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zhangkun9038@dingtalk.com 2025-12-01 12:16:09 +08:00
parent 2ce5dbad9a
commit 3d7b6958fd
1 changed files with 9 additions and 9 deletions
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18
freqtrade/templates/freqaiprimer.py
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@ -82,6 +82,14 @@ class FreqaiPrimer(IStrategy):
can_short = False # 禁用做空
# [propertiesGrp_List]--------------------------------------------------------------------------------------------------------------------------------------
# [propertiesGrp step="4" name="第四轮优化 - 出场与分级止盈" epochs="360" space="sell" description="线性ROI参数 用于线性函数"]
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
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=True, load=True, space='sell')
# [/propertiesGrp]
# [propertiesGrp step="1" name="第一轮优化" epochs="50" space="buy " description="自定义指标参数 - 使用Hyperopt可优化参数"]
bb_length = IntParameter(10, 30, default=20, optimize=True, load=True, space='buy')
bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=True, load=True, space='buy')
@ -107,15 +115,7 @@ class FreqaiPrimer(IStrategy):
add_position_callback = DecimalParameter(0.03, 0.10, decimals=3, default=0.053, optimize=True, load=True, space='buy') # 每两次加仓间隔回调百分比(固定步长)
add_position_base = DecimalParameter(0.1, 0.5, decimals=3, default=0.333, optimize=True, load=True, space='buy') # 加仓基础金额(相对初始金额的倍数)
# [/propertiesGrp]
# [propertiesGrp step="4" name="第四轮优化 - 出场与分级止盈" epochs="360" space="sell" description="线性ROI参数 - 用于线性函数: y = (a * (x + k)) + t", 出场条件阈值参数]
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
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=True, load=True, space='sell')
# [/propertiesGrp]
# [/propertiesGrp_List]-----------------------------------------------------------------------------------------------------------------------------