from typing import List, Optional import pandas_ta as ta # noqa: F401 from pydantic import Field, validator from hummingbot.client.config.config_data_types import ClientFieldData from hummingbot.data_feed.candles_feed.data_types import CandlesConfig from hummingbot.strategy_v2.controllers.directional_trading_controller_base import ( DirectionalTradingControllerBase, DirectionalTradingControllerConfigBase, ) class SuperTrendConfig(DirectionalTradingControllerConfigBase): controller_name: str = "supertrend_v1" candles_config: List[CandlesConfig] = [] 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: ", )) 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: ", )) 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)) length: int = Field(default=20, client_data=ClientFieldData(prompt=lambda mi: "Enter the supertrend length: ", prompt_on_new=True)) multiplier: float = Field(default=4.0, client_data=ClientFieldData(prompt=lambda mi: "Enter the supertrend multiplier: ", prompt_on_new=True)) percentage_threshold: float = Field(default=0.01, client_data=ClientFieldData(prompt=lambda mi: "Enter the percentage threshold: ", prompt_on_new=True)) @validator("candles_connector", pre=True, always=True) def set_candles_connector(cls, v, values): if v is None or v == "": return values.get("connector_name") return v @validator("candles_trading_pair", pre=True, always=True) def set_candles_trading_pair(cls, v, values): if v is None or v == "": return values.get("trading_pair") return v class SuperTrend(DirectionalTradingControllerBase): def __init__(self, config: SuperTrendConfig, *args, **kwargs): self.config = config self.max_records = config.length + 10 if len(self.config.candles_config) == 0: self.config.candles_config = [CandlesConfig( connector=config.candles_connector, trading_pair=config.candles_trading_pair, interval=config.interval, max_records=self.max_records )] super().__init__(config, *args, **kwargs) async def update_processed_data(self): df = self.market_data_provider.get_candles_df(connector_name=self.config.candles_connector, trading_pair=self.config.candles_trading_pair, interval=self.config.interval, max_records=self.max_records) # Add indicators df.ta.supertrend(length=self.config.length, multiplier=self.config.multiplier, append=True) df["percentage_distance"] = abs(df["close"] - df[f"SUPERT_{self.config.length}_{self.config.multiplier}"]) / df["close"] # Generate long and short conditions long_condition = (df[f"SUPERTd_{self.config.length}_{self.config.multiplier}"] == 1) & (df["percentage_distance"] < self.config.percentage_threshold) short_condition = (df[f"SUPERTd_{self.config.length}_{self.config.multiplier}"] == -1) & (df["percentage_distance"] < self.config.percentage_threshold) # Choose side df['signal'] = 0 df.loc[long_condition, 'signal'] = 1 df.loc[short_condition, 'signal'] = -1 # Update processed data self.processed_data["signal"] = df["signal"].iloc[-1] self.processed_data["features"] = df