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简化退出逻辑

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zhangkun9038@dingtalk.com 2025-09-07 12:57:54 +08:00
parent 0bfb35c841
commit 7dc5675568
1 changed files with 0 additions and 35 deletions
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freqtrade/templates/freqaiprimer.py
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@ -725,41 +725,6 @@ class FreqaiPrimer(IStrategy):
if holding_time >= self.exit_max_hold_hours.value:
logger.info(f"[{pair}] 持仓时间超过{self.exit_max_hold_hours.value}小时，立即强制平仓")
return 1.0 # 全部退出
# 在最小和最大持仓时间之间，寻找最佳退出时机
if 8 <= holding_time < self.exit_max_hold_hours.value:
# 检查是否满足最佳退出时机条件
# 1. 当前价格接近近期高点（过去24根K线）
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
recent_high = dataframe['high'].rolling(window=24).max().iloc[-1]
price_near_high = (current_rate >= recent_high * self.exit_recent_high_threshold.value) # 价格接近近期高点
# 2. RSI处于超买区域（基于小时级RSI）
if 'rsi_1h' in dataframe.columns:
rsi_overbought = dataframe['rsi_1h'].iloc[-1] > self.exit_rsi_threshold.value
else:
rsi_overbought = False
# 3. MACD出现死叉或下行趋势
macd_bearish = False
if 'macd_1h' in dataframe.columns and 'macd_signal_1h' in dataframe.columns:
macd_bearish = dataframe['macd_1h'].iloc[-1] < dataframe['macd_signal_1h'].iloc[-1]
# 4. 成交量明显放大，可能是见顶信号
volume_spike = False
if 'volume' in dataframe.columns and 'volume_ma' in dataframe.columns:
volume_spike = dataframe['volume'].iloc[-1] > dataframe['volume_ma'].iloc[-1] * self.exit_volume_spike_multiplier.value
# 如果满足2个或更多条件，认为是较好的退出时机
exit_conditions_count = sum([price_near_high, rsi_overbought, macd_bearish, volume_spike])
if exit_conditions_count >= 2:
logger.info(f"[{pair}] 持仓时间在8-{self.exit_max_hold_hours.value}小时区间，满足{exit_conditions_count}个最佳退出条件，执行平仓")
return 1.0 # 全部退出
# 如果有利润保护，也可以考虑在这段时间内逐步止盈
if current_profit > self.exit_profit_threshold.value: # 利润超过阈值
logger.info(f"[{pair}] 持仓时间在8-{self.exit_max_hold_hours.value}小时区间，利润{current_profit:.2%}超过阈值{self.exit_profit_threshold.value:.2%}，执行止盈")
return 1.0 # 全部退出
"""渐进式止盈逻辑"""
# 获取当前市场状态