跟特征数量没关系

freqtrade/templates/FreqaiExampleHybridStrategy.py

@@ -52,7 +52,9 @@ class FreqaiExampleHybridStrategy(IStrategy):
             "random_state": 1
         },
         "model_training_parameters": {
-            "n_estimators": 800
+            "n_estimators": 200,
+            "max_depth": 5,
+            "learning_rate": 0.05
         }
     },
 
@@ -199,10 +201,10 @@ class FreqaiExampleHybridStrategy(IStrategy):
         dataframe["%-hour_of_day"] = dataframe["date"].dt.hour
         return dataframe
     def set_freqai_targets(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame:
+        """
+        Redefined target variable to predict whether the price will increase or decrease in the future.
+        """
         logger.info(f"Setting FreqAI targets for pair: {metadata['pair']}")
-        logger.info(f"DataFrame shape: {dataframe.shape}")
-        logger.info(f"Available columns: {list(dataframe.columns)}")
-        logger.info(f"First few rows:\n{dataframe[['date', 'close']].head().to_string()}")
         
         if "close" not in dataframe.columns:
             logger.error("Required 'close' column missing in dataframe")
@@ -213,24 +215,16 @@ class FreqaiExampleHybridStrategy(IStrategy):
             raise ValueError("Insufficient data for target calculation")
         
         try:
-            # 生成数值型标签：1 表示上涨，0 表示下跌
+            # Define target variable: 1 for price increase, 0 for price decrease
             dataframe["&-up_or_down"] = np.where(
-                dataframe["close"].shift(-50) > dataframe["close"],
-                1.0,  # 数值型标签
-                0.0
+                dataframe["close"].shift(-50) > dataframe["close"], 1, 0
             )
-            # Reshape the target variable to be a 2D array
+            # Ensure target variable is a 2D array
             dataframe["&-up_or_down"] = dataframe["&-up_or_down"].values.reshape(-1, 1)
         except Exception as e:
             logger.error(f"Failed to create &-up_or_down column: {str(e)}")
             raise
         
-        logger.info(f"Target column head:\n{dataframe[['&-up_or_down']].head().to_string()}")
-        
-        if "&-up_or_down" not in dataframe.columns:
-            logger.error("FreqAI failed to generate the &-up_or_down column")
-            raise KeyError("FreqAI failed to generate the &-up_or_down column")
-        
         logger.info("FreqAI targets set successfully")
         return dataframe