对单个列进行最小最大归一化
This commit is contained in:
zhangkun9038@dingtalk.com
parent
95a125f67f
commit
4df3623b96
@ -1,5 +1,6 @@
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import logging
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import numpy as np
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import pandas as pd # 添加 pandas 导入
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from functools import reduce
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import talib.abstract as ta
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from pandas import DataFrame
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@ -86,7 +87,14 @@ class FreqaiExampleStrategy(IStrategy):
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def _normalize_column(self, series: pd.Series) -> pd.Series:
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"""对单个列进行最小最大归一化"""
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return (series - series.min()) / (series.max() - series.min()).fillna(0)
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if series.nunique() <= 1:
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# 如果列中所有值都相同或为空，直接返回全0
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return pd.Series(np.zeros_like(series), index=series.index)
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min_val = series.min()
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max_val = series.max()
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normalized = (series - min_val) / (max_val - min_val)
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return normalized.fillna(0)
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def feature_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: dict, **kwargs) -> DataFrame:
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# 基础指标
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@ -110,10 +118,13 @@ class FreqaiExampleStrategy(IStrategy):
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# 数据清理与归一化
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for col in dataframe.select_dtypes(include=[np.number]).columns:
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dataframe[col] = dataframe[col].replace([np.inf, -np.inf], np.nan)
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dataframe[col] = dataframe[col].ffill().fillna(0)
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dataframe[f"{col}_norm"] = self._normalize_column(dataframe[col])
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# Ensure column is valid and contains more than one unique value to avoid division by zero
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if dataframe[col].nunique() > 1:
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dataframe[col] = dataframe[col].replace([np.inf, -np.inf], np.nan)
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dataframe[col] = dataframe[col].ffill().fillna(0)
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dataframe[f"{col}_norm"] = self._normalize_column(dataframe[col])
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else:
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dataframe[f"{col}_norm"] = 0 # Default if normalization not possible
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logger.info(f"特征工程完成，特征数量：{len(dataframe.columns)}")
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return dataframe
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846
output.log
846
output.log
@ -1,446 +1,446 @@
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Creating freqtrade_old_freqtrade_run ...
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Creating freqtrade_old_freqtrade_run ... done
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2025-05-07 15:18:19,437 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
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2025-05-07 15:18:19,671 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
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2025-05-07 15:18:21,245 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_my_hyperopt.json ...
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2025-05-07 15:18:21,248 - freqtrade.loggers - INFO - Enabling colorized output.
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2025-05-07 15:18:21,248 - root - INFO - Logfile configured
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2025-05-07 15:18:21,249 - freqtrade.loggers - INFO - Verbosity set to 0
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2025-05-07 15:18:21,249 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
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2025-05-07 15:18:21,250 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
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2025-05-07 15:18:21,250 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
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2025-05-07 15:18:21,251 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250405-20250415 ...
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2025-05-07 15:18:21,291 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
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2025-05-07 15:18:21,292 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
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2025-05-07 15:18:21,293 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ...
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2025-05-07 15:18:21,293 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
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2025-05-07 15:18:21,294 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250405-20250415
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2025-05-07 15:18:21,294 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
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2025-05-07 15:18:21,295 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
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2025-05-07 15:18:21,302 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
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2025-05-07 15:18:21,302 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2025-05-07 15:18:21,303 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-07 15:18:21,305 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
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2025-05-07 15:18:21,306 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2025-05-07 15:18:21,306 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
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2025-05-07 15:18:21,307 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
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2025-05-07 15:18:21,312 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
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2025-05-07 15:18:21,319 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
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2025-05-07 15:18:24,588 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
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2025-05-07 15:18:24,654 - freqtrade.resolvers.iresolver - WARNING - Could not import /freqtrade/templates/BaseHyperOptStrategy.py due to 'invalid syntax (BaseHyperOptStrategy.py, line 190)'
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2025-05-07 15:18:24,657 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
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2025-05-07 15:18:24,657 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
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2025-05-07 15:18:24,658 - FreqaiExampleStrategy - INFO - FreqAI 模型路径：/freqtrade/user_data/models
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2025-05-07 15:18:24,659 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
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2025-05-07 15:18:24,659 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
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2025-05-07 15:18:24,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2025-05-07 15:18:24,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
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2025-05-07 15:18:24,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
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2025-05-07 15:18:24,661 - 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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2025-05-07 15:39:20,651 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
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2025-05-07 15:39:20,867 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
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2025-05-07 15:39:22,371 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_my_hyperopt.json ...
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2025-05-07 15:39:22,373 - freqtrade.loggers - INFO - Enabling colorized output.
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2025-05-07 15:39:22,374 - root - INFO - Logfile configured
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2025-05-07 15:39:22,374 - freqtrade.loggers - INFO - Verbosity set to 0
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2025-05-07 15:39:22,375 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
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2025-05-07 15:39:22,375 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
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2025-05-07 15:39:22,375 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
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2025-05-07 15:39:22,376 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250405-20250415 ...
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2025-05-07 15:39:22,405 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
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2025-05-07 15:39:22,406 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
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2025-05-07 15:39:22,407 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ...
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2025-05-07 15:39:22,407 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
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2025-05-07 15:39:22,407 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250405-20250415
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2025-05-07 15:39:22,408 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
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2025-05-07 15:39:22,409 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
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2025-05-07 15:39:22,415 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
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2025-05-07 15:39:22,415 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2025-05-07 15:39:22,416 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-07 15:39:22,418 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
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2025-05-07 15:39:22,418 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2025-05-07 15:39:22,419 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
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2025-05-07 15:39:22,419 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
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2025-05-07 15:39:22,424 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
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2025-05-07 15:39:22,431 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
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2025-05-07 15:39:28,076 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
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2025-05-07 15:39:28,140 - freqtrade.resolvers.iresolver - WARNING - Could not import /freqtrade/templates/BaseHyperOptStrategy.py due to 'invalid syntax (BaseHyperOptStrategy.py, line 190)'
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2025-05-07 15:39:28,143 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
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2025-05-07 15:39:28,143 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
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2025-05-07 15:39:28,144 - FreqaiExampleStrategy - INFO - FreqAI 模型路径：/freqtrade/user_data/models
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2025-05-07 15:39:28,145 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
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2025-05-07 15:39:28,145 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
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2025-05-07 15:39:28,145 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2025-05-07 15:39:28,146 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
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2025-05-07 15:39:28,146 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
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2025-05-07 15:39:28,146 - 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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2025-05-07 15:18:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'use_exit_signal' with value in config file: True.
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2025-05-07 15:18:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
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2025-05-07 15:18:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
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2025-05-07 15:18:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
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2025-05-07 15:18:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
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2025-05-07 15:18:24,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
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2025-05-07 15:18:24,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
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2025-05-07 15:18:24,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
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2025-05-07 15:18:24,664 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
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2025-05-07 15:18:24,664 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
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2025-05-07 15:18:24,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
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2025-05-07 15:18:24,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
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2025-05-07 15:39:28,147 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'use_exit_signal' with value in config file: True.
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2025-05-07 15:39:28,147 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
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2025-05-07 15:39:28,147 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
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2025-05-07 15:39:28,148 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
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2025-05-07 15:39:28,148 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
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2025-05-07 15:39:28,148 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
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2025-05-07 15:39:28,148 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
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2025-05-07 15:39:28,149 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
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2025-05-07 15:39:28,149 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
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2025-05-07 15:39:28,149 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
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2025-05-07 15:39:28,150 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
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2025-05-07 15:39:28,150 - 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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2025-05-07 15:18:24,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
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2025-05-07 15:18:24,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
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2025-05-07 15:18:24,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
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2025-05-07 15:18:24,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
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2025-05-07 15:18:24,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
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2025-05-07 15:18:24,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
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2025-05-07 15:18:24,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
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2025-05-07 15:18:24,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
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2025-05-07 15:18:24,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
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2025-05-07 15:18:24,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
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2025-05-07 15:18:24,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
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2025-05-07 15:18:24,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
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2025-05-07 15:18:24,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
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2025-05-07 15:18:24,670 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
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2025-05-07 15:18:24,670 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-07 15:18:24,674 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
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2025-05-07 15:18:24,680 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
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2025-05-07 15:18:24,681 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
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2025-05-07 15:18:24,682 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
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2025-05-07 15:18:24,777 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-04 21:30:00 up to 2025-04-15 00:00:00 (100 days).
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2025-05-07 15:18:24,777 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
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2025-05-07 15:18:24,779 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
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2025-05-07 15:18:26,448 - matplotlib.font_manager - INFO - generated new fontManager
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2025-05-07 15:18:26,666 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
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2025-05-07 15:18:26,667 - freqtrade.freqai.freqai_interface - INFO - Backtesting module configured to save all models.
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2025-05-07 15:18:26,667 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
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2025-05-07 15:18:26,668 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
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2025-05-07 15:18:26,668 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT']
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2025-05-07 15:18:26,669 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
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2025-05-07 15:18:26,670 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
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2025-05-07 15:18:26,670 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
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2025-05-07 15:18:26,675 - FreqaiExampleStrategy - INFO - 处理交易对：OKB/USDT
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2025-05-07 15:18:26,678 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
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2025-05-07 15:18:26,679 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-05 00:00:00 to 2025-04-05 00:00:00, 1/1 trains
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2025-05-07 15:18:26,680 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
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2025-05-07 15:39:28,150 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
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2025-05-07 15:39:28,150 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
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2025-05-07 15:39:28,151 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
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2025-05-07 15:39:28,151 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
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2025-05-07 15:39:28,151 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
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2025-05-07 15:39:28,151 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
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2025-05-07 15:39:28,152 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-07 15:39:28,152 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-07 15:39:28,152 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-07 15:39:28,153 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-07 15:39:28,153 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-07 15:39:28,153 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-07 15:39:28,154 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-07 15:39:28,154 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-07 15:39:28,154 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-07 15:39:28,159 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-07 15:39:28,165 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-07 15:39:28,165 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:39:28,166 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-07 15:39:28,253 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-04 21:30:00 up to 2025-04-15 00:00:00 (100 days).
|
||||
2025-05-07 15:39:28,254 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-07 15:39:28,255 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
|
||||
2025-05-07 15:39:29,917 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-07 15:39:30,126 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-07 15:39:30,127 - freqtrade.freqai.freqai_interface - INFO - Backtesting module configured to save all models.
|
||||
2025-05-07 15:39:30,127 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-07 15:39:30,127 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-07 15:39:30,128 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT']
|
||||
2025-05-07 15:39:30,129 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
|
||||
2025-05-07 15:39:30,129 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
|
||||
2025-05-07 15:39:30,130 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-07 15:39:30,134 - FreqaiExampleStrategy - INFO - 处理交易对：OKB/USDT
|
||||
2025-05-07 15:39:30,137 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-07 15:39:30,139 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-05 00:00:00 to 2025-04-05 00:00:00, 1/1 trains
|
||||
2025-05-07 15:39:30,139 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743811200_prediction.feather
|
||||
2025-05-07 15:18:26,707 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,738 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,770 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,810 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:26,811 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:26,887 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:18:26,887 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:26,943 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,962 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,983 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,005 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,006 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,074 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:18:27,075 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,104 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,115 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,129 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,144 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,145 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,189 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:18:27,190 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,213 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,222 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,231 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,240 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,241 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,422 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:18:27,423 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,493 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,512 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,534 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,565 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,566 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,662 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:18:27,662 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,709 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,723 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,739 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,760 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,761 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,869 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:18:27,870 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,899 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,910 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,922 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,936 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,936 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,046 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:18:28,046 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,070 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,078 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,087 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,098 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,099 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,276 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:18:28,277 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,345 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,364 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,388 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,420 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,420 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,546 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:18:28,547 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,607 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,623 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,640 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,662 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,662 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,832 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:18:28,832 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,862 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,872 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,883 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,896 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,896 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:29,053 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:18:29,054 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:29,077 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:29,086 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:29,095 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:29,106 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:29,107 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:29,313 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 15:18:29,317 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 15:18:29,321 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||||
2025-05-07 15:18:29,325 - FreqaiExampleStrategy - INFO - 目标列形状：(43250,)
|
||||
2025-05-07 15:18:29,328 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-07 15:39:30,204 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,275 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,350 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,414 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:30,415 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:30,560 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:39:30,560 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:30,628 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,667 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,714 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,753 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:30,754 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:30,886 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:39:30,887 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:30,928 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,952 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,980 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:31,000 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:31,001 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:31,131 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:39:31,132 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:31,161 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:31,178 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:31,195 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:31,209 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:31,210 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:31,872 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:39:31,873 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:31,974 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,043 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,117 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,176 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:32,176 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:32,407 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:39:32,407 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:32,488 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,531 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,577 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,616 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:32,617 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:32,907 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:39:32,908 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:32,948 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,970 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,995 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:33,014 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:33,015 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:33,340 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:39:33,340 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:33,371 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:33,387 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:33,403 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:33,417 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:33,418 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:33,901 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:39:33,902 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:34,015 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,082 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,156 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,211 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:34,211 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:34,570 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:39:34,571 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:34,642 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,684 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,735 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,773 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:34,774 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:35,282 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:39:35,283 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:35,325 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,348 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,372 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,391 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:35,392 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:35,867 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:39:35,868 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:35,899 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,916 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,933 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,946 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:35,947 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:36,739 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 15:39:36,744 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 15:39:36,746 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||||
2025-05-07 15:39:36,751 - FreqaiExampleStrategy - INFO - 目标列形状：(43250,)
|
||||
2025-05-07 15:39:36,753 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 -0.000589 49.916851
|
||||
1 -0.000785 49.916851
|
||||
2 0.000393 49.916851
|
||||
3 0.000000 49.916851
|
||||
4 -0.000589 49.916851
|
||||
2025-05-07 15:18:29,360 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 15:18:29,366 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 15:18:29,368 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||||
2025-05-07 15:18:29,373 - FreqaiExampleStrategy - INFO - 目标列形状：(48050,)
|
||||
2025-05-07 15:18:29,375 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-07 15:39:36,865 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 15:39:36,871 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 15:39:36,873 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||||
2025-05-07 15:39:36,878 - FreqaiExampleStrategy - INFO - 目标列形状：(48050,)
|
||||
2025-05-07 15:39:36,880 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 -0.000589 50.084414
|
||||
1 -0.000785 50.084414
|
||||
2 0.000393 50.084414
|
||||
3 0.000000 50.084414
|
||||
4 -0.000589 50.084414
|
||||
2025-05-07 15:18:29,410 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200
|
||||
2025-05-07 15:18:29,411 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-07 15:18:29,510 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-07 15:18:29,511 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-05 to 2025-04-04 --------------------
|
||||
2025-05-07 15:18:29,627 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 147 features
|
||||
2025-05-07 15:18:29,628 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[0] validation_0-rmse:0.54058 validation_1-rmse:0.53977
|
||||
[1] validation_0-rmse:0.52127 validation_1-rmse:0.51829
|
||||
[2] validation_0-rmse:0.50373 validation_1-rmse:0.49864
|
||||
[3] validation_0-rmse:0.48804 validation_1-rmse:0.48056
|
||||
[4] validation_0-rmse:0.47199 validation_1-rmse:0.46226
|
||||
[5] validation_0-rmse:0.45691 validation_1-rmse:0.44498
|
||||
[6] validation_0-rmse:0.44341 validation_1-rmse:0.42864
|
||||
[7] validation_0-rmse:0.43002 validation_1-rmse:0.41316
|
||||
[8] validation_0-rmse:0.41783 validation_1-rmse:0.39841
|
||||
[9] validation_0-rmse:0.40666 validation_1-rmse:0.38470
|
||||
[10] validation_0-rmse:0.39621 validation_1-rmse:0.37147
|
||||
[11] validation_0-rmse:0.38638 validation_1-rmse:0.35913
|
||||
[12] validation_0-rmse:0.37714 validation_1-rmse:0.34751
|
||||
[13] validation_0-rmse:0.36943 validation_1-rmse:0.33732
|
||||
[14] validation_0-rmse:0.36144 validation_1-rmse:0.32684
|
||||
[15] validation_0-rmse:0.35392 validation_1-rmse:0.31690
|
||||
[16] validation_0-rmse:0.34669 validation_1-rmse:0.30756
|
||||
[17] validation_0-rmse:0.34038 validation_1-rmse:0.29884
|
||||
[18] validation_0-rmse:0.33464 validation_1-rmse:0.29079
|
||||
[19] validation_0-rmse:0.32934 validation_1-rmse:0.28280
|
||||
[20] validation_0-rmse:0.32460 validation_1-rmse:0.27543
|
||||
[21] validation_0-rmse:0.31996 validation_1-rmse:0.26845
|
||||
[22] validation_0-rmse:0.31577 validation_1-rmse:0.26187
|
||||
[23] validation_0-rmse:0.31200 validation_1-rmse:0.25562
|
||||
[24] validation_0-rmse:0.30805 validation_1-rmse:0.24958
|
||||
[25] validation_0-rmse:0.30435 validation_1-rmse:0.24395
|
||||
[26] validation_0-rmse:0.30136 validation_1-rmse:0.23873
|
||||
[27] validation_0-rmse:0.29861 validation_1-rmse:0.23383
|
||||
[28] validation_0-rmse:0.29595 validation_1-rmse:0.22946
|
||||
[29] validation_0-rmse:0.29311 validation_1-rmse:0.22480
|
||||
[30] validation_0-rmse:0.29098 validation_1-rmse:0.22040
|
||||
[31] validation_0-rmse:0.28864 validation_1-rmse:0.21638
|
||||
[32] validation_0-rmse:0.28685 validation_1-rmse:0.21258
|
||||
[33] validation_0-rmse:0.28493 validation_1-rmse:0.20899
|
||||
[34] validation_0-rmse:0.28297 validation_1-rmse:0.20571
|
||||
[35] validation_0-rmse:0.28147 validation_1-rmse:0.20269
|
||||
[36] validation_0-rmse:0.28006 validation_1-rmse:0.19967
|
||||
[37] validation_0-rmse:0.27844 validation_1-rmse:0.19673
|
||||
[38] validation_0-rmse:0.27712 validation_1-rmse:0.19386
|
||||
[39] validation_0-rmse:0.27602 validation_1-rmse:0.19129
|
||||
[40] validation_0-rmse:0.27487 validation_1-rmse:0.18882
|
||||
[41] validation_0-rmse:0.27376 validation_1-rmse:0.18643
|
||||
[42] validation_0-rmse:0.27303 validation_1-rmse:0.18411
|
||||
[43] validation_0-rmse:0.27230 validation_1-rmse:0.18181
|
||||
[44] validation_0-rmse:0.27141 validation_1-rmse:0.17992
|
||||
[45] validation_0-rmse:0.27041 validation_1-rmse:0.17791
|
||||
[46] validation_0-rmse:0.26967 validation_1-rmse:0.17593
|
||||
[47] validation_0-rmse:0.26909 validation_1-rmse:0.17411
|
||||
[48] validation_0-rmse:0.26832 validation_1-rmse:0.17234
|
||||
[49] validation_0-rmse:0.26764 validation_1-rmse:0.17068
|
||||
[50] validation_0-rmse:0.26707 validation_1-rmse:0.16915
|
||||
[51] validation_0-rmse:0.26655 validation_1-rmse:0.16768
|
||||
[52] validation_0-rmse:0.26611 validation_1-rmse:0.16625
|
||||
[53] validation_0-rmse:0.26569 validation_1-rmse:0.16466
|
||||
[54] validation_0-rmse:0.26530 validation_1-rmse:0.16313
|
||||
[55] validation_0-rmse:0.26448 validation_1-rmse:0.16178
|
||||
[56] validation_0-rmse:0.26409 validation_1-rmse:0.16059
|
||||
[57] validation_0-rmse:0.26363 validation_1-rmse:0.15931
|
||||
[58] validation_0-rmse:0.26315 validation_1-rmse:0.15812
|
||||
[59] validation_0-rmse:0.26263 validation_1-rmse:0.15690
|
||||
[60] validation_0-rmse:0.26218 validation_1-rmse:0.15585
|
||||
[61] validation_0-rmse:0.26181 validation_1-rmse:0.15467
|
||||
[62] validation_0-rmse:0.26128 validation_1-rmse:0.15363
|
||||
[63] validation_0-rmse:0.26078 validation_1-rmse:0.15268
|
||||
[64] validation_0-rmse:0.26051 validation_1-rmse:0.15173
|
||||
[65] validation_0-rmse:0.25996 validation_1-rmse:0.15076
|
||||
[66] validation_0-rmse:0.25954 validation_1-rmse:0.14973
|
||||
[67] validation_0-rmse:0.25908 validation_1-rmse:0.14880
|
||||
[68] validation_0-rmse:0.25867 validation_1-rmse:0.14785
|
||||
[69] validation_0-rmse:0.25844 validation_1-rmse:0.14690
|
||||
[70] validation_0-rmse:0.25802 validation_1-rmse:0.14602
|
||||
[71] validation_0-rmse:0.25754 validation_1-rmse:0.14518
|
||||
[72] validation_0-rmse:0.25725 validation_1-rmse:0.14435
|
||||
[73] validation_0-rmse:0.25692 validation_1-rmse:0.14348
|
||||
[74] validation_0-rmse:0.25668 validation_1-rmse:0.14263
|
||||
[75] validation_0-rmse:0.25647 validation_1-rmse:0.14193
|
||||
[76] validation_0-rmse:0.25606 validation_1-rmse:0.14120
|
||||
[77] validation_0-rmse:0.25584 validation_1-rmse:0.14061
|
||||
[78] validation_0-rmse:0.25560 validation_1-rmse:0.14000
|
||||
[79] validation_0-rmse:0.25537 validation_1-rmse:0.13930
|
||||
[80] validation_0-rmse:0.25511 validation_1-rmse:0.13869
|
||||
[81] validation_0-rmse:0.25489 validation_1-rmse:0.13799
|
||||
[82] validation_0-rmse:0.25473 validation_1-rmse:0.13729
|
||||
[83] validation_0-rmse:0.25443 validation_1-rmse:0.13670
|
||||
[84] validation_0-rmse:0.25426 validation_1-rmse:0.13593
|
||||
[85] validation_0-rmse:0.25411 validation_1-rmse:0.13534
|
||||
[86] validation_0-rmse:0.25389 validation_1-rmse:0.13468
|
||||
[87] validation_0-rmse:0.25345 validation_1-rmse:0.13393
|
||||
[88] validation_0-rmse:0.25321 validation_1-rmse:0.13347
|
||||
[89] validation_0-rmse:0.25303 validation_1-rmse:0.13289
|
||||
[90] validation_0-rmse:0.25279 validation_1-rmse:0.13236
|
||||
[91] validation_0-rmse:0.25248 validation_1-rmse:0.13175
|
||||
[92] validation_0-rmse:0.25223 validation_1-rmse:0.13130
|
||||
[93] validation_0-rmse:0.25210 validation_1-rmse:0.13080
|
||||
[94] validation_0-rmse:0.25186 validation_1-rmse:0.13028
|
||||
[95] validation_0-rmse:0.25162 validation_1-rmse:0.12976
|
||||
[96] validation_0-rmse:0.25154 validation_1-rmse:0.12920
|
||||
[97] validation_0-rmse:0.25143 validation_1-rmse:0.12873
|
||||
[98] validation_0-rmse:0.25131 validation_1-rmse:0.12825
|
||||
[99] validation_0-rmse:0.25112 validation_1-rmse:0.12779
|
||||
[100] validation_0-rmse:0.25100 validation_1-rmse:0.12723
|
||||
[101] validation_0-rmse:0.25091 validation_1-rmse:0.12678
|
||||
[102] validation_0-rmse:0.25086 validation_1-rmse:0.12635
|
||||
[103] validation_0-rmse:0.25075 validation_1-rmse:0.12583
|
||||
[104] validation_0-rmse:0.25056 validation_1-rmse:0.12537
|
||||
[105] validation_0-rmse:0.25050 validation_1-rmse:0.12486
|
||||
[106] validation_0-rmse:0.25030 validation_1-rmse:0.12451
|
||||
[107] validation_0-rmse:0.25026 validation_1-rmse:0.12419
|
||||
[108] validation_0-rmse:0.25008 validation_1-rmse:0.12381
|
||||
[109] validation_0-rmse:0.24994 validation_1-rmse:0.12348
|
||||
[110] validation_0-rmse:0.24981 validation_1-rmse:0.12311
|
||||
[111] validation_0-rmse:0.24973 validation_1-rmse:0.12274
|
||||
[112] validation_0-rmse:0.24957 validation_1-rmse:0.12229
|
||||
[113] validation_0-rmse:0.24943 validation_1-rmse:0.12182
|
||||
[114] validation_0-rmse:0.24935 validation_1-rmse:0.12151
|
||||
[115] validation_0-rmse:0.24931 validation_1-rmse:0.12116
|
||||
[116] validation_0-rmse:0.24923 validation_1-rmse:0.12083
|
||||
[117] validation_0-rmse:0.24941 validation_1-rmse:0.12043
|
||||
[118] validation_0-rmse:0.24941 validation_1-rmse:0.12012
|
||||
[119] validation_0-rmse:0.24934 validation_1-rmse:0.11986
|
||||
[120] validation_0-rmse:0.24924 validation_1-rmse:0.11949
|
||||
[121] validation_0-rmse:0.24924 validation_1-rmse:0.11919
|
||||
[122] validation_0-rmse:0.24920 validation_1-rmse:0.11880
|
||||
[123] validation_0-rmse:0.24916 validation_1-rmse:0.11847
|
||||
[124] validation_0-rmse:0.24906 validation_1-rmse:0.11812
|
||||
[125] validation_0-rmse:0.24899 validation_1-rmse:0.11770
|
||||
[126] validation_0-rmse:0.24889 validation_1-rmse:0.11735
|
||||
[127] validation_0-rmse:0.24884 validation_1-rmse:0.11700
|
||||
[128] validation_0-rmse:0.24879 validation_1-rmse:0.11672
|
||||
[129] validation_0-rmse:0.24876 validation_1-rmse:0.11641
|
||||
[130] validation_0-rmse:0.24866 validation_1-rmse:0.11616
|
||||
[131] validation_0-rmse:0.24862 validation_1-rmse:0.11583
|
||||
[132] validation_0-rmse:0.24854 validation_1-rmse:0.11554
|
||||
[133] validation_0-rmse:0.24851 validation_1-rmse:0.11520
|
||||
[134] validation_0-rmse:0.24844 validation_1-rmse:0.11486
|
||||
[135] validation_0-rmse:0.24831 validation_1-rmse:0.11449
|
||||
[136] validation_0-rmse:0.24825 validation_1-rmse:0.11422
|
||||
[137] validation_0-rmse:0.24817 validation_1-rmse:0.11394
|
||||
[138] validation_0-rmse:0.24813 validation_1-rmse:0.11368
|
||||
[139] validation_0-rmse:0.24809 validation_1-rmse:0.11341
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[145] validation_0-rmse:0.24781 validation_1-rmse:0.11158
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[146] validation_0-rmse:0.24776 validation_1-rmse:0.11134
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[162] validation_0-rmse:0.24700 validation_1-rmse:0.10766
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[173] validation_0-rmse:0.24686 validation_1-rmse:0.10536
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[174] validation_0-rmse:0.24681 validation_1-rmse:0.10511
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[175] validation_0-rmse:0.24677 validation_1-rmse:0.10486
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[176] validation_0-rmse:0.24672 validation_1-rmse:0.10470
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[177] validation_0-rmse:0.24666 validation_1-rmse:0.10451
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[178] validation_0-rmse:0.24663 validation_1-rmse:0.10428
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[180] validation_0-rmse:0.24648 validation_1-rmse:0.10389
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[181] validation_0-rmse:0.24648 validation_1-rmse:0.10371
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[182] validation_0-rmse:0.24631 validation_1-rmse:0.10356
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[183] validation_0-rmse:0.24628 validation_1-rmse:0.10339
|
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[184] validation_0-rmse:0.24627 validation_1-rmse:0.10318
|
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[185] validation_0-rmse:0.24623 validation_1-rmse:0.10296
|
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[186] validation_0-rmse:0.24619 validation_1-rmse:0.10276
|
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[187] validation_0-rmse:0.24619 validation_1-rmse:0.10259
|
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[188] validation_0-rmse:0.24610 validation_1-rmse:0.10238
|
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[189] validation_0-rmse:0.24603 validation_1-rmse:0.10219
|
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[190] validation_0-rmse:0.24595 validation_1-rmse:0.10199
|
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[191] validation_0-rmse:0.24589 validation_1-rmse:0.10178
|
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[192] validation_0-rmse:0.24584 validation_1-rmse:0.10154
|
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[193] validation_0-rmse:0.24591 validation_1-rmse:0.10131
|
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[194] validation_0-rmse:0.24585 validation_1-rmse:0.10113
|
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[195] validation_0-rmse:0.24584 validation_1-rmse:0.10099
|
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[196] validation_0-rmse:0.24591 validation_1-rmse:0.10078
|
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[197] validation_0-rmse:0.24593 validation_1-rmse:0.10059
|
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[198] validation_0-rmse:0.24586 validation_1-rmse:0.10044
|
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[199] validation_0-rmse:0.24586 validation_1-rmse:0.10025
|
||||
2025-05-07 15:21:59,969 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (210.56 secs) --------------------
|
||||
2025-05-07 15:22:00,216 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200--buy_rsi.html
|
||||
2025-05-07 15:22:00,217 - freqtrade.freqai.freqai_interface - INFO - Saving backtest model to disk.
|
||||
2025-05-07 15:22:00,312 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-07 15:22:00,462 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
2025-05-07 15:39:36,994 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200
|
||||
2025-05-07 15:39:36,995 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-07 15:39:37,202 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-07 15:39:37,203 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-05 to 2025-04-04 --------------------
|
||||
2025-05-07 15:39:37,358 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 243 features
|
||||
2025-05-07 15:39:37,358 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[0] validation_0-rmse:0.53832 validation_1-rmse:0.53772
|
||||
[1] validation_0-rmse:0.51703 validation_1-rmse:0.51457
|
||||
[2] validation_0-rmse:0.49696 validation_1-rmse:0.49248
|
||||
[3] validation_0-rmse:0.47855 validation_1-rmse:0.47163
|
||||
[4] validation_0-rmse:0.46100 validation_1-rmse:0.45172
|
||||
[5] validation_0-rmse:0.44468 validation_1-rmse:0.43307
|
||||
[6] validation_0-rmse:0.42909 validation_1-rmse:0.41533
|
||||
[7] validation_0-rmse:0.41432 validation_1-rmse:0.39836
|
||||
[8] validation_0-rmse:0.40054 validation_1-rmse:0.38225
|
||||
[9] validation_0-rmse:0.38757 validation_1-rmse:0.36700
|
||||
[10] validation_0-rmse:0.37551 validation_1-rmse:0.35263
|
||||
[11] validation_0-rmse:0.36383 validation_1-rmse:0.33899
|
||||
[12] validation_0-rmse:0.35336 validation_1-rmse:0.32621
|
||||
[13] validation_0-rmse:0.34351 validation_1-rmse:0.31401
|
||||
[14] validation_0-rmse:0.33400 validation_1-rmse:0.30245
|
||||
[15] validation_0-rmse:0.32551 validation_1-rmse:0.29153
|
||||
[16] validation_0-rmse:0.31713 validation_1-rmse:0.28116
|
||||
[17] validation_0-rmse:0.30981 validation_1-rmse:0.27141
|
||||
[18] validation_0-rmse:0.30288 validation_1-rmse:0.26207
|
||||
[19] validation_0-rmse:0.29611 validation_1-rmse:0.25310
|
||||
[20] validation_0-rmse:0.29013 validation_1-rmse:0.24468
|
||||
[21] validation_0-rmse:0.28425 validation_1-rmse:0.23668
|
||||
[22] validation_0-rmse:0.27877 validation_1-rmse:0.22891
|
||||
[23] validation_0-rmse:0.27367 validation_1-rmse:0.22155
|
||||
[24] validation_0-rmse:0.26923 validation_1-rmse:0.21481
|
||||
[25] validation_0-rmse:0.26518 validation_1-rmse:0.20849
|
||||
[26] validation_0-rmse:0.26131 validation_1-rmse:0.20237
|
||||
[27] validation_0-rmse:0.25761 validation_1-rmse:0.19667
|
||||
[28] validation_0-rmse:0.25446 validation_1-rmse:0.19118
|
||||
[29] validation_0-rmse:0.25146 validation_1-rmse:0.18615
|
||||
[30] validation_0-rmse:0.24817 validation_1-rmse:0.18125
|
||||
[31] validation_0-rmse:0.24560 validation_1-rmse:0.17675
|
||||
[32] validation_0-rmse:0.24297 validation_1-rmse:0.17217
|
||||
[33] validation_0-rmse:0.24047 validation_1-rmse:0.16797
|
||||
[34] validation_0-rmse:0.23816 validation_1-rmse:0.16411
|
||||
[35] validation_0-rmse:0.23626 validation_1-rmse:0.16044
|
||||
[36] validation_0-rmse:0.23454 validation_1-rmse:0.15700
|
||||
[37] validation_0-rmse:0.23285 validation_1-rmse:0.15357
|
||||
[38] validation_0-rmse:0.23138 validation_1-rmse:0.15052
|
||||
[39] validation_0-rmse:0.22966 validation_1-rmse:0.14747
|
||||
[40] validation_0-rmse:0.22828 validation_1-rmse:0.14460
|
||||
[41] validation_0-rmse:0.22690 validation_1-rmse:0.14188
|
||||
[42] validation_0-rmse:0.22577 validation_1-rmse:0.13930
|
||||
[43] validation_0-rmse:0.22478 validation_1-rmse:0.13688
|
||||
[44] validation_0-rmse:0.22396 validation_1-rmse:0.13462
|
||||
[45] validation_0-rmse:0.22293 validation_1-rmse:0.13247
|
||||
[46] validation_0-rmse:0.22214 validation_1-rmse:0.13039
|
||||
[47] validation_0-rmse:0.22107 validation_1-rmse:0.12836
|
||||
[48] validation_0-rmse:0.22018 validation_1-rmse:0.12645
|
||||
[49] validation_0-rmse:0.21941 validation_1-rmse:0.12474
|
||||
[50] validation_0-rmse:0.21876 validation_1-rmse:0.12303
|
||||
[51] validation_0-rmse:0.21798 validation_1-rmse:0.12147
|
||||
[52] validation_0-rmse:0.21747 validation_1-rmse:0.11986
|
||||
[53] validation_0-rmse:0.21675 validation_1-rmse:0.11843
|
||||
[54] validation_0-rmse:0.21616 validation_1-rmse:0.11706
|
||||
[55] validation_0-rmse:0.21551 validation_1-rmse:0.11572
|
||||
[56] validation_0-rmse:0.21503 validation_1-rmse:0.11439
|
||||
[57] validation_0-rmse:0.21442 validation_1-rmse:0.11319
|
||||
[58] validation_0-rmse:0.21395 validation_1-rmse:0.11198
|
||||
[59] validation_0-rmse:0.21349 validation_1-rmse:0.11080
|
||||
[60] validation_0-rmse:0.21292 validation_1-rmse:0.10974
|
||||
[61] validation_0-rmse:0.21251 validation_1-rmse:0.10879
|
||||
[62] validation_0-rmse:0.21201 validation_1-rmse:0.10787
|
||||
[63] validation_0-rmse:0.21174 validation_1-rmse:0.10690
|
||||
[64] validation_0-rmse:0.21144 validation_1-rmse:0.10602
|
||||
[65] validation_0-rmse:0.21112 validation_1-rmse:0.10516
|
||||
[66] validation_0-rmse:0.21086 validation_1-rmse:0.10432
|
||||
[67] validation_0-rmse:0.21045 validation_1-rmse:0.10356
|
||||
[68] validation_0-rmse:0.21016 validation_1-rmse:0.10276
|
||||
[69] validation_0-rmse:0.20976 validation_1-rmse:0.10200
|
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[70] validation_0-rmse:0.20943 validation_1-rmse:0.10143
|
||||
[71] validation_0-rmse:0.20928 validation_1-rmse:0.10074
|
||||
[72] validation_0-rmse:0.20883 validation_1-rmse:0.09999
|
||||
[73] validation_0-rmse:0.20869 validation_1-rmse:0.09930
|
||||
[74] validation_0-rmse:0.20849 validation_1-rmse:0.09867
|
||||
[75] validation_0-rmse:0.20836 validation_1-rmse:0.09806
|
||||
[76] validation_0-rmse:0.20816 validation_1-rmse:0.09755
|
||||
[77] validation_0-rmse:0.20805 validation_1-rmse:0.09702
|
||||
[78] validation_0-rmse:0.20783 validation_1-rmse:0.09649
|
||||
[79] validation_0-rmse:0.20760 validation_1-rmse:0.09596
|
||||
[80] validation_0-rmse:0.20736 validation_1-rmse:0.09541
|
||||
[81] validation_0-rmse:0.20717 validation_1-rmse:0.09499
|
||||
[82] validation_0-rmse:0.20702 validation_1-rmse:0.09454
|
||||
[83] validation_0-rmse:0.20691 validation_1-rmse:0.09411
|
||||
[84] validation_0-rmse:0.20679 validation_1-rmse:0.09367
|
||||
[85] validation_0-rmse:0.20665 validation_1-rmse:0.09327
|
||||
[86] validation_0-rmse:0.20657 validation_1-rmse:0.09277
|
||||
[87] validation_0-rmse:0.20648 validation_1-rmse:0.09239
|
||||
[88] validation_0-rmse:0.20646 validation_1-rmse:0.09206
|
||||
[89] validation_0-rmse:0.20641 validation_1-rmse:0.09167
|
||||
[90] validation_0-rmse:0.20626 validation_1-rmse:0.09127
|
||||
[91] validation_0-rmse:0.20615 validation_1-rmse:0.09085
|
||||
[92] validation_0-rmse:0.20601 validation_1-rmse:0.09049
|
||||
[93] validation_0-rmse:0.20588 validation_1-rmse:0.09012
|
||||
[94] validation_0-rmse:0.20581 validation_1-rmse:0.08979
|
||||
[95] validation_0-rmse:0.20576 validation_1-rmse:0.08949
|
||||
[96] validation_0-rmse:0.20559 validation_1-rmse:0.08911
|
||||
[97] validation_0-rmse:0.20552 validation_1-rmse:0.08878
|
||||
[98] validation_0-rmse:0.20543 validation_1-rmse:0.08844
|
||||
[99] validation_0-rmse:0.20530 validation_1-rmse:0.08804
|
||||
[100] validation_0-rmse:0.20509 validation_1-rmse:0.08775
|
||||
[101] validation_0-rmse:0.20502 validation_1-rmse:0.08740
|
||||
[102] validation_0-rmse:0.20472 validation_1-rmse:0.08713
|
||||
[103] validation_0-rmse:0.20462 validation_1-rmse:0.08683
|
||||
[104] validation_0-rmse:0.20435 validation_1-rmse:0.08646
|
||||
[105] validation_0-rmse:0.20432 validation_1-rmse:0.08611
|
||||
[106] validation_0-rmse:0.20417 validation_1-rmse:0.08585
|
||||
[107] validation_0-rmse:0.20397 validation_1-rmse:0.08553
|
||||
[108] validation_0-rmse:0.20388 validation_1-rmse:0.08526
|
||||
[109] validation_0-rmse:0.20382 validation_1-rmse:0.08503
|
||||
[110] validation_0-rmse:0.20367 validation_1-rmse:0.08478
|
||||
[111] validation_0-rmse:0.20365 validation_1-rmse:0.08455
|
||||
[112] validation_0-rmse:0.20352 validation_1-rmse:0.08426
|
||||
[113] validation_0-rmse:0.20349 validation_1-rmse:0.08404
|
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[114] validation_0-rmse:0.20342 validation_1-rmse:0.08369
|
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[115] validation_0-rmse:0.20332 validation_1-rmse:0.08350
|
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[116] validation_0-rmse:0.20330 validation_1-rmse:0.08323
|
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[117] validation_0-rmse:0.20324 validation_1-rmse:0.08291
|
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[118] validation_0-rmse:0.20318 validation_1-rmse:0.08266
|
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[119] validation_0-rmse:0.20311 validation_1-rmse:0.08249
|
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[120] validation_0-rmse:0.20307 validation_1-rmse:0.08221
|
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[121] validation_0-rmse:0.20300 validation_1-rmse:0.08197
|
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[122] validation_0-rmse:0.20279 validation_1-rmse:0.08167
|
||||
[123] validation_0-rmse:0.20271 validation_1-rmse:0.08141
|
||||
[124] validation_0-rmse:0.20266 validation_1-rmse:0.08123
|
||||
[125] validation_0-rmse:0.20260 validation_1-rmse:0.08105
|
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[126] validation_0-rmse:0.20258 validation_1-rmse:0.08083
|
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[127] validation_0-rmse:0.20251 validation_1-rmse:0.08054
|
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[128] validation_0-rmse:0.20244 validation_1-rmse:0.08034
|
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[129] validation_0-rmse:0.20231 validation_1-rmse:0.08010
|
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[130] validation_0-rmse:0.20229 validation_1-rmse:0.07989
|
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[131] validation_0-rmse:0.20225 validation_1-rmse:0.07973
|
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[132] validation_0-rmse:0.20221 validation_1-rmse:0.07950
|
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[133] validation_0-rmse:0.20213 validation_1-rmse:0.07932
|
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[134] validation_0-rmse:0.20208 validation_1-rmse:0.07911
|
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[135] validation_0-rmse:0.20208 validation_1-rmse:0.07891
|
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[136] validation_0-rmse:0.20207 validation_1-rmse:0.07865
|
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[137] validation_0-rmse:0.20207 validation_1-rmse:0.07844
|
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[138] validation_0-rmse:0.20201 validation_1-rmse:0.07825
|
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[139] validation_0-rmse:0.20196 validation_1-rmse:0.07803
|
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[140] validation_0-rmse:0.20190 validation_1-rmse:0.07788
|
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[141] validation_0-rmse:0.20192 validation_1-rmse:0.07769
|
||||
[142] validation_0-rmse:0.20191 validation_1-rmse:0.07753
|
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[143] validation_0-rmse:0.20187 validation_1-rmse:0.07734
|
||||
[144] validation_0-rmse:0.20187 validation_1-rmse:0.07722
|
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[145] validation_0-rmse:0.20186 validation_1-rmse:0.07698
|
||||
[146] validation_0-rmse:0.20177 validation_1-rmse:0.07679
|
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[147] validation_0-rmse:0.20174 validation_1-rmse:0.07657
|
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[148] validation_0-rmse:0.20170 validation_1-rmse:0.07646
|
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[149] validation_0-rmse:0.20166 validation_1-rmse:0.07621
|
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[150] validation_0-rmse:0.20165 validation_1-rmse:0.07602
|
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[151] validation_0-rmse:0.20160 validation_1-rmse:0.07584
|
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[152] validation_0-rmse:0.20157 validation_1-rmse:0.07572
|
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[153] validation_0-rmse:0.20154 validation_1-rmse:0.07553
|
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[154] validation_0-rmse:0.20147 validation_1-rmse:0.07533
|
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[155] validation_0-rmse:0.20133 validation_1-rmse:0.07519
|
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[156] validation_0-rmse:0.20130 validation_1-rmse:0.07505
|
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[157] validation_0-rmse:0.20126 validation_1-rmse:0.07488
|
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|
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|
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|
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[161] validation_0-rmse:0.20112 validation_1-rmse:0.07425
|
||||
[162] validation_0-rmse:0.20111 validation_1-rmse:0.07414
|
||||
[163] validation_0-rmse:0.20103 validation_1-rmse:0.07398
|
||||
[164] validation_0-rmse:0.20102 validation_1-rmse:0.07386
|
||||
[165] validation_0-rmse:0.20100 validation_1-rmse:0.07371
|
||||
[166] validation_0-rmse:0.20098 validation_1-rmse:0.07351
|
||||
[167] validation_0-rmse:0.20098 validation_1-rmse:0.07335
|
||||
[168] validation_0-rmse:0.20096 validation_1-rmse:0.07326
|
||||
[169] validation_0-rmse:0.20091 validation_1-rmse:0.07307
|
||||
[170] validation_0-rmse:0.20088 validation_1-rmse:0.07293
|
||||
[171] validation_0-rmse:0.20088 validation_1-rmse:0.07280
|
||||
[172] validation_0-rmse:0.20080 validation_1-rmse:0.07262
|
||||
[173] validation_0-rmse:0.20076 validation_1-rmse:0.07254
|
||||
[174] validation_0-rmse:0.20078 validation_1-rmse:0.07240
|
||||
[175] validation_0-rmse:0.20081 validation_1-rmse:0.07228
|
||||
[176] validation_0-rmse:0.20076 validation_1-rmse:0.07212
|
||||
[177] validation_0-rmse:0.20070 validation_1-rmse:0.07197
|
||||
[178] validation_0-rmse:0.20066 validation_1-rmse:0.07181
|
||||
[179] validation_0-rmse:0.20062 validation_1-rmse:0.07166
|
||||
[180] validation_0-rmse:0.20063 validation_1-rmse:0.07153
|
||||
[181] validation_0-rmse:0.20064 validation_1-rmse:0.07139
|
||||
[182] validation_0-rmse:0.20065 validation_1-rmse:0.07121
|
||||
[183] validation_0-rmse:0.20064 validation_1-rmse:0.07108
|
||||
[184] validation_0-rmse:0.20064 validation_1-rmse:0.07093
|
||||
[185] validation_0-rmse:0.20055 validation_1-rmse:0.07083
|
||||
[186] validation_0-rmse:0.20057 validation_1-rmse:0.07067
|
||||
[187] validation_0-rmse:0.20055 validation_1-rmse:0.07058
|
||||
[188] validation_0-rmse:0.20057 validation_1-rmse:0.07047
|
||||
[189] validation_0-rmse:0.20061 validation_1-rmse:0.07032
|
||||
[190] validation_0-rmse:0.20060 validation_1-rmse:0.07017
|
||||
[191] validation_0-rmse:0.20057 validation_1-rmse:0.07006
|
||||
[192] validation_0-rmse:0.20054 validation_1-rmse:0.06995
|
||||
[193] validation_0-rmse:0.20045 validation_1-rmse:0.06979
|
||||
[194] validation_0-rmse:0.20041 validation_1-rmse:0.06960
|
||||
[195] validation_0-rmse:0.20040 validation_1-rmse:0.06947
|
||||
[196] validation_0-rmse:0.20039 validation_1-rmse:0.06936
|
||||
[197] validation_0-rmse:0.20036 validation_1-rmse:0.06927
|
||||
[198] validation_0-rmse:0.20036 validation_1-rmse:0.06911
|
||||
[199] validation_0-rmse:0.20032 validation_1-rmse:0.06900
|
||||
2025-05-07 15:43:16,784 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (219.79 secs) --------------------
|
||||
2025-05-07 15:43:17,024 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200--buy_rsi.html
|
||||
2025-05-07 15:43:17,025 - freqtrade.freqai.freqai_interface - INFO - Saving backtest model to disk.
|
||||
2025-05-07 15:43:17,154 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-07 15:43:18,218 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
do_predict
|
||||
0 0.0
|
||||
1 0.0
|
||||
2 0.0
|
||||
3 0.0
|
||||
4 0.0
|
||||
2025-05-07 15:22:00,471 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=36.87256622314453, sell_rsi=56.87256622314453, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-07 15:22:00,668 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-05 00:00:00 up to 2025-04-15 00:00:00 (10 days).
|
||||
2025-05-07 15:22:00,690 - 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。
|
||||
2025-05-07 15:22:00,692 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-07 15:22:00,694 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
2025-05-07 15:43:18,225 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=29.835836601257324, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-07 15:43:19,453 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-05 00:00:00 up to 2025-04-15 00:00:00 (10 days).
|
||||
2025-05-07 15:43:19,538 - 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。
|
||||
2025-05-07 15:43:19,540 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-07 15:43:19,543 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
do_predict
|
||||
0 0.0
|
||||
1 0.0
|
||||
2 0.0
|
||||
3 0.0
|
||||
4 0.0
|
||||
2025-05-07 15:22:00,699 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
2025-05-07 15:43:19,548 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
do_predict
|
||||
0 0.0
|
||||
1 0.0
|
||||
2 0.0
|
||||
3 0.0
|
||||
4 0.0
|
||||
2025-05-07 15:22:00,702 - FreqaiExampleStrategy - DEBUG - &-buy_rsi_pred 列存在，前5行预览：
|
||||
2025-05-07 15:43:19,551 - FreqaiExampleStrategy - DEBUG - &-buy_rsi_pred 列存在，前5行预览：
|
||||
&-buy_rsi_pred
|
||||
0 20.0
|
||||
1 20.0
|
||||
2 20.0
|
||||
3 20.0
|
||||
4 20.0
|
||||
2025-05-07 15:22:00,855 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-07_15-22-00.meta.json"
|
||||
2025-05-07 15:43:19,724 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-07_15-43-19.meta.json"
|
||||
Result for strategy FreqaiExampleStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKB/USDT │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ TOTAL │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ OKB/USDT │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
│ TOTAL │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
LEFT OPEN TRADES REPORT
|
||||
┏━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
@ -452,22 +452,22 @@ Result for strategy FreqaiExampleStrategy
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ long │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ TOTAL │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ long │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
│ TOTAL │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ roi │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ TOTAL │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ roi │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
│ TOTAL │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ long │ roi │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ TOTAL │ │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ long │ roi │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
│ TOTAL │ │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||||
@ -478,44 +478,44 @@ Result for strategy FreqaiExampleStrategy
|
||||
│ Trading Mode │ Spot │
|
||||
│ Max open trades │ 1 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 3 / 0.3 │
|
||||
│ Total/Daily Avg Trades │ 2 / 0.2 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 1001.467 USDT │
|
||||
│ Absolute profit │ 1.467 USDT │
|
||||
│ Total profit % │ 0.15% │
|
||||
│ CAGR % │ 5.50% │
|
||||
│ Final balance │ 1001.35 USDT │
|
||||
│ Absolute profit │ 1.35 USDT │
|
||||
│ Total profit % │ 0.13% │
|
||||
│ CAGR % │ 5.05% │
|
||||
│ Sortino │ -100.00 │
|
||||
│ Sharpe │ 4.59 │
|
||||
│ Sharpe │ 3.82 │
|
||||
│ Calmar │ -100.00 │
|
||||
│ SQN │ 1.13 │
|
||||
│ SQN │ 1.00 │
|
||||
│ Profit factor │ 0.00 │
|
||||
│ Expectancy (Ratio) │ 0.49 (100.00) │
|
||||
│ Expectancy (Ratio) │ 0.67 (100.00) │
|
||||
│ Avg. daily profit % │ 0.01% │
|
||||
│ Avg. stake amount │ 150 USDT │
|
||||
│ Total trade volume │ 902.91 USDT │
|
||||
│ Total trade volume │ 602.313 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ OKB/USDT 0.15% │
|
||||
│ Worst Pair │ OKB/USDT 0.15% │
|
||||
│ Best Pair │ OKB/USDT 0.13% │
|
||||
│ Worst Pair │ OKB/USDT 0.13% │
|
||||
│ Best trade │ OKB/USDT 0.90% │
|
||||
│ Worst trade │ OKB/USDT 0.00% │
|
||||
│ Best day │ 1.35 USDT │
|
||||
│ Worst day │ 0 USDT │
|
||||
│ Days win/draw/lose │ 2 / 2 / 0 │
|
||||
│ Avg. Duration Winners │ 0:45:00 │
|
||||
│ Days win/draw/lose │ 1 / 1 / 0 │
|
||||
│ Avg. Duration Winners │ 0:30:00 │
|
||||
│ Avg. Duration Loser │ 0:00:00 │
|
||||
│ Max Consecutive Wins / Loss │ 1 / 1 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 1000.117 USDT │
|
||||
│ Max balance │ 1001.467 USDT │
|
||||
│ Min balance │ 1000 USDT │
|
||||
│ Max balance │ 1001.35 USDT │
|
||||
│ Max % of account underwater │ 0.00% │
|
||||
│ Absolute Drawdown (Account) │ 0.00% │
|
||||
│ Absolute Drawdown │ 0 USDT │
|
||||
│ Drawdown high │ 0.117 USDT │
|
||||
│ Drawdown low │ 0.117 USDT │
|
||||
│ Drawdown Start │ 2025-04-05 15:54:00 │
|
||||
│ Drawdown End │ 2025-04-05 15:54:00 │
|
||||
│ Drawdown high │ 0 USDT │
|
||||
│ Drawdown low │ 0 USDT │
|
||||
│ Drawdown Start │ 2025-04-07 04:57:00 │
|
||||
│ Drawdown End │ 2025-04-07 04:57:00 │
|
||||
│ Market change │ 6.40% │
|
||||
└─────────────────────────────┴─────────────────────┘
|
||||
|
||||
@ -524,5 +524,5 @@ Backtested 2025-04-05 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 1
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━┓
|
||||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━┩
|
||||
│ FreqaiExampleStrategy │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │ 0 USDT 0.00% │
|
||||
│ FreqaiExampleStrategy │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │ 0 USDT 0.00% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴───────────────┘
|
||||
|
||||
@ -1,248 +1,248 @@
|
||||
Creating freqtrade_old_freqtrade_run ...
|
||||
Creating freqtrade_old_freqtrade_run ... done
|
||||
2025-05-07 15:18:19,437 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-07 15:18:19,671 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-07 15:18:21,245 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_my_hyperopt.json ...
|
||||
2025-05-07 15:18:21,248 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-07 15:18:21,248 - root - INFO - Logfile configured
|
||||
2025-05-07 15:18:21,249 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-07 15:18:21,249 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-07 15:18:21,250 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-07 15:18:21,250 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-07 15:18:21,251 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250405-20250415 ...
|
||||
2025-05-07 15:18:21,291 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-07 15:18:21,292 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-07 15:18:21,293 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ...
|
||||
2025-05-07 15:18:21,293 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-07 15:18:21,294 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250405-20250415
|
||||
2025-05-07 15:18:21,294 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-07 15:18:21,295 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-07 15:18:21,302 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-07 15:18:21,302 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-07 15:18:21,303 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-07 15:18:21,305 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-07 15:18:21,306 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-07 15:18:21,306 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-07 15:18:21,307 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-07 15:18:21,312 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-07 15:18:21,319 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-07 15:18:24,588 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-07 15:18:24,654 - freqtrade.resolvers.iresolver - WARNING - Could not import /freqtrade/templates/BaseHyperOptStrategy.py due to 'invalid syntax (BaseHyperOptStrategy.py, line 190)'
|
||||
2025-05-07 15:18:24,657 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
|
||||
2025-05-07 15:18:24,657 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
|
||||
2025-05-07 15:18:24,658 - FreqaiExampleStrategy - INFO - FreqAI 模型路径：/freqtrade/user_data/models
|
||||
2025-05-07 15:18:24,659 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-07 15:18:24,659 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-07 15:18:24,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-07 15:18:24,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-07 15:18:24,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-07 15:18:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
2025-05-07 15:39:20,651 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-07 15:39:20,867 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-07 15:39:22,371 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_my_hyperopt.json ...
|
||||
2025-05-07 15:39:22,373 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-07 15:39:22,374 - root - INFO - Logfile configured
|
||||
2025-05-07 15:39:22,374 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-07 15:39:22,375 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-07 15:39:22,375 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-07 15:39:22,375 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-07 15:39:22,376 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250405-20250415 ...
|
||||
2025-05-07 15:39:22,405 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-07 15:39:22,406 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-07 15:39:22,407 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ...
|
||||
2025-05-07 15:39:22,407 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-07 15:39:22,407 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250405-20250415
|
||||
2025-05-07 15:39:22,408 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-07 15:39:22,409 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-07 15:39:22,415 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-07 15:39:22,415 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-07 15:39:22,416 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-07 15:39:22,418 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-07 15:39:22,418 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-07 15:39:22,419 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-07 15:39:22,419 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-07 15:39:22,424 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-07 15:39:22,431 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-07 15:39:28,076 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-07 15:39:28,140 - freqtrade.resolvers.iresolver - WARNING - Could not import /freqtrade/templates/BaseHyperOptStrategy.py due to 'invalid syntax (BaseHyperOptStrategy.py, line 190)'
|
||||
2025-05-07 15:39:28,143 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
|
||||
2025-05-07 15:39:28,143 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
|
||||
2025-05-07 15:39:28,144 - FreqaiExampleStrategy - INFO - FreqAI 模型路径：/freqtrade/user_data/models
|
||||
2025-05-07 15:39:28,145 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-07 15:39:28,145 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-07 15:39:28,145 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-07 15:39:28,146 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-07 15:39:28,146 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-07 15:39:28,146 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
'minutes'}.
|
||||
2025-05-07 15:18:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'use_exit_signal' with value in config file: True.
|
||||
2025-05-07 15:18:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-07 15:18:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
|
||||
2025-05-07 15:18:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-07 15:18:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-07 15:18:24,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-07 15:18:24,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-07 15:18:24,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
|
||||
2025-05-07 15:18:24,664 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-07 15:18:24,664 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-07 15:18:24,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-07 15:18:24,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
2025-05-07 15:39:28,147 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'use_exit_signal' with value in config file: True.
|
||||
2025-05-07 15:39:28,147 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-07 15:39:28,147 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
|
||||
2025-05-07 15:39:28,148 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-07 15:39:28,148 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-07 15:39:28,148 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-07 15:39:28,148 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-07 15:39:28,149 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
|
||||
2025-05-07 15:39:28,149 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-07 15:39:28,149 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-07 15:39:28,150 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-07 15:39:28,150 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
'stoploss_on_exchange_interval': 60}
|
||||
2025-05-07 15:18:24,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-07 15:18:24,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-07 15:18:24,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-07 15:18:24,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-07 15:18:24,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-07 15:18:24,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-07 15:18:24,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-07 15:18:24,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-07 15:18:24,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-07 15:18:24,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-07 15:18:24,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-07 15:18:24,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-07 15:18:24,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-07 15:18:24,670 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-07 15:18:24,670 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-07 15:18:24,674 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-07 15:18:24,680 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-07 15:18:24,681 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:18:24,682 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-07 15:18:24,777 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-04 21:30:00 up to 2025-04-15 00:00:00 (100 days).
|
||||
2025-05-07 15:18:24,777 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-07 15:18:24,779 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
|
||||
2025-05-07 15:18:26,448 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-07 15:18:26,666 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-07 15:18:26,667 - freqtrade.freqai.freqai_interface - INFO - Backtesting module configured to save all models.
|
||||
2025-05-07 15:18:26,667 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-07 15:18:26,668 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-07 15:18:26,668 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT']
|
||||
2025-05-07 15:18:26,669 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
|
||||
2025-05-07 15:18:26,670 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
|
||||
2025-05-07 15:18:26,670 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-07 15:18:26,675 - FreqaiExampleStrategy - INFO - 处理交易对：OKB/USDT
|
||||
2025-05-07 15:18:26,678 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-07 15:18:26,679 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-05 00:00:00 to 2025-04-05 00:00:00, 1/1 trains
|
||||
2025-05-07 15:18:26,680 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
2025-05-07 15:39:28,150 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-07 15:39:28,150 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-07 15:39:28,151 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-07 15:39:28,151 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-07 15:39:28,151 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-07 15:39:28,151 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-07 15:39:28,152 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-07 15:39:28,152 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-07 15:39:28,152 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-07 15:39:28,153 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-07 15:39:28,153 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-07 15:39:28,153 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-07 15:39:28,154 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-07 15:39:28,154 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-07 15:39:28,154 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-07 15:39:28,159 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-07 15:39:28,165 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-07 15:39:28,165 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:39:28,166 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-07 15:39:28,253 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-04 21:30:00 up to 2025-04-15 00:00:00 (100 days).
|
||||
2025-05-07 15:39:28,254 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-07 15:39:28,255 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
|
||||
2025-05-07 15:39:29,917 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-07 15:39:30,126 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-07 15:39:30,127 - freqtrade.freqai.freqai_interface - INFO - Backtesting module configured to save all models.
|
||||
2025-05-07 15:39:30,127 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-07 15:39:30,127 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-07 15:39:30,128 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT']
|
||||
2025-05-07 15:39:30,129 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
|
||||
2025-05-07 15:39:30,129 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
|
||||
2025-05-07 15:39:30,130 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-07 15:39:30,134 - FreqaiExampleStrategy - INFO - 处理交易对：OKB/USDT
|
||||
2025-05-07 15:39:30,137 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-07 15:39:30,139 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-05 00:00:00 to 2025-04-05 00:00:00, 1/1 trains
|
||||
2025-05-07 15:39:30,139 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743811200_prediction.feather
|
||||
2025-05-07 15:18:26,707 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,738 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,770 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,810 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:26,811 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:26,887 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:18:26,887 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:26,943 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,962 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,983 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,005 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,006 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,074 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:18:27,075 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,104 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,115 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,129 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,144 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,145 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,189 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:18:27,190 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,213 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,222 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,231 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,240 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,241 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,422 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:18:27,423 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,493 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,512 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,534 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,565 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,566 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,662 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:18:27,662 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,709 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,723 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,739 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,760 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,761 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,869 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:18:27,870 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,899 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,910 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,922 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,936 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,936 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,046 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:18:28,046 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,070 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,078 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,087 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,098 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,099 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,276 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:18:28,277 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,345 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,364 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,388 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,420 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,420 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,546 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:18:28,547 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,607 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,623 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,640 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,662 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,662 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,832 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:18:28,832 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,862 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,872 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,883 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,896 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,896 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:29,053 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:18:29,054 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:29,077 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:29,086 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:29,095 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:29,106 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:29,107 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:29,313 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 15:18:29,317 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 15:18:29,321 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||||
2025-05-07 15:18:29,325 - FreqaiExampleStrategy - INFO - 目标列形状：(43250,)
|
||||
2025-05-07 15:18:29,328 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-07 15:39:30,204 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,275 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,350 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,414 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:30,415 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:30,560 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:39:30,560 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:30,628 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,667 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,714 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,753 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:30,754 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:30,886 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:39:30,887 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:30,928 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,952 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,980 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:31,000 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:31,001 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:31,131 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:39:31,132 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:31,161 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:31,178 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:31,195 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:31,209 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:31,210 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:31,872 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:39:31,873 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:31,974 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,043 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,117 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,176 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:32,176 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:32,407 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:39:32,407 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:32,488 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,531 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,577 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,616 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:32,617 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:32,907 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:39:32,908 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:32,948 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,970 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,995 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:33,014 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:33,015 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:33,340 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:39:33,340 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:33,371 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:33,387 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:33,403 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:33,417 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:33,418 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:33,901 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:39:33,902 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:34,015 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,082 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,156 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,211 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:34,211 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:34,570 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:39:34,571 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:34,642 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,684 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,735 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,773 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:34,774 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:35,282 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:39:35,283 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:35,325 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,348 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,372 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,391 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:35,392 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:35,867 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:39:35,868 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:35,899 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,916 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,933 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,946 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:35,947 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:36,739 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 15:39:36,744 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 15:39:36,746 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||||
2025-05-07 15:39:36,751 - FreqaiExampleStrategy - INFO - 目标列形状：(43250,)
|
||||
2025-05-07 15:39:36,753 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 -0.000589 49.916851
|
||||
1 -0.000785 49.916851
|
||||
2 0.000393 49.916851
|
||||
3 0.000000 49.916851
|
||||
4 -0.000589 49.916851
|
||||
2025-05-07 15:18:29,360 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 15:18:29,366 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 15:18:29,368 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||||
2025-05-07 15:18:29,373 - FreqaiExampleStrategy - INFO - 目标列形状：(48050,)
|
||||
2025-05-07 15:18:29,375 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-07 15:39:36,865 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 15:39:36,871 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 15:39:36,873 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||||
2025-05-07 15:39:36,878 - FreqaiExampleStrategy - INFO - 目标列形状：(48050,)
|
||||
2025-05-07 15:39:36,880 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 -0.000589 50.084414
|
||||
1 -0.000785 50.084414
|
||||
2 0.000393 50.084414
|
||||
3 0.000000 50.084414
|
||||
4 -0.000589 50.084414
|
||||
2025-05-07 15:18:29,410 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200
|
||||
2025-05-07 15:18:29,411 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-07 15:18:29,510 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-07 15:18:29,511 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-05 to 2025-04-04 --------------------
|
||||
2025-05-07 15:18:29,627 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 147 features
|
||||
2025-05-07 15:18:29,628 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.25112 validation_1-rmse:0.12779
|
||||
[199] validation_0-rmse:0.24586 validation_1-rmse:0.10025
|
||||
2025-05-07 15:21:59,969 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (210.56 secs) --------------------
|
||||
2025-05-07 15:22:00,216 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200--buy_rsi.html
|
||||
2025-05-07 15:22:00,217 - freqtrade.freqai.freqai_interface - INFO - Saving backtest model to disk.
|
||||
2025-05-07 15:22:00,312 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-07 15:22:00,462 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
2025-05-07 15:39:36,994 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200
|
||||
2025-05-07 15:39:36,995 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-07 15:39:37,202 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-07 15:39:37,203 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-05 to 2025-04-04 --------------------
|
||||
2025-05-07 15:39:37,358 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 243 features
|
||||
2025-05-07 15:39:37,358 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.20530 validation_1-rmse:0.08804
|
||||
[199] validation_0-rmse:0.20032 validation_1-rmse:0.06900
|
||||
2025-05-07 15:43:16,784 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (219.79 secs) --------------------
|
||||
2025-05-07 15:43:17,024 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200--buy_rsi.html
|
||||
2025-05-07 15:43:17,025 - freqtrade.freqai.freqai_interface - INFO - Saving backtest model to disk.
|
||||
2025-05-07 15:43:17,154 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-07 15:43:18,218 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
do_predict
|
||||
0 0.0
|
||||
1 0.0
|
||||
2 0.0
|
||||
3 0.0
|
||||
4 0.0
|
||||
2025-05-07 15:22:00,471 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=36.87256622314453, sell_rsi=56.87256622314453, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-07 15:22:00,668 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-05 00:00:00 up to 2025-04-15 00:00:00 (10 days).
|
||||
2025-05-07 15:22:00,690 - 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。
|
||||
2025-05-07 15:22:00,692 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-07 15:22:00,694 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
2025-05-07 15:43:18,225 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=29.835836601257324, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-07 15:43:19,453 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-05 00:00:00 up to 2025-04-15 00:00:00 (10 days).
|
||||
2025-05-07 15:43:19,538 - 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。
|
||||
2025-05-07 15:43:19,540 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-07 15:43:19,543 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
do_predict
|
||||
0 0.0
|
||||
1 0.0
|
||||
2 0.0
|
||||
3 0.0
|
||||
4 0.0
|
||||
2025-05-07 15:22:00,699 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
2025-05-07 15:43:19,548 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
do_predict
|
||||
0 0.0
|
||||
1 0.0
|
||||
2 0.0
|
||||
3 0.0
|
||||
4 0.0
|
||||
2025-05-07 15:22:00,702 - FreqaiExampleStrategy - DEBUG - &-buy_rsi_pred 列存在，前5行预览：
|
||||
2025-05-07 15:43:19,551 - FreqaiExampleStrategy - DEBUG - &-buy_rsi_pred 列存在，前5行预览：
|
||||
&-buy_rsi_pred
|
||||
0 20.0
|
||||
1 20.0
|
||||
2 20.0
|
||||
3 20.0
|
||||
4 20.0
|
||||
2025-05-07 15:22:00,855 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-07_15-22-00.meta.json"
|
||||
2025-05-07 15:43:19,724 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-07_15-43-19.meta.json"
|
||||
Result for strategy FreqaiExampleStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKB/USDT │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ TOTAL │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ OKB/USDT │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
│ TOTAL │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
LEFT OPEN TRADES REPORT
|
||||
┏━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
@ -254,22 +254,22 @@ Result for strategy FreqaiExampleStrategy
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ long │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ TOTAL │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ long │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
│ TOTAL │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ roi │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ TOTAL │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ roi │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
│ TOTAL │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ long │ roi │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ TOTAL │ │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ long │ roi │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
│ TOTAL │ │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||||
@ -280,44 +280,44 @@ Result for strategy FreqaiExampleStrategy
|
||||
│ Trading Mode │ Spot │
|
||||
│ Max open trades │ 1 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 3 / 0.3 │
|
||||
│ Total/Daily Avg Trades │ 2 / 0.2 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 1001.467 USDT │
|
||||
│ Absolute profit │ 1.467 USDT │
|
||||
│ Total profit % │ 0.15% │
|
||||
│ CAGR % │ 5.50% │
|
||||
│ Final balance │ 1001.35 USDT │
|
||||
│ Absolute profit │ 1.35 USDT │
|
||||
│ Total profit % │ 0.13% │
|
||||
│ CAGR % │ 5.05% │
|
||||
│ Sortino │ -100.00 │
|
||||
│ Sharpe │ 4.59 │
|
||||
│ Sharpe │ 3.82 │
|
||||
│ Calmar │ -100.00 │
|
||||
│ SQN │ 1.13 │
|
||||
│ SQN │ 1.00 │
|
||||
│ Profit factor │ 0.00 │
|
||||
│ Expectancy (Ratio) │ 0.49 (100.00) │
|
||||
│ Expectancy (Ratio) │ 0.67 (100.00) │
|
||||
│ Avg. daily profit % │ 0.01% │
|
||||
│ Avg. stake amount │ 150 USDT │
|
||||
│ Total trade volume │ 902.91 USDT │
|
||||
│ Total trade volume │ 602.313 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ OKB/USDT 0.15% │
|
||||
│ Worst Pair │ OKB/USDT 0.15% │
|
||||
│ Best Pair │ OKB/USDT 0.13% │
|
||||
│ Worst Pair │ OKB/USDT 0.13% │
|
||||
│ Best trade │ OKB/USDT 0.90% │
|
||||
│ Worst trade │ OKB/USDT 0.00% │
|
||||
│ Best day │ 1.35 USDT │
|
||||
│ Worst day │ 0 USDT │
|
||||
│ Days win/draw/lose │ 2 / 2 / 0 │
|
||||
│ Avg. Duration Winners │ 0:45:00 │
|
||||
│ Days win/draw/lose │ 1 / 1 / 0 │
|
||||
│ Avg. Duration Winners │ 0:30:00 │
|
||||
│ Avg. Duration Loser │ 0:00:00 │
|
||||
│ Max Consecutive Wins / Loss │ 1 / 1 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 1000.117 USDT │
|
||||
│ Max balance │ 1001.467 USDT │
|
||||
│ Min balance │ 1000 USDT │
|
||||
│ Max balance │ 1001.35 USDT │
|
||||
│ Max % of account underwater │ 0.00% │
|
||||
│ Absolute Drawdown (Account) │ 0.00% │
|
||||
│ Absolute Drawdown │ 0 USDT │
|
||||
│ Drawdown high │ 0.117 USDT │
|
||||
│ Drawdown low │ 0.117 USDT │
|
||||
│ Drawdown Start │ 2025-04-05 15:54:00 │
|
||||
│ Drawdown End │ 2025-04-05 15:54:00 │
|
||||
│ Drawdown high │ 0 USDT │
|
||||
│ Drawdown low │ 0 USDT │
|
||||
│ Drawdown Start │ 2025-04-07 04:57:00 │
|
||||
│ Drawdown End │ 2025-04-07 04:57:00 │
|
||||
│ Market change │ 6.40% │
|
||||
└─────────────────────────────┴─────────────────────┘
|
||||
|
||||
@ -326,5 +326,5 @@ Backtested 2025-04-05 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 1
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━┓
|
||||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━┩
|
||||
│ FreqaiExampleStrategy │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │ 0 USDT 0.00% │
|
||||
│ FreqaiExampleStrategy │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │ 0 USDT 0.00% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴───────────────┘
|
||||
|
||||
File diff suppressed because one or more lines are too long
@ -1 +0,0 @@
|
||||
{"FreqaiExampleStrategy":{"run_id":"25fcb6b36dc9bd415d90268ff1afee7adb7a0c29","backtest_start_time":1746631104,"timeframe":"3m","timeframe_detail":null,"backtest_start_ts":1743811200,"backtest_end_ts":1744675200}}
|
||||
1
result/backtest-result-2025-05-07_15-43-19.json
Normal file
1
result/backtest-result-2025-05-07_15-43-19.json
Normal file
File diff suppressed because one or more lines are too long
1
result/backtest-result-2025-05-07_15-43-19.meta.json
Normal file
1
result/backtest-result-2025-05-07_15-43-19.meta.json
Normal file
@ -0,0 +1 @@
|
||||
{"FreqaiExampleStrategy":{"run_id":"508f04f53e3b629d04b7cc23f20ff499670e9ae4","backtest_start_time":1746632368,"timeframe":"3m","timeframe_detail":null,"backtest_start_ts":1743811200,"backtest_end_ts":1744675200}}
|
||||
@ -1,5 +1,6 @@
|
||||
import logging
|
||||
import numpy as np
|
||||
import pandas as pd # 添加 pandas 导入
|
||||
from functools import reduce
|
||||
import talib.abstract as ta
|
||||
from pandas import DataFrame
|
||||
@ -84,39 +85,46 @@ class FreqaiExampleStrategy(IStrategy):
|
||||
logger.info(f"FreqAI 模型路径：{freqai_model_path}")
|
||||
|
||||
|
||||
def _normalize_column(self, series: pd.Series) -> pd.Series:
|
||||
"""对单个列进行最小最大归一化"""
|
||||
if series.nunique() <= 1:
|
||||
# 如果列中所有值都相同或为空，直接返回全0
|
||||
return pd.Series(np.zeros_like(series), index=series.index)
|
||||
|
||||
min_val = series.min()
|
||||
max_val = series.max()
|
||||
normalized = (series - min_val) / (max_val - min_val)
|
||||
return normalized.fillna(0)
|
||||
|
||||
def feature_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: dict, **kwargs) -> DataFrame:
|
||||
# 保留关键的技术指标
|
||||
# 基础指标
|
||||
dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
|
||||
dataframe["macd"], dataframe["macdsignal"], dataframe["macdhist"] = ta.MACD(
|
||||
dataframe, fastperiod=12, slowperiod=26, signalperiod=9
|
||||
)
|
||||
|
||||
# 强制计算 MACD 并确保列存在
|
||||
macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9)
|
||||
dataframe["macd"] = macd["macd"].fillna(0)
|
||||
dataframe["macdsignal"] = macd["macdsignal"].fillna(0)
|
||||
|
||||
# 确保列存在
|
||||
assert "macd" in dataframe.columns and "macdsignal" in dataframe.columns, \
|
||||
"MACD 列缺失，无法继续执行"
|
||||
|
||||
# 确保 MACD 列存在
|
||||
if "macd" not in dataframe.columns or "macdsignal" not in dataframe.columns:
|
||||
logger.error("MACD 或 MACD 信号列缺失，无法生成买入信号")
|
||||
raise ValueError("DataFrame 缺少必要的 MACD 列")
|
||||
|
||||
# 保留布林带相关特征
|
||||
# 布林带及其宽度
|
||||
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
|
||||
dataframe["bb_lowerband"] = bollinger["lower"]
|
||||
dataframe["bb_middleband"] = bollinger["mid"]
|
||||
dataframe["bb_upperband"] = bollinger["upper"]
|
||||
dataframe["bb_width"] = (dataframe["bb_upperband"] - dataframe["bb_lowerband"]) / dataframe["bb_middleband"]
|
||||
|
||||
# 保留成交量相关特征
|
||||
dataframe["volume_ma"] = dataframe["volume"].rolling(window=20).mean()
|
||||
# ATR (Average True Range)
|
||||
dataframe["atr"] = ta.ATR(dataframe, timeperiod=14)
|
||||
|
||||
# 数据清理
|
||||
for col in dataframe.columns:
|
||||
if dataframe[col].dtype in ["float64", "int64"]:
|
||||
# RSI 变化率
|
||||
dataframe["rsi_gradient"] = dataframe["rsi"].diff().fillna(0)
|
||||
|
||||
# 数据清理与归一化
|
||||
for col in dataframe.select_dtypes(include=[np.number]).columns:
|
||||
# Ensure column is valid and contains more than one unique value to avoid division by zero
|
||||
if dataframe[col].nunique() > 1:
|
||||
dataframe[col] = dataframe[col].replace([np.inf, -np.inf], np.nan)
|
||||
dataframe[col] = dataframe[col].ffill().fillna(0)
|
||||
|
||||
dataframe[f"{col}_norm"] = self._normalize_column(dataframe[col])
|
||||
else:
|
||||
dataframe[f"{col}_norm"] = 0 # Default if normalization not possible
|
||||
logger.info(f"特征工程完成，特征数量：{len(dataframe.columns)}")
|
||||
return dataframe
|
||||
|
||||
@ -133,7 +141,10 @@ class FreqaiExampleStrategy(IStrategy):
|
||||
dataframe["%-pct-change"] = dataframe["close"].pct_change()
|
||||
dataframe["%-raw_volume"] = dataframe["volume"]
|
||||
dataframe["%-raw_price"] = dataframe["close"]
|
||||
# 数据清理逻辑
|
||||
dataframe["%-volume_change"] = dataframe["volume"].pct_change(periods=5)
|
||||
dataframe["%-price_momentum"] = dataframe["close"] / dataframe["close"].shift(20) - 1
|
||||
|
||||
# 数据清理逻辑
|
||||
for col in dataframe.columns:
|
||||
if dataframe[col].dtype in ["float64", "int64"]:
|
||||
dataframe[col] = dataframe[col].replace([np.inf, -np.inf], 0)
|
||||
@ -1,248 +1,248 @@
|
||||
Creating freqtrade_old_freqtrade_run ...
|
||||
Creating freqtrade_old_freqtrade_run ... done
|
||||
2025-05-07 15:18:19,437 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-07 15:18:19,671 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-07 15:18:21,245 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_my_hyperopt.json ...
|
||||
2025-05-07 15:18:21,248 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-07 15:18:21,248 - root - INFO - Logfile configured
|
||||
2025-05-07 15:18:21,249 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-07 15:18:21,249 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-07 15:18:21,250 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-07 15:18:21,250 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-07 15:18:21,251 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250405-20250415 ...
|
||||
2025-05-07 15:18:21,291 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-07 15:18:21,292 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-07 15:18:21,293 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ...
|
||||
2025-05-07 15:18:21,293 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-07 15:18:21,294 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250405-20250415
|
||||
2025-05-07 15:18:21,294 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-07 15:18:21,295 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-07 15:18:21,302 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-07 15:18:21,302 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-07 15:18:21,303 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-07 15:18:21,305 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-07 15:18:21,306 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-07 15:18:21,306 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-07 15:18:21,307 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-07 15:18:21,312 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-07 15:18:21,319 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-07 15:18:24,588 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-07 15:18:24,654 - freqtrade.resolvers.iresolver - WARNING - Could not import /freqtrade/templates/BaseHyperOptStrategy.py due to 'invalid syntax (BaseHyperOptStrategy.py, line 190)'
|
||||
2025-05-07 15:18:24,657 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
|
||||
2025-05-07 15:18:24,657 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
|
||||
2025-05-07 15:18:24,658 - FreqaiExampleStrategy - INFO - FreqAI 模型路径：/freqtrade/user_data/models
|
||||
2025-05-07 15:18:24,659 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-07 15:18:24,659 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-07 15:18:24,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-07 15:18:24,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-07 15:18:24,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-07 15:18:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
2025-05-07 15:39:20,651 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-07 15:39:20,867 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-07 15:39:22,371 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_my_hyperopt.json ...
|
||||
2025-05-07 15:39:22,373 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-07 15:39:22,374 - root - INFO - Logfile configured
|
||||
2025-05-07 15:39:22,374 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-07 15:39:22,375 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-07 15:39:22,375 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-07 15:39:22,375 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-07 15:39:22,376 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250405-20250415 ...
|
||||
2025-05-07 15:39:22,405 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-07 15:39:22,406 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-07 15:39:22,407 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ...
|
||||
2025-05-07 15:39:22,407 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-07 15:39:22,407 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250405-20250415
|
||||
2025-05-07 15:39:22,408 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-07 15:39:22,409 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-07 15:39:22,415 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-07 15:39:22,415 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-07 15:39:22,416 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-07 15:39:22,418 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-07 15:39:22,418 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-07 15:39:22,419 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-07 15:39:22,419 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-07 15:39:22,424 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-07 15:39:22,431 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-07 15:39:28,076 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-07 15:39:28,140 - freqtrade.resolvers.iresolver - WARNING - Could not import /freqtrade/templates/BaseHyperOptStrategy.py due to 'invalid syntax (BaseHyperOptStrategy.py, line 190)'
|
||||
2025-05-07 15:39:28,143 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
|
||||
2025-05-07 15:39:28,143 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
|
||||
2025-05-07 15:39:28,144 - FreqaiExampleStrategy - INFO - FreqAI 模型路径：/freqtrade/user_data/models
|
||||
2025-05-07 15:39:28,145 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-07 15:39:28,145 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-07 15:39:28,145 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-07 15:39:28,146 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-07 15:39:28,146 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-07 15:39:28,146 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
'minutes'}.
|
||||
2025-05-07 15:18:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'use_exit_signal' with value in config file: True.
|
||||
2025-05-07 15:18:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-07 15:18:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
|
||||
2025-05-07 15:18:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-07 15:18:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-07 15:18:24,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-07 15:18:24,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-07 15:18:24,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
|
||||
2025-05-07 15:18:24,664 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-07 15:18:24,664 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-07 15:18:24,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-07 15:18:24,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
2025-05-07 15:39:28,147 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'use_exit_signal' with value in config file: True.
|
||||
2025-05-07 15:39:28,147 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-07 15:39:28,147 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
|
||||
2025-05-07 15:39:28,148 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-07 15:39:28,148 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-07 15:39:28,148 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-07 15:39:28,148 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-07 15:39:28,149 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
|
||||
2025-05-07 15:39:28,149 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-07 15:39:28,149 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-07 15:39:28,150 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-07 15:39:28,150 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
'stoploss_on_exchange_interval': 60}
|
||||
2025-05-07 15:18:24,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-07 15:18:24,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-07 15:18:24,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-07 15:18:24,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-07 15:18:24,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-07 15:18:24,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-07 15:18:24,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-07 15:18:24,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-07 15:18:24,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-07 15:18:24,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-07 15:18:24,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-07 15:18:24,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-07 15:18:24,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-07 15:18:24,670 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-07 15:18:24,670 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-07 15:18:24,674 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-07 15:18:24,680 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-07 15:18:24,681 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:18:24,682 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-07 15:18:24,777 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-04 21:30:00 up to 2025-04-15 00:00:00 (100 days).
|
||||
2025-05-07 15:18:24,777 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-07 15:18:24,779 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
|
||||
2025-05-07 15:18:26,448 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-07 15:18:26,666 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-07 15:18:26,667 - freqtrade.freqai.freqai_interface - INFO - Backtesting module configured to save all models.
|
||||
2025-05-07 15:18:26,667 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-07 15:18:26,668 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-07 15:18:26,668 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT']
|
||||
2025-05-07 15:18:26,669 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
|
||||
2025-05-07 15:18:26,670 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
|
||||
2025-05-07 15:18:26,670 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-07 15:18:26,675 - FreqaiExampleStrategy - INFO - 处理交易对：OKB/USDT
|
||||
2025-05-07 15:18:26,678 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-07 15:18:26,679 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-05 00:00:00 to 2025-04-05 00:00:00, 1/1 trains
|
||||
2025-05-07 15:18:26,680 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
2025-05-07 15:39:28,150 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-07 15:39:28,150 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-07 15:39:28,151 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-07 15:39:28,151 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-07 15:39:28,151 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-07 15:39:28,151 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-07 15:39:28,152 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-07 15:39:28,152 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-07 15:39:28,152 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-07 15:39:28,153 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-07 15:39:28,153 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-07 15:39:28,153 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-07 15:39:28,154 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-07 15:39:28,154 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-07 15:39:28,154 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-07 15:39:28,159 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-07 15:39:28,165 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-07 15:39:28,165 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:39:28,166 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-07 15:39:28,253 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-04 21:30:00 up to 2025-04-15 00:00:00 (100 days).
|
||||
2025-05-07 15:39:28,254 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-07 15:39:28,255 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
|
||||
2025-05-07 15:39:29,917 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-07 15:39:30,126 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-07 15:39:30,127 - freqtrade.freqai.freqai_interface - INFO - Backtesting module configured to save all models.
|
||||
2025-05-07 15:39:30,127 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-07 15:39:30,127 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-07 15:39:30,128 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT']
|
||||
2025-05-07 15:39:30,129 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
|
||||
2025-05-07 15:39:30,129 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
|
||||
2025-05-07 15:39:30,130 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-07 15:39:30,134 - FreqaiExampleStrategy - INFO - 处理交易对：OKB/USDT
|
||||
2025-05-07 15:39:30,137 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-07 15:39:30,139 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-05 00:00:00 to 2025-04-05 00:00:00, 1/1 trains
|
||||
2025-05-07 15:39:30,139 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743811200_prediction.feather
|
||||
2025-05-07 15:18:26,707 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,738 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,770 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,810 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:26,811 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:26,887 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:18:26,887 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:26,943 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,962 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,983 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,005 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,006 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,074 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:18:27,075 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,104 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,115 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,129 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,144 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,145 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,189 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:18:27,190 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,213 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,222 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,231 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,240 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,241 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,422 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:18:27,423 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,493 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,512 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,534 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,565 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,566 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,662 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:18:27,662 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,709 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,723 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,739 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,760 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,761 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,869 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:18:27,870 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,899 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,910 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,922 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,936 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,936 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,046 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:18:28,046 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,070 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,078 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,087 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,098 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,099 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,276 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:18:28,277 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,345 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,364 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,388 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,420 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,420 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,546 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:18:28,547 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,607 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,623 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,640 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,662 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,662 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,832 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:18:28,832 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,862 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,872 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,883 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,896 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,896 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:29,053 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:18:29,054 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:29,077 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:29,086 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:29,095 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:29,106 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:29,107 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:29,313 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 15:18:29,317 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 15:18:29,321 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||||
2025-05-07 15:18:29,325 - FreqaiExampleStrategy - INFO - 目标列形状：(43250,)
|
||||
2025-05-07 15:18:29,328 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-07 15:39:30,204 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,275 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,350 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,414 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:30,415 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:30,560 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:39:30,560 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:30,628 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,667 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,714 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,753 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:30,754 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:30,886 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:39:30,887 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:30,928 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,952 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:30,980 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:31,000 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:31,001 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:31,131 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:39:31,132 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:31,161 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:31,178 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:31,195 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:31,209 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:31,210 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:31,872 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:39:31,873 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:31,974 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,043 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,117 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,176 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:32,176 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:32,407 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:39:32,407 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:32,488 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,531 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,577 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,616 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:32,617 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:32,907 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:39:32,908 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:32,948 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,970 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:32,995 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:33,014 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:33,015 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:33,340 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:39:33,340 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:33,371 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:33,387 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:33,403 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:33,417 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:33,418 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:33,901 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:39:33,902 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:34,015 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,082 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,156 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,211 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:34,211 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:34,570 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:39:34,571 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:34,642 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,684 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,735 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:34,773 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:34,774 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:35,282 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:39:35,283 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:35,325 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,348 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,372 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,391 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:35,392 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:35,867 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:39:35,868 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:39:35,899 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,916 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,933 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||||
2025-05-07 15:39:35,946 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:39:35,947 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||||
2025-05-07 15:39:36,739 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 15:39:36,744 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 15:39:36,746 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||||
2025-05-07 15:39:36,751 - FreqaiExampleStrategy - INFO - 目标列形状：(43250,)
|
||||
2025-05-07 15:39:36,753 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 -0.000589 49.916851
|
||||
1 -0.000785 49.916851
|
||||
2 0.000393 49.916851
|
||||
3 0.000000 49.916851
|
||||
4 -0.000589 49.916851
|
||||
2025-05-07 15:18:29,360 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 15:18:29,366 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 15:18:29,368 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||||
2025-05-07 15:18:29,373 - FreqaiExampleStrategy - INFO - 目标列形状：(48050,)
|
||||
2025-05-07 15:18:29,375 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-07 15:39:36,865 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 15:39:36,871 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 15:39:36,873 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||||
2025-05-07 15:39:36,878 - FreqaiExampleStrategy - INFO - 目标列形状：(48050,)
|
||||
2025-05-07 15:39:36,880 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 -0.000589 50.084414
|
||||
1 -0.000785 50.084414
|
||||
2 0.000393 50.084414
|
||||
3 0.000000 50.084414
|
||||
4 -0.000589 50.084414
|
||||
2025-05-07 15:18:29,410 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200
|
||||
2025-05-07 15:18:29,411 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-07 15:18:29,510 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-07 15:18:29,511 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-05 to 2025-04-04 --------------------
|
||||
2025-05-07 15:18:29,627 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 147 features
|
||||
2025-05-07 15:18:29,628 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.25112 validation_1-rmse:0.12779
|
||||
[199] validation_0-rmse:0.24586 validation_1-rmse:0.10025
|
||||
2025-05-07 15:21:59,969 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (210.56 secs) --------------------
|
||||
2025-05-07 15:22:00,216 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200--buy_rsi.html
|
||||
2025-05-07 15:22:00,217 - freqtrade.freqai.freqai_interface - INFO - Saving backtest model to disk.
|
||||
2025-05-07 15:22:00,312 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-07 15:22:00,462 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
2025-05-07 15:39:36,994 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200
|
||||
2025-05-07 15:39:36,995 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-07 15:39:37,202 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-07 15:39:37,203 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-05 to 2025-04-04 --------------------
|
||||
2025-05-07 15:39:37,358 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 243 features
|
||||
2025-05-07 15:39:37,358 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.20530 validation_1-rmse:0.08804
|
||||
[199] validation_0-rmse:0.20032 validation_1-rmse:0.06900
|
||||
2025-05-07 15:43:16,784 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (219.79 secs) --------------------
|
||||
2025-05-07 15:43:17,024 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200--buy_rsi.html
|
||||
2025-05-07 15:43:17,025 - freqtrade.freqai.freqai_interface - INFO - Saving backtest model to disk.
|
||||
2025-05-07 15:43:17,154 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-07 15:43:18,218 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
do_predict
|
||||
0 0.0
|
||||
1 0.0
|
||||
2 0.0
|
||||
3 0.0
|
||||
4 0.0
|
||||
2025-05-07 15:22:00,471 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=36.87256622314453, sell_rsi=56.87256622314453, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-07 15:22:00,668 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-05 00:00:00 up to 2025-04-15 00:00:00 (10 days).
|
||||
2025-05-07 15:22:00,690 - 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。
|
||||
2025-05-07 15:22:00,692 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-07 15:22:00,694 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
2025-05-07 15:43:18,225 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=29.835836601257324, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-07 15:43:19,453 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-05 00:00:00 up to 2025-04-15 00:00:00 (10 days).
|
||||
2025-05-07 15:43:19,538 - 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。
|
||||
2025-05-07 15:43:19,540 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-07 15:43:19,543 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
do_predict
|
||||
0 0.0
|
||||
1 0.0
|
||||
2 0.0
|
||||
3 0.0
|
||||
4 0.0
|
||||
2025-05-07 15:22:00,699 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
2025-05-07 15:43:19,548 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
do_predict
|
||||
0 0.0
|
||||
1 0.0
|
||||
2 0.0
|
||||
3 0.0
|
||||
4 0.0
|
||||
2025-05-07 15:22:00,702 - FreqaiExampleStrategy - DEBUG - &-buy_rsi_pred 列存在，前5行预览：
|
||||
2025-05-07 15:43:19,551 - FreqaiExampleStrategy - DEBUG - &-buy_rsi_pred 列存在，前5行预览：
|
||||
&-buy_rsi_pred
|
||||
0 20.0
|
||||
1 20.0
|
||||
2 20.0
|
||||
3 20.0
|
||||
4 20.0
|
||||
2025-05-07 15:22:00,855 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-07_15-22-00.meta.json"
|
||||
2025-05-07 15:43:19,724 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-07_15-43-19.meta.json"
|
||||
Result for strategy FreqaiExampleStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKB/USDT │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ TOTAL │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ OKB/USDT │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
│ TOTAL │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
LEFT OPEN TRADES REPORT
|
||||
┏━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
@ -254,22 +254,22 @@ Result for strategy FreqaiExampleStrategy
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ long │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ TOTAL │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ long │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
│ TOTAL │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ roi │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ TOTAL │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ roi │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
│ TOTAL │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ long │ roi │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ TOTAL │ │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ long │ roi │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
│ TOTAL │ │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||||
└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||||
@ -280,44 +280,44 @@ Result for strategy FreqaiExampleStrategy
|
||||
│ Trading Mode │ Spot │
|
||||
│ Max open trades │ 1 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 3 / 0.3 │
|
||||
│ Total/Daily Avg Trades │ 2 / 0.2 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 1001.467 USDT │
|
||||
│ Absolute profit │ 1.467 USDT │
|
||||
│ Total profit % │ 0.15% │
|
||||
│ CAGR % │ 5.50% │
|
||||
│ Final balance │ 1001.35 USDT │
|
||||
│ Absolute profit │ 1.35 USDT │
|
||||
│ Total profit % │ 0.13% │
|
||||
│ CAGR % │ 5.05% │
|
||||
│ Sortino │ -100.00 │
|
||||
│ Sharpe │ 4.59 │
|
||||
│ Sharpe │ 3.82 │
|
||||
│ Calmar │ -100.00 │
|
||||
│ SQN │ 1.13 │
|
||||
│ SQN │ 1.00 │
|
||||
│ Profit factor │ 0.00 │
|
||||
│ Expectancy (Ratio) │ 0.49 (100.00) │
|
||||
│ Expectancy (Ratio) │ 0.67 (100.00) │
|
||||
│ Avg. daily profit % │ 0.01% │
|
||||
│ Avg. stake amount │ 150 USDT │
|
||||
│ Total trade volume │ 902.91 USDT │
|
||||
│ Total trade volume │ 602.313 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ OKB/USDT 0.15% │
|
||||
│ Worst Pair │ OKB/USDT 0.15% │
|
||||
│ Best Pair │ OKB/USDT 0.13% │
|
||||
│ Worst Pair │ OKB/USDT 0.13% │
|
||||
│ Best trade │ OKB/USDT 0.90% │
|
||||
│ Worst trade │ OKB/USDT 0.00% │
|
||||
│ Best day │ 1.35 USDT │
|
||||
│ Worst day │ 0 USDT │
|
||||
│ Days win/draw/lose │ 2 / 2 / 0 │
|
||||
│ Avg. Duration Winners │ 0:45:00 │
|
||||
│ Days win/draw/lose │ 1 / 1 / 0 │
|
||||
│ Avg. Duration Winners │ 0:30:00 │
|
||||
│ Avg. Duration Loser │ 0:00:00 │
|
||||
│ Max Consecutive Wins / Loss │ 1 / 1 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 1000.117 USDT │
|
||||
│ Max balance │ 1001.467 USDT │
|
||||
│ Min balance │ 1000 USDT │
|
||||
│ Max balance │ 1001.35 USDT │
|
||||
│ Max % of account underwater │ 0.00% │
|
||||
│ Absolute Drawdown (Account) │ 0.00% │
|
||||
│ Absolute Drawdown │ 0 USDT │
|
||||
│ Drawdown high │ 0.117 USDT │
|
||||
│ Drawdown low │ 0.117 USDT │
|
||||
│ Drawdown Start │ 2025-04-05 15:54:00 │
|
||||
│ Drawdown End │ 2025-04-05 15:54:00 │
|
||||
│ Drawdown high │ 0 USDT │
|
||||
│ Drawdown low │ 0 USDT │
|
||||
│ Drawdown Start │ 2025-04-07 04:57:00 │
|
||||
│ Drawdown End │ 2025-04-07 04:57:00 │
|
||||
│ Market change │ 6.40% │
|
||||
└─────────────────────────────┴─────────────────────┘
|
||||
|
||||
@ -326,5 +326,5 @@ Backtested 2025-04-05 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 1
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━┓
|
||||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━┩
|
||||
│ FreqaiExampleStrategy │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │ 0 USDT 0.00% │
|
||||
│ FreqaiExampleStrategy │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │ 0 USDT 0.00% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴───────────────┘
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user