新增hyperopt参数
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@ -615,13 +615,24 @@ class FreqaiPrimer(IStrategy):
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def buy_space(self):
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return [
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DecimalParameter(-0.1, -0.01, name="buy_threshold_min"),
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DecimalParameter(-0.02, -0.001, name="buy_threshold_max"),
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DecimalParameter(-0.05, -0.01, name="add_position_threshold", default=-0.02),
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IntParameter(1, 10, name="cooldown_period_minutes", default=5),
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IntParameter(1, 3, name="max_entry_position_adjustment", default=2),
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# Buy thresholds
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DecimalParameter(-0.1, -0.01, name="buy_threshold_min", default=-0.035, decimals=3),
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DecimalParameter(-0.02, -0.001, name="buy_threshold_max", default=-0.001, decimals=3),
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# Add position threshold
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DecimalParameter(-0.05, -0.01, name="add_position_threshold", default=-0.021, decimals=3),
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# Cooldown period (in minutes)
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IntParameter(1, 10, name="cooldown_period_minutes", default=9),
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# Maximum entry position adjustments
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IntParameter(1, 3, name="max_entry_position_adjustment", default=3),
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# Volume Z-score thresholds
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DecimalParameter(0.3, 0.6, name="volume_z_score_min", default=0.5, decimals=2),
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DecimalParameter(1.0, 1.8, name="volume_z_score_max", default=1.5, decimals=2),
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# RSI thresholds
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IntParameter(30, 40, name="rsi_min", default=35),
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IntParameter(50, 70, name="rsi_max", default=55)
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]
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