Hyperopt参数更新 - 阶段:2 | VM:lisa | ResponseID:fmggbktL6Y4C | 2025-11-21 18:11:49
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@ -35,16 +35,16 @@
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"92": 0
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},
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"sell": {
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"exit_bb_upper_deviation": 1.19,
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"exit_profit_tier1": 0.017,
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"exit_profit_tier2": 0.292,
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"exit_reduce_tier1": 0.9,
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"exit_reduce_tier2": 0.18,
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"exit_rsi_threshold": 54,
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"exit_volume_multiplier": 3.2,
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"max_reduce_adjustments": 1,
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"reduce_coefficient": 0.648,
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"reduce_profit_base": 0.07
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"exit_bb_upper_deviation": 1.247,
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"exit_profit_tier1": 0.021,
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"exit_profit_tier2": 0.173,
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"exit_reduce_tier1": 0.402,
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"exit_reduce_tier2": 0.338,
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"exit_rsi_threshold": 58,
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"exit_volume_multiplier": 5.582,
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"max_reduce_adjustments": 7,
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"reduce_coefficient": 1.196,
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"reduce_profit_base": 0.112
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},
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"stoploss": {
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"stoploss": -0.261
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@ -105,16 +105,16 @@ class FreqaiPrimer(IStrategy):
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# [/propertiesGrp]
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# [propertiesGrp id="3" name="第五轮优化" epochs="60" space="sell" description="出场条件与分级止盈,减仓与风险管理"]
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exit_bb_upper_deviation = DecimalParameter(0.80, 1.25, decimals=2, default=0.99, optimize=True, load=True, space='sell') # 极致放宽:0.80-1.25
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exit_volume_multiplier = DecimalParameter(0.8, 6.0, decimals=1, default=2.443, optimize=True, load=True, space='sell') # 极致放宽:0.8-6.0
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exit_bb_upper_deviation = DecimalParameter(0.80, 1.25, decimals=2, default=1.247, optimize=True, load=True, space='sell') # 极致放宽:0.80-1.25
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exit_volume_multiplier = DecimalParameter(0.8, 6.0, decimals=1, default=5.582, optimize=True, load=True, space='sell') # 极致放宽:0.8-6.0
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exit_rsi_threshold = IntParameter(40, 85, default=58, optimize=True, load=True, space='sell') # 极致放宽:40-85
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exit_profit_tier1 = DecimalParameter(0.005, 0.20, decimals=3, default=0.05, optimize=True, load=True, space='sell') # 极致放宽:0.005-0.20
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exit_reduce_tier1 = DecimalParameter(0.05, 0.9, decimals=2, default=0.5, optimize=True, load=True, space='sell') # 极致放宽:0.05-0.9
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exit_profit_tier2 = DecimalParameter(0.01, 0.35, decimals=3, default=0.10, optimize=True, load=True, space='sell') # 极致放宽:0.01-0.35
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exit_reduce_tier2 = DecimalParameter(0.03, 0.75, decimals=2, default=0.3, optimize=True, load=True, space='sell') # 极致放宽:0.03-0.75
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reduce_profit_base = DecimalParameter(0.005, 0.30, default=0.05, space='sell', optimize=True) # 极致放宽:0.005-0.30
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reduce_coefficient = DecimalParameter(0.01, 1.5, default=0.289, space='sell', optimize=True) # 极致放宽:0.01-1.5
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max_reduce_adjustments = IntParameter(1, 12, default=3, space='sell', optimize=True) # 极致放宽:1-12
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exit_profit_tier1 = DecimalParameter(0.005, 0.20, decimals=3, default=0.021, optimize=True, load=True, space='sell') # 极致放宽:0.005-0.20
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exit_reduce_tier1 = DecimalParameter(0.05, 0.9, decimals=2, default=0.402, optimize=True, load=True, space='sell') # 极致放宽:0.05-0.9
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exit_profit_tier2 = DecimalParameter(0.01, 0.35, decimals=3, default=0.173, optimize=True, load=True, space='sell') # 极致放宽:0.01-0.35
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exit_reduce_tier2 = DecimalParameter(0.03, 0.75, decimals=2, default=0.338, optimize=True, load=True, space='sell') # 极致放宽:0.03-0.75
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reduce_profit_base = DecimalParameter(0.005, 0.30, default=0.112, space='sell', optimize=True) # 极致放宽:0.005-0.30
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reduce_coefficient = DecimalParameter(0.01, 1.5, default=1.196, space='sell', optimize=True) # 极致放宽:0.01-1.5
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max_reduce_adjustments = IntParameter(1, 12, default=7, space='sell', optimize=True) # 极致放宽:1-12
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# [/propertiesGrp]
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# [propertiesGrp id="4" name="第六轮优化" epochs="80" space="roi stoploss" description="roi和stoploss优化" /]
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