阈值并未动态

This commit is contained in:
zhangkun9038@dingtalk.com 2025-06-02 16:42:58 +00:00
parent 2f91b20e5d
commit 612a9b04c0

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