diff --git a/freqtrade/templates/FreqaiExampleStrategy.py b/freqtrade/templates/FreqaiExampleStrategy.py index 2c9ccf3b..4dc9932f 100644 --- a/freqtrade/templates/FreqaiExampleStrategy.py +++ b/freqtrade/templates/FreqaiExampleStrategy.py @@ -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 @@ -86,7 +87,14 @@ class FreqaiExampleStrategy(IStrategy): def _normalize_column(self, series: pd.Series) -> pd.Series: """对单个列进行最小最大归一化""" - return (series - series.min()) / (series.max() - series.min()).fillna(0) + 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: # 基础指标 @@ -110,10 +118,13 @@ class FreqaiExampleStrategy(IStrategy): # 数据清理与归一化 for col in dataframe.select_dtypes(include=[np.number]).columns: - 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]) - + # 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 diff --git a/output.log b/output.log index ec443bff..5bf4926c 100644 --- a/output.log +++ b/output.log @@ -1,446 +1,446 @@ 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 -[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 -[140] validation_0-rmse:0.24813 validation_1-rmse:0.11299 -[141] validation_0-rmse:0.24812 validation_1-rmse:0.11276 -[142] validation_0-rmse:0.24810 validation_1-rmse:0.11254 -[143] validation_0-rmse:0.24792 validation_1-rmse:0.11218 -[144] validation_0-rmse:0.24788 validation_1-rmse:0.11191 -[145] validation_0-rmse:0.24781 validation_1-rmse:0.11158 -[146] validation_0-rmse:0.24776 validation_1-rmse:0.11134 -[147] validation_0-rmse:0.24773 validation_1-rmse:0.11111 -[148] validation_0-rmse:0.24777 validation_1-rmse:0.11087 -[149] validation_0-rmse:0.24769 validation_1-rmse:0.11058 -[150] validation_0-rmse:0.24756 validation_1-rmse:0.11035 -[151] validation_0-rmse:0.24752 validation_1-rmse:0.11012 -[152] validation_0-rmse:0.24742 validation_1-rmse:0.10990 -[153] validation_0-rmse:0.24739 validation_1-rmse:0.10968 -[154] validation_0-rmse:0.24740 validation_1-rmse:0.10949 -[155] validation_0-rmse:0.24736 validation_1-rmse:0.10924 -[156] validation_0-rmse:0.24742 validation_1-rmse:0.10901 -[157] validation_0-rmse:0.24734 validation_1-rmse:0.10877 -[158] validation_0-rmse:0.24727 validation_1-rmse:0.10856 -[159] validation_0-rmse:0.24714 validation_1-rmse:0.10829 -[160] validation_0-rmse:0.24709 validation_1-rmse:0.10807 -[161] validation_0-rmse:0.24704 validation_1-rmse:0.10789 -[162] validation_0-rmse:0.24700 validation_1-rmse:0.10766 -[163] validation_0-rmse:0.24700 validation_1-rmse:0.10745 -[164] validation_0-rmse:0.24709 validation_1-rmse:0.10717 -[165] validation_0-rmse:0.24706 validation_1-rmse:0.10700 -[166] validation_0-rmse:0.24705 validation_1-rmse:0.10675 -[167] validation_0-rmse:0.24706 validation_1-rmse:0.10652 -[168] validation_0-rmse:0.24703 validation_1-rmse:0.10632 -[169] validation_0-rmse:0.24702 validation_1-rmse:0.10615 -[170] validation_0-rmse:0.24701 validation_1-rmse:0.10595 -[171] validation_0-rmse:0.24687 validation_1-rmse:0.10572 -[172] validation_0-rmse:0.24689 validation_1-rmse:0.10553 -[173] validation_0-rmse:0.24686 validation_1-rmse:0.10536 -[174] validation_0-rmse:0.24681 validation_1-rmse:0.10511 -[175] validation_0-rmse:0.24677 validation_1-rmse:0.10486 -[176] validation_0-rmse:0.24672 validation_1-rmse:0.10470 -[177] validation_0-rmse:0.24666 validation_1-rmse:0.10451 -[178] validation_0-rmse:0.24663 validation_1-rmse:0.10428 -[179] validation_0-rmse:0.24661 validation_1-rmse:0.10410 -[180] validation_0-rmse:0.24648 validation_1-rmse:0.10389 -[181] validation_0-rmse:0.24648 validation_1-rmse:0.10371 -[182] validation_0-rmse:0.24631 validation_1-rmse:0.10356 -[183] validation_0-rmse:0.24628 validation_1-rmse:0.10339 -[184] validation_0-rmse:0.24627 validation_1-rmse:0.10318 -[185] validation_0-rmse:0.24623 validation_1-rmse:0.10296 -[186] validation_0-rmse:0.24619 validation_1-rmse:0.10276 -[187] validation_0-rmse:0.24619 validation_1-rmse:0.10259 -[188] validation_0-rmse:0.24610 validation_1-rmse:0.10238 -[189] validation_0-rmse:0.24603 validation_1-rmse:0.10219 -[190] validation_0-rmse:0.24595 validation_1-rmse:0.10199 -[191] validation_0-rmse:0.24589 validation_1-rmse:0.10178 -[192] validation_0-rmse:0.24584 validation_1-rmse:0.10154 -[193] validation_0-rmse:0.24591 validation_1-rmse:0.10131 -[194] validation_0-rmse:0.24585 validation_1-rmse:0.10113 -[195] validation_0-rmse:0.24584 validation_1-rmse:0.10099 -[196] validation_0-rmse:0.24591 validation_1-rmse:0.10078 -[197] validation_0-rmse:0.24593 validation_1-rmse:0.10059 -[198] validation_0-rmse:0.24586 validation_1-rmse:0.10044 -[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 +[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 +[114] validation_0-rmse:0.20342 validation_1-rmse:0.08369 +[115] validation_0-rmse:0.20332 validation_1-rmse:0.08350 +[116] validation_0-rmse:0.20330 validation_1-rmse:0.08323 +[117] validation_0-rmse:0.20324 validation_1-rmse:0.08291 +[118] validation_0-rmse:0.20318 validation_1-rmse:0.08266 +[119] validation_0-rmse:0.20311 validation_1-rmse:0.08249 +[120] validation_0-rmse:0.20307 validation_1-rmse:0.08221 +[121] validation_0-rmse:0.20300 validation_1-rmse:0.08197 +[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 +[126] validation_0-rmse:0.20258 validation_1-rmse:0.08083 +[127] validation_0-rmse:0.20251 validation_1-rmse:0.08054 +[128] validation_0-rmse:0.20244 validation_1-rmse:0.08034 +[129] validation_0-rmse:0.20231 validation_1-rmse:0.08010 +[130] validation_0-rmse:0.20229 validation_1-rmse:0.07989 +[131] validation_0-rmse:0.20225 validation_1-rmse:0.07973 +[132] validation_0-rmse:0.20221 validation_1-rmse:0.07950 +[133] validation_0-rmse:0.20213 validation_1-rmse:0.07932 +[134] validation_0-rmse:0.20208 validation_1-rmse:0.07911 +[135] validation_0-rmse:0.20208 validation_1-rmse:0.07891 +[136] validation_0-rmse:0.20207 validation_1-rmse:0.07865 +[137] validation_0-rmse:0.20207 validation_1-rmse:0.07844 +[138] validation_0-rmse:0.20201 validation_1-rmse:0.07825 +[139] validation_0-rmse:0.20196 validation_1-rmse:0.07803 +[140] validation_0-rmse:0.20190 validation_1-rmse:0.07788 +[141] validation_0-rmse:0.20192 validation_1-rmse:0.07769 +[142] validation_0-rmse:0.20191 validation_1-rmse:0.07753 +[143] validation_0-rmse:0.20187 validation_1-rmse:0.07734 +[144] validation_0-rmse:0.20187 validation_1-rmse:0.07722 +[145] validation_0-rmse:0.20186 validation_1-rmse:0.07698 +[146] validation_0-rmse:0.20177 validation_1-rmse:0.07679 +[147] validation_0-rmse:0.20174 validation_1-rmse:0.07657 +[148] validation_0-rmse:0.20170 validation_1-rmse:0.07646 +[149] validation_0-rmse:0.20166 validation_1-rmse:0.07621 +[150] validation_0-rmse:0.20165 validation_1-rmse:0.07602 +[151] validation_0-rmse:0.20160 validation_1-rmse:0.07584 +[152] validation_0-rmse:0.20157 validation_1-rmse:0.07572 +[153] validation_0-rmse:0.20154 validation_1-rmse:0.07553 +[154] validation_0-rmse:0.20147 validation_1-rmse:0.07533 +[155] validation_0-rmse:0.20133 validation_1-rmse:0.07519 +[156] validation_0-rmse:0.20130 validation_1-rmse:0.07505 +[157] validation_0-rmse:0.20126 validation_1-rmse:0.07488 +[158] validation_0-rmse:0.20116 validation_1-rmse:0.07468 +[159] validation_0-rmse:0.20117 validation_1-rmse:0.07456 +[160] validation_0-rmse:0.20115 validation_1-rmse:0.07438 +[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% │ └───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴───────────────┘ diff --git a/output_filted.log b/output_filted.log index f633f10c..7867f568 100644 --- a/output_filted.log +++ b/output_filted.log @@ -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% │ └───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴───────────────┘ diff --git a/result/backtest-result-2025-05-07_15-22-00.json b/result/backtest-result-2025-05-07_15-22-00.json deleted file mode 100644 index c996c3a4..00000000 --- a/result/backtest-result-2025-05-07_15-22-00.json +++ /dev/null @@ -1 +0,0 @@ -{"strategy":{"FreqaiExampleStrategy":{"trades":[{"pair":"OKB/USDT","stake_amount":149.999976,"max_stake_amount":149.999976,"amount":2.97619,"open_date":"2025-04-05 14:54:00+00:00","close_date":"2025-04-05 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b/result/backtest-result-2025-05-07_15-43-19.meta.json @@ -0,0 +1 @@ +{"FreqaiExampleStrategy":{"run_id":"508f04f53e3b629d04b7cc23f20ff499670e9ae4","backtest_start_time":1746632368,"timeframe":"3m","timeframe_detail":null,"backtest_start_ts":1743811200,"backtest_end_ts":1744675200}} \ No newline at end of file diff --git a/result/backtest-result-2025-05-07_15-22-00_FreqaiExampleStrategy.json b/result/backtest-result-2025-05-07_15-43-19_FreqaiExampleStrategy.json similarity index 100% rename from result/backtest-result-2025-05-07_15-22-00_FreqaiExampleStrategy.json rename to result/backtest-result-2025-05-07_15-43-19_FreqaiExampleStrategy.json diff --git a/result/backtest-result-2025-05-07_15-22-00_FreqaiExampleStrategy.py b/result/backtest-result-2025-05-07_15-43-19_FreqaiExampleStrategy.py similarity index 91% rename from result/backtest-result-2025-05-07_15-22-00_FreqaiExampleStrategy.py rename to result/backtest-result-2025-05-07_15-43-19_FreqaiExampleStrategy.py index 29d5d49e..4dc9932f 100644 --- a/result/backtest-result-2025-05-07_15-22-00_FreqaiExampleStrategy.py +++ b/result/backtest-result-2025-05-07_15-43-19_FreqaiExampleStrategy.py @@ -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) diff --git a/result/backtest-result-2025-05-07_15-22-00_config.json b/result/backtest-result-2025-05-07_15-43-19_config.json similarity index 100% rename from result/backtest-result-2025-05-07_15-22-00_config.json rename to result/backtest-result-2025-05-07_15-43-19_config.json diff --git a/result/output_filted.log b/result/output_filted.log index f633f10c..7867f568 100644 --- a/result/output_filted.log +++ b/result/output_filted.log @@ -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% │ └───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴───────────────┘