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策略代码之前搞错了,用的是未去除看底牌代码的版本,现已恢复

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zhangkun9038@dingtalk.com 2025-05-20 14:04:11 +08:00
parent 7c227d942f
commit 30840cfd5a
3 changed files with 53 additions and 15 deletions
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38
config_examples/freqaiprimer.json
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@ -1,3 +1,39 @@
{
"strategy_name": "FreqaiPrimer",
"params": {
"max_open_trades": {
"max_open_trades": 4
},
"buy": {
"buy_rsi": 45.2500884290867
},
"sell": {
"sell_rsi": 75.2500884290867
},
"protection": {},
"roi": {
"0": 0.20400000000000001,
"18": 0.07100000000000001,
"47": 0.03,
"102": 0
},
"stoploss": {
"stoploss": -0.07
},
"trailing": {
"trailing_stop": true,
"trailing_stop_positive": 0.237,
"trailing_stop_positive_offset": 0.267,
"trailing_only_offset_is_reached": false
}
},
"ft_stratparam_v": 1,
"export_time": "2025-05-17 11:42:41.193338+00:00"
}ubuntu@giana:~/freqtrade/freqtrade/templates$ cd ../../
ubuntu@giana:~/freqtrade$ cd config_examples/
ubuntu@giana:~/freqtrade/config_examples$ md5sum freqaiprimer.json
0c76d7f7d56cd6ff551e803ade3f4dcc freqaiprimer.json
ubuntu@giana:~/freqtrade/config_examples$ cat freqaiprimer.json
{
"$schema": "https://schema.freqtrade.io/schema.json",
"trading_mode": "spot",
@ -35,8 +71,8 @@
},
"pair_whitelist": [
"BTC/USDT",
"TON/USDT",
"ETH/USDT",
"TON/USDT",
"OKB/USDT",
"DOT/USDT",
"SOL/USDT"

22
freqtrade/templates/freqaiprimer.json
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@ -5,28 +5,28 @@
"max_open_trades": 4
},
"buy": {
"buy_rsi": 47.038290547713025
"buy_rsi": 50.0
},
"sell": {
"sell_rsi": 77.03829054771305
"sell_rsi": 87.0823069705334
},
"protection": {},
"roi": {
"0": 0.093,
"20": 0.05,
"27": 0.008,
"51": 0
"0": 0.184,
"24": 0.068,
"48": 0.025,
"57": 0
},
"stoploss": {
"stoploss": -0.033
"stoploss": -0.021
},
"trailing": {
"trailing_stop": true,
"trailing_stop_positive": 0.183,
"trailing_stop_positive_offset": 0.255,
"trailing_stop_positive": 0.076,
"trailing_stop_positive_offset": 0.082,
"trailing_only_offset_is_reached": true
}
},
"ft_stratparam_v": 1,
"export_time": "2025-05-18 10:08:45.257900+00:00"
}
"export_time": "2025-05-20 05:24:26.645871+00:00"
}

8
freqtrade/templates/freqaiprimer.py
View File

@ -124,8 +124,9 @@ class FreqaiPrimer(IStrategy):
dataframe["%-volatility"] = dataframe["%-volatility"].ffill()
dataframe["%-volatility"] = dataframe["%-volatility"].fillna(0)
# 移除 shift(-label_period)，改为使用当前及过去的数据
dataframe["&-buy_rsi"] = ta.RSI(dataframe, timeperiod=14)
dataframe["&-buy_rsi"] = dataframe["&-buy_rsi"].shift(-label_period).ffill().bfill()
dataframe["&-buy_rsi"] = dataframe["&-buy_rsi"].rolling(window=label_period).mean().ffill().bfill()
for col in ["&-buy_rsi", "%-volatility"]:
dataframe[col] = dataframe[col].replace([np.inf, -np.inf], 0)
@ -154,8 +155,9 @@ class FreqaiPrimer(IStrategy):
dataframe["tema"] = ta.TEMA(dataframe, timeperiod=9)
label_period = self.freqai_info["feature_parameters"]["label_period_candles"]
# 使用滚动窗口而非未来函数来生成 up_or_down 列
dataframe["up_or_down"] = np.where(
dataframe["close"].shift(-label_period) > dataframe["close"], 1, 0
dataframe["close"].rolling(window=label_period).mean() > dataframe["close"], 1, 0
)
if "&-buy_rsi" in dataframe.columns:
@ -168,7 +170,7 @@ class FreqaiPrimer(IStrategy):
dataframe["&-sell_rsi"] = dataframe["&-buy_rsi"] + 30
dataframe["&-stoploss"] = self.stoploss - (dataframe["%-volatility"] * 5).clip(-0.05, 0.05)
dataframe["&-roi_0"] = (dataframe["close"].shift(-label_period) / dataframe["close"] - 1).clip(0, 0.2)
dataframe["&-roi_0"] = (dataframe["close"].rolling(window=label_period).mean() / dataframe["close"] - 1).clip(0, 0.2)
for col in ["&-buy_rsi", "&-sell_rsi", "&-stoploss", "&-roi_0"]:
dataframe[col] = dataframe[col].replace([np.inf, -np.inf], 0)