设置了roi, 精简了log
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Ubuntu
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@ -1,7 +1,12 @@
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{
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"strategy_name": "FreqaiPrimer",
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"params": {
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"roi": {},
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"roi": {
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"0": 0.067,
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"400": 0.025,
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"1000": 0.015,
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"4000": 0
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},
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"stoploss": {
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"stoploss": -0.14
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},
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@ -15,35 +20,34 @@
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"max_open_trades": 5
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},
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"buy": {
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"bb_std": 3.0,
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"bb_width_threshold": 0.012,
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"h1_max_candles": 200,
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"h1_max_consecutive_candles": 3,
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"max_entry_adjustments": 2,
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"rsi_bull_threshold": 54,
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"rsi_length": 16,
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"stochrsi_bull_threshold": 36,
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"volume_multiplier": 1.6,
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"add_position_callback": 36,
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"bb_length": 14,
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"bb_lower_deviation": 1.05,
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"h1_rapid_rise_threshold": 0.065,
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"add_position_callback": 0.042,
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"adjust_multiplier": 0.2,
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"bb_length": 16,
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"bb_lower_deviation": 1.04,
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"bb_std": 2.8,
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"bb_width_threshold": 0.018,
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"h1_max_candles": 264,
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"h1_max_consecutive_candles": 4,
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"h1_rapid_rise_threshold": 0.139,
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"max_entry_adjustments": 3,
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"min_condition_count": 2,
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"rsi_oversold": 42,
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"stake_divisor": 2.793,
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"step_coefficient": 1.45,
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"stochrsi_neutral_threshold": 29
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"rsi_bull_threshold": 50,
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"rsi_length": 11,
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"rsi_oversold": 39,
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"stochrsi_bull_threshold": 40,
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"stochrsi_neutral_threshold": 20,
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"volume_multiplier": 1.7
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},
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"sell": {
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"exit_bb_upper_deviation": 0.99,
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"exit_volume_multiplier": 1.7,
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"roi_param_a": -6e-05,
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"roi_param_k": 132,
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"roi_param_t": 0.168,
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"max_reduce_adjustments": 3,
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"reduce_coefficient": 0.289,
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"reduce_profit_base": 0.05,
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"rsi_overbought": 58
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},
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"protection": {}
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},
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"ft_stratparam_v": 1,
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"export_time": "2025-10-05 16:38:39.948030+00:00"
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"export_time": "2025-11-16 20:08:10.436302+00:00"
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}
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@ -83,28 +83,28 @@ class FreqaiPrimer(IStrategy):
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# [propertiesGrp_List]--------------------------------------------------------------------------------------------------------------------------------------
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# [propertiesGrp id="1" name="第一轮优化" epochs="85" space="buy" description="入场基础条件优化"]
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bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.9, optimize=False, load=True, space='buy')
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rsi_length = IntParameter(7, 21, default=18, optimize=False, load=True, space='buy')
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bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.03, optimize=False, load=True, space='buy')
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stochrsi_bull_threshold = IntParameter(30, 40, default=33, optimize=False, load=True, space='buy')
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volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.5, optimize=False, load=True, space='buy')
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min_condition_count = IntParameter(2, 4, default=2, optimize=False, load=True, space='buy')
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bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.9, optimize=True, load=True, space='buy')
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rsi_length = IntParameter(7, 21, default=18, optimize=True, load=True, space='buy')
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bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.03, optimize=True, load=True, space='buy')
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stochrsi_bull_threshold = IntParameter(30, 40, default=33, optimize=True, load=True, space='buy')
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volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.5, optimize=True, load=True, space='buy')
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min_condition_count = IntParameter(2, 4, default=2, optimize=True, load=True, space='buy')
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# [propertiesGrp id="2" name="第二轮优化" epochs="120" space="buy" description="入场确认条件优化"]
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bb_length = IntParameter(10, 30, default=28, optimize=False, load=True, space='buy')
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rsi_oversold = IntParameter(30, 50, default=40, optimize=False, load=True, space='buy')
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rsi_bull_threshold = IntParameter(45, 55, default=53, optimize=False, load=True, space='buy')
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stochrsi_neutral_threshold = IntParameter(20, 30, default=26, optimize=False, load=True, space='buy')
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bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.013, optimize=False, load=True, space='buy')
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bb_length = IntParameter(10, 30, default=28, optimize=True, load=True, space='buy')
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rsi_oversold = IntParameter(30, 50, default=40, optimize=True, load=True, space='buy')
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rsi_bull_threshold = IntParameter(45, 55, default=53, optimize=True, load=True, space='buy')
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stochrsi_neutral_threshold = IntParameter(20, 30, default=26, optimize=True, load=True, space='buy')
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bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.013, optimize=True, load=True, space='buy')
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# [/propertiesGrp]
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# [propertiesGrp id="3" name="第三轮优化" epochs="250" space="buy" description="剧烈拉升检测与加仓策略优化"]
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h1_max_candles = IntParameter(100, 300, default=260, optimize=False, load=True, space='buy')
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h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.148, optimize=False, load=True, space='buy')
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h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=False, load=True, space='buy')
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max_entry_adjustments = IntParameter(2, 5, default=4, optimize=False, load=True, space='buy') # 最大加仓次数
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add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.03, optimize=False, load=True, space='buy') # 加仓回调百分比
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adjust_multiplier = DecimalParameter(0.05, 0.6, decimals=2, default=0.59, optimize=False, load=True, space='buy') # 加仓金额分母
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h1_max_candles = IntParameter(100, 300, default=260, optimize=True, load=True, space='buy')
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h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.148, optimize=True, load=True, space='buy')
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h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=True, load=True, space='buy')
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max_entry_adjustments = IntParameter(2, 5, default=4, optimize=True, load=True, space='buy') # 最大加仓次数
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add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.03, optimize=True, load=True, space='buy') # 加仓回调百分比
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adjust_multiplier = DecimalParameter(0.05, 0.6, decimals=2, default=0.59, optimize=True, load=True, space='buy') # 加仓金额分母
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# [/propertiesGrp]
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# [propertiesGrp id="4" name="第四轮优化" epochs="100" space="sell" description="出场与减仓策略优化"]
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@ -625,7 +625,7 @@ class FreqaiPrimer(IStrategy):
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additional_stake = (self.adjust_multiplier.value * initial_stake) ** (entry_count)
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additional_stake = max(min_stake, min(additional_stake, max_stake - trade.stake_amount))
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current_time_str = current_time.strftime('%Y-%m-%d %H:%M:%S')
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logger.info(f"[{pair}] 触发加仓: 时间={current_time_str}, 第{entry_count}次开仓，初始金额{initial_stake:.2f}，金额{additional_stake:.2f}，跌幅{price_diff_pct:.2%}")
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# logger.info(f"[{pair}] 触发加仓: 时间={current_time_str}, 第{entry_count}次开仓，初始金额{initial_stake:.2f}，金额{additional_stake:.2f}，跌幅{price_diff_pct:.2%}")
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return additional_stake
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return 0.0
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