Hyperopt参数更新 - 阶段:0 | VM:rose | ResponseID:rg0wb3lcLoxH | 2025-11-21 23:56:31

This commit is contained in:
zhangkun 2025-11-21 23:56:31 +08:00
parent 816237b354
commit 3bea82db59
2 changed files with 42 additions and 42 deletions

View File

@ -1,49 +1,49 @@
{
"strategy_name": "FreqaiPrimer",
"export_time": "2025-10-05 16:38:39.948030+00:00",
"ft_stratparam_v": 1,
"params": {
"roi": {},
"stoploss": {
"stoploss": -0.14
},
"trailing": {
"trailing_stop": true,
"trailing_stop_positive": 0.0125,
"trailing_stop_positive_offset": 0.045,
"trailing_only_offset_is_reached": false
"buy": {
"add_position_callback": 36,
"bb_length": 14,
"bb_lower_deviation": 1.04,
"bb_std": 2.16,
"bb_width_threshold": 0.012,
"h1_max_candles": 200,
"h1_max_consecutive_candles": 3,
"h1_rapid_rise_threshold": 0.065,
"max_entry_adjustments": 2,
"min_condition_count": 3,
"rsi_bull_threshold": 54,
"rsi_length": 7,
"rsi_oversold": 42,
"stake_divisor": 2.793,
"step_coefficient": 1.45,
"stochrsi_bull_threshold": 30,
"stochrsi_neutral_threshold": 29,
"volume_multiplier": 1.256
},
"max_open_trades": {
"max_open_trades": 5
},
"buy": {
"bb_std": 3.0,
"bb_width_threshold": 0.012,
"h1_max_candles": 200,
"h1_max_consecutive_candles": 3,
"max_entry_adjustments": 2,
"rsi_bull_threshold": 54,
"rsi_length": 16,
"stochrsi_bull_threshold": 36,
"volume_multiplier": 1.6,
"add_position_callback": 36,
"bb_length": 14,
"bb_lower_deviation": 1.05,
"h1_rapid_rise_threshold": 0.065,
"min_condition_count": 2,
"rsi_oversold": 42,
"stake_divisor": 2.793,
"step_coefficient": 1.45,
"stochrsi_neutral_threshold": 29
},
"protection": {},
"roi": {},
"sell": {
"exit_bb_upper_deviation": 0.99,
"exit_volume_multiplier": 1.7,
"roi_param_a": -6e-05,
"roi_param_a": -0.00006,
"roi_param_k": 132,
"roi_param_t": 0.168,
"rsi_overbought": 58
},
"protection": {}
"stoploss": {
"stoploss": -0.14
},
"trailing": {
"trailing_only_offset_is_reached": false,
"trailing_stop": true,
"trailing_stop_positive": 0.0125,
"trailing_stop_positive_offset": 0.045
}
},
"ft_stratparam_v": 1,
"export_time": "2025-10-05 16:38:39.948030+00:00"
}
"strategy_name": "FreqaiPrimer"
}

View File

@ -83,12 +83,12 @@ class FreqaiPrimer(IStrategy):
# [propertiesGrp_List]--------------------------------------------------------------------------------------------------------------------------------------
# [propertiesGrp id="1" name="第一轮优化" epochs="70" space="buy" description="入场基础条件优化"]
bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.9, optimize=True, load=True, space='buy')
rsi_length = IntParameter(7, 21, default=18, optimize=True, load=True, space='buy')
bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.03, optimize=True, load=True, space='buy')
stochrsi_bull_threshold = IntParameter(30, 40, default=33, optimize=True, load=True, space='buy')
volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.5, optimize=True, load=True, space='buy')
min_condition_count = IntParameter(2, 4, default=2, optimize=True, load=True, space='buy')
bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.16, optimize=True, load=True, space='buy')
rsi_length = IntParameter(7, 21, default=7, optimize=True, load=True, space='buy')
bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.04, optimize=True, load=True, space='buy')
stochrsi_bull_threshold = IntParameter(30, 40, default=30, optimize=True, load=True, space='buy')
volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.256, optimize=True, load=True, space='buy')
min_condition_count = IntParameter(2, 4, default=3, optimize=True, load=True, space='buy')
# [propertiesGrp id="2" name="第二轮优化" epochs="100" space="buy" description="入场确认条件优化"]
bb_length = IntParameter(10, 30, default=28, optimize=True, load=True, space='buy')
@ -109,7 +109,7 @@ class FreqaiPrimer(IStrategy):
# [propertiesGrp id="4" name="第四轮优化" epochs="100" space="sell" description="出场与减仓策略优化"]
exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=0.99, optimize=True, load=True, space='sell')
exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.2, optimize=True, load=True, space='sell')
exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=1.256, optimize=True, load=True, space='sell')
rsi_overbought = IntParameter(57, 59, default=58, optimize=True, load=True, space='sell')
reduce_profit_base = DecimalParameter(0.05, 0.12, default=0.05, space='sell', optimize=True) # 减仓基础盈利阈值触发门槛默认7.5%
reduce_coefficient = DecimalParameter(0.1, 0.6, default=0.289, space='sell', optimize=True) # 减仓金额系数默认0.25,控制初始金额)