log增强
This commit is contained in:
parent
6a2e1c612b
commit
34bec934a6
BIN
.output.log.swp
BIN
.output.log.swp
Binary file not shown.
@ -494,13 +494,40 @@ class FreqaiPrimer(IStrategy):
|
|||||||
if conditions:
|
if conditions:
|
||||||
combined_condition = reduce(lambda x, y: x & y, conditions)
|
combined_condition = reduce(lambda x, y: x & y, conditions)
|
||||||
dataframe.loc[combined_condition, 'enter_long'] = 1
|
dataframe.loc[combined_condition, 'enter_long'] = 1
|
||||||
|
|
||||||
|
# 创建条件总结列表
|
||||||
|
conditions_summary = [
|
||||||
|
("&-price_value_divergence", divergence_value, "<", self.buy_threshold, cond1.iloc[-1]),
|
||||||
|
("volume_z_score", volume_z_score_value, ">", volume_z_score_threshold, cond2.iloc[-1]),
|
||||||
|
("rsi", rsi_value, "<", rsi_threshold, cond3.iloc[-1]),
|
||||||
|
("close <= bb_lowerband", bb_close_value, "<=", bb_lower_value, cond4.iloc[-1]),
|
||||||
|
("stochrsi_k", stochrsi_value, "<", stochrsi_threshold, cond5.iloc[-1]),
|
||||||
|
("非熊市", None, None, None, cond6.iloc[-1]),
|
||||||
|
("STOCHRSI未持续超买", None, None, None, cond7.iloc[-1]),
|
||||||
|
]
|
||||||
|
|
||||||
|
# 输出每个条件的状态
|
||||||
|
logger.info(f"[{pair}] === 买入条件检查 ===")
|
||||||
|
satisfied_conditions = []
|
||||||
|
for name, value, operator, threshold, result in conditions_summary:
|
||||||
|
status = "✅" if result else "❌"
|
||||||
|
if value is not None and threshold is not None:
|
||||||
|
logger.info(f"[{pair}] {status} {name}: {value:.6f} {operator} {threshold:.6f}")
|
||||||
|
else:
|
||||||
|
logger.info(f"[{pair}] {status} {name}")
|
||||||
|
if result:
|
||||||
|
satisfied_conditions.append(name)
|
||||||
|
|
||||||
|
# 总结满足的条件
|
||||||
if combined_condition.any():
|
if combined_condition.any():
|
||||||
logger.info(f"[{pair}] 买入信号触发,趋势得分:{trend_score:.2f}")
|
logger.info(f"[{pair}] ✅ 买入信号触发,满足条件: {', '.join(satisfied_conditions)},趋势得分:{trend_score:.2f}")
|
||||||
else:
|
else:
|
||||||
logger.info(f"[{pair}] 买入条件未满足")
|
logger.info(f"[{pair}] ❌ 买入条件未满足")
|
||||||
|
|
||||||
else:
|
else:
|
||||||
logger.info(f"[{pair}] 无有效买入条件")
|
logger.info(f"[{pair}] 无有效买入条件")
|
||||||
|
|
||||||
|
# 记录各条件触发率
|
||||||
logger.info(f"[{pair}] 各条件触发率 - "
|
logger.info(f"[{pair}] 各条件触发率 - "
|
||||||
f"cond1: {cond1.mean():.2%}, "
|
f"cond1: {cond1.mean():.2%}, "
|
||||||
f"cond2: {cond2.mean():.2%}, "
|
f"cond2: {cond2.mean():.2%}, "
|
||||||
|
|||||||
Loading…
x
Reference in New Issue
Block a user