log
This commit is contained in:
zhangkun9038@dingtalk.com
parent
3a721996a0
commit
8912ebbb69
@ -1,386 +1,214 @@
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Creating freqtrade_freqtrade_run ...
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Creating freqtrade_freqtrade_run ... done
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2025-04-29 03:45:39,092 - freqtrade - INFO - freqtrade 2025.3
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2025-04-29 03:45:39,303 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
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2025-04-29 03:45:40,699 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
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2025-04-29 03:45:40,700 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/templates/FreqaiExampleStrategy.json ...
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2025-04-29 03:45:40,702 - freqtrade.loggers - INFO - Enabling colorized output.
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2025-04-29 03:45:40,702 - root - INFO - Logfile configured
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2025-04-29 03:45:40,702 - freqtrade.loggers - INFO - Verbosity set to 0
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2025-04-29 03:45:40,703 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
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2025-04-29 03:45:40,703 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
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2025-04-29 03:45:40,703 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250420 ...
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2025-04-29 03:45:40,741 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
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2025-04-29 03:45:40,741 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
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2025-04-29 03:45:40,742 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
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2025-04-29 03:45:40,742 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250420
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2025-04-29 03:45:40,742 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
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2025-04-29 03:45:40,743 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
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2025-04-29 03:45:40,750 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
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2025-04-29 03:45:40,750 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2025-04-29 03:45:40,751 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-04-29 03:45:40,753 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
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2025-04-29 03:45:40,753 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2025-04-29 03:45:40,754 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.69
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2025-04-29 03:45:40,754 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
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2025-04-29 03:45:40,759 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
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2025-04-29 03:45:40,764 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
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2025-04-29 03:45:43,319 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
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2025-04-29 03:45:43,339 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
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2025-04-29 03:45:43,340 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
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2025-04-29 03:45:43,341 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
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2025-04-29 03:45:43,341 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
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2025-04-29 03:45:43,341 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2025-04-29 03:45:43,341 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
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2025-04-29 03:45:43,342 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
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2025-04-29 03:45:43,342 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
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2025-04-29 04:09:00,419 - freqtrade - INFO - freqtrade 2025.3
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2025-04-29 04:09:00,631 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
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2025-04-29 04:09:02,046 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
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2025-04-29 04:09:02,046 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/templates/FreqaiExampleStrategy.json ...
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2025-04-29 04:09:02,048 - freqtrade.loggers - INFO - Enabling colorized output.
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2025-04-29 04:09:02,048 - root - INFO - Logfile configured
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2025-04-29 04:09:02,049 - freqtrade.loggers - INFO - Verbosity set to 0
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2025-04-29 04:09:02,049 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
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2025-04-29 04:09:02,050 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
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2025-04-29 04:09:02,050 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250420 ...
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2025-04-29 04:09:02,088 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
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2025-04-29 04:09:02,088 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
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2025-04-29 04:09:02,089 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
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2025-04-29 04:09:02,089 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250420
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2025-04-29 04:09:02,089 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
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2025-04-29 04:09:02,090 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
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2025-04-29 04:09:02,097 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
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2025-04-29 04:09:02,097 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2025-04-29 04:09:02,098 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-04-29 04:09:02,100 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
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2025-04-29 04:09:02,100 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2025-04-29 04:09:02,101 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.69
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2025-04-29 04:09:02,101 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
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2025-04-29 04:09:02,106 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
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2025-04-29 04:09:02,111 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
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2025-04-29 04:09:02,889 - freqtrade.exchange.common - WARNING - _load_async_markets() returned exception: "Error in reload_markets due to ExchangeNotAvailable. Message: okx GET
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https://www.okx.com/api/v5/public/instruments?instType=FUTURES". Retrying still for 3 times.
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2025-04-29 04:09:07,166 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
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2025-04-29 04:09:07,185 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
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2025-04-29 04:09:07,186 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
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2025-04-29 04:09:07,186 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
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2025-04-29 04:09:07,187 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
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2025-04-29 04:09:07,187 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2025-04-29 04:09:07,187 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
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2025-04-29 04:09:07,188 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
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2025-04-29 04:09:07,188 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
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'minutes'}.
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2025-04-29 03:45:43,342 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
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2025-04-29 03:45:43,343 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
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2025-04-29 03:45:43,343 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
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2025-04-29 03:45:43,343 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
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2025-04-29 03:45:43,343 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
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2025-04-29 03:45:43,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
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2025-04-29 03:45:43,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
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2025-04-29 03:45:43,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
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2025-04-29 03:45:43,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
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2025-04-29 03:45:43,345 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
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2025-04-29 03:45:43,345 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
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2025-04-29 04:09:07,189 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
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2025-04-29 04:09:07,189 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
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2025-04-29 04:09:07,189 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
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2025-04-29 04:09:07,190 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
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2025-04-29 04:09:07,190 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
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2025-04-29 04:09:07,190 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
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2025-04-29 04:09:07,191 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
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2025-04-29 04:09:07,191 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
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2025-04-29 04:09:07,191 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
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2025-04-29 04:09:07,191 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
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2025-04-29 04:09:07,192 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
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'stoploss_on_exchange_interval': 60}
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2025-04-29 03:45:43,345 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
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2025-04-29 03:45:43,345 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
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2025-04-29 03:45:43,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
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2025-04-29 03:45:43,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
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2025-04-29 03:45:43,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
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2025-04-29 03:45:43,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
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2025-04-29 03:45:43,347 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
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2025-04-29 03:45:43,347 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
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2025-04-29 03:45:43,347 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
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2025-04-29 03:45:43,347 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
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2025-04-29 03:45:43,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
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2025-04-29 03:45:43,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
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2025-04-29 03:45:43,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
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2025-04-29 03:45:43,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
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2025-04-29 03:45:43,349 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-04-29 03:45:43,352 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
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2025-04-29 03:45:43,358 - freqtrade.optimize.backtesting - INFO - Using fee 0.1500% - worst case fee from exchange (lowest tier).
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2025-04-29 03:45:43,359 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
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2025-04-29 03:45:43,359 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 14450 ...
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2025-04-29 03:45:43,492 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-03-01 21:30:00 up to 2025-04-20 00:00:00 (49 days).
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2025-04-29 03:45:43,492 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
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2025-04-29 03:45:43,493 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
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2025-04-29 03:45:45,083 - matplotlib.font_manager - INFO - generated new fontManager
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2025-04-29 03:45:45,284 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
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2025-04-29 03:45:45,285 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
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2025-04-29 03:45:45,285 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
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2025-04-29 03:45:45,285 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['BTC/USDT', 'SOL/USDT']
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2025-04-29 03:45:45,286 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
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2025-04-29 03:45:45,286 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
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2025-04-29 03:45:45,287 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
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2025-04-29 03:45:45,289 - FreqaiExampleStrategy - INFO - 处理交易对：BTC/USDT
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2025-04-29 03:45:45,291 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
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2025-04-29 03:45:45,292 - freqtrade.freqai.freqai_interface - INFO - Training BTC/USDT, 1/2 pairs from 2025-03-02 00:00:00 to 2025-04-01 00:00:00, 1/2 trains
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2025-04-29 03:45:45,292 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
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2025-04-29 04:09:07,192 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
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2025-04-29 04:09:07,192 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
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2025-04-29 04:09:07,192 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
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2025-04-29 04:09:07,193 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
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2025-04-29 04:09:07,193 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
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2025-04-29 04:09:07,193 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
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2025-04-29 04:09:07,194 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
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2025-04-29 04:09:07,194 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
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2025-04-29 04:09:07,194 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
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2025-04-29 04:09:07,194 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
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2025-04-29 04:09:07,195 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
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2025-04-29 04:09:07,195 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
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2025-04-29 04:09:07,195 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
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2025-04-29 04:09:07,195 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
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2025-04-29 04:09:07,196 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-04-29 04:09:07,199 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
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2025-04-29 04:09:07,205 - freqtrade.optimize.backtesting - INFO - Using fee 0.1500% - worst case fee from exchange (lowest tier).
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2025-04-29 04:09:07,205 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
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2025-04-29 04:09:07,206 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 14450 ...
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2025-04-29 04:09:07,333 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-03-01 21:30:00 up to 2025-04-20 00:00:00 (49 days).
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2025-04-29 04:09:07,334 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
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2025-04-29 04:09:07,335 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
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2025-04-29 04:09:08,893 - matplotlib.font_manager - INFO - generated new fontManager
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2025-04-29 04:09:09,092 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
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2025-04-29 04:09:09,092 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
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2025-04-29 04:09:09,093 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
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2025-04-29 04:09:09,093 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['BTC/USDT', 'SOL/USDT']
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2025-04-29 04:09:09,094 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
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2025-04-29 04:09:09,094 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
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2025-04-29 04:09:09,095 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
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2025-04-29 04:09:09,097 - FreqaiExampleStrategy - INFO - 处理交易对：BTC/USDT
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2025-04-29 04:09:09,099 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-04-29 04:09:09,100 - freqtrade.freqai.freqai_interface - INFO - Training BTC/USDT, 1/2 pairs from 2025-03-02 00:00:00 to 2025-04-01 00:00:00, 1/2 trains
|
||||
2025-04-29 04:09:09,100 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1743465600_prediction.feather
|
||||
2025-04-29 03:45:45,328 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-04-29 03:45:45,328 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-04-29 03:45:45,397 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-04-29 03:45:45,397 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-04-29 03:45:45,452 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-04-29 03:45:45,453 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
|
||||
2025-04-29 03:45:45,543 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-04-29 03:45:45,544 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-04-29 03:45:45,618 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-04-29 03:45:45,618 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-04-29 03:45:45,667 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-04-29 03:45:45,673 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
|
||||
2025-04-29 03:45:45,675 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-04-29 04:09:09,135 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-04-29 04:09:09,136 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-04-29 04:09:09,205 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-04-29 04:09:09,205 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-04-29 04:09:09,260 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-04-29 04:09:09,260 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
|
||||
2025-04-29 04:09:09,349 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-04-29 04:09:09,350 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-04-29 04:09:09,420 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-04-29 04:09:09,421 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-04-29 04:09:09,469 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-04-29 04:09:09,475 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
|
||||
2025-04-29 04:09:09,477 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.007116 50.010488
|
||||
1 0.005291 50.010488
|
||||
2 0.004416 50.010488
|
||||
3 0.002082 50.010488
|
||||
4 0.001904 50.010488
|
||||
2025-04-29 03:45:45,680 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-04-29 03:45:45,685 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-04-29 03:45:45,687 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
0 1 50.010488
|
||||
1 1 50.010488
|
||||
2 1 50.010488
|
||||
3 1 50.010488
|
||||
4 1 50.010488
|
||||
2025-04-29 04:09:09,481 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-04-29 04:09:09,487 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-04-29 04:09:09,488 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.007116 49.846666
|
||||
1 0.005291 49.846666
|
||||
2 0.004416 49.846666
|
||||
3 0.002082 49.846666
|
||||
4 0.001904 49.846666
|
||||
2025-04-29 03:45:45,694 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600
|
||||
2025-04-29 03:45:45,695 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
|
||||
2025-04-29 03:45:45,717 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-04-29 03:45:45,717 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
|
||||
2025-04-29 03:45:45,736 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
|
||||
2025-04-29 03:45:45,737 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning: [03:45:45] WARNING: /workspace/src/learner.cc:740:
|
||||
0 1 49.846666
|
||||
1 1 49.846666
|
||||
2 1 49.846666
|
||||
3 1 49.846666
|
||||
4 1 49.846666
|
||||
2025-04-29 04:09:09,495 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600
|
||||
2025-04-29 04:09:09,496 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
|
||||
2025-04-29 04:09:09,518 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-04-29 04:09:09,518 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
|
||||
2025-04-29 04:09:09,536 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
|
||||
2025-04-29 04:09:09,537 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning: [04:09:09] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
warnings.warn(smsg, UserWarning)
|
||||
[99] validation_0-rmse:0.13679 validation_1-rmse:0.11901
|
||||
2025-04-29 03:45:46,495 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (0.80 secs) --------------------
|
||||
[99] validation_0-rmse:0.10879 validation_1-rmse:0.08763
|
||||
2025-04-29 04:09:09,927 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (0.43 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[03:45:46] WARNING: /workspace/src/learner.cc:740:
|
||||
[04:09:09] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-04-29 03:45:47,102 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600--buy_rsi.html
|
||||
2025-04-29 03:45:47,102 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-04-29 03:45:47,122 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-04-29 03:45:47,128 - freqtrade.freqai.freqai_interface - INFO - Training BTC/USDT, 1/2 pairs from 2025-03-12 00:00:00 to 2025-04-11 00:00:00, 2/2 trains
|
||||
2025-04-29 03:45:47,129 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
2025-04-29 04:09:10,148 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600--buy_rsi.html
|
||||
2025-04-29 04:09:10,149 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-04-29 04:09:10,172 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-04-29 04:09:10,179 - freqtrade.freqai.freqai_interface - INFO - Training BTC/USDT, 1/2 pairs from 2025-03-12 00:00:00 to 2025-04-11 00:00:00, 2/2 trains
|
||||
2025-04-29 04:09:10,179 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1744329600_prediction.feather
|
||||
2025-04-29 03:45:47,134 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-04-29 03:45:47,139 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-04-29 03:45:47,141 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-04-29 04:09:10,183 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-04-29 04:09:10,188 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-04-29 04:09:10,190 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.007116 49.846666
|
||||
1 0.005291 49.846666
|
||||
2 0.004416 49.846666
|
||||
3 0.002082 49.846666
|
||||
4 0.001904 49.846666
|
||||
2025-04-29 03:45:47,146 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-04-29 03:45:47,152 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
|
||||
2025-04-29 03:45:47,153 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
0 1 49.846666
|
||||
1 1 49.846666
|
||||
2 1 49.846666
|
||||
3 1 49.846666
|
||||
4 1 49.846666
|
||||
2025-04-29 04:09:10,194 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-04-29 04:09:10,200 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
|
||||
2025-04-29 04:09:10,201 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.007116 50.074781
|
||||
1 0.005291 50.074781
|
||||
2 0.004416 50.074781
|
||||
3 0.002082 50.074781
|
||||
4 0.001904 50.074781
|
||||
2025-04-29 03:45:47,158 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600
|
||||
2025-04-29 03:45:47,159 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
|
||||
2025-04-29 03:45:47,178 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-04-29 03:45:47,179 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
|
||||
2025-04-29 03:45:47,194 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
|
||||
2025-04-29 03:45:47,194 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
0 1 50.074781
|
||||
1 1 50.074781
|
||||
2 1 50.074781
|
||||
3 1 50.074781
|
||||
4 1 50.074781
|
||||
2025-04-29 04:09:10,206 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600
|
||||
2025-04-29 04:09:10,206 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
|
||||
2025-04-29 04:09:10,224 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-04-29 04:09:10,225 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
|
||||
2025-04-29 04:09:10,240 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
|
||||
2025-04-29 04:09:10,241 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[03:45:47] WARNING: /workspace/src/learner.cc:740:
|
||||
[04:09:10] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.13376 validation_1-rmse:0.11638
|
||||
2025-04-29 03:45:47,973 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (0.81 secs) --------------------
|
||||
2025-04-29 03:45:48,008 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600--buy_rsi.html
|
||||
2025-04-29 03:45:48,008 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-04-29 03:45:48,026 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-04-29 03:45:48,060 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=39.26145316407591, sell_rsi=59.26145316407591, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-04-29 03:45:48,066 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||||
up_or_down
|
||||
1 11845
|
||||
0 11726
|
||||
2025-04-29 03:45:48,068 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||||
do_predict
|
||||
0.0 14451
|
||||
1.0 9120
|
||||
2025-04-29 03:45:48,069 - FreqaiExampleStrategy - INFO - 处理交易对：SOL/USDT
|
||||
2025-04-29 03:45:48,070 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-04-29 03:45:48,072 - freqtrade.freqai.freqai_interface - INFO - Training SOL/USDT, 2/2 pairs from 2025-03-02 00:00:00 to 2025-04-01 00:00:00, 1/2 trains
|
||||
2025-04-29 03:45:48,072 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1743465600_prediction.feather
|
||||
2025-04-29 03:45:48,096 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-04-29 03:45:48,096 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-04-29 03:45:48,160 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-04-29 03:45:48,161 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-04-29 03:45:48,209 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-04-29 03:45:48,210 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
|
||||
2025-04-29 03:45:48,459 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-04-29 03:45:48,465 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
|
||||
2025-04-29 03:45:48,467 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.016595 49.72136
|
||||
1 0.012811 49.72136
|
||||
2 0.010135 49.72136
|
||||
3 0.008514 49.72136
|
||||
4 0.006242 49.72136
|
||||
2025-04-29 03:45:48,474 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-04-29 03:45:48,479 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-04-29 03:45:48,481 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.016595 49.562407
|
||||
1 0.012811 49.562407
|
||||
2 0.010135 49.562407
|
||||
3 0.008514 49.562407
|
||||
4 0.006242 49.562407
|
||||
2025-04-29 03:45:48,488 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600
|
||||
2025-04-29 03:45:48,489 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||||
2025-04-29 03:45:48,519 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-04-29 03:45:48,520 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
|
||||
2025-04-29 03:45:48,543 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||||
2025-04-29 03:45:48,543 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
[99] validation_0-rmse:0.10835 validation_1-rmse:0.08627
|
||||
2025-04-29 04:09:10,652 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (0.45 secs) --------------------
|
||||
2025-04-29 04:09:10,696 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600--buy_rsi.html
|
||||
2025-04-29 04:09:10,697 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-04-29 04:09:10,716 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-04-29 04:09:10,751 - freqtrade - ERROR - Fatal exception!
|
||||
Traceback (most recent call last):
|
||||
File "/home/ftuser/.local/lib/python3.12/site-packages/pandas/core/indexes/base.py", line 3805, in get_loc
|
||||
return self._engine.get_loc(casted_key)
|
||||
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
|
||||
File "index.pyx", line 167, in pandas._libs.index.IndexEngine.get_loc
|
||||
File "index.pyx", line 196, in pandas._libs.index.IndexEngine.get_loc
|
||||
File "pandas/_libs/hashtable_class_helper.pxi", line 7081, in pandas._libs.hashtable.PyObjectHashTable.get_item
|
||||
File "pandas/_libs/hashtable_class_helper.pxi", line 7089, in pandas._libs.hashtable.PyObjectHashTable.get_item
|
||||
KeyError: 'buy_rsi_pred'
|
||||
|
||||
[03:45:48] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
The above exception was the direct cause of the following exception:
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.11848 validation_1-rmse:0.10165
|
||||
2025-04-29 03:45:49,727 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (1.24 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[03:45:49] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-04-29 03:45:49,759 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600--buy_rsi.html
|
||||
2025-04-29 03:45:49,760 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-04-29 03:45:49,786 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-04-29 03:45:49,792 - freqtrade.freqai.freqai_interface - INFO - Training SOL/USDT, 2/2 pairs from 2025-03-12 00:00:00 to 2025-04-11 00:00:00, 2/2 trains
|
||||
2025-04-29 03:45:49,792 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1744329600_prediction.feather
|
||||
2025-04-29 03:45:49,796 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-04-29 03:45:49,801 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-04-29 03:45:49,803 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.016595 49.562407
|
||||
1 0.012811 49.562407
|
||||
2 0.010135 49.562407
|
||||
3 0.008514 49.562407
|
||||
4 0.006242 49.562407
|
||||
2025-04-29 03:45:49,809 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-04-29 03:45:49,815 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
|
||||
2025-04-29 03:45:49,816 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.016595 49.934347
|
||||
1 0.012811 49.934347
|
||||
2 0.010135 49.934347
|
||||
3 0.008514 49.934347
|
||||
4 0.006242 49.934347
|
||||
2025-04-29 03:45:49,821 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600
|
||||
2025-04-29 03:45:49,821 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||||
2025-04-29 03:45:49,844 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-04-29 03:45:49,845 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
|
||||
2025-04-29 03:45:49,867 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||||
2025-04-29 03:45:49,868 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[03:45:49] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.12679 validation_1-rmse:0.11178
|
||||
2025-04-29 03:45:51,157 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (1.34 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[03:45:51] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-04-29 03:45:51,189 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600--buy_rsi.html
|
||||
2025-04-29 03:45:51,189 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-04-29 03:45:51,213 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-04-29 03:45:51,252 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=50.0, sell_rsi=70.0, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-04-29 03:45:51,259 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||||
up_or_down
|
||||
0 11865
|
||||
1 11706
|
||||
2025-04-29 03:45:51,261 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||||
do_predict
|
||||
0.0 14451
|
||||
1.0 9120
|
||||
2025-04-29 03:45:51,264 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-20 00:00:00 (19 days).
|
||||
2025-04-29 03:45:51,266 - FreqaiExampleStrategy - ERROR - MACD 或 MACD 信号列缺失，无法生成买入信号。尝试重新计算 MACD 列。
|
||||
2025-04-29 03:45:51,267 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-04-29 03:45:51,285 - FreqaiExampleStrategy - ERROR - MACD 或 MACD 信号列缺失，无法生成买入信号。尝试重新计算 MACD 列。
|
||||
2025-04-29 03:45:51,286 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-04-29 03:45:51,859 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-04-29_03-45-51.meta.json"
|
||||
Result for strategy FreqaiExampleStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ BTC/USDT │ 17 │ 0.03 │ 0.801 │ 0.08 │ 11:49:00 │ 2 15 0 100 │
|
||||
│ SOL/USDT │ 13 │ -0.93 │ -18.095 │ -1.81 │ 8:54:00 │ 5 7 1 38.5 │
|
||||
│ TOTAL │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
LEFT OPEN TRADES REPORT
|
||||
┏━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ TOTAL │ 0 │ 0.0 │ 0.000 │ 0.0 │ 0:00 │ 0 0 0 0 │
|
||||
└───────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
ENTER TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ long │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │
|
||||
│ TOTAL │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │
|
||||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ roi │ 29 │ 0.12 │ 5.235 │ 0.52 │ 9:21:00 │ 7 22 0 100 │
|
||||
│ trailing_stop_loss │ 1 │ -15.0 │ -22.529 │ -2.25 │ 1 day, 21:45:00 │ 0 0 1 0 │
|
||||
│ TOTAL │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │
|
||||
└────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ ('long', 'roi') │ │ 29 │ 0.12 │ 5.235 │ 0.52 │ 9:21:00 │ 7 22 0 100 │
|
||||
│ ('long', 'trailing_stop_loss') │ │ 1 │ -15.0 │ -22.529 │ -2.25 │ 1 day, 21:45:00 │ 0 0 1 0 │
|
||||
│ TOTAL │ │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │
|
||||
└────────────────────────────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Metric ┃ Value ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Backtesting from │ 2025-04-01 00:00:00 │
|
||||
│ Backtesting to │ 2025-04-20 00:00:00 │
|
||||
│ Trading Mode │ Spot │
|
||||
│ Max open trades │ 2 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 30 / 1.58 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 982.706 USDT │
|
||||
│ Absolute profit │ -17.294 USDT │
|
||||
│ Total profit % │ -1.73% │
|
||||
│ CAGR % │ -28.48% │
|
||||
│ Sortino │ -100.00 │
|
||||
│ Sharpe │ -4.24 │
|
||||
│ Calmar │ -77.19 │
|
||||
│ SQN │ -0.76 │
|
||||
│ Profit factor │ 0.23 │
|
||||
│ Expectancy (Ratio) │ -0.58 (-0.76) │
|
||||
│ Avg. daily profit % │ -0.09% │
|
||||
│ Avg. stake amount │ 150 USDT │
|
||||
│ Total trade volume │ 9009.677 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ BTC/USDT 0.08% │
|
||||
│ Worst Pair │ SOL/USDT -1.81% │
|
||||
│ Best trade │ SOL/USDT 1.41% │
|
||||
│ Worst trade │ SOL/USDT -15.00% │
|
||||
│ Best day │ 2.151 USDT │
|
||||
│ Worst day │ -22.529 USDT │
|
||||
│ Days win/draw/lose │ 4 / 14 / 1 │
|
||||
│ Avg. Duration Winners │ 0:51:00 │
|
||||
│ Avg. Duration Loser │ 1 day, 21:45:00 │
|
||||
│ Max Consecutive Wins / Loss │ 3 / 11 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 977.471 USDT │
|
||||
│ Max balance │ 1000 USDT │
|
||||
│ Max % of account underwater │ 2.25% │
|
||||
│ Absolute Drawdown (Account) │ 2.25% │
|
||||
│ Absolute Drawdown │ 22.529 USDT │
|
||||
│ Drawdown high │ 0 USDT │
|
||||
│ Drawdown low │ -22.529 USDT │
|
||||
│ Drawdown Start │ 2025-04-01 14:54:00 │
|
||||
│ Drawdown End │ 2025-04-06 23:15:00 │
|
||||
│ Market change │ -0.80% │
|
||||
└─────────────────────────────┴─────────────────────┘
|
||||
|
||||
Backtested 2025-04-01 00:00:00 -> 2025-04-20 00:00:00 | Max open trades : 2
|
||||
STRATEGY SUMMARY
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ FreqaiExampleStrategy │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │ 22.529 USDT 2.25% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴────────────────────┘
|
||||
Traceback (most recent call last):
|
||||
File "/freqtrade/freqtrade/main.py", line 47, in main
|
||||
return_code = args["func"](args)
|
||||
^^^^^^^^^^^^^^^^^^
|
||||
File "/freqtrade/freqtrade/commands/optimize_commands.py", line 61, in start_backtesting
|
||||
backtesting.start()
|
||||
File "/freqtrade/freqtrade/optimize/backtesting.py", line 1773, in start
|
||||
min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
|
||||
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
|
||||
File "/freqtrade/freqtrade/optimize/backtesting.py", line 1682, in backtest_one_strategy
|
||||
preprocessed = self.strategy.advise_all_indicators(data)
|
||||
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
|
||||
File "/freqtrade/freqtrade/strategy/interface.py", line 1684, in advise_all_indicators
|
||||
pair: self.advise_indicators(pair_data.copy(), {"pair": pair}).copy()
|
||||
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
|
||||
File "/freqtrade/freqtrade/strategy/interface.py", line 1738, in advise_indicators
|
||||
return self.populate_indicators(dataframe, metadata)
|
||||
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
|
||||
File "/freqtrade/templates/FreqaiExampleStrategy.py", line 250, in populate_indicators
|
||||
dataframe["sell_rsi_pred"] = dataframe["buy_rsi_pred"] + 20
|
||||
~~~~~~~~~^^^^^^^^^^^^^^^^
|
||||
File "/home/ftuser/.local/lib/python3.12/site-packages/pandas/core/frame.py", line 4102, in __getitem__
|
||||
indexer = self.columns.get_loc(key)
|
||||
^^^^^^^^^^^^^^^^^^^^^^^^^
|
||||
File "/home/ftuser/.local/lib/python3.12/site-packages/pandas/core/indexes/base.py", line 3812, in get_loc
|
||||
raise KeyError(key) from err
|
||||
KeyError: 'buy_rsi_pred'
|
||||
1
|
||||
|
||||
Loading…
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Reference in New Issue
Block a user