分三步进行hyperopt优化, buy空间2次:什么时候买, 什么时候加仓; sell空间1次

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zhangkun9038@dingtalk.com 2025-10-19 17:35:55 +00:00
parent d22d13de3f
commit 8a90cbe8ca

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@ -95,15 +95,16 @@ class FreqaiPrimer(IStrategy):
# 第二步 buy 空间优化参数 7个:
# --- 资金管理与加仓 ---
add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.053, optimize=True, load=True, space='buy')
stake_divisor = DecimalParameter(2, 4, decimals=3, default=2.867, optimize=True, load=True, space='buy')
step_coefficient = DecimalParameter(0.5, 1.5, decimals=2, default=0.92, optimize=True, load=True, space='buy')
add_position_callback = DecimalParameter(0.03, 0.06, decimals=3, default=0.053, optimize=False, load=True, space='buy')
stake_divisor = DecimalParameter(2, 4, decimals=3, default=2.867, optimize=False, load=True, space='buy')
step_coefficient = DecimalParameter(0.5, 1.5, decimals=2, default=0.92, optimize=False, load=True, space='buy')
max_entry_adjustments = IntParameter(2, 5, default=3, optimize=False, load=True, space='buy') # 可暂时关闭
# 市场状态相关(辅助决策)
min_condition_count = IntParameter(2, 4, default=3, optimize=True, load=True, space='buy')
min_condition_count = IntParameter(2, 4, default=3, optimize=False, load=True, space='buy')
stochrsi_neutral_threshold = IntParameter(20, 30, default=20, optimize=False, load=True, space='buy') # 固定为20
rsi_bull_threshold = IntParameter(45, 55, default=50, optimize=False, load=True, space='buy') # 固定为50
stochrsi_bull_threshold = IntParameter(45, 55, default=50, optimize=False, load=True, space='buy') # 固定为50
#
# 第三步, 优化sell空间
# -------------------------- 简化后的减仓Hyperopt参数仅3个对齐加仓 --------------------------