Hyperopt参数更新 - 阶段:2 | VM:lisa | ResponseID:fmggbktL6Y4C | 2025-11-21 18:11:49

This commit is contained in:
zhangkun 2025-11-21 18:11:49 +08:00
parent 5a762351fd
commit 759c3743d4
2 changed files with 19 additions and 19 deletions

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@ -35,16 +35,16 @@
"92": 0
},
"sell": {
"exit_bb_upper_deviation": 1.19,
"exit_profit_tier1": 0.017,
"exit_profit_tier2": 0.292,
"exit_reduce_tier1": 0.9,
"exit_reduce_tier2": 0.18,
"exit_rsi_threshold": 54,
"exit_volume_multiplier": 3.2,
"max_reduce_adjustments": 1,
"reduce_coefficient": 0.648,
"reduce_profit_base": 0.07
"exit_bb_upper_deviation": 1.247,
"exit_profit_tier1": 0.021,
"exit_profit_tier2": 0.173,
"exit_reduce_tier1": 0.402,
"exit_reduce_tier2": 0.338,
"exit_rsi_threshold": 58,
"exit_volume_multiplier": 5.582,
"max_reduce_adjustments": 7,
"reduce_coefficient": 1.196,
"reduce_profit_base": 0.112
},
"stoploss": {
"stoploss": -0.261

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@ -105,16 +105,16 @@ class FreqaiPrimer(IStrategy):
# [/propertiesGrp]
# [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"]
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
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
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
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
exit_rsi_threshold = IntParameter(40, 85, default=58, optimize=True, load=True, space='sell') # 极致放宽40-85
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
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
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
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
reduce_profit_base = DecimalParameter(0.005, 0.30, default=0.05, space='sell', optimize=True) # 极致放宽0.005-0.30
reduce_coefficient = DecimalParameter(0.01, 1.5, default=0.289, space='sell', optimize=True) # 极致放宽0.01-1.5
max_reduce_adjustments = IntParameter(1, 12, default=3, space='sell', optimize=True) # 极致放宽1-12
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
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
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
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
reduce_profit_base = DecimalParameter(0.005, 0.30, default=0.112, space='sell', optimize=True) # 极致放宽0.005-0.30
reduce_coefficient = DecimalParameter(0.01, 1.5, default=1.196, space='sell', optimize=True) # 极致放宽0.01-1.5
max_reduce_adjustments = IntParameter(1, 12, default=7, space='sell', optimize=True) # 极致放宽1-12
# [/propertiesGrp]
# [propertiesGrp id="4" name="第六轮优化" epochs="80" space="roi stoploss" description="roi和stoploss优化" /]