diff --git a/freqtrade/templates/FreqaiExampleStrategy.py b/freqtrade/templates/FreqaiExampleStrategy.py index e320c94..bc7b997 100644 --- a/freqtrade/templates/FreqaiExampleStrategy.py +++ b/freqtrade/templates/FreqaiExampleStrategy.py @@ -71,30 +71,7 @@ class FreqaiExampleStrategy(IStrategy): }, } -def feature_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: dict, **kwargs) -> DataFrame: - # 保留关键的技术指标 - dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) - macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9) - dataframe["macd"] = macd["macd"] - dataframe["macdsignal"] = macd["macdsignal"] - - # 保留布林带相关特征 - bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) - dataframe["bb_lowerband"] = bollinger["lower"] - dataframe["bb_middleband"] = bollinger["mid"] - dataframe["bb_upperband"] = bollinger["upper"] - - # 保留成交量相关特征 - dataframe["volume_ma"] = dataframe["volume"].rolling(window=20).mean() - - # 数据清理 - for col in dataframe.columns: - if dataframe[col].dtype in ["float64", "int64"]: - dataframe[col] = dataframe[col].replace([np.inf, -np.inf], np.nan) - dataframe[col] = dataframe[col].ffill().fillna(0) - - logger.info(f"特征工程完成,特征数量:{len(dataframe.columns)}") - return dataframe + def featcaure_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: dict, **kwargs) -> DataFrame: # 保留关键的技术指标 dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9)