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Additional check to ensure no NaN values remain
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zhangkun9038@dingtalk.com 2025-04-28 12:34:47 +08:00
parent 64e2edfa4e
commit 05b65162a1
1 changed files with 9 additions and 2 deletions
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11
freqtrade/templates/FreqaiExampleStrategy.py
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@ -162,8 +162,15 @@ class FreqaiExampleStrategy(IStrategy):
# 派生其他目标
dataframe["&-sell_rsi"] = dataframe["&-buy_rsi"] + 30
dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20).std()
dataframe["&-stoploss"] = -0.1 - (dataframe["%-volatility"] * 10).clip(0, 0.25)
dataframe["&-roi_0"] = (dataframe["close"] / dataframe["close"].shift(label_period) - 1).clip(0, 0.2)
# Ensure proper calculation and handle potential NaN values
dataframe["&-stoploss"] = (-0.1 - (dataframe["%-volatility"] * 10).clip(0, 0.25)).fillna(-0.1)
dataframe["&-roi_0"] = ((dataframe["close"] / dataframe["close"].shift(label_period) - 1).clip(0, 0.2)).fillna(0)
# Additional check to ensure no NaN values remain
for col in ["&-stoploss", "&-roi_0"]:
if dataframe[col].isna().any():
logger.warning(f"列 {col} 仍包含 NaN，填充为默认值")
dataframe[col] = dataframe[col].fillna(-0.1 if col == "&-stoploss" else 0)
# 简化动态参数生成逻辑
# 简化 buy_rsi 和 sell_rsi 的生成逻辑