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zhangkun9038@dingtalk.com 2025-04-28 16:09:02 +08:00
parent 887c4778b4
commit 0fa0866370
1 changed files with 1 additions and 24 deletions
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freqtrade/templates/FreqaiExampleStrategy.py
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@ -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)