with v3

2025-04-29 12:08:45 +08:00 · 2025-04-29 12:08:45 +08:00 · 80394be9d4
commit 80394be9d4
parent e27cde2e19
1 changed files with 5 additions and 0 deletions
--- a/freqtrade/templates/FreqaiExampleStrategy.py
+++ b/freqtrade/templates/FreqaiExampleStrategy.py
@ -164,6 +164,11 @@ class FreqaiExampleStrategy(IStrategy):
            # 处理异常值
            dataframe["target"] = dataframe["target"].clip(-0.1, 0.1)

+            # 创建 up_or_down 列
+            dataframe["up_or_down"] = np.where(
+                dataframe["close"].shift(-label_period) > dataframe["close"], 1, 0
+            )
+
            # 数据清理：处理 NaN 和 Inf 值
            dataframe["up_or_down"] = dataframe["up_or_down"].replace([np.inf, -np.inf], np.nan)
            dataframe["up_or_down"] = dataframe["up_or_down"].ffill().fillna(0)