Hyperopt参数更新 - 阶段:3 | VM:charming | ResponseID:Hsdfai4YWO4j | 2025-11-19 13:10:15

This commit is contained in:
zhangkun 2025-11-19 13:10:15 +08:00
parent da5b5833f5
commit 040121cfb0
2 changed files with 12 additions and 12 deletions

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@ -32,12 +32,12 @@
"4000": 0
},
"sell": {
"exit_bb_upper_deviation": 0.99,
"exit_volume_multiplier": 1.7,
"max_reduce_adjustments": 3,
"reduce_coefficient": 0.289,
"reduce_profit_base": 0.05,
"rsi_overbought": 58
"exit_bb_upper_deviation": 0.991,
"exit_volume_multiplier": 2.763,
"max_reduce_adjustments": 1,
"reduce_coefficient": 0.301,
"reduce_profit_base": 0.064,
"rsi_overbought": 59
},
"stoploss": {
"stoploss": -0.14

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@ -108,12 +108,12 @@ class FreqaiPrimer(IStrategy):
# [/propertiesGrp]
# [propertiesGrp id="4" name="第四轮优化" epochs="2" space="sell" description="出场与减仓策略优化"]
exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=0.99, optimize=True, load=True, space='sell')
exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=1.387, optimize=True, load=True, space='sell')
rsi_overbought = IntParameter(57, 59, default=58, optimize=True, load=True, space='sell')
reduce_profit_base = DecimalParameter(0.05, 0.12, default=0.05, space='sell', optimize=True) # 减仓基础盈利阈值触发门槛默认7.5%
reduce_coefficient = DecimalParameter(0.1, 0.6, default=0.289, space='sell', optimize=True) # 减仓金额系数默认0.25,控制初始金额)
max_reduce_adjustments = IntParameter(1, 3, default=3, space='sell', optimize=True) # 最大减仓次数默认1次避免过度减仓
exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=0.991, optimize=True, load=True, space='sell')
exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.763, optimize=True, load=True, space='sell')
rsi_overbought = IntParameter(57, 59, default=59, optimize=True, load=True, space='sell')
reduce_profit_base = DecimalParameter(0.05, 0.12, default=0.064, space='sell', optimize=True) # 减仓基础盈利阈值触发门槛默认7.5%
reduce_coefficient = DecimalParameter(0.1, 0.6, default=0.301, space='sell', optimize=True) # 减仓金额系数默认0.25,控制初始金额)
max_reduce_adjustments = IntParameter(1, 3, default=1, space='sell', optimize=True) # 最大减仓次数默认1次避免过度减仓
# [/propertiesGrp]
# [/propertiesGrp_List]-----------------------------------------------------------------------------------------------------------------------------