From 744c814f94ce50babbaf484de7a9b154293e88ca Mon Sep 17 00:00:00 2001 From: "zhangkun9038@dingtalk.com" Date: Fri, 9 Jan 2026 23:03:19 +0800 Subject: [PATCH] =?UTF-8?q?=E9=97=B4=E9=9A=94=E6=97=B6=E9=97=B4=E6=94=B9?= =?UTF-8?q?=E4=B8=BA=E6=A0=B9=E6=8D=AE=E5=B8=82=E5=9C=BA=E7=8A=B6=E6=80=81?= =?UTF-8?q?=E5=8A=A8=E6=80=81=E8=B0=83=E6=95=B4?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- freqtrade/templates/freqaiprimer.py | 38 ++++++++++++++++++++++++++--- 1 file changed, 34 insertions(+), 4 deletions(-) diff --git a/freqtrade/templates/freqaiprimer.py b/freqtrade/templates/freqaiprimer.py index f368c157..a35f1579 100644 --- a/freqtrade/templates/freqaiprimer.py +++ b/freqtrade/templates/freqaiprimer.py @@ -821,6 +821,9 @@ class FreqaiPrimer(IStrategy): f"时间: {current_time.strftime('%H:%M')}" ) + # 更新最后入场时间，用于入场间隔控制 + self._last_entry_time[trade.pair] = current_time + except Exception as e: self.logger.debug(f"order_filled 日志失败 [{trade.pair}]: {e}") @@ -904,7 +907,21 @@ class FreqaiPrimer(IStrategy): default_threshold = 0.50 return thresholds_map.get(market_state, {}).get(threshold_type, default_threshold) - + + def get_entry_interval_by_market_state(self, market_state: str) -> int: + """ + 根据市场状态返回入场间隔时间（分钟）： + 强牛市20分钟，强熊市150分钟，其他状态按比例插值 + """ + interval_map = { + 'strong_bull': 20, # 强牛市间隔20分钟 + 'weak_bull': 55, # 弱牛市间隔55分钟 (20 + (150-20) * 1/4) + 'neutral': 85, # 中性市场间隔85分钟 (20 + (150-20) * 1/2) + 'weak_bear': 115, # 弱熊市间隔115分钟 (20 + (150-20) * 3/4) + 'strong_bear': 150 # 强熊市间隔150分钟 + } + return interval_map.get(market_state, 85) # 默认为中性市场间隔时间 + def confirm_trade_entry( self, pair: str, @@ -927,12 +944,25 @@ class FreqaiPrimer(IStrategy): # 仅对多头交易进行检查 if side == 'long': - # 检查1：入场间隔控制（使用hyperopt参数） + # 检查1：入场间隔控制（根据市场状态动态调整） if pair in self._last_entry_time: + # 获取当前市场状态 + market_state = 'neutral' # 默认值 + try: + df, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) + if len(df) > 0: + last_row = df.iloc[-1] + market_state = str(last_row.get('market_state', 'neutral')) + except Exception as e: + self.strategy_log(f"[{pair}] 获取市场状态失败: {e}") + + # 根据市场状态计算动态间隔时间 + dynamic_interval = self.get_entry_interval_by_market_state(market_state) + last_entry = self._last_entry_time[pair] time_diff = (current_time - last_entry).total_seconds() * 0.0166666667 # 转换为分钟（使用乘法避免除法） - if time_diff < self.entry_interval_minutes.value: - self.strategy_log(f"[{pair}] 入场间隔不足: 距离上次入场 {time_diff:.1f}分钟 < {self.entry_interval_minutes.value}分钟，取消本次入场") + if time_diff < dynamic_interval: + self.strategy_log(f"[{pair}] 入场间隔不足: 距离上次入场 {time_diff:.1f}分钟 < {dynamic_interval}分钟（市场: {market_state}），取消本次入场") allow_trade = False # 检查2：检查是否处于剧烈拉升的不稳固区域