最后一次尝试 单币对多交易

freqtrade/templates/staticgrid.py

@@ -1,6 +1,7 @@
 # /freqtrade/user_data/strategies/StaticGrid.py
 from freqtrade.strategy import IStrategy
 from pandas import DataFrame
+from typing import Optional
 import logging
 import sys
 
@@ -36,12 +37,13 @@ class StaticGrid(IStrategy):
 
     def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
-        Static Grid Entry Logic:
+        Static Grid Entry Logic using multiple enter_tags:
+        - Each grid level gets its own enter_tag (entry_grid_XXXX)
+        - This allows Freqtrade to create multiple orders per candle
         - Buy at predefined grid levels: 1500, 1550, 1600, ..., 4500 (step 50)
-        - Also buy AT CURRENT PRICE and below it
-        - When price is at or below a grid level, produce buy signal
         """
         dataframe['enter_long'] = False
+        dataframe['enter_tag'] = ""
         
         if len(dataframe) == 0:
             return dataframe
@@ -59,7 +61,6 @@ class StaticGrid(IStrategy):
         grid_levels = [LOWER + i * STEP for i in range(int((UPPER - LOWER) / STEP) + 1)]
         
         # IMPORTANT: Add current price as a grid level too (rounded to nearest STEP)
-        # This ensures we can buy immediately at current price
         current_grid_level = round(current_price / STEP) * STEP
         if current_grid_level not in grid_levels and LOWER <= current_grid_level <= UPPER:
             grid_levels.append(current_grid_level)
@@ -67,13 +68,15 @@ class StaticGrid(IStrategy):
         grid_levels.sort()
         
         entry_count = 0
+        grid_tags = []  # Collect all grid levels that should trigger entry
         
         # For each grid level, check if price is at or below it
         for grid_price in grid_levels:
             # Buy if current low is at or below this grid level (with 0.5% tolerance)
             if current_low <= grid_price * 1.005:
-                dataframe['enter_long'] = True
                 entry_count += 1
+                tag = f"grid_{int(grid_price)}"
+                grid_tags.append(tag)
                 if entry_count <= 5:  # Only print first 5 for brevity
                     print(f"[StaticGrid] Entry at grid {grid_price:.0f}", file=sys.stderr, flush=True)
         
@@ -82,6 +85,12 @@ class StaticGrid(IStrategy):
         
         print(f"[StaticGrid] Total entry signals: {entry_count}", file=sys.stderr, flush=True)
         
+        # Set enter_long = True for the last row (current candle)
+        if entry_count > 0:
+            dataframe.loc[dataframe.index[-1], 'enter_long'] = True
+            # Use the grid tags separated by comma
+            dataframe.loc[dataframe.index[-1], 'enter_tag'] = ','.join(grid_tags)
+        
         return dataframe
 
     def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -105,5 +114,30 @@ class StaticGrid(IStrategy):
         
         return dataframe
 
-    def custom_stake_amount(self, **kwargs) -> float:
-        return self.STAKE
+    def adjust_trade_position(self, trade, current_rate: float,
+                            current_profit: float, min_stake: float,
+                            max_stake: float, **kwargs) -> Optional[float]:
+        """
+        Network Grid Position Adjustment (DCA - Dollar Cost Averaging):
+        每当价格跌到新的网格点时，自动加仓
+        """
+        LOWER = 1500.0
+        UPPER = 4500.0
+        STEP = 50.0
+        
+        # Only add position if price drops to a new grid level
+        grid_level = round(current_rate / STEP) * STEP
+        
+        # Calculate how many positions we've already opened
+        open_positions = trade.nr_of_successful_entries
+        
+        # Maximum positions per pair = (UPPER - LOWER) / STEP
+        max_positions = int((UPPER - LOWER) / STEP) + 1
+        
+        if open_positions < max_positions and LOWER <= grid_level <= UPPER:
+            # Add position at each grid level
+            print(f"[StaticGrid] Adding position at grid level {grid_level:.0f}, current rate {current_rate:.2f}",
+                  file=sys.stderr, flush=True)
+            return self.STAKE
+        
+        return None