./cover_params.sh 把hyperopt优化后的参数覆盖到策略文件中
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zhangkun9038@dingtalk.com
parent
fed42d9d39
commit
6ce623824c
@ -81,39 +81,39 @@ class FreqaiPrimer(IStrategy):
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timeframe = "3m" # 主时间框架为 3 分钟
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can_short = False # 禁用做空
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# 这两个就不优化了, 参数太多了
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h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=False, load=True, space='buy')
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h1_max_consecutive_candles = IntParameter(1, 4, default=3, optimize=False, 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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# 第一步 buy 空间优化参数 7个:
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# --- 趋势与信号生成 ---
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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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bb_length = IntParameter(10, 30, default=14, optimize=True, load=True, space='buy')
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bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=3, optimize=True, load=True, space='buy')
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rsi_length = IntParameter(7, 21, default=16, optimize=True, load=True, space='buy')
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# 入场条件阈值
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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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bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.05, 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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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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volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.6, optimize=True, load=True, space='buy')
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bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.012, optimize=True, 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_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.11, optimize=True, load=True, space='buy')
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h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.065, optimize=True, load=True, space='buy')
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# 第二步 buy 空间优化参数 7个:
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# --- 资金管理与加仓 ---
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add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.053, optimize=False, load=True, space='buy')
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stake_divisor = DecimalParameter(2, 4, decimals=3, default=2.867, optimize=False, load=True, space='buy')
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step_coefficient = DecimalParameter(0.5, 1.5, decimals=2, default=0.92, optimize=False, load=True, space='buy')
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max_entry_adjustments = IntParameter(2, 5, default=3, optimize=False, load=True, space='buy') # 可暂时关闭
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add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.028, optimize=False, load=True, space='buy')
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stake_divisor = DecimalParameter(2, 4, decimals=3, default=2.793, optimize=False, load=True, space='buy')
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step_coefficient = DecimalParameter(0.5, 1.5, decimals=2, default=1.45, optimize=False, load=True, space='buy')
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max_entry_adjustments = IntParameter(2, 5, default=2, optimize=False, load=True, space='buy') # 可暂时关闭
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# 市场状态相关（辅助决策）
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min_condition_count = IntParameter(2, 4, default=3, optimize=False, load=True, space='buy')
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stochrsi_neutral_threshold = IntParameter(20, 30, default=20, optimize=False, load=True, space='buy') # 固定为20
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stochrsi_bull_threshold = IntParameter(30, 40, default=35, optimize=False, load=True, space='buy')
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rsi_bull_threshold = IntParameter(45, 55, default=50, optimize=False, load=True, space='buy') # 固定为50
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min_condition_count = IntParameter(2, 4, default=2, optimize=False, load=True, space='buy')
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stochrsi_neutral_threshold = IntParameter(20, 30, default=29, optimize=False, load=True, space='buy') # 固定为20
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stochrsi_bull_threshold = IntParameter(30, 40, default=36, optimize=False, load=True, space='buy')
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rsi_bull_threshold = IntParameter(45, 55, default=54, optimize=False, load=True, space='buy') # 固定为50
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# 第三步, 优化sell空间
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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=0.99, optimize=True, load=True, space='sell')
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exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=1.7, 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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# -------------------------- 简化后的减仓Hyperopt参数（仅3个，对齐加仓） --------------------------
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reduce_profit_base = DecimalParameter(0.05, 0.12, default=0.075, space='sell', optimize=True) # 减仓基础盈利阈值（触发门槛，默认7.5%）
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359
tools/cover_params.sh
Executable file
359
tools/cover_params.sh
Executable file
@ -0,0 +1,359 @@
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#!/bin/bash
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# 通用工具脚本 v1.0.0
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# 功能：提供参数处理、配置管理、分级日志等通用功能
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# 全局变量
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SCRIPT_NAME="$(basename "$0")"
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SCRIPT_VERSION="v1.0.0"
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CONFIG_LOADED=false
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# 默认配置
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DEFAULT_CONFIG_FILE="/Users/zhangkun/myTestFreqAI/freqtrade/templates/freqaiprimer.json"
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DEFAULT_LOG_LEVEL="info"
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# 配置变量（可通过参数或.env文件覆盖）
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CONFIG_FILE="${CONFIG_FILE:-$DEFAULT_CONFIG_FILE}"
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LOG_LEVEL="${LOG_LEVEL:-$DEFAULT_LOG_LEVEL}"
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VERBOSE=false
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DRY_RUN=false
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# 获取当前日期时间
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get_timestamp() {
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date "+%Y-%m-%d %H:%M:%S"
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}
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# 获取日志级别对应的数值
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# 0: debug, 1: info, 2: warn, 3: error
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log_level_to_num() {
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case "$1" in
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debug) echo 0 ;;
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info) echo 1 ;;
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warn) echo 2 ;;
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error) echo 3 ;;
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*) echo 1 ;;
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esac
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}
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# 获取日志级别对应的颜色
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log_level_to_color() {
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case "$1" in
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debug) echo "\033[0;36m" ;;
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info) echo "\033[0;32m" ;;
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warn) echo "\033[0;33m" ;;
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error) echo "\033[0;31m" ;;
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*) echo "\033[0m" ;;
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esac
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}
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# 日志函数
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log() {
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local level=$1
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local message=$2
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local current_level_num=$(log_level_to_num "$LOG_LEVEL")
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local message_level_num=$(log_level_to_num "$level")
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# 只输出大于等于当前日志级别的消息
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if [ "$message_level_num" -ge "$current_level_num" ]; then
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local color=$(log_level_to_color "$level")
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local reset="\033[0m"
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local timestamp=$(get_timestamp)
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echo -e "$color[$timestamp] [$level] $message$reset"
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fi
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}
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# 显示错误消息并退出
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error_exit() {
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log "error" "$1"
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exit 1
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}
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# 加载环境变量
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load_env() {
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if [ -f ".env" ]; then
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log "info" "加载环境变量文件: .env"
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# 安全加载环境变量
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set -a
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source .env
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set +a
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# 检查是否有.env中设置的CONFIG_FILE
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if [ ! -z "$CONFIG_FILE" ] && [ "$CONFIG_FILE" != "$DEFAULT_CONFIG_FILE" ]; then
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# 如果是相对路径，则将其转换为绝对路径（相对于脚本所在目录）
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if [[ ! "$CONFIG_FILE" = /* ]]; then
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# 检查是否需要添加../freqtrade/templates/前缀
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if [ ! -f "$CONFIG_FILE" ] && [ "$CONFIG_FILE" = "freqaiprimer.json" ]; then
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CONFIG_FILE="/Users/zhangkun/myTestFreqAI/freqtrade/templates/freqaiprimer.json"
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log "debug" "自动修正配置文件路径为: $CONFIG_FILE"
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fi
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fi
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fi
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# 确保配置变量使用默认值（如果环境变量未设置）
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LOG_LEVEL="${LOG_LEVEL:-$DEFAULT_LOG_LEVEL}"
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return 0
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else
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log "warn" "环境变量文件 .env 不存在"
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return 1
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fi
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}
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# 函数: 获取配置文件的绝对路径
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get_absolute_path() {
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local path=$1
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# 如果是相对路径，则转换为绝对路径
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if [[ ! "$path" = /* ]]; then
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# 获取脚本所在目录的绝对路径
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local script_dir="$(cd "$(dirname "${BASH_SOURCE[0]}")" && pwd)"
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echo "$script_dir/$path"
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else
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echo "$path"
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fi
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}
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# 函数: 加载配置文件
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load_config() {
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local config_file=$1
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# 直接使用传入的路径（已经是绝对路径）
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if [ ! -f "$config_file" ]; then
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log "warn" "配置文件 $config_file 不存在，将使用默认配置"
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return 1
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fi
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log "info" "加载配置文件: $config_file"
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# 检查是否有 jq 工具可用
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if command -v jq &> /dev/null; then
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# 使用 jq 解析 JSON 配置文件
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CONFIG_LOADED=true
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log "debug" "使用 jq 解析配置文件"
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# 这里可以根据需要添加具体的配置解析逻辑
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else
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log "warn" "未找到 jq 工具，无法解析 JSON 配置文件"
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fi
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}
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# 显示帮助信息
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show_help() {
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cat << EOF
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$SCRIPT_NAME $SCRIPT_VERSION
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用法: $SCRIPT_NAME [选项]
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选项:
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-h, --help 显示此帮助信息
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-v, --version 显示脚本版本
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-c, --config <文件路径> 指定配置文件路径（默认: $DEFAULT_CONFIG_FILE）
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-l, --log-level <级别> 设置日志级别 (debug, info, warn, error)，默认: info
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--verbose 启用详细输出模式
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--dry-run 试运行模式，不执行实际操作
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--custom-param <值> 自定义参数
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示例:
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$SCRIPT_NAME --help
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$SCRIPT_NAME --config custom.json --log-level debug
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$SCRIPT_NAME --dry-run --verbose
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EOF
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}
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# 解析命令行参数
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parse_args() {
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while [[ $# -gt 0 ]]; do
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case $1 in
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-h|--help)
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show_help
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exit 0
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;;
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-v|--version)
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echo "$SCRIPT_NAME $SCRIPT_VERSION"
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exit 0
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;;
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-c|--config)
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CONFIG_FILE="$2"
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shift 2
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;;
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-l|--log-level)
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LOG_LEVEL="$2"
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shift 2
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;;
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--verbose)
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VERBOSE=true
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shift
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;;
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--dry-run)
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DRY_RUN=true
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shift
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;;
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--custom-param)
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CUSTOM_PARAM="$2"
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shift 2
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;;
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*)
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error_exit "未知参数: $1"
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;;
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esac
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done
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}
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# 函数：将JSON配置覆盖到Python文件中的hyperopt参数
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override_hyperopt_params() {
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local json_file=$1
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local py_file=$2
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local dry_run=$3
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log "info" "开始从 $json_file 覆盖参数到 $py_file"
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# 检查jq工具是否可用
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if ! command -v jq &> /dev/null; then
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log "error" "未找到 jq 工具，无法解析 JSON 配置文件"
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return 1
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fi
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# 检查Python文件是否存在
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if [ ! -f "$py_file" ]; then
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log "error" "Python 文件 $py_file 不存在"
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return 1
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fi
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# 获取脚本所在目录
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local script_dir="$(cd "$(dirname "${BASH_SOURCE[0]}")" && pwd)"
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# 确保路径正确
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if [[ ! "$json_file" = /* ]]; then
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json_file="$script_dir/$json_file"
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fi
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if [[ ! "$py_file" = /* ]]; then
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py_file="$script_dir/$py_file"
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fi
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log "debug" "使用JSON文件: $json_file"
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log "debug" "目标Python文件: $py_file"
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# 创建临时文件用于记录修改
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local changes_log=$(mktemp)
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# 解析所有一级参数类别（buy, sell, stoploss等）
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local param_categories=$(jq -r '.params | keys[]' "$json_file")
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for category in $param_categories; do
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log "debug" "处理参数类别: $category"
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# 获取该类别下的所有参数
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local params=$(jq -r ".params.$category | keys[]" "$json_file")
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for param in $params; do
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# 获取参数值
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local value=$(jq -r ".params.$category.$param" "$json_file")
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# 特殊处理字符串值，添加引号
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if [[ "$value" =~ ^[a-zA-Z]+$ ]] && [[ ! "$value" == "true" ]] && [[ ! "$value" == "false" ]]; then
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value="\"$value\""
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fi
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log "debug" " 处理参数: $param = $value"
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# 构建sed命令来替换Python文件中的默认值
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if [ "$dry_run" = true ]; then
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# 试运行模式：显示将要进行的修改
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log "info" "[DRY RUN] 将替换参数 $param 的默认值为 $value"
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# 检查该参数是否存在于文件中
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if grep -q "$param.*default=" "$py_file"; then
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echo "$param: $value" >> "$changes_log"
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else
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log "warn" " 参数 $param 在 $py_file 中未找到"
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fi
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else
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# 实际运行模式：执行替换
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if grep -q "$param.*default=" "$py_file"; then
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# 使用sed替换默认值，保留其他属性（完全兼容macOS）
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# 创建临时文件保存替换结果
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local temp_file=$(mktemp)
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sed "s/\($param.*default=\)[^,}]*/\\1$value/" "$py_file" > "$temp_file"
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# 将临时文件内容复制回原文件
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mv "$temp_file" "$py_file"
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log "info" " 已更新参数 $param 的默认值为 $value"
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echo "$param: $value" >> "$changes_log"
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else
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log "warn" " 参数 $param 在 $py_file 中未找到"
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fi
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fi
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done
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done
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# 显示修改摘要
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local change_count=$(wc -l < "$changes_log")
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log "info" "参数更新完成，共修改 $change_count 个参数"
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if [ "$VERBOSE" = true ] && [ -s "$changes_log" ]; then
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log "info" "修改的参数列表:"
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cat "$changes_log" | while read line; do
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log "info" " $line"
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done
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fi
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# 清理临时文件
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rm -f "$changes_log"
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return 0
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}
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# 核心任务执行函数
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execute_core_task() {
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log "info" "开始执行核心任务"
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# 默认的JSON和Python文件路径
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local default_json_file="../freqtrade/templates/freqaiprimer.json"
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local default_py_file="../freqtrade/templates/freqaiprimer.py"
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# 如果通过--custom-param指定了特殊操作，处理它
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if [ "$CUSTOM_PARAM" = "update_params" ]; then
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log "info" "执行参数更新操作"
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override_hyperopt_params "$default_json_file" "$default_py_file" "$DRY_RUN"
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else
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# 常规模式：从配置文件读取参数
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if [ "$DRY_RUN" = true ]; then
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log "info" "[DRY RUN] 模拟执行核心任务"
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# 试运行时也执行参数更新的试运行
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override_hyperopt_params "$default_json_file" "$default_py_file" "true"
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else
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log "info" "执行参数更新任务"
|
||||
override_hyperopt_params "$default_json_file" "$default_py_file" "false"
|
||||
fi
|
||||
fi
|
||||
|
||||
# 显示当前配置信息（如果启用了详细模式）
|
||||
if [ "$VERBOSE" = true ]; then
|
||||
log "debug" "当前配置信息:"
|
||||
log "debug" " 配置文件: $CONFIG_FILE"
|
||||
log "debug" " 日志级别: $LOG_LEVEL"
|
||||
log "debug" " 详细模式: $VERBOSE"
|
||||
log "debug" " 试运行模式: $DRY_RUN"
|
||||
if [ -n "$CUSTOM_PARAM" ]; then
|
||||
log "debug" " 自定义参数: $CUSTOM_PARAM"
|
||||
fi
|
||||
fi
|
||||
|
||||
log "info" "核心任务执行完成"
|
||||
}
|
||||
|
||||
# 主函数
|
||||
main() {
|
||||
# 加载环境变量
|
||||
load_env
|
||||
|
||||
# 解析命令行参数（命令行参数优先级高于环境变量）
|
||||
parse_args "$@"
|
||||
|
||||
# 加载配置文件
|
||||
load_config "$CONFIG_FILE"
|
||||
|
||||
# 执行核心任务
|
||||
execute_core_task
|
||||
|
||||
log "info" "脚本执行完成"
|
||||
}
|
||||
|
||||
# 入口点
|
||||
main "$@"
|
||||
Loading…
x
Reference in New Issue
Block a user