尝试对已经优化好的结果进行二次优化
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zhangkun
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@ -15,7 +15,6 @@
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"max_open_trades": 5
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},
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"buy": {
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"stake_divisor": 2,
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"add_position_callback": 0.053,
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"bb_length": 13,
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"bb_lower_deviation": 1.04,
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@ -31,7 +30,8 @@
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"rsi_oversold": 47,
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"stochrsi_bull_threshold": 36,
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"stochrsi_neutral_threshold": 30,
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"volume_multiplier": 1.6
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"volume_multiplier": 1.6,
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"stake_divisor": 2.867
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},
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"sell": {
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"exit_bb_upper_deviation": 0.99,
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@ -44,5 +44,5 @@
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"protection": {}
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},
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"ft_stratparam_v": 1,
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"export_time": "2025-09-12 15:49:20.688983+00:00"
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}
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"export_time": "2025-09-30 11:24:57.117719+00:00"
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}
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@ -81,40 +81,40 @@ class FreqaiPrimer(IStrategy):
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can_short = False # 禁用做空
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# 自定义指标参数 - 使用Hyperopt可优化参数
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bb_length = IntParameter(10, 30, default=20, optimize=True, load=True, space='buy')
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bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=True, load=True, space='buy')
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rsi_length = IntParameter(7, 21, default=14, optimize=True, load=True, space='buy')
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rsi_oversold = IntParameter(30, 50, default=42, optimize=True, load=True, space='buy')
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bb_length = IntParameter(10, 30, default=20, optimize=False, load=True, space='buy')
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bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=False, load=True, space='buy')
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rsi_length = IntParameter(7, 21, default=14, optimize=False, load=True, space='buy')
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rsi_oversold = IntParameter(30, 50, default=42, optimize=False, load=True, space='buy')
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# 入场条件阈值参数
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bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.03, optimize=True, load=True, space='buy')
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rsi_bull_threshold = IntParameter(45, 55, default=50, optimize=True, load=True, space='buy')
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stochrsi_bull_threshold = IntParameter(30, 40, default=35, optimize=True, load=True, space='buy')
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stochrsi_neutral_threshold = IntParameter(20, 30, default=25, optimize=True, load=True, space='buy')
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volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.5, optimize=True, load=True, space='buy')
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bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.02, optimize=True, load=True, space='buy')
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min_condition_count = IntParameter(2, 4, default=3, optimize=True, load=True, space='buy')
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bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.03, optimize=False, load=True, space='buy')
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rsi_bull_threshold = IntParameter(45, 55, default=50, optimize=False, load=True, space='buy')
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stochrsi_bull_threshold = IntParameter(30, 40, default=35, optimize=False, load=True, space='buy')
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stochrsi_neutral_threshold = IntParameter(20, 30, default=25, optimize=False, load=True, space='buy')
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volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.5, optimize=False, load=True, space='buy')
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bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.02, optimize=False, load=True, space='buy')
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min_condition_count = IntParameter(2, 4, default=3, optimize=False, load=True, space='buy')
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# 剧烈拉升检测参数 - 使用Hyperopt可优化参数
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h1_max_candles = IntParameter(100, 300, default=200, optimize=True, load=True, space='buy')
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h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.11, optimize=True, load=True, space='buy')
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h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=True, load=True, space='buy')
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h1_max_candles = IntParameter(100, 300, default=200, optimize=False, load=True, space='buy')
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h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.11, optimize=False, load=True, space='buy')
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h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=False, load=True, space='buy')
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# 定义可优化参数
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max_entry_adjustments = IntParameter(2, 5, default=3, optimize=True, load=True, space='buy') # 最大加仓次数
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add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.047, optimize=True, load=True, space='buy') # 加仓回调百分比
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stake_divisor = IntParameter(2, 4, default=2, optimize=False, load=True, space='buy') # 加仓金额分母
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max_entry_adjustments = IntParameter(2, 5, default=3, optimize=False, load=True, space='buy') # 最大加仓次数
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add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.047, optimize=False, load=True, space='buy') # 加仓回调百分比
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stake_divisor = DecimalParameter(2, 4, decimals=3, default=2.00, optimize=True, load=True, space='buy') # 加仓金额分母
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# 线性ROI参数 - 用于线性函数: y = (a * (x + k)) + t
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roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.0001, optimize=True, load=True, space='sell') # 系数a
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roi_param_k = IntParameter(20, 150, default=50, optimize=True, load=True, space='sell') # 偏移量k
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roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.06, optimize=True, load=True, space='sell') # 常数项t
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roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.0001, optimize=False, load=True, space='sell') # 系数a
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roi_param_k = IntParameter(20, 150, default=50, optimize=False, load=True, space='sell') # 偏移量k
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roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.06, optimize=False, load=True, space='sell') # 常数项t
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# 出场条件阈值参数
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exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1.0, optimize=True, load=True, space='sell')
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exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=True, load=True, space='sell')
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exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1.0, optimize=False, load=True, space='sell')
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exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=False, load=True, space='sell')
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rsi_overbought = IntParameter(50, 70, default=58, optimize=True, load=True, space='sell')
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rsi_overbought = IntParameter(57, 59, default=58, optimize=True, load=True, space='sell')
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def informative_pairs(self):
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@ -165,8 +165,9 @@ docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \
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--enable-protections \
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--strategy-path /freqtrade/templates \
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--timerange ${START_DATE}-${END_DATE} \
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-e 500 \
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-j 4 \
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--random-state 42 \
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-e 1000 \
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-j 28 \
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--hyperopt-loss SharpeHyperOptLossDaily \
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--spaces buy sell \
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--fee 0.0016
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