42 lines
1.6 KiB
Python
42 lines
1.6 KiB
Python
# /freqtrade/user_data/strategies/StaticGrid.py
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from freqtrade.strategy import IStrategy
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from pandas import DataFrame
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class StaticGrid(IStrategy):
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INTERFACE_VERSION = 3
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timeframe = '1h'
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can_short = False
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minimal_roi = {"0": 100}
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stoploss = -0.99
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use_exit_signal = True
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position_adjustment_enable = True
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max_entry_position_adjustment = -1
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# 永续网格参数
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LOWER = 1500.0
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UPPER = 4500.0
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STEP = 50.0
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STAKE = 40.0
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def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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return dataframe
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def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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# 终极触发：只要这根 1h K 线的 low 曾经跌到过任何一个网格价，就立刻补单
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# 当前价 3025 → 下面所有 1500~3000 的网格价，只要历史 low 触碰过，就全部挂上
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for level in range(int((self.UPPER - self.LOWER) // self.STEP) + 5):
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grid_price = self.LOWER + level * self.STEP
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if grid_price <= 3025 + 200: # 当前价附近 200 刀内优先挂
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dataframe.loc[dataframe['low'] <= grid_price, 'enter_long'] = 1
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return dataframe
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def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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for level in range(int((self.UPPER - self.LOWER) // self.STEP) + 5):
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grid_price = self.LOWER + level * self.STEP
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if grid_price >= 3025 - 200:
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dataframe.loc[dataframe['high'] >= grid_price, 'exit_long'] = 1
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return dataframe
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def custom_stake_amount(self, **kwargs) -> float:
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return self.STAKE
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