From 5c36aabec43e30a8f67a76e41f3f6ae016284272 Mon Sep 17 00:00:00 2001 From: "zhangkun9038@dingtalk.com" Date: Sun, 29 Jun 2025 02:22:20 +0000 Subject: [PATCH] =?UTF-8?q?=E5=85=A5=E5=9C=BA=E6=9D=A1=E4=BB=B6=E6=94=B9?= =?UTF-8?q?=E6=88=90=E5=8A=A8=E6=80=81=E8=8C=83=E5=9B=B4=E5=86=85=E5=85=B7?= =?UTF-8?q?=E4=BD=93=E5=80=BC=E7=94=B1get=5Fmarket=5Ftrend=E6=9D=A5?= =?UTF-8?q?=E7=A1=AE=E5=AE=9A?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- freqtrade/templates/freqaiprimer.json | 26 +++++++++--------- freqtrade/templates/freqaiprimer.py | 38 ++++++++++++++++++++------- 2 files changed, 42 insertions(+), 22 deletions(-) diff --git a/freqtrade/templates/freqaiprimer.json b/freqtrade/templates/freqaiprimer.json index a1a35d8c..2f68c16b 100644 --- a/freqtrade/templates/freqaiprimer.json +++ b/freqtrade/templates/freqaiprimer.json @@ -9,27 +9,27 @@ "max_open_trades": 5 }, "buy": { - "ADD_POSITION_THRESHOLD": -0.011, + "ADD_POSITION_THRESHOLD": -0.036, "BUY_THRESHOLD_MAX": -0.016, - "BUY_THRESHOLD_MIN": -0.027, - "COOLDOWN_PERIOD_MINUTES": 8, - "MAX_ENTRY_POSITION_ADJUSTMENT": 2 + "BUY_THRESHOLD_MIN": -0.043, + "COOLDOWN_PERIOD_MINUTES": 9, + "MAX_ENTRY_POSITION_ADJUSTMENT": 3 }, "sell": { - "EXIT_POSITION_RATIO": 0.587, - "SELL_THRESHOLD_MAX": 0.067, - "SELL_THRESHOLD_MIN": 0.012, - "TRAILING_STOP_DISTANCE": 0.014, - "TRAILING_STOP_START": 0.01 + "EXIT_POSITION_RATIO": 0.483, + "SELL_THRESHOLD_MAX": 0.058, + "SELL_THRESHOLD_MIN": 0.017, + "TRAILING_STOP_DISTANCE": 0.011, + "TRAILING_STOP_START": 0.012 }, "protection": {}, "trailing": { "trailing_stop": true, - "trailing_stop_positive": 0.213, - "trailing_stop_positive_offset": 0.307, - "trailing_only_offset_is_reached": false + "trailing_stop_positive": 0.08, + "trailing_stop_positive_offset": 0.092, + "trailing_only_offset_is_reached": true } }, "ft_stratparam_v": 1, - "export_time": "2025-06-27 18:37:00.554316+00:00" + "export_time": "2025-06-28 05:04:00.521861+00:00" } \ No newline at end of file diff --git a/freqtrade/templates/freqaiprimer.py b/freqtrade/templates/freqaiprimer.py index 9665574d..6c2b7d6a 100644 --- a/freqtrade/templates/freqaiprimer.py +++ b/freqtrade/templates/freqaiprimer.py @@ -270,32 +270,52 @@ class FreqaiPrimer(IStrategy): ] def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: + """ + 生成买入信号，优化条件以增加交易机会 + """ pair = metadata.get('pair', 'Unknown') conditions = [] + # 获取市场趋势得分 + trend_score = self.get_market_trend(dataframe=dataframe, metadata=metadata) + + # 动态调整 cond2 和 cond3 的阈值 + # volume_z_score 阈值范围：0.5 (强牛市, trend_score=100) 到 2.0 (强熊市, trend_score=0) + volume_z_score_min = 0.5 + volume_z_score_max = 2.0 + volume_z_score_threshold = self.linear_map(trend_score, 0, 100, volume_z_score_max, volume_z_score_min) + + # rsi 阈值范围：40 (强牛市, trend_score=100) 到 60 (强熊市, trend_score=0) + rsi_min = 40 + rsi_max = 60 + rsi_threshold = self.linear_map(trend_score, 0, 100, rsi_max, rsi_min) + if "&-price_value_divergence" in dataframe.columns: cond1 = (dataframe["&-price_value_divergence"] < self.buy_threshold) - cond2 = (dataframe["volume_z_score"] > 1.5) - cond3 = (dataframe["rsi"] < 45) + cond2 = (dataframe["volume_z_score"] > volume_z_score_threshold) + cond3 = (dataframe["rsi"] < rsi_threshold) cond4 = (dataframe["close"] <= dataframe["bb_lowerband"]) buy_condition = cond1 & cond2 & cond3 & cond4 conditions.append(buy_condition) + divergence_value = dataframe['&-price_value_divergence'].iloc[-1] if not dataframe['&-price_value_divergence'].isna().all() else np.nan + volume_z_score_value = dataframe['volume_z_score'].iloc[-1] if not dataframe['volume_z_score'].isna().all() else np.nan + rsi_value = dataframe['rsi'].iloc[-1] if not dataframe['rsi'].isna().all() else np.nan logger.debug(f"[{pair}] 买入条件检查 - " - f"&-price_value_divergence < {self.buy_threshold:.6f}: {cond1.iloc[-1]}, " - f"volume_z_score > 1.5: {cond2.iloc[-1]}, " - f"rsi < 40: {cond3.iloc[-1]}, " - f"close <= bb_lowerband: {cond4.iloc[-1]}") + f"&-price_value_divergence={divergence_value:.6f} < {self.buy_threshold:.6f}: {cond1.iloc[-1]}, " + f"volume_z_score={volume_z_score_value:.2f} > {volume_z_score_threshold:.2f}: {cond2.iloc[-1]}, " + f"rsi={rsi_value:.2f} < {rsi_threshold:.2f}: {cond3.iloc[-1]}, " + f"close={dataframe['close'].iloc[-1]:.6f} <= bb_lowerband={dataframe['bb_lowerband'].iloc[-1]:.6f}: {cond4.iloc[-1]}") else: - logger.warning(f"[{pair}] ⚠️ &-price_value_divergence 列缺失，跳过该条件") + logger.warning(f"[{pair}] ⚠️ &-price_value_divergence 列缺失，跳过买入信号生成") if len(conditions) > 0: combined_condition = reduce(lambda x, y: x & y, conditions) if combined_condition.any(): dataframe.loc[combined_condition, 'enter_long'] = 1 - logger.debug(f"[{pair}] 入场信号触发，条件满足") + logger.info(f"[{pair}] 买入信号触发，条件满足，趋势得分：{trend_score:.2f}") else: - logger.debug(f"[{pair}] 买入条件均不满足，未触发入场信号") + logger.debug(f"[{pair}] 买入条件未满足，无买入信号") else: logger.debug(f"[{pair}] 无有效买入条件")