增加特征

config_examples/config_freqai.okx.json

@@ -68,8 +68,8 @@
         "purge_old_models": 2,
         "train_period_days": 15,
         "identifier": "test62",
-        "train_period_days": 30,
-        "backtest_period_days": 10,
+        "train_period_days": 90,
+        "backtest_period_days": 30,
         "live_retrain_hours": 0,
         "feature_selection": {
           "method": "recursive_elimination"

freqtrade/templates/FreqaiExampleStrategy.py

@@ -30,12 +30,12 @@ class FreqaiExampleStrategy(IStrategy):
 
     # FreqAI 配置
     freqai_info = {
-        "model": "XGBoostRegressor",  # 改用XGBoost
+        "model": "CatboostClassifier",  # 与config保持一致
         "feature_parameters": {
-            "include_timeframes": ["5m", "15m", "1h"],
-            "include_corr_pairlist": [],
-            "label_period_candles": 12,
-            "include_shifted_candles": 3,
+            "include_timeframes": ["3m", "15m", "1h"],  # 与config一致
+            "include_corr_pairlist": ["BTC/USDT", "SOL/USDT"],  # 添加相关交易对
+            "label_period_candles": 20,  # 与config一致
+            "include_shifted_candles": 2,  # 与config一致
         },
         "data_split_parameters": {
             "test_size": 0.2,
@@ -308,8 +308,9 @@ class FreqaiExampleStrategy(IStrategy):
         # 改进买入信号条件
         enter_long_conditions = [
             (df["rsi"] < df["buy_rsi_pred"]),  # RSI 低于买入阈值
-            (df["volume"] > df["volume"].rolling(window=10).mean()),  # 成交量高于近期均值
-            (df["close"] > df["bb_middleband"])  # 价格高于布林带中轨
+            (df["volume"] > df["volume"].rolling(window=10).mean() * 1.2),  # 成交量高于近期均值20%
+            (df["close"] > df["bb_middleband"]),  # 价格高于布林带中轨
+            (df["do_predict"] == 1)  # 确保模型预测为买入
         ]
         if enter_long_conditions:
             df.loc[