加入risk_rate freqai属性
This commit is contained in:
parent
a54d24679e
commit
81ae1e7381
@ -130,21 +130,51 @@ class FreqaiPrimer(IStrategy):
|
|||||||
}
|
}
|
||||||
|
|
||||||
freqai_info = {
|
freqai_info = {
|
||||||
"identifier": "freqai_primer_mixed_v6", # 更新标识符以强制重新训练
|
"identifier": "freqai_primer_mixed_v7", # 更新标识符以强制重新训练
|
||||||
"model": "LightGBMClassifierMultiTarget", # 多目标分类模型
|
|
||||||
"feature_parameters": {
|
"feature_parameters": {
|
||||||
"include_timeframes": ["3m", "15m", "1h"], # 3个时间框架
|
"include_timeframes": ["3m", "15m", "1h"],
|
||||||
"label_period_candles": 12,
|
"label_period_candles": 12,
|
||||||
"include_shifted_candles": 3, # 3个shift
|
"include_shifted_candles": 3,
|
||||||
"include_corr_pairlist": [],
|
"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": {
|
"data_split_parameters": {
|
||||||
"test_size": 0.2,
|
"test_size": 0.2,
|
||||||
"shuffle": False,
|
"shuffle": False,
|
||||||
},
|
},
|
||||||
"model_training_parameters": {
|
"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": "LightGBMClassifier",
|
||||||
"model_params": {
|
"model_params": {
|
||||||
"n_estimators": 200,
|
"n_estimators": 200,
|
||||||
@ -163,7 +193,6 @@ class FreqaiPrimer(IStrategy):
|
|||||||
},
|
},
|
||||||
"fit_live_predictions_candles": 100,
|
"fit_live_predictions_candles": 100,
|
||||||
"live_retrain_candles": 100,
|
"live_retrain_candles": 100,
|
||||||
"multitarget_parallel_training": True,
|
|
||||||
}
|
}
|
||||||
|
|
||||||
@staticmethod
|
@staticmethod
|
||||||
|
|||||||
Loading…
x
Reference in New Issue
Block a user