dry-run log

backtest.sh

@@ -1,9 +1,21 @@
 #!/bin/bash
 
+source .venv/bin/activate
 rm -rf user_data/models/*
 rm -rf ./freqtrade/user_data/data/backtest_results/*
 
-docker-compose -f docker-compose_backtest.yml run --rm freqtrade >output.log 2>&1
+#docker-compose -f docker-compose_backtest.yml run --rm freqtrade >output.log 2>&1
+freqtrade backtesting \
+  --logfile ./user_data/logs/freqtrade.log \
+  --freqaimodel XGBoostRegressor \
+  --config config_examples/theforcev7.json \
+  --strategy-path ./freqtrade/templates \
+  --strategy TheForceV7 \
+  --timerange 20250510-20250513 \
+  --breakdown week month \
+  --export trades \
+  --fee 0.0008 \
+  --cache none
 sed -i 's/\x1B\[[0-9;]*m//g' output.log
 python3 filter.py
 
@@ -28,7 +40,6 @@ cd -
 sed -i 's/\x1B\[[0-9;]*m//g' output.log
 python3 filter.py
 cp output_filted.log result/ -f
-source .venv/bin/activate
 cd tools/
 python tradestocsv.py
 cd -

docker-compose_backtest.yml

@@ -70,10 +70,12 @@ services:
         --config /freqtrade/config_examples/config_my_hyperopt.json
         --strategy-path /freqtrade/templates
         --strategy TheForceV7
-        --timerange 20250510-20250513
+        --timerange 20250510-20250514
         --breakdown week month
         --export trades
         --fee 0.0008
+        --slippage 0.005
+        --export trades
         --cache none
 
     # command: >

freqtrade/templates/v7.py

@@ -1,6 +1,8 @@
 from freqtrade.strategy import IStrategy
 from pandas import DataFrame
 import numpy as np
+import os
+import datetime
 import pandas as pd
 import talib.abstract as ta
 import freqtrade.vendor.qtpylib.indicators as qtpylib
@@ -190,10 +192,9 @@ class TheForceV7(IStrategy):
             ),
             'exit_long'] = 1
         return dataframe
-
     def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
-                            time: str, current_time: 'datetime', **kwargs) -> bool:
-        log_path = '/freqtrade/user_data/dryrun_results/dry_run_trades.csv'
+                        time_in_force: str, current_time: datetime, **kwargs) -> bool:
+        log_path = './user_data/dryrun_results/dry_run_trades.csv'
         # 自动创建目录
         os.makedirs(os.path.dirname(log_path), exist_ok=True)
         # 写入日志
@@ -201,10 +202,9 @@ class TheForceV7(IStrategy):
             f.write(f"{pair},{current_time},,,{rate},,{amount},,,,,,,,\n")
         return True
 
-  
     def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
-                        rate: float, time: str, exit_reason: str, current_time: 'datetime', **kwargs) -> bool:
-        log_path = '/freqtrade/user_data/dryrun_results/dry_run_trades.csv'
+                       rate: float, time_in_force: str, exit_reason: str, current_time: 'datetime', **kwargs) -> bool:
+        log_path = './user_data/dryrun_results/dry_run_trades.csv'
         # 自动创建目录
         os.makedirs(os.path.dirname(log_path), exist_ok=True)
         # 计算盈亏