Hyperopt参数更新 - 阶段:2 | VM:rose | ResponseID:4Zw3QsIxzX5a | 2025-11-22 13:19:17

This commit is contained in:
zhangkun 2025-11-22 13:19:17 +08:00
parent c26179bfbc
commit 34f22c7691
2 changed files with 19 additions and 19 deletions

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@ -35,16 +35,16 @@
"47": 0.015 "47": 0.015
}, },
"sell": { "sell": {
"exit_bb_upper_deviation": 1.13, "exit_bb_upper_deviation": 1.081,
"exit_profit_tier1": 0.192, "exit_profit_tier1": 0.16,
"exit_profit_tier2": 0.213, "exit_profit_tier2": 0.323,
"exit_reduce_tier1": 0.78, "exit_reduce_tier1": 0.185,
"exit_reduce_tier2": 0.27, "exit_reduce_tier2": 0.179,
"exit_rsi_threshold": 78, "exit_rsi_threshold": 78,
"exit_volume_multiplier": 3, "exit_volume_multiplier": 4.79,
"max_reduce_adjustments": 1, "max_reduce_adjustments": 12,
"reduce_coefficient": 1.113, "reduce_coefficient": 0.401,
"reduce_profit_base": 0.28 "reduce_profit_base": 0.013
}, },
"stoploss": { "stoploss": {
"stoploss": -0.297 "stoploss": -0.297

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@ -105,16 +105,16 @@ class FreqaiPrimer(IStrategy):
# [/propertiesGrp] # [/propertiesGrp]
# [propertiesGrp id="3" name="第五轮优化" epochs="60" space="sell" description="出场条件与分级止盈,减仓与风险管理"] # [propertiesGrp id="3" name="第五轮优化" epochs="60" space="sell" description="出场条件与分级止盈,减仓与风险管理"]
exit_bb_upper_deviation = DecimalParameter(0.80, 1.25, decimals=2, default=0.99, optimize=True, load=True, space='sell') # 极致放宽0.80-1.25 exit_bb_upper_deviation = DecimalParameter(0.80, 1.25, decimals=2, default=1.081, optimize=True, load=True, space='sell') # 极致放宽0.80-1.25
exit_volume_multiplier = DecimalParameter(0.8, 6.0, decimals=1, default=3.926, optimize=True, load=True, space='sell') # 极致放宽0.8-6.0 exit_volume_multiplier = DecimalParameter(0.8, 6.0, decimals=1, default=4.79, optimize=True, load=True, space='sell') # 极致放宽0.8-6.0
exit_rsi_threshold = IntParameter(40, 85, default=58, optimize=True, load=True, space='sell') # 极致放宽40-85 exit_rsi_threshold = IntParameter(40, 85, default=78, optimize=True, load=True, space='sell') # 极致放宽40-85
exit_profit_tier1 = DecimalParameter(0.005, 0.20, decimals=3, default=0.05, optimize=True, load=True, space='sell') # 极致放宽0.005-0.20 exit_profit_tier1 = DecimalParameter(0.005, 0.20, decimals=3, default=0.16, optimize=True, load=True, space='sell') # 极致放宽0.005-0.20
exit_reduce_tier1 = DecimalParameter(0.05, 0.9, decimals=2, default=0.5, optimize=True, load=True, space='sell') # 极致放宽0.05-0.9 exit_reduce_tier1 = DecimalParameter(0.05, 0.9, decimals=2, default=0.185, optimize=True, load=True, space='sell') # 极致放宽0.05-0.9
exit_profit_tier2 = DecimalParameter(0.01, 0.35, decimals=3, default=0.10, optimize=True, load=True, space='sell') # 极致放宽0.01-0.35 exit_profit_tier2 = DecimalParameter(0.01, 0.35, decimals=3, default=0.323, optimize=True, load=True, space='sell') # 极致放宽0.01-0.35
exit_reduce_tier2 = DecimalParameter(0.03, 0.75, decimals=2, default=0.3, optimize=True, load=True, space='sell') # 极致放宽0.03-0.75 exit_reduce_tier2 = DecimalParameter(0.03, 0.75, decimals=2, default=0.179, optimize=True, load=True, space='sell') # 极致放宽0.03-0.75
reduce_profit_base = DecimalParameter(0.005, 0.30, default=0.05, space='sell', optimize=True) # 极致放宽0.005-0.30 reduce_profit_base = DecimalParameter(0.005, 0.30, default=0.013, space='sell', optimize=True) # 极致放宽0.005-0.30
reduce_coefficient = DecimalParameter(0.01, 1.5, default=0.289, space='sell', optimize=True) # 极致放宽0.01-1.5 reduce_coefficient = DecimalParameter(0.01, 1.5, default=0.401, space='sell', optimize=True) # 极致放宽0.01-1.5
max_reduce_adjustments = IntParameter(1, 12, default=3, space='sell', optimize=True) # 极致放宽1-12 max_reduce_adjustments = IntParameter(1, 12, default=12, space='sell', optimize=True) # 极致放宽1-12
# [/propertiesGrp] # [/propertiesGrp]
# [propertiesGrp id="4" name="第六轮优化" epochs="80" space="roi stoploss" description="roi和stoploss优化" /] # [propertiesGrp id="4" name="第六轮优化" epochs="80" space="roi stoploss" description="roi和stoploss优化" /]