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Merge pull request #24 from hummingbot/feat/clean_up_repo
Feat/clean up repo
2 parents 51b3ea3 + a719ae1 commit 5dd8d41

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‎.pre-commit-config.yaml

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repos:
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- repo: https://github.com/pre-commit/pre-commit-hooks
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rev: v2.3.0
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hooks:
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- id: detect-private-key
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- repo: https://github.com/pre-commit/mirrors-eslint
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rev: v8.10.0
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hooks:
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- id: eslint
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files: \.[jt]sx?$ # *.js, *.jsx, *.ts and *.tsx
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types: [file]
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- repo: https://github.com/CoinAlpha/git-hooks
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rev: 78f0683233a09c68a072fd52740d32c0376d4f0f
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hooks:
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- id: detect-wallet-private-key
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types: [file]
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exclude: .json
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- repo: https://github.com/pycqa/isort
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rev: 5.12.0
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hooks:
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- id: isort
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files: "\\.(py)$"
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args: [--settings-path=pyproject.toml]
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- repo: https://github.com/pycqa/flake8
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rev: 3.9.2
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hooks:
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- id: flake8
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additional_dependencies: ['flake8']
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args: [--max-line-length=130]

‎bots/controllers/directional_trading/bollinger_v1.py

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@@ -1,31 +1,20 @@
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from typing import List
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import pandas_ta as ta # noqa: F401
4-
from pydantic import Field, validator
5-
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from hummingbot.client.config.config_data_types import ClientFieldData
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from hummingbot.data_feed.candles_feed.data_types import CandlesConfig
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from hummingbot.strategy_v2.controllers.directional_trading_controller_base import (
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DirectionalTradingControllerBase,
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DirectionalTradingControllerConfigBase,
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)
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from pydantic import Field, validator
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class BollingerV1ControllerConfig(DirectionalTradingControllerConfigBase):
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controller_name = "bollinger_v1"
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candles_config: List[CandlesConfig] = []
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candles_connector: str = Field(
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default=None,
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client_data=ClientFieldData(
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prompt_on_new=True,
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prompt=lambda mi: "Enter the connector for the candles data, leave empty to use the same exchange as the connector: ", )
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)
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candles_trading_pair: str = Field(
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default=None,
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client_data=ClientFieldData(
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prompt_on_new=True,
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prompt=lambda mi: "Enter the trading pair for the candles data, leave empty to use the same trading pair as the connector: ", )
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)
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candles_connector: str = Field(default=None)
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candles_trading_pair: str = Field(default=None)
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interval: str = Field(
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default="3m",
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client_data=ClientFieldData(

‎bots/controllers/directional_trading/dman_v3.py

Lines changed: 14 additions & 20 deletions
Original file line numberDiff line numberDiff line change
@@ -3,8 +3,6 @@
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from typing import List, Optional, Tuple
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import pandas_ta as ta # noqa: F401
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from pydantic import Field, validator
7-
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from hummingbot.client.config.config_data_types import ClientFieldData
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from hummingbot.core.data_type.common import TradeType
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from hummingbot.data_feed.candles_feed.data_types import CandlesConfig
@@ -14,23 +12,14 @@
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)
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from hummingbot.strategy_v2.executors.dca_executor.data_types import DCAExecutorConfig, DCAMode
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from hummingbot.strategy_v2.executors.position_executor.data_types import TrailingStop
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from pydantic import Field, validator
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class DManV3ControllerConfig(DirectionalTradingControllerConfigBase):
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controller_name: str = "dman_v3"
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candles_config: List[CandlesConfig] = []
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candles_connector: str = Field(
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default=None,
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client_data=ClientFieldData(
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prompt_on_new=True,
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prompt=lambda mi: "Enter the connector for the candles data, leave empty to use the same exchange as the connector: ",)
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)
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candles_trading_pair: str = Field(
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default=None,
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client_data=ClientFieldData(
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prompt_on_new=True,
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prompt=lambda mi: "Enter the trading pair for the candles data, leave empty to use the same trading pair as the connector: ",)
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)
21+
candles_connector: str = Field(default=None)
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candles_trading_pair: str = Field(default=None)
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interval: str = Field(
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default="30m",
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client_data=ClientFieldData(
@@ -61,9 +50,10 @@ class DManV3ControllerConfig(DirectionalTradingControllerConfigBase):
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dca_spreads: List[Decimal] = Field(
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default="0.001,0.018,0.15,0.25",
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client_data=ClientFieldData(
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prompt=lambda mi: "Enter the spreads for each DCA level (comma-separated) if dynamic_spread=True this value "
65-
"will multiply the Bollinger Bands width, e.g. if the Bollinger Bands width is 0.1 (10%)"
66-
"and the spread is 0.2, the distance of the order to the current price will be 0.02 (2%) ",
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prompt=lambda
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mi: "Enter the spreads for each DCA level (comma-separated) if dynamic_spread=True this value "
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"will multiply the Bollinger Bands width, e.g. if the Bollinger Bands width is 0.1 (10%)"
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"and the spread is 0.2, the distance of the order to the current price will be 0.02 (2%) ",
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prompt_on_new=True))
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dca_amounts_pct: List[Decimal] = Field(
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default=None,
@@ -119,7 +109,9 @@ def validate_amounts(cls, v, values):
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return [Decimal('1.0') / len(spreads) for _ in spreads]
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return v
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def get_spreads_and_amounts_in_quote(self, trade_type: TradeType, total_amount_quote: Decimal) -> Tuple[List[Decimal], List[Decimal]]:
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def get_spreads_and_amounts_in_quote(self,
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trade_type: TradeType,
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total_amount_quote: Decimal) -> Tuple[List[Decimal], List[Decimal]]:
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amounts_pct = self.dca_amounts_pct
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if amounts_pct is None:
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# Equally distribute if amounts_pct is not set
@@ -151,6 +143,7 @@ class DManV3Controller(DirectionalTradingControllerBase):
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Mean reversion strategy with Grid execution making use of Bollinger Bands indicator to make spreads dynamic
152144
and shift the mid-price.
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"""
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def __init__(self, config: DManV3ControllerConfig, *args, **kwargs):
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self.config = config
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self.max_records = config.bb_length
@@ -201,8 +194,9 @@ def get_executor_config(self, trade_type: TradeType, price: Decimal, amount: Dec
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prices = [price * (1 + spread * spread_multiplier) for spread in spread]
202195
if self.config.dynamic_target:
203196
stop_loss = self.config.stop_loss * spread_multiplier
204-
trailing_stop = TrailingStop(activation_price=self.config.trailing_stop.activation_price * spread_multiplier,
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trailing_delta=self.config.trailing_stop.trailing_delta * spread_multiplier)
197+
trailing_stop = TrailingStop(
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activation_price=self.config.trailing_stop.activation_price * spread_multiplier,
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trailing_delta=self.config.trailing_stop.trailing_delta * spread_multiplier)
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else:
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stop_loss = self.config.stop_loss
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trailing_stop = self.config.trailing_stop

‎bots/controllers/directional_trading/macd_bb_v1.py

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@@ -1,31 +1,20 @@
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from typing import List
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import pandas_ta as ta # noqa: F401
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from pydantic import Field, validator
5-
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from hummingbot.client.config.config_data_types import ClientFieldData
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from hummingbot.data_feed.candles_feed.data_types import CandlesConfig
86
from hummingbot.strategy_v2.controllers.directional_trading_controller_base import (
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DirectionalTradingControllerBase,
108
DirectionalTradingControllerConfigBase,
119
)
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from pydantic import Field, validator
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class MACDBBV1ControllerConfig(DirectionalTradingControllerConfigBase):
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controller_name = "macd_bb_v1"
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candles_config: List[CandlesConfig] = []
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candles_connector: str = Field(
18-
default=None,
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client_data=ClientFieldData(
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prompt_on_new=True,
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prompt=lambda mi: "Enter the connector for the candles data, leave empty to use the same exchange as the connector: ", )
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)
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candles_trading_pair: str = Field(
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default=None,
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client_data=ClientFieldData(
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prompt_on_new=True,
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prompt=lambda mi: "Enter the trading pair for the candles data, leave empty to use the same trading pair as the connector: ", )
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)
16+
candles_connector: str = Field(default=None)
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candles_trading_pair: str = Field(default=None)
2918
interval: str = Field(
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default="3m",
3120
client_data=ClientFieldData(

‎bots/controllers/directional_trading/supertrend_v1.py

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Original file line numberDiff line numberDiff line change
@@ -1,25 +1,28 @@
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from typing import List, Optional
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import pandas_ta as ta # noqa: F401
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from pydantic import Field, validator
5-
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from hummingbot.client.config.config_data_types import ClientFieldData
75
from hummingbot.data_feed.candles_feed.data_types import CandlesConfig
86
from hummingbot.strategy_v2.controllers.directional_trading_controller_base import (
97
DirectionalTradingControllerBase,
108
DirectionalTradingControllerConfigBase,
119
)
10+
from pydantic import Field, validator
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1413
class SuperTrendConfig(DirectionalTradingControllerConfigBase):
1514
controller_name: str = "supertrend_v1"
1615
candles_config: List[CandlesConfig] = []
17-
candles_connector: Optional[str] = Field(default=None, client_data=ClientFieldData(prompt_on_new=True, prompt=lambda mi: "Enter the connector for the candles data, leave empty to use the same exchange as the connector: ", ))
18-
candles_trading_pair: Optional[str] = Field(default=None, client_data=ClientFieldData(prompt_on_new=True, prompt=lambda mi: "Enter the trading pair for the candles data, leave empty to use the same trading pair as the connector: ", ))
19-
interval: str = Field(default="3m", client_data=ClientFieldData(prompt=lambda mi: "Enter the candle interval (e.g., 1m, 5m, 1h, 1d): ", prompt_on_new=False))
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length: int = Field(default=20, client_data=ClientFieldData(prompt=lambda mi: "Enter the supertrend length: ", prompt_on_new=True))
21-
multiplier: float = Field(default=4.0, client_data=ClientFieldData(prompt=lambda mi: "Enter the supertrend multiplier: ", prompt_on_new=True))
22-
percentage_threshold: float = Field(default=0.01, client_data=ClientFieldData(prompt=lambda mi: "Enter the percentage threshold: ", prompt_on_new=True))
16+
candles_connector: Optional[str] = Field(default=None)
17+
candles_trading_pair: Optional[str] = Field(default=None)
18+
interval: str = Field(default="3m")
19+
length: int = Field(default=20, client_data=ClientFieldData(prompt=lambda mi: "Enter the supertrend length: ",
20+
prompt_on_new=True))
21+
multiplier: float = Field(default=4.0,
22+
client_data=ClientFieldData(prompt=lambda mi: "Enter the supertrend multiplier: ",
23+
prompt_on_new=True))
24+
percentage_threshold: float = Field(default=0.01, client_data=ClientFieldData(
25+
prompt=lambda mi: "Enter the percentage threshold: ", prompt_on_new=True))
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2427
@validator("candles_connector", pre=True, always=True)
2528
def set_candles_connector(cls, v, values):
@@ -54,11 +57,14 @@ async def update_processed_data(self):
5457
max_records=self.max_records)
5558
# Add indicators
5659
df.ta.supertrend(length=self.config.length, multiplier=self.config.multiplier, append=True)
57-
df["percentage_distance"] = abs(df["close"] - df[f"SUPERT_{self.config.length}_{self.config.multiplier}"]) / df["close"]
60+
df["percentage_distance"] = abs(df["close"] - df[f"SUPERT_{self.config.length}_{self.config.multiplier}"]) / df[
61+
"close"]
5862

5963
# Generate long and short conditions
60-
long_condition = (df[f"SUPERTd_{self.config.length}_{self.config.multiplier}"] == 1) & (df["percentage_distance"] < self.config.percentage_threshold)
61-
short_condition = (df[f"SUPERTd_{self.config.length}_{self.config.multiplier}"] == -1) & (df["percentage_distance"] < self.config.percentage_threshold)
64+
long_condition = (df[f"SUPERTd_{self.config.length}_{self.config.multiplier}"] == 1) & (
65+
df["percentage_distance"] < self.config.percentage_threshold)
66+
short_condition = (df[f"SUPERTd_{self.config.length}_{self.config.multiplier}"] == -1) & (
67+
df["percentage_distance"] < self.config.percentage_threshold)
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6369
# Choose side
6470
df['signal'] = 0

‎bots/controllers/directional_trading/trend_simple_v1.py

Lines changed: 0 additions & 139 deletions
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