phyer/myTestFreqAI
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reindex and merge

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Ubuntu 2025-08-31 18:38:21 +08:00
parent b1e9aef36f
commit 7a582f6b71
1 changed files with 7 additions and 2 deletions
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9
freqtrade/templates/freqaiprimer.py
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@ -174,14 +174,19 @@ class FreqaiPrimer(IStrategy):
df_1h['macd_1h'] = macd_1h['MACD_12_26_9']
df_1h['macd_signal_1h'] = macd_1h['MACDs_12_26_9']
df_1h['macd_hist_1h'] = macd_1h['MACDh_12_26_9']
# 新增 StochRSI 指标
stochrsi_1h = ta.stochrsi(df_1h['close'], length=14, rsi_length=14)
df_1h['stochrsi_k_1h'] = stochrsi_1h['STOCHRSIk_14_14_3_3']
df_1h['stochrsi_d_1h'] = stochrsi_1h['STOCHRSId_14_14_3_3']
# 将 1h 数据重新索引到主时间框架 (3m)
df_1h = df_1h.set_index('date').reindex(dataframe['date']).reset_index()
df_1h = df_1h.rename(columns={'index': 'date'})
df_1h = df_1h[['date', 'rsi_1h', 'trend_1h', 'ema_50_1h', 'ema_200_1h', 'bb_lower_1h', 'bb_upper_1h']].fillna(method='ffill')
df_1h = df_1h[['date', 'rsi_1h', 'trend_1h', 'ema_50_1h', 'ema_200_1h', 'bb_lower_1h', 'bb_upper_1h', 'stochrsi_k_1h', 'stochrsi_d_1h']].fillna(method='ffill')
# 合并 1h 数据
dataframe = dataframe.merge(df_1h, how='left', on='date')
dataframe = dataframe.merge(df_1h, how='left', on='date').fillna(method='ffill')
# K线形态：看涨吞没
dataframe['bullish_engulfing'] = (