From 4474a17ffcf40bc2ab8f470ad3bbceab11d9cf57 Mon Sep 17 00:00:00 2001 From: Ubuntu Date: Sun, 15 Feb 2026 13:25:46 +0800 Subject: [PATCH] =?UTF-8?q?=E8=AE=AD=E7=BB=83=E4=B8=80=E7=9B=B4=E6=8A=A5?= =?UTF-8?q?=E9=94=99?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../live_XGBoostRegressorMultiTarget.json | 131 ++++++++++-------- 1 file changed, 73 insertions(+), 58 deletions(-) diff --git a/config_examples/live_XGBoostRegressorMultiTarget.json b/config_examples/live_XGBoostRegressorMultiTarget.json index cabc72f4..d9fc3ae8 100644 --- a/config_examples/live_XGBoostRegressorMultiTarget.json +++ b/config_examples/live_XGBoostRegressorMultiTarget.json @@ -71,64 +71,79 @@ "use_order_book": false }, "freqai": { - "enabled": true, - "data_kitchen": { - "fillna": "ffill" - }, - "freqaimodel": "XGBoostRegressorMultiTarget", - "purge_old_models": 2, - "identifier": "live-freqai", - "train_period_days": 18, - "backtest_period_days": 2, - "live_retrain_hours": 2, - "outlier_detection": { - "method": "IsolationForest", - "contamination": 0.05 // 适度提高异常值检测阈值,过滤更多噪声 - }, - "feature_selection": { - "method": "recursive_elimination", - }, - "feature_parameters": { - "include_timeframes": [ - "3m", - "15m", - "1h", - "4h" - ], - "include_corr_pairlist": [ - "XAUT/USDT", - "BTC/USDT" - ], - "outlier_protection_percentage": 0.05, - "label_period_candles": 100, - "include_shifted_candles": 2, // 减少移位蜡烛数,降低特征冗余 - "DI_threshold": 0.1, - "weight_factor": 0.9, - "principal_component_analysis": true, // 开启PCA降维,减少特征维度 - "use_SVM_to_remove_outliers": false, - "buffer_train_data_candles": 30, // 增加缓冲区数据 - "indicator_periods_candles": [ - 10, - 20, - 50 // 减少指标周期数,避免特征过多 - ], - "plot_feature_importances": 10 - }, - "data_split_parameters": { - "test_size": 0.2, // 增大测试集比例,更严格验证模型泛化能力 - "shuffle": false - }, - "model_training_parameters": { - "n_estimators": 200, // 减少树的数量,降低模型复杂度 - "learning_rate": 0.05, // 适度提高学习率,加快收敛且避免过拟合 - "max_depth": 5, // 降低树深度,核心缓解过拟合 - "min_child_weight": 3, // 提高子节点最小权重,避免拟合噪声 - "subsample": 0.7, // 降低样本采样率,增强正则化 - "colsample_bytree": 0.7, // 降低特征采样率,避免过拟合 - "verbosity": 0, - "reg_alpha": 0.1, // 新增L1正则化,限制权重 - "reg_lambda": 1.0 // 新增L2正则化,核心缓解过拟合 - } + "enabled": true, + "data_kitchen": { + "fillna": "ffill" + }, + "freqaimodel": "XGBoostRegressorMultiTarget", + "purge_old_models": 2, + "train_period_days": 18, + "backtest_period_days": 2, + "live_retrain_hours": 2, + "outlier_detection": { + "method": "IsolationForest", + "contamination": 0.05 + }, + "feature_selection": { + "method": "recursive_elimination" + }, + "feature_parameters": { + "include_timeframes": [ + "3m", + "15m", + "1h", + "4h" + ], + "include_corr_pairlist": [ + "XAUT/USDT", + "BTC/USDT" + ], + "outlier_protection_percentage": 0.05, + "label_period_candles": 100, + "include_shifted_candles": 2, + "DI_threshold": 0.1, + "weight_factor": 0.9, + "principal_component_analysis": true, + "use_SVM_to_remove_outliers": false, + "indicator_periods_candles": [ + 10, + 20, + 50 + ], + "plot_feature_importances": 10, + "buffer_train_data_candles": 30, + "shuffle_after_split": false + }, + "data_split_parameters": { + "test_size": 0.2, + "shuffle": false + }, + "model_training_parameters": { + "n_estimators": 200, + "learning_rate": 0.05, + "num_leaves": 60, + "max_depth": 5, + "min_data_in_leaf": 15, + "feature_fraction": 0.8, + "bagging_fraction": 0.8, + "bagging_freq": 5, + "verbose": -1, + "min_child_weight": 3, + "subsample": 0.7, + "colsample_bytree": 0.7, + "verbosity": 0, + "reg_alpha": 0.1, + "reg_lambda": 1.0 + }, + "identifier": "live-freqai", + "write_metrics_to_disk": false, + "conv_width": 1, + "expiration_hours": 0, + "save_backtest_models": false, + "activate_tensorboard": true, + "wait_for_training_iteration_on_reload": true, + "continual_learning": false, + "keras": false }, "fee": 0.0008, "api_server": {