阈值并未动态
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@ -234,10 +234,10 @@ class FreqaiPrimer(IStrategy):
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self.buy_threshold = labels_mean - k_buy * labels_std
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self.sell_threshold = labels_mean + k_sell * labels_std
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self.buy_threshold = max(self.buy_threshold, -0.05)
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self.buy_threshold = min(self.buy_threshold, -0.005)
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self.sell_threshold = min(self.sell_threshold, 0.05)
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self.sell_threshold = max(self.sell_threshold, 0.005)
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# self.buy_threshold = max(self.buy_threshold, -0.05)
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# self.buy_threshold = min(self.buy_threshold, -0.005)
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# self.sell_threshold = min(self.sell_threshold, 0.05)
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# self.sell_threshold = max(self.sell_threshold, 0.005)
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logger.info(f"[{pair}] labels_mean:{labels_mean:.4f}, labels_std:{labels_std:.4f}")
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logger.info(f"[{pair}] k_buy:{k_buy:.2f}, k_sell:{k_sell:.2f}")
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