Files
deploy/bots/controllers/directional_trading/bollinger_v1.py
2025-04-11 16:01:45 -03:00

88 lines
3.6 KiB
Python

from typing import List
import pandas_ta as ta # noqa: F401
from pydantic import Field, field_validator
from pydantic_core.core_schema import ValidationInfo
from hummingbot.data_feed.candles_feed.data_types import CandlesConfig
from hummingbot.strategy_v2.controllers.directional_trading_controller_base import (
DirectionalTradingControllerBase,
DirectionalTradingControllerConfigBase,
)
class BollingerV1ControllerConfig(DirectionalTradingControllerConfigBase):
controller_name: str = "bollinger_v1"
candles_config: List[CandlesConfig] = []
candles_connector: str = Field(
default=None,
json_schema_extra={
"prompt": "Enter the connector for the candles data, leave empty to use the same exchange as the connector: ",
"prompt_on_new": True})
candles_trading_pair: str = Field(
default=None,
json_schema_extra={
"prompt": "Enter the trading pair for the candles data, leave empty to use the same trading pair as the connector: ",
"prompt_on_new": True})
interval: str = Field(
default="3m",
json_schema_extra={
"prompt": "Enter the candle interval (e.g., 1m, 5m, 1h, 1d): ",
"prompt_on_new": True})
bb_length: int = Field(
default=100,
json_schema_extra={"prompt": "Enter the Bollinger Bands length: ", "prompt_on_new": True})
bb_std: float = Field(default=2.0)
bb_long_threshold: float = Field(default=0.0)
bb_short_threshold: float = Field(default=1.0)
@field_validator("candles_connector", mode="before")
@classmethod
def set_candles_connector(cls, v, validation_info: ValidationInfo):
if v is None or v == "":
return validation_info.data.get("connector_name")
return v
@field_validator("candles_trading_pair", mode="before")
@classmethod
def set_candles_trading_pair(cls, v, validation_info: ValidationInfo):
if v is None or v == "":
return validation_info.data.get("trading_pair")
return v
class BollingerV1Controller(DirectionalTradingControllerBase):
def __init__(self, config: BollingerV1ControllerConfig, *args, **kwargs):
self.config = config
self.max_records = self.config.bb_length
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.bbands(length=self.config.bb_length, std=self.config.bb_std, append=True)
bbp = df[f"BBP_{self.config.bb_length}_{self.config.bb_std}"]
# Generate signal
long_condition = bbp < self.config.bb_long_threshold
short_condition = bbp > self.config.bb_short_threshold
# Generate signal
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