hyperopted 20250911 20251211

This commit is contained in:
Ubuntu 2025-12-13 09:21:22 +08:00
parent 0b24c318ac
commit 0e0ed6681f
3 changed files with 47 additions and 47 deletions

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@ -15,35 +15,35 @@
"max_open_trades": 5
},
"buy": {
"bb_std": 3.0,
"bb_width_threshold": 0.012,
"h1_max_candles": 200,
"h1_max_consecutive_candles": 3,
"max_entry_adjustments": 4,
"rsi_bull_threshold": 54,
"rsi_length": 16,
"stochrsi_bull_threshold": 36,
"volume_multiplier": 1.6,
"add_position_callback": 0.055,
"bb_length": 19,
"add_position_callback": 0.056,
"bb_length": 15,
"bb_lower_deviation": 1.05,
"h1_rapid_rise_threshold": 0.141,
"min_condition_count": 2,
"bb_std": 1.9,
"bb_width_threshold": 0.029,
"h1_max_candles": 278,
"h1_max_consecutive_candles": 1,
"h1_rapid_rise_threshold": 0.133,
"max_entry_adjustments": 2,
"min_condition_count": 3,
"rsi_bull_threshold": 46,
"rsi_length": 14,
"rsi_oversold": 30,
"stake_divisor": 3.144,
"step_coefficient": 0.53,
"stochrsi_neutral_threshold": 29
"stake_divisor": 2.908,
"step_coefficient": 1.35,
"stochrsi_bull_threshold": 36,
"stochrsi_neutral_threshold": 20,
"volume_multiplier": 1.3
},
"sell": {
"roi_param_a": -6e-05,
"roi_param_k": 132,
"roi_param_t": 0.168,
"exit_bb_upper_deviation": 1.01,
"exit_volume_multiplier": 2.7,
"rsi_overbought": 59
"exit_bb_upper_deviation": 0.98,
"exit_volume_multiplier": 2.0,
"roi_param_a": -0.00014,
"roi_param_k": 55,
"roi_param_t": 0.042,
"rsi_overbought": 57
},
"protection": {}
},
"ft_stratparam_v": 1,
"export_time": "2025-12-11 03:11:56.522275+00:00"
"export_time": "2025-12-13 01:11:00.762010+00:00"
}

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@ -83,39 +83,39 @@ class FreqaiPrimer(IStrategy):
#
# [propertiesGrp_List]--------------------------------------------------------------------------------------------------------------------------------------
# [propertiesGrp step="1" name="第一轮优化" epochs="100" space="buy" description="自定义指标参数 - 使用Hyperopt可优化参数"]
bb_length = IntParameter(10, 30, default=20, optimize=False, load=True, space='buy')
bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=False, load=True, space='buy')
rsi_length = IntParameter(7, 21, default=14, optimize=False, load=True, space='buy')
rsi_oversold = IntParameter(30, 50, default=42, optimize=False, load=True, space='buy')
bb_length = IntParameter(10, 30, default=20, optimize=True, load=True, space='buy')
bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=True, load=True, space='buy')
rsi_length = IntParameter(7, 21, default=14, optimize=True, load=True, space='buy')
rsi_oversold = IntParameter(30, 50, default=42, optimize=True, load=True, space='buy')
# [/propertiesGrp]
# [propertiesGrp step="2" name="第二轮优化 - 剧烈拉升检测" epochs="260" space="buy" description="入场条件阈值参数"]
bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.03, optimize=False, load=True, space='buy')
rsi_bull_threshold = IntParameter(45, 55, default=50, optimize=False, load=True, space='buy')
stochrsi_bull_threshold = IntParameter(30, 40, default=35, optimize=False, load=True, space='buy')
stochrsi_neutral_threshold = IntParameter(20, 30, default=25, optimize=False, load=True, space='buy')
volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.5, optimize=False, load=True, space='buy')
bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.02, optimize=False, load=True, space='buy')
min_condition_count = IntParameter(2, 4, default=3, optimize=False, load=True, space='buy')
bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.03, optimize=True, load=True, space='buy')
rsi_bull_threshold = IntParameter(45, 55, default=50, optimize=True, load=True, space='buy')
stochrsi_bull_threshold = IntParameter(30, 40, default=35, optimize=True, load=True, space='buy')
stochrsi_neutral_threshold = IntParameter(20, 30, default=25, optimize=True, load=True, space='buy')
volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.5, optimize=True, load=True, space='buy')
bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.02, optimize=True, load=True, space='buy')
min_condition_count = IntParameter(2, 4, default=3, optimize=True, load=True, space='buy')
# [/propertiesGrp]
# [propertiesGrp step="3" name="第三轮优化 - 加仓策略" epochs="265" space="buy" description="剧烈拉升检测参数 - 使用Hyperopt可优化参数"]
h1_max_candles = IntParameter(100, 300, default=200, optimize=False, load=True, space='buy')
h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.11, optimize=False, load=True, space='buy')
h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=False, load=True, space='buy')
max_entry_adjustments = IntParameter(2, 5, default=3, optimize=False, load=True, space='buy') # 最大加仓次数
add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.053, optimize=False, load=True, space='buy') # 加仓回调百分比
stake_divisor = DecimalParameter(2, 4, decimals=3, default=2.867, optimize=False, load=True, space='buy') # 加仓金额分母
step_coefficient = DecimalParameter(0.5, 1.5, decimals=2, default=0.92, optimize=False, load=True, space='buy') # 加仓金额分母
h1_max_candles = IntParameter(100, 300, default=200, optimize=True, load=True, space='buy')
h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.11, optimize=True, load=True, space='buy')
h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=True, load=True, space='buy')
max_entry_adjustments = IntParameter(2, 5, default=3, optimize=True, load=True, space='buy') # 最大加仓次数
add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.053, optimize=True, load=True, space='buy') # 加仓回调百分比
stake_divisor = DecimalParameter(2, 4, decimals=3, default=2.867, optimize=True, load=True, space='buy') # 加仓金额分母
step_coefficient = DecimalParameter(0.5, 1.5, decimals=2, default=0.92, optimize=True, load=True, space='buy') # 加仓金额分母
# [/propertiesGrp]
# [propertiesGrp step="4" name="第四轮优化 - 出场与分级止盈" epochs="270" space="sell" description="线性ROI参数 - 用于线性函数: y = (a * (x + k)) + t"]
roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.0001, optimize=False, load=True, space='sell') # 系数a
roi_param_k = IntParameter(20, 150, default=50, optimize=False, load=True, space='sell') # 偏移量k
roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.06, optimize=False, load=True, space='sell') # 常数项t
exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1.0, optimize=False, load=True, space='sell')
exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=False, load=True, space='sell')
rsi_overbought = IntParameter(57, 59, default=58, optimize=False, load=True, space='sell')
roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.0001, optimize=True, load=True, space='sell') # 系数a
roi_param_k = IntParameter(20, 150, default=50, optimize=True, load=True, space='sell') # 偏移量k
roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.06, optimize=True, load=True, space='sell') # 常数项t
exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1.0, optimize=True, load=True, space='sell')
exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=True, load=True, space='sell')
rsi_overbought = IntParameter(57, 59, default=58, optimize=True, load=True, space='sell')
# [/propertiesGrp]
# [/propertiesGrp_List]-----------------------------------------------------------------------------------------------------------------------------

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