staticgrid update
This commit is contained in:
zhangkun9038@dingtalk.com
parent
e7268a84ea
commit
5e1f966b6d
@ -1,35 +1,21 @@
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{
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"strategy": "StaticGrid",
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"$schema": "https://schema.freqtrade.io/schema.json",
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"trading_mode": "spot",
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"margin_mode": "isolated",
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"max_open_trades": 100,
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"strategy": "EthTrueStaticGrid",
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"max_open_trades": 150,
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"stake_currency": "USDT",
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"stake_amount": "unlimited",
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"tradable_balance_ratio": 1,
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"process_only_new_candles": false,
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"dry_run": true,
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"timeframe": "4h",
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"dry_run_wallet": 3500,
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"cancel_open_orders_on_exit": true,
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"max_entry_position_adjustment": -1,
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"stake_amount": 40,
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"tradable_balance_ratio": 0.99,
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"dry_run": false,
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"timeframe": "1h",
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"position_adjustment_enable": true,
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"amount_reserve_percent": 0.05,
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"max_entry_position_adjustment": -1,
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"unfilledtimeout": {
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"entry": 5,
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"exit": 15
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},
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"startup_candle_count": 1,
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"exchange": {
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"name": "okx",
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"pair_whitelist": ["ETH/USDT"],
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"ccxt_config": {
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"enableRateLimit": true,
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"rateLimit": 500
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}
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},
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"entry_pricing": {
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"price_side": "same",
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"price_side": "other",
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"use_order_book": true,
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"order_book_top": 1
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},
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@ -38,13 +24,13 @@
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"use_order_book": true,
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"order_book_top": 1
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},
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"exchange": {
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"name": "okx",
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"pair_whitelist": ["ETH/USDT"],
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"ccxt_config": {"enableRateLimit": true}
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},
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"pairlists": [{"method": "StaticPairList"}],
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"bot_name": "StaticGrid-ETH",
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"initial_state": "running",
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"force_entry_enable": false,
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"internals": {
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"process_throttle_secs": 5,
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"heartbeat_interval": 20,
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"loglevel": "INFO"
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}
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}
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"bot_name": "ETH-1500to4500-Grid"
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}
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@ -1,85 +1,47 @@
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# user_data/strategies/EthTrueStaticGrid.py ← 复制整个文件
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from freqtrade.strategy import IStrategy
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from pandas import DataFrame
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import numpy as np
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class StaticGrid(IStrategy):
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"""
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纯静态网格策略 - ETH/USDT
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价格范围：1500 ~ 4800
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网格间距：50点
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网格数量：66个
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"""
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INTERFACE_VERSION = 3
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timeframe = '4h'
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timeframe = '1h' # 1h 或 4h 都行，建议 1h 更灵敏
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can_short = False
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# 基础配置
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minimal_roi = {"0": 100}
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stoploss = -0.99
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startup_candle_count = 1
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use_exit_signal = True
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exit_profit_only = False
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ignore_roi_if_entry_signal = True
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# 加仓配置
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position_adjustment_enable = True
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max_entry_position_adjustment = -1 # 无限加仓
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# ========== 静态网格参数 ==========
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GRID_LOW = 1500 # 网格下限
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GRID_HIGH = 4800 # 网格上限
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GRID_STEP = 50 # 网格间距
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GRID_COUNT = 66 # 网格数量
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# 计算网格点
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GRID_LEVELS = np.linspace(GRID_LOW, GRID_HIGH, GRID_COUNT)
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max_entry_position_adjustment = -1
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# ================== 永续静态网格参数 ==================
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LOWER = 1500.0
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UPPER = 4500.0
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GRID_STEP = 50.0 # 每格 50 USDT
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GRID_COUNT = int((UPPER - LOWER) / GRID_STEP) # = 60 格
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STAKE_PER_ORDER = 40 # 每张单 40 USDT（60格 × 40 × 2 ≈ 4800 USDT 吃满）
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def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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# 静态网格不需要复杂的指标，仅需要价格
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return dataframe
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def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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"""
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入场逻辑：
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- 只要价格低于或等于任何网格点，就在该网格点买入
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- 简单机械化：price <= grid_level * 1.002 就买入
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"""
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dataframe['enter_long'] = False
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# 检查价格是否接近任何网格点
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for grid_level in self.GRID_LEVELS[:-1]: # 不包括最高点
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# 价格接近该网格点就买入（给 0.2% 容差以处理浮点数）
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dataframe.loc[
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(dataframe['close'] <= grid_level * 1.002) &
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(dataframe['volume'] > 0),
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'enter_long'
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] = True
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return dataframe
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def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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"""
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出场逻辑：
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- 价格上升超过 GRID_STEP（50点），就卖出获利
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- 相对于入场点上升 50 点
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- 在 2650 价位，50 点 ≈ 1.89%，保险起见用 1.5%
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"""
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dataframe['exit_long'] = False
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# 只要价格反弹 1.5% 以上，就卖出
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# 这样平均每层网格获利接近 50 点
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dataframe['exit_long'] = (
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dataframe['close'] >= dataframe['close'].shift(1) * 1.015
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)
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return dataframe
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def custom_stake_amount(self, pair: str, current_time, current_rate,
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proposed_stake, min_stake, max_stake,
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entry_tag, **kwargs) -> float:
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"""
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每笔投入金额：固定 50 USDT
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目标：总投入 = 50 * 66 = 3300 USDT
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"""
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return 50.0
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def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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price = dataframe['close'].iloc[-1]
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# 从 1500 到 4450 每 50 USDT 一个价位，只要价格跌到或跌破这个价，就买入
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for level in range(self.GRID_COUNT):
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buy_price = self.LOWER + level * self.GRID_STEP
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if price <= buy_price:
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dataframe.loc[dataframe['low'] <= buy_price, 'enter_long'] = True
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return dataframe
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def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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price = dataframe['close'].iloc[-1]
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# 从 1550 到 4500 每 50 USDT 一个价位，只要价格涨到或超过这个价，就卖出
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for level in range(1, self.GRID_COUNT + 1):
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sell_price = self.LOWER + level * self.GRID_STEP
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if price >= sell_price:
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dataframe.loc[dataframe['high'] >= sell_price, 'exit_long'] = True
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return dataframe
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def custom_stake_amount(self, **kwargs) -> float:
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return self.STAKE_PER_ORDER
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