Cleaned up too much, oops

itsXactlY · Feb 21, 2025 · 754eb3c · 754eb3c
1 parent decd91e
commit 754eb3c
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Showing 8 changed files with 8 additions and 14 deletions.
diff --git a/dependencies/fastquant/strategies/NearestNeighbors_RationalQuadraticKernel.py b/dependencies/fastquant/strategies/NearestNeighbors_RationalQuadraticKernel.py
@@ -1,7 +1,6 @@
-import backtrader as bt
 import numpy as np
 from sklearn.neighbors import NearestNeighbors # pip install scikit-learn
-from fastquant.strategies.base import BaseStrategy
+from fastquant.strategies.base import BaseStrategy, bt
 from fastquant.strategies.custom_indicators.FibonacciLevels import FibonacciLevels
 from fastquant.strategies.custom_indicators.ElhersDecyclerOscillator import DecyclerOscillator
 from fastquant.strategies.custom_indicators.MADRV2 import ModifiedMADR

diff --git a/dependencies/fastquant/strategies/QQE_Hullband_VolumeOsc.py b/dependencies/fastquant/strategies/QQE_Hullband_VolumeOsc.py
@@ -1,5 +1,4 @@
-import backtrader as bt
-from fastquant.strategies.base import BaseStrategy, BuySellArrows
+from fastquant.strategies.base import BaseStrategy, bt
 from numpy import isnan
 
 class VolumeOscillator(bt.Indicator):
@@ -76,7 +75,6 @@ class QQE_Example(BaseStrategy):
 
     def __init__(self, **kwargs):
         print('Initialized QQE')
-        BuySellArrows(self.data0, barplot=True)
         super().__init__(**kwargs)
         self.qqe = QQEIndicator(self.data)
         self.hma = bt.indicators.HullMovingAverage(self.data, period=self.p.hull_length)

diff --git a/dependencies/fastquant/strategies/SMA_Cross_MESAdaptive_Prime.py b/dependencies/fastquant/strategies/SMA_Cross_MESAdaptive_Prime.py
@@ -1,5 +1,4 @@
-import backtrader as bt
-from fastquant.strategies.base import BaseStrategy
+from fastquant.strategies.base import BaseStrategy, bt
 from fastquant.strategies.custom_indicators.MesaAdaptiveMovingAverage import MAMA
 
 class SMA_Cross_MESAdaptivePrime(BaseStrategy, bt.SignalStrategy):

diff --git a/dependencies/fastquant/strategies/SuperTrend_Scalp.py b/dependencies/fastquant/strategies/SuperTrend_Scalp.py
@@ -1,5 +1,4 @@
-import backtrader as bt
-from fastquant.strategies.base import BaseStrategy, BuySellArrows
+from fastquant.strategies.base import BaseStrategy, bt
 from fastquant.strategies.custom_indicators.SuperTrend import SuperTrend
 
 class SuperSTrend_Scalper(BaseStrategy):
@@ -25,7 +24,6 @@ class SuperSTrend_Scalper(BaseStrategy):
 
     def __init__(self, **kwargs):
         super().__init__(**kwargs)
-        # BuySellArrows(self.data0, barplot=True)
         self.adx = bt.indicators.ADX(self.data, period=self.p.adx_period, plot=False)
         self.plusDI = bt.indicators.PlusDI(self.data, period=self.p.di_period, plot=False)
         self.minusDI = bt.indicators.MinusDI(self.data, period=self.p.di_period, plot=False)

diff --git a/dependencies/fastquant/strategies/bollinger_band.py b/dependencies/fastquant/strategies/bollinger_band.py
@@ -1,5 +1,5 @@
 # Import from package
-from fastquant.strategies.base import BaseStrategy, BuySellArrows
+from fastquant.strategies.base import BaseStrategy, bt
 
 class BBandsStrategy(BaseStrategy):
     """

diff --git a/dependencies/fastquant/strategies/ma_crossover.py b/dependencies/fastquant/strategies/ma_crossover.py
@@ -1,4 +1,4 @@
-from fastquant.strategies.base import BaseStrategy
+from fastquant.strategies.base import BaseStrategy, bt
 
 class SMACStrategy(BaseStrategy):
     """

diff --git a/dependencies/fastquant/strategies/macd.py b/dependencies/fastquant/strategies/macd.py
@@ -1,5 +1,5 @@
 # Import from package
-from fastquant.strategies.base import BaseStrategy
+from fastquant.strategies.base import BaseStrategy, bt
 
 
 class MACDStrategy(BaseStrategy):

diff --git a/dependencies/fastquant/strategies/rsi.py b/dependencies/fastquant/strategies/rsi.py
@@ -1,5 +1,5 @@
 # Import from package
-from fastquant.strategies.base import BaseStrategy
+from fastquant.strategies.base import BaseStrategy, bt
 
 
 class RSIStrategy(BaseStrategy):