MidasBot: bot trading crypto IA + stratégies Ichimoku validées

- Infra: Freqtrade (futures dry-run) + Redis + dashboard + Docker Compose - Couche IA: ai_analyzer (Claude via abonnement, MCP TradingView, backfill biais) - Stratégies: SampleStrategy, AiBiasStrategy, IchimokuLS (long/short, validée train/test + données vierges + walk-forward), MTFIchimoku, variantes hyperopt - Arbitrage CEX (dry-run), backtesting, walk-forward, volatility targeting - IchimokuLS en dry-run live (config_live.json) Claude-Session: https://claude.ai/code/session_01VHETcFacdnDhQzthLpdYFR
2026-06-23 19:25:49 +02:00
commit 633b033f4d
59 changed files with 3868 additions and 0 deletions
--- a/freqtrade/user_data/strategies/LongShortStrategy.py
+++ b/freqtrade/user_data/strategies/LongShortStrategy.py
@@ -0,0 +1,94 @@
+# pragma pylint: disable=missing-docstring, invalid-name, too-few-public-methods
+"""
+LongShortStrategy — stratégie symétrique (futures) qui gagne dans les deux sens.
+
+- LONG quand la tendance est haussière (EMA fast>slow, prix>EMA50, momentum +).
+- SHORT quand la tendance est baissière (miroir exact).
+But : ne plus subir les marchés baissiers — profiter de la baisse comme de la hausse.
+Levier 1x par défaut (on isole l'edge directionnel ; le levier viendra après si robuste).
+"""
+from __future__ import annotations
+
+import talib.abstract as ta
+from pandas import DataFrame
+
+from freqtrade.strategy import IStrategy
+
+
+class LongShortStrategy(IStrategy):
+    INTERFACE_VERSION = 3
+    timeframe = "1h"
+    can_short = True  # futures requis
+
+    minimal_roi = {"0": 0.05, "120": 0.03, "360": 0.01, "720": 0}
+    stoploss = -0.08
+    trailing_stop = True
+    trailing_stop_positive = 0.02
+    trailing_stop_positive_offset = 0.03
+    trailing_only_offset_is_reached = True
+
+    startup_candle_count: int = 60
+    process_only_new_candles = True
+    use_exit_signal = True
+
+    def leverage(self, pair, current_time, current_rate, proposed_leverage,
+                 max_leverage, entry_tag, side, **kwargs) -> float:
+        return 1.0  # 1x — edge directionnel pur, sans amplification
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe["ema_fast"] = ta.EMA(dataframe, timeperiod=9)
+        dataframe["ema_slow"] = ta.EMA(dataframe, timeperiod=21)
+        dataframe["ema_trend"] = ta.EMA(dataframe, timeperiod=50)
+        dataframe["adx"] = ta.ADX(dataframe, timeperiod=14)
+        dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
+        return dataframe
+
+    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # LONG : croisement haussier + tendance MT haussière + tendance forte
+        dataframe.loc[
+            (
+                (dataframe["ema_fast"] > dataframe["ema_slow"])
+                & (dataframe["ema_fast"].shift(1) <= dataframe["ema_slow"].shift(1))
+                & (dataframe["close"] > dataframe["ema_trend"])
+                & (dataframe["adx"] > 20)
+                & (dataframe["rsi"] > 45)
+                & (dataframe["rsi"] < 75)
+                & (dataframe["volume"] > 0)
+            ),
+            "enter_long",
+        ] = 1
+        # SHORT : miroir exact
+        dataframe.loc[
+            (
+                (dataframe["ema_fast"] < dataframe["ema_slow"])
+                & (dataframe["ema_fast"].shift(1) >= dataframe["ema_slow"].shift(1))
+                & (dataframe["close"] < dataframe["ema_trend"])
+                & (dataframe["adx"] > 20)
+                & (dataframe["rsi"] < 55)
+                & (dataframe["rsi"] > 25)
+                & (dataframe["volume"] > 0)
+            ),
+            "enter_short",
+        ] = 1
+        return dataframe
+
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # Sortie LONG : la tendance courte se retourne à la baisse
+        dataframe.loc[
+            (
+                (dataframe["ema_fast"] < dataframe["ema_slow"])
+                & (dataframe["ema_fast"].shift(1) >= dataframe["ema_slow"].shift(1))
+                & (dataframe["volume"] > 0)
+            ),
+            "exit_long",
+        ] = 1
+        # Sortie SHORT : la tendance courte se retourne à la hausse
+        dataframe.loc[
+            (
+                (dataframe["ema_fast"] > dataframe["ema_slow"])
+                & (dataframe["ema_fast"].shift(1) <= dataframe["ema_slow"].shift(1))
+                & (dataframe["volume"] > 0)
+            ),
+            "exit_short",
+        ] = 1
+        return dataframe