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绿色通道入场机制

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zhangkun9038@dingtalk.com 2025-08-18 01:03:09 +08:00
parent b81b2ce2e1
commit 8478f4e531
1 changed files with 2 additions and 12 deletions
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14
freqtrade/templates/freqaiprimer.py
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@ -616,18 +616,6 @@ class FreqaiPrimer(IStrategy):
buy_condition = cond1 & cond2 & cond3 & cond4 & cond5 & cond6 & cond7
logger.info(f"[{pair}] 🚀 牛市正常通道：持仓{open_trades}>2个，75USDT入场，必须满足全部7个条件")
else:
# 熊市/震荡：严格标准，75USDT入场，必须满足全部7个条件
cond1 = (dataframe["&-price_value_divergence"] < self.buy_threshold * 0.7) # 严格到0.7倍
cond2 = (dataframe["volume_z_score"] > volume_z_score_threshold * 1.3) # 提高成交量要求
cond3 = (dataframe["rsi"] < rsi_threshold * 0.8) # 严格RSI要求
cond4 = (dataframe["close"] <= dataframe["bb_lowerband"] * 0.95) # 必须跌破下轨
cond5 = (dataframe["stochrsi_k"] < stochrsi_threshold * 0.8) # 严格STOCHRSI要求
cond6 = ~bearish_signal_aligned # 保持熊市过滤
cond7 = ~stochrsi_overbought_aligned # 保持超买过滤
buy_condition = cond1 & cond2 & cond3 & cond4 & cond5 & cond6 & cond7
logger.info(f"[{pair}] 📉 熊市/震荡通道：75USDT入场，必须满足全部7个条件")
elif trend_status == "bearish":
# 下跌趋势：严格入场条件，只抄底
cond1 = (dataframe["&-price_value_divergence"] < self.buy_threshold * 0.7) # 严格到0.7倍
@ -637,6 +625,7 @@ class FreqaiPrimer(IStrategy):
cond5 = (dataframe["stochrsi_k"] < stochrsi_threshold * 0.8) # 严格STOCHRSI要求
cond6 = ~bearish_signal_aligned # 保持熊市过滤
cond7 = ~stochrsi_overbought_aligned # 保持超买过滤
buy_condition = cond1 & cond2 & cond3 & cond4 & cond5 & cond6 & cond7
logger.info(f"[{pair}] 📉 下跌趋势策略：严格入场条件")
else: # ranging
@ -648,6 +637,7 @@ class FreqaiPrimer(IStrategy):
cond5 = (dataframe["stochrsi_k"] < stochrsi_threshold)
cond6 = ~bearish_signal_aligned
cond7 = ~stochrsi_overbought_aligned
buy_condition = cond1 & cond2 & cond3 & cond4 & cond5 & cond6 & cond7
logger.info(f"[{pair}] ⚖️ 震荡趋势策略：标准入场条件")
# 绿色通道和趋势状态的条件已经设置好buy_condition