# pragma pylint: disable=missing-docstring, invalid-name, too-few-public-methods """ SampleStrategy — stratégie de base MidasBot (Phase 1). Croisement de moyennes mobiles exponentielles (EMA) avec filtre RSI. Sert à valider le pipeline Freqtrade (dry-run, backtesting, FreqUI) avant d'ajouter la couche IA (cf. AiBiasStrategy, Phase 3). """ from __future__ import annotations import talib.abstract as ta from pandas import DataFrame from freqtrade.strategy import IStrategy class SampleStrategy(IStrategy): INTERFACE_VERSION = 3 # Timeframe d'analyse timeframe = "1h" # Take-profit échelonné (ROI minimal par durée, en minutes) minimal_roi = { "0": 0.05, "120": 0.03, "360": 0.01, "720": 0, } # Stop-loss dur stoploss = -0.10 # Trailing stop trailing_stop = True trailing_stop_positive = 0.02 trailing_stop_positive_offset = 0.03 trailing_only_offset_is_reached = True # Nombre de bougies nécessaires avant de produire un signal startup_candle_count: int = 50 # Ordres process_only_new_candles = True use_exit_signal = True exit_profit_only = False 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["rsi"] = ta.RSI(dataframe, timeperiod=14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe["ema_fast"] > dataframe["ema_slow"]) & (dataframe["ema_fast"].shift(1) <= dataframe["ema_slow"].shift(1)) & (dataframe["rsi"] < 70) & (dataframe["volume"] > 0) ), "enter_long", ] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe["ema_fast"] < dataframe["ema_slow"]) & (dataframe["ema_fast"].shift(1) >= dataframe["ema_slow"].shift(1)) & (dataframe["volume"] > 0) ), "exit_long", ] = 1 return dataframe