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加入risk_rate freqai属性

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zhangkun9038@dingtalk.com 2025-08-19 03:10:19 +08:00
parent a54d24679e
commit 81ae1e7381
1 changed files with 36 additions and 7 deletions
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43
freqtrade/templates/freqaiprimer.py
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@ -130,21 +130,51 @@ class FreqaiPrimer(IStrategy):
}
freqai_info = {
"identifier": "freqai_primer_mixed_v6", # 更新标识符以强制重新训练
"model": "LightGBMClassifierMultiTarget", # 多目标分类模型
"identifier": "freqai_primer_mixed_v7", # 更新标识符以强制重新训练
"feature_parameters": {
"include_timeframes": ["3m", "15m", "1h"], # 3个时间框架
"include_timeframes": ["3m", "15m", "1h"],
"label_period_candles": 12,
"include_shifted_candles": 3, # 3个shift
"include_shifted_candles": 3,
"include_corr_pairlist": [],
"indicator_periods_candles": [10, 20, 50], # 恢复3个周期以匹配864特征
"indicator_periods_candles": [10, 20, 50],
},
"data_split_parameters": {
"test_size": 0.2,
"shuffle": False,
},
"model_training_parameters": {
"LightGBMClassifierMultiTarget": {
"price_value_divergence": {
"model": "LightGBMRegressor",
"model_params": {
"n_estimators": 200,
"learning_rate": 0.08,
"num_leaves": 25,
"max_depth": 7,
"min_child_samples": 8,
"subsample": 0.85,
"colsample_bytree": 0.85,
"reg_alpha": 0.08,
"reg_lambda": 0.08,
"verbose": -1,
}
},
"optimal_first_length": {
"model": "LightGBMClassifier",
"model_params": {
"n_estimators": 200,
"learning_rate": 0.08,
"num_leaves": 25,
"max_depth": 7,
"min_child_samples": 8,
"subsample": 0.85,
"colsample_bytree": 0.85,
"reg_alpha": 0.08,
"reg_lambda": 0.08,
"class_weight": "balanced",
"verbose": -1,
}
},
"risk_rating": {
"model": "LightGBMClassifier",
"model_params": {
"n_estimators": 200,
@ -163,7 +193,6 @@ class FreqaiPrimer(IStrategy):
},
"fit_live_predictions_candles": 100,
"live_retrain_candles": 100,
"multitarget_parallel_training": True,
}
@staticmethod