条件平均相关性

freqtrade/templates/freqaiprimer.py

@@ -410,7 +410,18 @@ class FreqaiPrimer(IStrategy):
         logger.info(f"  - 成交量或布林带宽度: {(volume_spike | bb_width_condition).sum()} 次")
         logger.info(f"  - 趋势确认: {trend_confirmation.sum()} 次")
         logger.info(f"  - 最终条件: {final_condition.sum()} 次")
-        
+        # 在populate_entry_trend方法末尾添加
+        # 计算条件间的相关性
+        conditions = pd.DataFrame({
+            'close_to_bb': close_to_bb_lower_1h,
+            'rsi': rsi_condition_1h,
+            'stochrsi': stochrsi_condition_1h,
+            'macd': macd_condition_1h,
+            'vol_bb': (volume_spike | bb_width_condition),
+            'trend': trend_confirmation
+        })
+        correlation = conditions.corr().mean().mean()
+        logger.info(f"[{metadata['pair']}] 条件平均相关性: {correlation:.2f}") 
         # 日志记录
         if dataframe['enter_long'].sum() > 0:
             logger.info(f"[{metadata['pair']}] 发现入场信号数量: {dataframe['enter_long'].sum()}")