions are satisfied. It returns the updated DataFrame. Overall, the DevilStra strategy generates buy and sell signals based on specified conditions using indicators and parameters specific to each trading pair. The strategy requires a properly configured whitelist and relies on the results of a spell_finder function and a condition_generator function to determine the conditions for generating buy and sell signals.