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zhangkun9038@dingtalk.com 2025-04-28 15:44:22 +08:00
parent 619de5cede
commit 3fafbff8c3
1 changed files with 4 additions and 4 deletions
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8
freqtrade/templates/FreqaiExampleStrategy.py
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@ -143,10 +143,10 @@ class FreqaiExampleStrategy(IStrategy):
try:
label_period = self.freqai_info["feature_parameters"]["label_period_candles"]
# 生成更复杂的目标变量 up_or_down
dataframe["up_or_down"] = np.where(
dataframe["close"].shift(-label_period) > dataframe["close"], 1, 0
)
# 重新定义目标变量 up_or_down，预测未来价格变化方向
dataframe["up_or_down"] = np.where(
dataframe["close"].shift(-label_period) / dataframe["close"] - 1 > 0, 1, 0
)
# 确保目标变量是二维数组
if dataframe["up_or_down"].ndim == 1:
dataframe["up_or_down"] = dataframe["up_or_down"].values.reshape(-1, 1)