只在live模式记录
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zhangkun9038@dingtalk.com
parent
e6ff91504b
commit
903919cdee
@ -15,6 +15,7 @@ from pandas import DataFrame
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import pandas as pd
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from typing import Dict
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from freqtrade.strategy import (DecimalParameter, IStrategy, IntParameter)
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from freqtrade.enums import RunMode
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from datetime import datetime
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logger = logging.getLogger(__name__)
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@ -938,84 +939,89 @@ class FreqaiPrimer(IStrategy):
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# 获取最后一根K线的信号数据（避免重复记录）
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last_idx = enter_long_indices[-1]
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try:
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# 获取主机名
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hostname = socket.gethostname()
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# 将币对名从BTC/USDT格式转换为BTC-USDT格式
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pair_redis = pair.replace('/', '-')
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# 获取当前时间戳（毫秒）
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timestamp_ms = int(time.time() * 1000)
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# 构建Redis key: ${主机名}_${币对名}_entry_${时间戳}
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redis_key = f"{hostname}_{pair_redis}_entry_{timestamp_ms}"
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# 获取Redis客户端
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redis_client = self._get_redis_client()
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if redis_client:
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# 构建详细的条件分析
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detailed_conditions = []
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for name, value, operator, threshold, result in conditions_summary:
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condition_detail = {
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'name': name,
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'value': float(value) if value is not None else None,
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'threshold': float(threshold) if threshold is not None else None,
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'operator': operator,
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'satisfied': bool(result)
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# 只在live模式下记录Redis信号
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current_mode = self.config.get('runmode')
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if current_mode == RunMode.LIVE:
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try:
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# 获取主机名
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hostname = socket.gethostname()
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# 将币对名从BTC/USDT格式转换为BTC-USDT格式
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pair_redis = pair.replace('/', '-')
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# 获取当前时间戳（毫秒）
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timestamp_ms = int(time.time() * 1000)
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# 构建Redis key: ${主机名}_${币对名}_entry_${时间戳}
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redis_key = f"{hostname}_{pair_redis}_entry_{timestamp_ms}"
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# 获取Redis客户端
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redis_client = self._get_redis_client()
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if redis_client:
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# 构建详细的条件分析
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detailed_conditions = []
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for name, value, operator, threshold, result in conditions_summary:
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condition_detail = {
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'name': name,
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'value': float(value) if value is not None else None,
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'threshold': float(threshold) if threshold is not None else None,
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'operator': operator,
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'satisfied': bool(result)
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}
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detailed_conditions.append(condition_detail)
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# 准备要存储的详细信号数据
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signal_data = {
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'signal_strength': float(dataframe.loc[last_idx, 'signal_strength']) if 'signal_strength' in dataframe.columns else 0.0,
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'entry_tag': str(dataframe.loc[last_idx, 'entry_tag']) if 'entry_tag' in dataframe.columns else str(entry_tag),
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'trend_score': float(trend_score),
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'market_regime': str(market_regime),
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'timestamp': timestamp_ms,
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'pair': str(pair),
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'hostname': str(hostname),
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'immediate_entry': bool(dataframe.loc[last_idx, 'immediate_entry']) if 'immediate_entry' in dataframe.columns else False,
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'conditions_analysis': {
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'total_conditions': len(conditions_summary),
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'satisfied_count': sum(1 for _, _, _, _, result in conditions_summary if result),
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'failed_count': sum(1 for _, _, _, _, result in conditions_summary if not result),
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'detailed_conditions': detailed_conditions
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},
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'current_market_data': {
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'close_price': float(dataframe.loc[last_idx, 'close']),
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'ema50': float(dataframe.loc[last_idx, 'ema50']) if 'ema50' in dataframe.columns else None,
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'ema200': float(dataframe.loc[last_idx, 'ema200']) if 'ema200' in dataframe.columns else None,
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'bb_lower': float(dataframe.loc[last_idx, 'bb_lowerband']) if 'bb_lowerband' in dataframe.columns else None,
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'bb_upper': float(dataframe.loc[last_idx, 'bb_upperband']) if 'bb_upperband' in dataframe.columns else None,
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'rsi': float(dataframe.loc[last_idx, 'rsi']) if 'rsi' in dataframe.columns else None,
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'volume': float(dataframe.loc[last_idx, 'volume']) if 'volume' in dataframe.columns else None
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},
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'strategy_parameters': {
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'buy_threshold_min': float(self.buy_threshold_min),
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'buy_threshold_max': float(self.buy_threshold_max),
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'trend_bullish_threshold': int(self.TREND_BULLISH_THRESHOLD),
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'trend_bearish_threshold': int(self.TREND_BEARISH_THRESHOLD),
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'green_channel_discount': float(self.GREEN_CHANNEL_DISCOUNT),
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'entry_discount_bull_normal': float(self.entry_discount_bull_normal.value),
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'entry_discount_ranging': float(self.entry_discount_ranging.value),
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'entry_discount_bearish': float(self.entry_discount_bearish.value)
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}
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}
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detailed_conditions.append(condition_detail)
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# 准备要存储的详细信号数据
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signal_data = {
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'signal_strength': float(dataframe.loc[last_idx, 'signal_strength']) if 'signal_strength' in dataframe.columns else 0.0,
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'entry_tag': str(dataframe.loc[last_idx, 'entry_tag']) if 'entry_tag' in dataframe.columns else str(entry_tag),
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'trend_score': float(trend_score),
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'market_regime': str(market_regime),
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'timestamp': timestamp_ms,
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'pair': str(pair),
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'hostname': str(hostname),
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'immediate_entry': bool(dataframe.loc[last_idx, 'immediate_entry']) if 'immediate_entry' in dataframe.columns else False,
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'conditions_analysis': {
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'total_conditions': len(conditions_summary),
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'satisfied_count': sum(1 for _, _, _, _, result in conditions_summary if result),
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'failed_count': sum(1 for _, _, _, _, result in conditions_summary if not result),
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'detailed_conditions': detailed_conditions
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},
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'current_market_data': {
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'close_price': float(dataframe.loc[last_idx, 'close']),
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'ema50': float(dataframe.loc[last_idx, 'ema50']) if 'ema50' in dataframe.columns else None,
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'ema200': float(dataframe.loc[last_idx, 'ema200']) if 'ema200' in dataframe.columns else None,
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'bb_lower': float(dataframe.loc[last_idx, 'bb_lowerband']) if 'bb_lowerband' in dataframe.columns else None,
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'bb_upper': float(dataframe.loc[last_idx, 'bb_upperband']) if 'bb_upperband' in dataframe.columns else None,
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'rsi': float(dataframe.loc[last_idx, 'rsi']) if 'rsi' in dataframe.columns else None,
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'volume': float(dataframe.loc[last_idx, 'volume']) if 'volume' in dataframe.columns else None
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},
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'strategy_parameters': {
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'buy_threshold_min': float(self.buy_threshold_min),
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'buy_threshold_max': float(self.buy_threshold_max),
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'trend_bullish_threshold': int(self.TREND_BULLISH_THRESHOLD),
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'trend_bearish_threshold': int(self.TREND_BEARISH_THRESHOLD),
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'green_channel_discount': float(self.GREEN_CHANNEL_DISCOUNT),
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'entry_discount_bull_normal': float(self.entry_discount_bull_normal.value),
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'entry_discount_ranging': float(self.entry_discount_ranging.value),
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'entry_discount_bearish': float(self.entry_discount_bearish.value)
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}
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}
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# 将信号数据序列化为JSON字符串
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signal_json = json.dumps(signal_data, ensure_ascii=False, indent=2)
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# 存储到Redis，设置300天过期时间（25920000秒）
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redis_client.setex(redis_key, 25920000, signal_json)
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logger.info(f"[Redis] ✅ 实际入场信号已记录: {redis_key}, 信号强度: {signal_data['signal_strength']:.2f}, 趋势: {signal_data['entry_tag']}")
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else:
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logger.debug(f"[Redis] ⚠️ Redis客户端不可用，跳过记录: {pair}")
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except Exception as e:
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logger.error(f"[Redis] ❌ 记录入场信号失败: {e}")
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# 将信号数据序列化为JSON字符串
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signal_json = json.dumps(signal_data, ensure_ascii=False, indent=2)
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# 存储到Redis，设置300天过期时间（25920000秒）
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redis_client.setex(redis_key, 25920000, signal_json)
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logger.info(f"[Redis] ✅ Live模式 - 实际入场信号已记录: {redis_key}, 信号强度: {signal_data['signal_strength']:.2f}, 趋势: {signal_data['entry_tag']}")
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else:
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logger.debug(f"[Redis] ⚠️ Redis客户端不可用，跳过记录: {pair}")
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except Exception as e:
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logger.error(f"[Redis] ❌ Live模式 - 记录入场信号失败: {e}")
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else:
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logger.debug(f"[Redis] ℹ️ 非Live模式({current_mode})，跳过Redis记录: {pair}")
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# 输出每个条件的状态
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logger.info(f"[{pair}] === 买入条件检查 ===")
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