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zhangkun 2025-10-13 23:20:00 +08:00
parent ce4d532453
commit 3092009986
2 changed files with 10 additions and 10 deletions
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12
freqtrade/templates/freqaiprimer.py
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@ -109,14 +109,14 @@ class FreqaiPrimer(IStrategy):
step_coefficient = DecimalParameter(0.5, 1.5, decimals=2, default=0.92, optimize=True, load=True, space='buy') # 加仓金额分母
# 线性ROI参数 - 用于线性函数: y = (a * (x + k)) + t
roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.0001, optimize=False, load=True, space='sell') # 系数a
roi_param_k = IntParameter(20, 150, default=50, optimize=False, load=True, space='sell') # 偏移量k
roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.06, optimize=False, load=True, space='sell') # 常数项t
roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.0001, optimize=True, load=True, space='sell') # 系数a
roi_param_k = IntParameter(20, 150, default=50, optimize=True, load=True, space='sell') # 偏移量k
roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.06, optimize=True, load=True, space='sell') # 常数项t
# 出场条件阈值参数
exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1.0, optimize=False, load=True, space='sell')
exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=False, load=True, space='sell')
exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1.0, optimize=True, load=True, space='sell')
exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=True, load=True, space='sell')
rsi_overbought = IntParameter(57, 59, default=58, optimize=False, load=True, space='sell')
rsi_overbought = IntParameter(57, 59, default=58, optimize=True, load=True, space='sell')
def informative_pairs(self):

8
tools/hyperopt_org.sh
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@ -165,9 +165,9 @@ docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \
--enable-protections \
--strategy-path /freqtrade/templates \
--timerange ${START_DATE}-${END_DATE} \
--random-state 42 \
--random-state 19 \
-e 2500 \
-j 5 \
-j 20 \
--hyperopt-loss SharpeHyperOptLossDaily \
--spaces buy \
--fee 0.0016
--spaces sell \
--fee 0.001