Hyperopt参数更新 - 阶段:0 | VM:charming | ResponseID:6Q766acJJ3vV | 2025-11-25 22:08:47

This commit is contained in:
zhangkun 2025-11-25 22:08:47 +08:00
parent d69d23f6db
commit 0f80511883
2 changed files with 46 additions and 34 deletions

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@ -1,30 +1,20 @@
{ {
"strategy_name": "FreqaiPrimer", "export_time": "2025-11-19 20:37:28.229186+00:00",
"params": { "ft_stratparam_v": 1,
"roi": { "max_open_trades": 5,
"minimal_roi": {
"0": 0.067, "0": 0.067,
"400": 0.025,
"1000": 0.015, "1000": 0.015,
"400": 0.025,
"4000": 0 "4000": 0
}, },
"stoploss": { "params": {
"stoploss": -0.14
},
"trailing": {
"trailing_stop": true,
"trailing_stop_positive": 0.0125,
"trailing_stop_positive_offset": 0.045,
"trailing_only_offset_is_reached": false
},
"max_open_trades": {
"max_open_trades": 5
},
"buy": { "buy": {
"add_position_callback": 0.035, "add_position_callback": 0.035,
"adjust_multiplier": 0.52, "adjust_multiplier": 0.52,
"bb_length": 23, "bb_length": 23,
"bb_lower_deviation": 1.01, "bb_lower_deviation": 1.049,
"bb_std": 2.2, "bb_std": 2.633,
"bb_width_threshold": 0.017, "bb_width_threshold": 0.017,
"h1_max_candles": 246, "h1_max_candles": 246,
"h1_max_consecutive_candles": 2, "h1_max_consecutive_candles": 2,
@ -32,11 +22,21 @@
"max_entry_adjustments": 2, "max_entry_adjustments": 2,
"min_condition_count": 3, "min_condition_count": 3,
"rsi_bull_threshold": 45, "rsi_bull_threshold": 45,
"rsi_length": 19, "rsi_length": 7,
"rsi_oversold": 30, "rsi_oversold": 30,
"stochrsi_bull_threshold": 40, "stochrsi_bull_threshold": 37,
"stochrsi_neutral_threshold": 29, "stochrsi_neutral_threshold": 29,
"volume_multiplier": 1.2 "volume_multiplier": 1.251
},
"max_open_trades": {
"max_open_trades": 5
},
"protection": {},
"roi": {
"0": 0.067,
"1000": 0.015,
"400": 0.025,
"4000": 0
}, },
"sell": { "sell": {
"exit_bb_upper_deviation": 0.99, "exit_bb_upper_deviation": 0.99,
@ -46,8 +46,20 @@
"reduce_profit_base": 0.05, "reduce_profit_base": 0.05,
"rsi_overbought": 58 "rsi_overbought": 58
}, },
"protection": {} "stoploss": {
"stoploss": -0.14
}, },
"ft_stratparam_v": 1, "trailing": {
"export_time": "2025-11-19 20:37:28.229186+00:00" "trailing_only_offset_is_reached": false,
"trailing_stop": true,
"trailing_stop_positive": 0.0125,
"trailing_stop_positive_offset": 0.045
}
},
"stoploss": -0.14,
"strategy_name": "FreqaiPrimer",
"trailing_only_offset_is_reached": false,
"trailing_stop": true,
"trailing_stop_positive": 0.0125,
"trailing_stop_positive_offset": 0.045
} }

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@ -83,12 +83,12 @@ class FreqaiPrimer(IStrategy):
# [propertiesGrp_List]-------------------------------------------------------------------------------------------------------------------------------------- # [propertiesGrp_List]--------------------------------------------------------------------------------------------------------------------------------------
# [propertiesGrp id="1" name="第一轮优化" epochs="160" space="buy" description="入场基础条件优化"] # [propertiesGrp id="1" name="第一轮优化" epochs="160" space="buy" description="入场基础条件优化"]
bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.9, optimize=False, load=True, space='buy') bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.633, optimize=False, load=True, space='buy')
rsi_length = IntParameter(7, 21, default=18, optimize=False, load=True, space='buy') rsi_length = IntParameter(7, 21, default=7, optimize=False, load=True, space='buy')
bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.03, optimize=False, load=True, space='buy') bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.049, optimize=False, load=True, space='buy')
stochrsi_bull_threshold = IntParameter(30, 40, default=33, optimize=False, load=True, space='buy') stochrsi_bull_threshold = IntParameter(30, 40, default=37, optimize=False, load=True, space='buy')
volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.5, optimize=False, load=True, space='buy') volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.251, optimize=False, load=True, space='buy')
min_condition_count = IntParameter(2, 4, default=2, optimize=False, load=True, space='buy') min_condition_count = IntParameter(2, 4, default=3, optimize=False, load=True, space='buy')
# [propertiesGrp id="2" name="第二轮优化" epochs="190" space="buy" description="入场确认条件优化"] # [propertiesGrp id="2" name="第二轮优化" epochs="190" space="buy" description="入场确认条件优化"]
bb_length = IntParameter(10, 30, default=28, optimize=False, load=True, space='buy') bb_length = IntParameter(10, 30, default=28, optimize=False, load=True, space='buy')
@ -109,7 +109,7 @@ class FreqaiPrimer(IStrategy):
# [propertiesGrp id="4" name="第四轮优化" epochs="150" space="sell" description="出场与减仓策略优化"] # [propertiesGrp id="4" name="第四轮优化" epochs="150" 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_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=2.2, optimize=True, load=True, space='sell') exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=1.251, optimize=True, load=True, space='sell')
rsi_overbought = IntParameter(57, 59, default=58, 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_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) 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)