听v3的
This commit is contained in:
zhangkun9038@dingtalk.com
parent
65b9e9c0fc
commit
4dcfc172f9
2
.gitignore
vendored
2
.gitignore
vendored
@ -73,7 +73,7 @@ coverage.xml
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*.pot
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# Django stuff:
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*.log
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#*.log
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!outout_filted.log
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local_settings.py
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@ -63,7 +63,11 @@
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"freqai": {
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"enabled": true,
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"data_kitchen": {
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"fillna": "ffill"
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"fillna": "ffill",
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"feature_parameters": {
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"DI_threshold": 0.9,
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"weight_factor": 0.9
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}
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},
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"freqaimodel": "XGBoostRegressor",
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"purge_old_models": 2,
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@ -72,39 +76,33 @@
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"backtest_period_days": 10,
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"live_retrain_hours": 0,
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"feature_selection": {
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"method": "recursive_elimination"
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"method": "recursive_elimination",
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"threshold": 0.01
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},
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"feature_parameters": {
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"include_timeframes": [
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"5m",
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"1h"
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],
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"include_corr_pairlist": [
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"BTC/USDT",
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"ETH/USDT"
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],
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"include_timeframes": ["3m", "5m", "1h"],
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"include_corr_pairlist": ["BTC/USDT", "ETH/USDT"],
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"label_period_candles": 12,
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"include_shifted_candles": 3,
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"DI_threshold": 0.9,
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"weight_factor": 0.9,
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"principal_component_analysis": false,
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"use_SVM_to_remove_outliers": false,
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"indicator_periods_candles": [
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10,
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20,
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50
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],
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"plot_feature_importances": 0
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"indicator_periods_candles": [10, 20, 50],
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"plot_feature_importances": 1
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},
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"data_split_parameters": {
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"test_size": 0.2
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"test_size": 0.2,
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"shuffle": true,
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"random_state": 42
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},
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"model_training_parameters": {
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"n_estimators": 100,
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"learning_rate": 0.05,
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"max_depth": 5
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}
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"model_training_parameters": {
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"n_estimators": 200,
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"learning_rate": 0.05,
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"max_depth": 5,
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"subsample": 0.8,
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"colsample_bytree": 0.8,
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"objective": "reg:squarederror",
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"eval_metric": "rmse",
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"early_stopping_rounds": 50,
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"verbose": 0
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}
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},
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"api_server": {
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"enabled": true,
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340
output_filted.log
Normal file
340
output_filted.log
Normal file
@ -0,0 +1,340 @@
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Creating freqtrade_freqtrade_run ...
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Creating freqtrade_freqtrade_run ... done
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2025-04-29 02:19:51,594 - freqtrade - INFO - freqtrade 2025.3
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2025-04-29 02:19:51,815 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
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2025-04-29 02:19:53,227 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
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2025-04-29 02:19:53,228 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/templates/FreqaiExampleStrategy.json ...
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2025-04-29 02:19:53,230 - freqtrade.loggers - INFO - Enabling colorized output.
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2025-04-29 02:19:53,230 - root - INFO - Logfile configured
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2025-04-29 02:19:53,230 - freqtrade.loggers - INFO - Verbosity set to 0
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2025-04-29 02:19:53,231 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
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2025-04-29 02:19:53,231 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
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2025-04-29 02:19:53,231 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250420 ...
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2025-04-29 02:19:53,261 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
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2025-04-29 02:19:53,262 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
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2025-04-29 02:19:53,262 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
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2025-04-29 02:19:53,262 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250420
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2025-04-29 02:19:53,263 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
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2025-04-29 02:19:53,263 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
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2025-04-29 02:19:53,269 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
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2025-04-29 02:19:53,270 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2025-04-29 02:19:53,270 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-04-29 02:19:53,272 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
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2025-04-29 02:19:53,273 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2025-04-29 02:19:53,273 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.69
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2025-04-29 02:19:53,273 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
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2025-04-29 02:19:53,278 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
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2025-04-29 02:19:53,283 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
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2025-04-29 02:19:55,869 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
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2025-04-29 02:19:55,889 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
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2025-04-29 02:19:55,889 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
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2025-04-29 02:19:55,890 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
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2025-04-29 02:19:55,890 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
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2025-04-29 02:19:55,891 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2025-04-29 02:19:55,891 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
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2025-04-29 02:19:55,891 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
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2025-04-29 02:19:55,892 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
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'minutes'}.
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2025-04-29 02:19:55,892 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
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2025-04-29 02:19:55,892 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
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2025-04-29 02:19:55,893 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
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2025-04-29 02:19:55,893 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
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2025-04-29 02:19:55,893 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
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2025-04-29 02:19:55,894 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
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2025-04-29 02:19:55,894 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
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2025-04-29 02:19:55,894 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
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2025-04-29 02:19:55,894 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
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2025-04-29 02:19:55,895 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
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2025-04-29 02:19:55,895 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
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'stoploss_on_exchange_interval': 60}
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2025-04-29 02:19:55,895 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
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2025-04-29 02:19:55,896 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
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2025-04-29 02:19:55,896 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
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2025-04-29 02:19:55,896 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
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2025-04-29 02:19:55,896 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
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2025-04-29 02:19:55,897 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
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2025-04-29 02:19:55,897 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
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2025-04-29 02:19:55,898 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
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2025-04-29 02:19:55,898 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
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2025-04-29 02:19:55,898 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
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2025-04-29 02:19:55,899 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
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2025-04-29 02:19:55,899 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
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2025-04-29 02:19:55,899 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
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2025-04-29 02:19:55,899 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
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2025-04-29 02:19:55,900 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-04-29 02:19:55,903 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
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2025-04-29 02:19:55,909 - freqtrade.optimize.backtesting - INFO - Using fee 0.1500% - worst case fee from exchange (lowest tier).
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2025-04-29 02:19:55,910 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
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2025-04-29 02:19:55,910 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 14450 ...
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2025-04-29 02:19:56,041 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-03-01 21:30:00 up to 2025-04-20 00:00:00 (49 days).
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2025-04-29 02:19:56,042 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
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2025-04-29 02:19:56,043 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
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2025-04-29 02:19:57,620 - matplotlib.font_manager - INFO - generated new fontManager
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2025-04-29 02:19:57,823 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
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2025-04-29 02:19:57,824 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
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2025-04-29 02:19:57,824 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
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2025-04-29 02:19:57,825 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['BTC/USDT', 'SOL/USDT']
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2025-04-29 02:19:57,826 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
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2025-04-29 02:19:57,826 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
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2025-04-29 02:19:57,826 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
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2025-04-29 02:19:57,829 - FreqaiExampleStrategy - INFO - 处理交易对：BTC/USDT
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2025-04-29 02:19:57,831 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
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2025-04-29 02:19:57,832 - freqtrade.freqai.freqai_interface - INFO - Training BTC/USDT, 1/2 pairs from 2025-03-02 00:00:00 to 2025-04-01 00:00:00, 1/2 trains
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2025-04-29 02:19:57,832 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
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/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1743465600_prediction.feather
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2025-04-29 02:19:57,868 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
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2025-04-29 02:19:57,868 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
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2025-04-29 02:19:57,937 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
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2025-04-29 02:19:57,938 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
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2025-04-29 02:19:57,999 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
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2025-04-29 02:19:57,999 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
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2025-04-29 02:19:58,093 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
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2025-04-29 02:19:58,094 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
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2025-04-29 02:19:58,164 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
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2025-04-29 02:19:58,164 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
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2025-04-29 02:19:58,214 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
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2025-04-29 02:19:58,219 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
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2025-04-29 02:19:58,222 - FreqaiExampleStrategy - INFO - 目标列预览：
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up_or_down &-buy_rsi
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0 0.007116 50.010488
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1 0.005291 50.010488
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2 0.004416 50.010488
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3 0.002082 50.010488
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4 0.001904 50.010488
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2025-04-29 02:19:58,226 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
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2025-04-29 02:19:58,232 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
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2025-04-29 02:19:58,234 - FreqaiExampleStrategy - INFO - 目标列预览：
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up_or_down &-buy_rsi
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0 0.007116 49.846666
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1 0.005291 49.846666
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2 0.004416 49.846666
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3 0.002082 49.846666
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4 0.001904 49.846666
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2025-04-29 02:19:58,241 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600
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2025-04-29 02:19:58,242 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
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2025-04-29 02:19:58,263 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
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2025-04-29 02:19:58,264 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
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2025-04-29 02:20:03,332 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
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2025-04-29 02:20:03,333 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
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[99] validation_0-rmse:0.15629 validation_1-rmse:0.11359
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2025-04-29 02:20:04,380 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (6.14 secs) --------------------
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2025-04-29 02:20:04,381 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
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2025-04-29 02:20:05,079 - freqtrade.freqai.freqai_interface - INFO - Training BTC/USDT, 1/2 pairs from 2025-03-12 00:00:00 to 2025-04-11 00:00:00, 2/2 trains
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2025-04-29 02:20:05,079 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
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/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1744329600_prediction.feather
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2025-04-29 02:20:05,082 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
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2025-04-29 02:20:05,087 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
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2025-04-29 02:20:05,088 - FreqaiExampleStrategy - INFO - 目标列预览：
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up_or_down &-buy_rsi
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0 0.007116 49.846666
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1 0.005291 49.846666
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2 0.004416 49.846666
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3 0.002082 49.846666
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4 0.001904 49.846666
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2025-04-29 02:20:05,093 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
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2025-04-29 02:20:05,099 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
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2025-04-29 02:20:05,101 - FreqaiExampleStrategy - INFO - 目标列预览：
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up_or_down &-buy_rsi
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0 0.007116 50.074781
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1 0.005291 50.074781
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2 0.004416 50.074781
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3 0.002082 50.074781
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4 0.001904 50.074781
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2025-04-29 02:20:05,105 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600
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2025-04-29 02:20:05,105 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
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2025-04-29 02:20:05,122 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
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2025-04-29 02:20:05,123 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
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2025-04-29 02:20:10,160 - datasieve.pipeline - INFO - DI tossed 2001 predictions for being too far from training data.
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2025-04-29 02:20:10,163 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
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||||
2025-04-29 02:20:10,164 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
[99] validation_0-rmse:0.18198 validation_1-rmse:0.10994
|
||||
2025-04-29 02:20:11,138 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (6.03 secs) --------------------
|
||||
2025-04-29 02:20:11,139 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-04-29 02:20:11,651 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=39.26145316407591, sell_rsi=59.26145316407591, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-04-29 02:20:11,658 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||||
up_or_down
|
||||
1 11845
|
||||
0 11726
|
||||
2025-04-29 02:20:11,659 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||||
do_predict
|
||||
0.0 20562
|
||||
1.0 3009
|
||||
2025-04-29 02:20:11,660 - FreqaiExampleStrategy - INFO - 处理交易对：SOL/USDT
|
||||
2025-04-29 02:20:11,661 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-04-29 02:20:11,663 - freqtrade.freqai.freqai_interface - INFO - Training SOL/USDT, 2/2 pairs from 2025-03-02 00:00:00 to 2025-04-01 00:00:00, 1/2 trains
|
||||
2025-04-29 02:20:11,663 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1743465600_prediction.feather
|
||||
2025-04-29 02:20:11,685 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-04-29 02:20:11,686 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-04-29 02:20:11,747 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-04-29 02:20:11,748 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-04-29 02:20:11,799 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-04-29 02:20:11,800 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
|
||||
2025-04-29 02:20:12,035 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-04-29 02:20:12,040 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
|
||||
2025-04-29 02:20:12,041 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.016595 49.72136
|
||||
1 0.012811 49.72136
|
||||
2 0.010135 49.72136
|
||||
3 0.008514 49.72136
|
||||
4 0.006242 49.72136
|
||||
2025-04-29 02:20:12,045 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-04-29 02:20:12,050 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-04-29 02:20:12,051 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.016595 49.562407
|
||||
1 0.012811 49.562407
|
||||
2 0.010135 49.562407
|
||||
3 0.008514 49.562407
|
||||
4 0.006242 49.562407
|
||||
2025-04-29 02:20:12,056 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600
|
||||
2025-04-29 02:20:12,056 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||||
2025-04-29 02:20:12,075 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-04-29 02:20:12,076 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
|
||||
2025-04-29 02:20:17,259 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||||
2025-04-29 02:20:17,260 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
[99] validation_0-rmse:0.12969 validation_1-rmse:0.09745
|
||||
2025-04-29 02:20:18,525 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (6.47 secs) --------------------
|
||||
2025-04-29 02:20:18,527 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-04-29 02:20:19,108 - freqtrade.freqai.freqai_interface - INFO - Training SOL/USDT, 2/2 pairs from 2025-03-12 00:00:00 to 2025-04-11 00:00:00, 2/2 trains
|
||||
2025-04-29 02:20:19,108 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1744329600_prediction.feather
|
||||
2025-04-29 02:20:19,111 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-04-29 02:20:19,117 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-04-29 02:20:19,118 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.016595 49.562407
|
||||
1 0.012811 49.562407
|
||||
2 0.010135 49.562407
|
||||
3 0.008514 49.562407
|
||||
4 0.006242 49.562407
|
||||
2025-04-29 02:20:19,125 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-04-29 02:20:19,130 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
|
||||
2025-04-29 02:20:19,132 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.016595 49.934347
|
||||
1 0.012811 49.934347
|
||||
2 0.010135 49.934347
|
||||
3 0.008514 49.934347
|
||||
4 0.006242 49.934347
|
||||
2025-04-29 02:20:19,137 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600
|
||||
2025-04-29 02:20:19,137 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||||
2025-04-29 02:20:19,161 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-04-29 02:20:19,161 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
|
||||
2025-04-29 02:20:24,229 - datasieve.pipeline - INFO - DI tossed 1948 predictions for being too far from training data.
|
||||
2025-04-29 02:20:24,232 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||||
2025-04-29 02:20:24,233 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
[99] validation_0-rmse:0.14837 validation_1-rmse:0.10398
|
||||
2025-04-29 02:20:25,802 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (6.66 secs) --------------------
|
||||
2025-04-29 02:20:25,803 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-04-29 02:20:26,374 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=50.0, sell_rsi=70.0, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-04-29 02:20:26,380 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||||
up_or_down
|
||||
0 11865
|
||||
1 11706
|
||||
2025-04-29 02:20:26,382 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||||
do_predict
|
||||
0.0 20490
|
||||
1.0 3081
|
||||
2025-04-29 02:20:26,385 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-20 00:00:00 (19 days).
|
||||
2025-04-29 02:20:26,387 - FreqaiExampleStrategy - 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。
|
||||
2025-04-29 02:20:26,388 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-04-29 02:20:26,405 - FreqaiExampleStrategy - 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。
|
||||
2025-04-29 02:20:26,406 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-04-29 02:20:26,846 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-04-29_02-20-26.meta.json"
|
||||
Result for strategy FreqaiExampleStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ BTC/USDT │ 7 │ 0.0 │ 0.000 │ 0.0 │ 17:57:00 │ 0 7 0 0 │
|
||||
│ SOL/USDT │ 4 │ -3.75 │ -22.529 │ -2.25 │ 1 day, 1:52:00 │ 0 3 1 0 │
|
||||
│ TOTAL │ 11 │ -1.36 │ -22.529 │ -2.25 │ 20:50:00 │ 0 10 1 0 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴────────────────┴────────────────────────┘
|
||||
LEFT OPEN TRADES REPORT
|
||||
┏━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ TOTAL │ 0 │ 0.0 │ 0.000 │ 0.0 │ 0:00 │ 0 0 0 0 │
|
||||
└───────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
ENTER TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ long │ 11 │ -1.36 │ -22.529 │ -2.25 │ 20:50:00 │ 0 10 1 0 │
|
||||
│ TOTAL │ 11 │ -1.36 │ -22.529 │ -2.25 │ 20:50:00 │ 0 10 1 0 │
|
||||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ roi │ 10 │ 0.0 │ 0.000 │ 0.0 │ 18:20:00 │ 0 10 0 0 │
|
||||
│ trailing_stop_loss │ 1 │ -15.0 │ -22.529 │ -2.25 │ 1 day, 21:45:00 │ 0 0 1 0 │
|
||||
│ TOTAL │ 11 │ -1.36 │ -22.529 │ -2.25 │ 20:50:00 │ 0 10 1 0 │
|
||||
└────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ ('long', 'roi') │ │ 10 │ 0.0 │ 0.000 │ 0.0 │ 18:20:00 │ 0 10 0 0 │
|
||||
│ ('long', 'trailing_stop_loss') │ │ 1 │ -15.0 │ -22.529 │ -2.25 │ 1 day, 21:45:00 │ 0 0 1 0 │
|
||||
│ TOTAL │ │ 11 │ -1.36 │ -22.529 │ -2.25 │ 20:50:00 │ 0 10 1 0 │
|
||||
└────────────────────────────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Metric ┃ Value ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Backtesting from │ 2025-04-01 00:00:00 │
|
||||
│ Backtesting to │ 2025-04-20 00:00:00 │
|
||||
│ Trading Mode │ Spot │
|
||||
│ Max open trades │ 2 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 11 / 0.58 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 977.471 USDT │
|
||||
│ Absolute profit │ -22.529 USDT │
|
||||
│ Total profit % │ -2.25% │
|
||||
│ CAGR % │ -35.45% │
|
||||
│ Sortino │ -100.00 │
|
||||
│ Sharpe │ -3.50 │
|
||||
│ Calmar │ -100.55 │
|
||||
│ SQN │ -1.00 │
|
||||
│ Profit factor │ 0.00 │
|
||||
│ Expectancy (Ratio) │ -2.05 (-1.00) │
|
||||
│ Avg. daily profit % │ -0.12% │
|
||||
│ Avg. stake amount │ 150 USDT │
|
||||
│ Total trade volume │ 3287.312 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ BTC/USDT 0.00% │
|
||||
│ Worst Pair │ SOL/USDT -2.25% │
|
||||
│ Best trade │ BTC/USDT 0.00% │
|
||||
│ Worst trade │ SOL/USDT -15.00% │
|
||||
│ Best day │ 0 USDT │
|
||||
│ Worst day │ -22.529 USDT │
|
||||
│ Days win/draw/lose │ 0 / 10 / 1 │
|
||||
│ Avg. Duration Winners │ 0:00:00 │
|
||||
│ Avg. Duration Loser │ 1 day, 21:45:00 │
|
||||
│ Max Consecutive Wins / Loss │ 0 / 11 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 977.471 USDT │
|
||||
│ Max balance │ 1000 USDT │
|
||||
│ Max % of account underwater │ 2.25% │
|
||||
│ Absolute Drawdown (Account) │ 2.25% │
|
||||
│ Absolute Drawdown │ 22.529 USDT │
|
||||
│ Drawdown high │ 0 USDT │
|
||||
│ Drawdown low │ -22.529 USDT │
|
||||
│ Drawdown Start │ 2025-04-01 14:54:00 │
|
||||
│ Drawdown End │ 2025-04-06 23:15:00 │
|
||||
│ Market change │ -0.80% │
|
||||
└─────────────────────────────┴─────────────────────┘
|
||||
|
||||
Backtested 2025-04-01 00:00:00 -> 2025-04-20 00:00:00 | Max open trades : 2
|
||||
STRATEGY SUMMARY
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ FreqaiExampleStrategy │ 11 │ -1.36 │ -22.529 │ -2.25 │ 20:50:00 │ 0 10 1 0 │ 22.529 USDT 2.25% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴────────────────────┘
|
||||
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Reference in New Issue
Block a user