up

freqtrade/templates/FreqaiExampleStrategy.py

@@ -209,33 +209,19 @@ class FreqaiExampleStrategy(IStrategy):
         
         return dataframe
 
-    def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
-# 改进买入信号条件
-    enter_long_conditions = [
-        (df["rsi"] < df["buy_rsi_pred"]) & (df["rsi"].shift(1) >= df["buy_rsi_pred"]),  # RSI 下穿买入阈值
-        df["volume"] > df["volume"].rolling(window=10).mean(),  # 成交量高于近期均值
-        df["close"] > df["bb_middleband"]  # 价格高于布林带中轨
-    ]
-        if enter_long_conditions:
-            df.loc[
-                reduce(lambda x, y: x & y, enter_long_conditions),
-                ["enter_long", "enter_tag"]
-            ] = (1, "long")
-        return df
-
     def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
 # 改进卖出信号条件
-    exit_long_conditions = [
-        (df["rsi"] > df["sell_rsi_pred"]) & (df["rsi"].shift(1) <= df["sell_rsi_pred"]),  # RSI 上穿卖出阈值
-        df["volume"] > df["volume"].rolling(window=10).mean(),  # 成交量高于近期均值
-        df["close"] < df["bb_middleband"]  # 价格低于布林带中轨
-    ]
-        if exit_long_conditions:
-            df.loc[
-                reduce(lambda x, y: x & y, exit_long_conditions),
-                "exit_long"
-            ] = 1
-        return df
+        exit_long_conditions = [
+            (df["rsi"] > df["sell_rsi_pred"]) & (df["rsi"].shift(1) <= df["sell_rsi_pred"]),  # RSI 上穿卖出阈值
+            df["volume"] > df["volume"].rolling(window=10).mean(),  # 成交量高于近期均值
+            df["close"] < df["bb_middleband"]  # 价格低于布林带中轨
+        ]
+            if exit_long_conditions:
+                df.loc[
+                    reduce(lambda x, y: x & y, exit_long_conditions),
+                    "exit_long"
+                ] = 1
+            return df
 
     def confirm_trade_entry(
         self, pair: str, order_type: str, amount: float, rate: float,