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zhangkun9038@dingtalk.com 2025-04-28 18:13:34 +08:00
parent 6c634f9137
commit 36a7563923
1 changed files with 21 additions and 9 deletions
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30
freqtrade/templates/FreqaiExampleStrategy.py
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@ -299,8 +299,14 @@ class FreqaiExampleStrategy(IStrategy):
# 改进卖出信号条件
exit_long_conditions = [
(dataframe["rsi"] > dataframe["sell_rsi_pred"]), # RSI 高于卖出阈值
(dataframe["volume"] > dataframe["volume"].rolling(window=10).mean()), # 成交量高于近期均值
(dataframe["close"] < dataframe["bb_middleband"]) # 价格低于布林带中轨
(
(dataframe["volume"] > dataframe["volume"].rolling(window=10).mean()) | # 成交量高于近期均值
(dataframe["volume"] < dataframe["volume"].shift(1) * 0.9) # 当前成交量低于上一周期的10%
),
(
(dataframe["close"] < dataframe["bb_middleband"]) | # 价格低于布林带中轨
(dataframe["close"] < dataframe["bb_lowerband"].shift(1)) # 当前价格低于上一周期的布林带下轨
)
]
if exit_long_conditions:
dataframe.loc[
@ -311,22 +317,28 @@ class FreqaiExampleStrategy(IStrategy):
def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
# 改进买入信号条件
# 检查 MACD 列是否存在
if "macd" not in df.columns or "macdsignal" not in df.columns:
if "macd" not in dataframe.columns or "macdsignal" not in dataframe.columns:
logger.error("MACD 或 MACD 信号列缺失，无法生成买入信号。尝试重新计算 MACD 列。")
try:
macd = ta.MACD(df, fastperiod=12, slowperiod=26, signalperiod=9)
df["macd"] = macd["macd"]
df["macdsignal"] = macd["macdsignal"]
macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9)
dataframe["macd"] = macd["macd"]
dataframe["macdsignal"] = macd["macdsignal"]
logger.info("MACD 列已成功重新计算。")
except Exception as e:
logger.error(f"重新计算 MACD 列时出错：{str(e)}")
raise ValueError("DataFrame 缺少必要的 MACD 列且无法重新计算。")
enter_long_conditions = [
(df["rsi"] < df["buy_rsi_pred"]), # RSI 低于买入阈值
(df["volume"] > df["volume"].rolling(window=10).mean() * 1.2), # 成交量高于近期均值20%
(df["close"] > df["bb_middleband"]) # 价格高于布林带中轨
(dataframe["rsi"] < dataframe["buy_rsi_pred"]), # RSI 低于买入阈值
(
(dataframe["volume"] > dataframe["volume"].rolling(window=10).mean() * 1.2) | # 成交量高于近期均值20%
(dataframe["volume"] > dataframe["volume"].shift(1) * 1.1) # 当前成交量高于上一周期的10%
),
(
(dataframe["close"] > dataframe["bb_middleband"]) | # 价格高于布林带中轨
(dataframe["close"] > dataframe["bb_upperband"].shift(1)) # 当前价格高于上一周期的布林带上轨
)
]
# 如果 MACD 列存在，则添加 MACD 金叉条件