log
This commit is contained in:
zhangkun9038@dingtalk.com
parent
ccc7ab6d1d
commit
926e50c179
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output.log
462
output.log
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Creating freqtrade_freqtrade_run ...
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Creating freqtrade_freqtrade_run ... done
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2025-05-01 08:28:25,586 - freqtrade - INFO - freqtrade 2025.3
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2025-05-01 08:28:25,802 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
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2025-05-01 08:28:27,204 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
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2025-05-01 08:28:27,206 - freqtrade.loggers - INFO - Enabling colorized output.
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2025-05-01 08:28:27,206 - root - INFO - Logfile configured
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2025-05-01 08:28:27,207 - freqtrade.loggers - INFO - Verbosity set to 0
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2025-05-01 08:28:27,207 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
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2025-05-01 08:28:27,208 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
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2025-05-01 08:28:27,208 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250420 ...
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2025-05-01 08:28:27,232 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
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2025-05-01 08:28:27,233 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
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2025-05-01 08:28:27,233 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
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2025-05-01 08:28:27,233 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250420
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2025-05-01 08:28:27,234 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
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2025-05-01 08:28:27,235 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
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2025-05-01 08:28:27,241 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
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2025-05-01 08:28:27,241 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2025-05-01 08:28:27,241 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-01 08:28:27,243 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
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2025-05-01 08:28:27,244 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2025-05-01 08:28:27,244 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.69
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2025-05-01 08:28:27,245 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
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2025-05-01 08:28:27,249 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
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2025-05-01 08:28:27,255 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
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2025-05-01 08:28:29,796 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
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2025-05-01 08:28:29,818 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
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2025-05-01 08:28:29,818 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
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2025-05-01 08:28:29,819 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
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2025-05-01 08:28:29,819 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
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2025-05-01 08:28:29,820 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2025-05-01 08:28:29,820 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
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2025-05-01 08:28:29,820 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
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2025-05-01 08:28:29,821 - 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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2025-05-01 08:32:01,809 - freqtrade - INFO - freqtrade 2025.3
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2025-05-01 08:32:02,027 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
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2025-05-01 08:32:03,445 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
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2025-05-01 08:32:03,447 - freqtrade.loggers - INFO - Enabling colorized output.
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2025-05-01 08:32:03,448 - root - INFO - Logfile configured
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2025-05-01 08:32:03,448 - freqtrade.loggers - INFO - Verbosity set to 0
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2025-05-01 08:32:03,449 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
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2025-05-01 08:32:03,449 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
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2025-05-01 08:32:03,449 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250420 ...
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2025-05-01 08:32:03,473 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
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2025-05-01 08:32:03,474 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
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2025-05-01 08:32:03,474 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
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2025-05-01 08:32:03,474 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250420
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2025-05-01 08:32:03,475 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
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2025-05-01 08:32:03,476 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
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2025-05-01 08:32:03,481 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
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2025-05-01 08:32:03,482 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2025-05-01 08:32:03,482 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-01 08:32:03,484 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
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2025-05-01 08:32:03,485 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2025-05-01 08:32:03,485 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.69
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2025-05-01 08:32:03,485 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
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2025-05-01 08:32:03,490 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
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2025-05-01 08:32:03,496 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
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2025-05-01 08:32:06,034 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
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2025-05-01 08:32:06,056 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
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2025-05-01 08:32:06,056 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
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2025-05-01 08:32:06,057 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
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2025-05-01 08:32:06,057 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
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2025-05-01 08:32:06,058 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2025-05-01 08:32:06,058 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
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2025-05-01 08:32:06,059 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
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2025-05-01 08:32:06,059 - 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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2025-05-01 08:28:29,821 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
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2025-05-01 08:28:29,821 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
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2025-05-01 08:28:29,822 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
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2025-05-01 08:28:29,822 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
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2025-05-01 08:28:29,822 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
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2025-05-01 08:28:29,823 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
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2025-05-01 08:28:29,823 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
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2025-05-01 08:28:29,823 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
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2025-05-01 08:28:29,824 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
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2025-05-01 08:28:29,824 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
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2025-05-01 08:28:29,824 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
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2025-05-01 08:32:06,060 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
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2025-05-01 08:32:06,060 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
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2025-05-01 08:32:06,060 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
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2025-05-01 08:32:06,061 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
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2025-05-01 08:32:06,061 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
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2025-05-01 08:32:06,061 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
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2025-05-01 08:32:06,062 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
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2025-05-01 08:32:06,062 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
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2025-05-01 08:32:06,062 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
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2025-05-01 08:32:06,063 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
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2025-05-01 08:32:06,063 - 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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2025-05-01 08:28:29,824 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
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2025-05-01 08:28:29,825 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
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2025-05-01 08:28:29,825 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
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2025-05-01 08:28:29,825 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
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2025-05-01 08:28:29,826 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
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2025-05-01 08:28:29,826 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
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2025-05-01 08:28:29,826 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
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2025-05-01 08:28:29,827 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
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2025-05-01 08:28:29,827 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
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2025-05-01 08:28:29,827 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
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2025-05-01 08:28:29,827 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
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2025-05-01 08:28:29,828 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
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2025-05-01 08:28:29,828 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
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2025-05-01 08:28:29,828 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
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2025-05-01 08:28:29,829 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-01 08:28:29,832 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
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2025-05-01 08:28:29,838 - freqtrade.optimize.backtesting - INFO - Using fee 0.1500% - worst case fee from exchange (lowest tier).
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2025-05-01 08:28:29,839 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
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2025-05-01 08:28:29,839 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 14450 ...
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2025-05-01 08:28:29,975 - 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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2025-05-01 08:28:29,976 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
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2025-05-01 08:28:29,976 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
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2025-05-01 08:28:31,558 - matplotlib.font_manager - INFO - generated new fontManager
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2025-05-01 08:28:31,759 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
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2025-05-01 08:28:31,760 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
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2025-05-01 08:28:31,761 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
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2025-05-01 08:28:31,761 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['BTC/USDT', 'SOL/USDT']
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2025-05-01 08:28:31,762 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
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2025-05-01 08:28:31,762 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
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2025-05-01 08:28:31,762 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
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2025-05-01 08:28:31,765 - FreqaiExampleStrategy - INFO - 处理交易对：BTC/USDT
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2025-05-01 08:28:31,767 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
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2025-05-01 08:28:31,768 - 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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2025-05-01 08:28:31,768 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
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2025-05-01 08:32:06,064 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
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2025-05-01 08:32:06,064 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
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2025-05-01 08:32:06,064 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
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2025-05-01 08:32:06,065 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
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2025-05-01 08:32:06,065 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
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2025-05-01 08:32:06,065 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
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2025-05-01 08:32:06,066 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
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2025-05-01 08:32:06,066 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
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2025-05-01 08:32:06,066 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
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2025-05-01 08:32:06,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
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2025-05-01 08:32:06,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
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2025-05-01 08:32:06,068 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
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2025-05-01 08:32:06,068 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
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2025-05-01 08:32:06,068 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
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2025-05-01 08:32:06,069 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-01 08:32:06,072 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
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2025-05-01 08:32:06,079 - freqtrade.optimize.backtesting - INFO - Using fee 0.1500% - worst case fee from exchange (lowest tier).
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2025-05-01 08:32:06,080 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
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2025-05-01 08:32:06,080 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 14450 ...
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2025-05-01 08:32:06,219 - 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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2025-05-01 08:32:06,219 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
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2025-05-01 08:32:06,220 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
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2025-05-01 08:32:07,799 - matplotlib.font_manager - INFO - generated new fontManager
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2025-05-01 08:32:08,003 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
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2025-05-01 08:32:08,003 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
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2025-05-01 08:32:08,004 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
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2025-05-01 08:32:08,004 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['BTC/USDT', 'SOL/USDT']
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2025-05-01 08:32:08,005 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
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2025-05-01 08:32:08,005 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
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2025-05-01 08:32:08,006 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
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2025-05-01 08:32:08,008 - FreqaiExampleStrategy - INFO - 处理交易对：BTC/USDT
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2025-05-01 08:32:08,010 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
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2025-05-01 08:32:08,011 - 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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2025-05-01 08:32:08,011 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
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/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1743465600_prediction.feather
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2025-05-01 08:28:31,783 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:31,799 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:31,816 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:31,868 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 08:28:31,869 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:28:31,922 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:31,934 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:31,947 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:31,989 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 08:28:31,990 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:28:32,014 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,022 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,031 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,104 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-05-01 08:28:32,104 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:28:32,168 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,184 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,201 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,264 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 08:28:32,264 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:28:32,304 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,315 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,326 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,380 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 08:28:32,380 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:28:32,404 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,413 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,421 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,476 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:28:32,481 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
|
||||
2025-05-01 08:28:32,483 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-01 08:32:08,026 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,043 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,059 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,106 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 08:32:08,107 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:08,161 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,172 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,183 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,223 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 08:32:08,224 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:08,247 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,256 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,264 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,340 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-05-01 08:32:08,341 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:08,399 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,412 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,425 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,476 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 08:32:08,477 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:08,518 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,529 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,540 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,585 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 08:32:08,585 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:08,608 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,617 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,625 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,685 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:32:08,690 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
|
||||
2025-05-01 08:32:08,692 - 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
|
||||
2025-05-01 08:28:32,493 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:28:32,499 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:28:32,501 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-01 08:32:08,698 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:32:08,703 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:32:08,704 - 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
|
||||
2025-05-01 08:28:32,514 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600
|
||||
2025-05-01 08:28:32,514 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
|
||||
2025-05-01 08:28:32,537 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:28:32,537 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
|
||||
2025-05-01 08:28:32,553 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
|
||||
2025-05-01 08:28:32,554 - 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: [08:28:32] WARNING: /workspace/src/learner.cc:740:
|
||||
2025-05-01 08:32:08,712 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600
|
||||
2025-05-01 08:32:08,713 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
|
||||
2025-05-01 08:32:08,737 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:32:08,738 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
|
||||
2025-05-01 08:32:08,755 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
|
||||
2025-05-01 08:32:08,755 - 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: [08:32:08] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
warnings.warn(smsg, UserWarning)
|
||||
@ -337,46 +337,46 @@ Parameters: { "verbose" } are not used.
|
||||
[197] validation_0-rmse:0.10906 validation_1-rmse:0.08752
|
||||
[198] validation_0-rmse:0.10865 validation_1-rmse:0.08710
|
||||
[199] validation_0-rmse:0.10846 validation_1-rmse:0.08691
|
||||
2025-05-01 08:28:34,537 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (2.02 secs) --------------------
|
||||
2025-05-01 08:32:10,717 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (2.00 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[08:28:34] WARNING: /workspace/src/learner.cc:740:
|
||||
[08:32:10] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-05-01 08:28:34,765 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600--buy_rsi.html
|
||||
2025-05-01 08:28:34,766 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:28:34,787 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:28:34,795 - 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
|
||||
2025-05-01 08:28:34,795 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
2025-05-01 08:32:10,947 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600--buy_rsi.html
|
||||
2025-05-01 08:32:10,948 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:32:10,967 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:32:10,975 - 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
|
||||
2025-05-01 08:32:10,976 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1744329600_prediction.feather
|
||||
2025-05-01 08:28:34,800 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:28:34,806 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:28:34,808 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-01 08:32:10,981 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:32:10,987 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:32:10,988 - 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
|
||||
2025-05-01 08:28:34,817 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:28:34,823 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
|
||||
2025-05-01 08:28:34,824 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-01 08:32:10,997 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:32:11,003 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
|
||||
2025-05-01 08:32:11,005 - 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
|
||||
2025-05-01 08:28:34,832 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600
|
||||
2025-05-01 08:28:34,832 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
|
||||
2025-05-01 08:28:34,848 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:28:34,849 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
|
||||
2025-05-01 08:28:34,864 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
|
||||
2025-05-01 08:28:34,864 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
2025-05-01 08:32:11,012 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600
|
||||
2025-05-01 08:32:11,013 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
|
||||
2025-05-01 08:32:11,028 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:32:11,029 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
|
||||
2025-05-01 08:32:11,045 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
|
||||
2025-05-01 08:32:11,045 - 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:
|
||||
|
||||
[08:28:34] WARNING: /workspace/src/learner.cc:740:
|
||||
[08:32:11] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
@ -580,90 +580,90 @@ Parameters: { "verbose" } are not used.
|
||||
[197] validation_0-rmse:0.10592 validation_1-rmse:0.08620
|
||||
[198] validation_0-rmse:0.10571 validation_1-rmse:0.08597
|
||||
[199] validation_0-rmse:0.10560 validation_1-rmse:0.08582
|
||||
2025-05-01 08:28:36,828 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (2.00 secs) --------------------
|
||||
2025-05-01 08:32:13,084 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (2.07 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[08:28:36] WARNING: /workspace/src/learner.cc:740:
|
||||
[08:32:13] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-05-01 08:28:36,860 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600--buy_rsi.html
|
||||
2025-05-01 08:28:36,861 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:28:36,880 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:28:36,942 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=39.26145316407591, sell_rsi=59.26145316407591, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-01 08:28:36,981 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||||
2025-05-01 08:32:13,124 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600--buy_rsi.html
|
||||
2025-05-01 08:32:13,125 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:32:13,149 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:32:13,205 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=39.26145316407591, sell_rsi=59.26145316407591, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-01 08:32:13,244 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||||
up_or_down
|
||||
1 11845
|
||||
0 11726
|
||||
2025-05-01 08:28:36,983 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||||
2025-05-01 08:32:13,246 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||||
do_predict
|
||||
0.0 14451
|
||||
1.0 9120
|
||||
2025-05-01 08:28:36,986 - FreqaiExampleStrategy - INFO - 处理交易对：SOL/USDT
|
||||
2025-05-01 08:28:36,988 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-05-01 08:28:36,989 - 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
|
||||
2025-05-01 08:28:36,990 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
2025-05-01 08:32:13,250 - FreqaiExampleStrategy - INFO - 处理交易对：SOL/USDT
|
||||
2025-05-01 08:32:13,252 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-05-01 08:32:13,253 - 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
|
||||
2025-05-01 08:32:13,253 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1743465600_prediction.feather
|
||||
2025-05-01 08:28:37,000 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,012 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,026 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,060 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 08:28:37,060 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:28:37,111 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,121 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,133 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,165 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 08:28:37,165 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:28:37,189 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,198 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,207 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,272 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-05-01 08:28:37,273 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:28:37,329 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,341 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,356 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,412 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,423 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,435 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,496 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,505 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,513 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,579 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,593 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,607 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,676 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,687 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,699 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,772 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,781 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,789 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,866 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:28:37,871 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
|
||||
2025-05-01 08:28:37,873 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-01 08:32:13,264 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,278 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,292 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,329 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 08:32:13,329 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:13,376 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,387 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,399 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,434 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 08:32:13,434 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:13,457 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,465 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,473 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,532 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-05-01 08:32:13,532 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:13,587 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,599 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,612 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,670 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,681 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,693 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,747 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,755 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,763 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,846 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,859 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,874 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,942 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,953 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,966 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:14,039 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:14,047 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:14,056 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:14,132 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:32:14,137 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
|
||||
2025-05-01 08:32:14,138 - 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
|
||||
2025-05-01 08:28:37,880 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:28:37,886 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:28:37,887 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-01 08:32:14,146 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:32:14,151 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:32:14,153 - 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
|
||||
2025-05-01 08:28:37,898 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600
|
||||
2025-05-01 08:28:37,899 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||||
2025-05-01 08:28:37,926 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:28:37,927 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
|
||||
2025-05-01 08:28:37,950 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||||
2025-05-01 08:28:37,951 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
2025-05-01 08:32:14,163 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600
|
||||
2025-05-01 08:32:14,164 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||||
2025-05-01 08:32:14,190 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:32:14,191 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
|
||||
2025-05-01 08:32:14,214 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||||
2025-05-01 08:32:14,214 - 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:
|
||||
|
||||
[08:28:38] WARNING: /workspace/src/learner.cc:740:
|
||||
[08:32:14] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
@ -867,46 +867,46 @@ Parameters: { "verbose" } are not used.
|
||||
[197] validation_0-rmse:0.09348 validation_1-rmse:0.07327
|
||||
[198] validation_0-rmse:0.09334 validation_1-rmse:0.07307
|
||||
[199] validation_0-rmse:0.09320 validation_1-rmse:0.07293
|
||||
2025-05-01 08:28:40,559 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (2.66 secs) --------------------
|
||||
2025-05-01 08:32:17,009 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (2.85 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[08:28:40] WARNING: /workspace/src/learner.cc:740:
|
||||
[08:32:17] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-05-01 08:28:40,592 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600--buy_rsi.html
|
||||
2025-05-01 08:28:40,593 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:28:40,626 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:28:40,636 - 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
|
||||
2025-05-01 08:28:40,636 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
2025-05-01 08:32:17,042 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600--buy_rsi.html
|
||||
2025-05-01 08:32:17,043 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:32:17,081 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:32:17,090 - 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
|
||||
2025-05-01 08:32:17,090 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1744329600_prediction.feather
|
||||
2025-05-01 08:28:40,647 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:28:40,653 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:28:40,655 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-01 08:32:17,100 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:32:17,106 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:32:17,107 - 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
|
||||
2025-05-01 08:28:40,667 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:28:40,673 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
|
||||
2025-05-01 08:28:40,674 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-01 08:32:17,119 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:32:17,124 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
|
||||
2025-05-01 08:32:17,126 - 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
|
||||
2025-05-01 08:28:40,683 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600
|
||||
2025-05-01 08:28:40,684 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||||
2025-05-01 08:28:40,705 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:28:40,706 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
|
||||
2025-05-01 08:28:40,729 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||||
2025-05-01 08:28:40,730 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
2025-05-01 08:32:17,135 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600
|
||||
2025-05-01 08:32:17,135 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||||
2025-05-01 08:32:17,157 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:32:17,158 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
|
||||
2025-05-01 08:32:17,183 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||||
2025-05-01 08:32:17,184 - 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:
|
||||
|
||||
[08:28:40] WARNING: /workspace/src/learner.cc:740:
|
||||
[08:32:17] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
@ -1110,31 +1110,31 @@ Parameters: { "verbose" } are not used.
|
||||
[197] validation_0-rmse:0.10207 validation_1-rmse:0.08220
|
||||
[198] validation_0-rmse:0.10188 validation_1-rmse:0.08196
|
||||
[199] validation_0-rmse:0.10169 validation_1-rmse:0.08171
|
||||
2025-05-01 08:28:43,294 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (2.61 secs) --------------------
|
||||
2025-05-01 08:32:19,817 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (2.68 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[08:28:43] WARNING: /workspace/src/learner.cc:740:
|
||||
[08:32:19] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-05-01 08:28:43,327 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600--buy_rsi.html
|
||||
2025-05-01 08:28:43,327 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:28:43,357 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:28:43,423 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=50.0, sell_rsi=70.0, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-01 08:28:43,485 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||||
2025-05-01 08:32:19,854 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600--buy_rsi.html
|
||||
2025-05-01 08:32:19,855 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:32:19,883 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:32:19,948 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=50.0, sell_rsi=70.0, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-01 08:32:20,011 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||||
up_or_down
|
||||
0 11865
|
||||
1 11706
|
||||
2025-05-01 08:28:43,487 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||||
2025-05-01 08:32:20,012 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||||
do_predict
|
||||
0.0 14451
|
||||
1.0 9120
|
||||
2025-05-01 08:28:43,502 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-20 00:00:00 (19 days).
|
||||
2025-05-01 08:28:43,508 - 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。
|
||||
2025-05-01 08:28:43,510 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-01 08:28:43,539 - 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。
|
||||
2025-05-01 08:28:43,541 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-01 08:28:44,139 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-01_08-28-44.meta.json"
|
||||
2025-05-01 08:32:20,021 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-20 00:00:00 (19 days).
|
||||
2025-05-01 08:32:20,027 - 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。
|
||||
2025-05-01 08:32:20,028 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-01 08:32:20,060 - 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。
|
||||
2025-05-01 08:32:20,062 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-01 08:32:20,662 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-01_08-32-20.meta.json"
|
||||
Result for strategy FreqaiExampleStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
|
||||
@ -1,344 +1,344 @@
|
||||
Creating freqtrade_freqtrade_run ...
|
||||
Creating freqtrade_freqtrade_run ... done
|
||||
2025-05-01 08:28:25,586 - freqtrade - INFO - freqtrade 2025.3
|
||||
2025-05-01 08:28:25,802 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-01 08:28:27,204 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
|
||||
2025-05-01 08:28:27,206 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-01 08:28:27,206 - root - INFO - Logfile configured
|
||||
2025-05-01 08:28:27,207 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-01 08:28:27,207 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-01 08:28:27,208 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-01 08:28:27,208 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250420 ...
|
||||
2025-05-01 08:28:27,232 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-01 08:28:27,233 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-01 08:28:27,233 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-01 08:28:27,233 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250420
|
||||
2025-05-01 08:28:27,234 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-01 08:28:27,235 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-01 08:28:27,241 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-01 08:28:27,241 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-01 08:28:27,241 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-01 08:28:27,243 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-01 08:28:27,244 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-01 08:28:27,244 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.69
|
||||
2025-05-01 08:28:27,245 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-01 08:28:27,249 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-01 08:28:27,255 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-01 08:28:29,796 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-01 08:28:29,818 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
|
||||
2025-05-01 08:28:29,818 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
|
||||
2025-05-01 08:28:29,819 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-01 08:28:29,819 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-01 08:28:29,820 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-01 08:28:29,820 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-01 08:28:29,820 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-01 08:28:29,821 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
2025-05-01 08:32:01,809 - freqtrade - INFO - freqtrade 2025.3
|
||||
2025-05-01 08:32:02,027 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-01 08:32:03,445 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
|
||||
2025-05-01 08:32:03,447 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-01 08:32:03,448 - root - INFO - Logfile configured
|
||||
2025-05-01 08:32:03,448 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-01 08:32:03,449 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-01 08:32:03,449 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-01 08:32:03,449 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250420 ...
|
||||
2025-05-01 08:32:03,473 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-01 08:32:03,474 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-01 08:32:03,474 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-01 08:32:03,474 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250420
|
||||
2025-05-01 08:32:03,475 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-01 08:32:03,476 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-01 08:32:03,481 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-01 08:32:03,482 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-01 08:32:03,482 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-01 08:32:03,484 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-01 08:32:03,485 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-01 08:32:03,485 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.69
|
||||
2025-05-01 08:32:03,485 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-01 08:32:03,490 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-01 08:32:03,496 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-01 08:32:06,034 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-01 08:32:06,056 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
|
||||
2025-05-01 08:32:06,056 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
|
||||
2025-05-01 08:32:06,057 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-01 08:32:06,057 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-01 08:32:06,058 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-01 08:32:06,058 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-01 08:32:06,059 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-01 08:32:06,059 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
'minutes'}.
|
||||
2025-05-01 08:28:29,821 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-01 08:28:29,821 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
|
||||
2025-05-01 08:28:29,822 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-01 08:28:29,822 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-01 08:28:29,822 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-01 08:28:29,823 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-01 08:28:29,823 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
|
||||
2025-05-01 08:28:29,823 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-01 08:28:29,824 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-01 08:28:29,824 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-01 08:28:29,824 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
2025-05-01 08:32:06,060 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-01 08:32:06,060 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
|
||||
2025-05-01 08:32:06,060 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-01 08:32:06,061 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-01 08:32:06,061 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-01 08:32:06,061 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-01 08:32:06,062 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
|
||||
2025-05-01 08:32:06,062 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-01 08:32:06,062 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-01 08:32:06,063 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-01 08:32:06,063 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
'stoploss_on_exchange_interval': 60}
|
||||
2025-05-01 08:28:29,824 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-01 08:28:29,825 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-01 08:28:29,825 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-01 08:28:29,825 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-01 08:28:29,826 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-01 08:28:29,826 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-01 08:28:29,826 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-01 08:28:29,827 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-01 08:28:29,827 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-01 08:28:29,827 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-01 08:28:29,827 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-01 08:28:29,828 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-01 08:28:29,828 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-01 08:28:29,828 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-01 08:28:29,829 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-01 08:28:29,832 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-01 08:28:29,838 - freqtrade.optimize.backtesting - INFO - Using fee 0.1500% - worst case fee from exchange (lowest tier).
|
||||
2025-05-01 08:28:29,839 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-05-01 08:28:29,839 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 14450 ...
|
||||
2025-05-01 08:28:29,975 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-03-01 21:30:00 up to 2025-04-20 00:00:00 (49 days).
|
||||
2025-05-01 08:28:29,976 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-01 08:28:29,976 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
|
||||
2025-05-01 08:28:31,558 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-01 08:28:31,759 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-01 08:28:31,760 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-01 08:28:31,761 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-01 08:28:31,761 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['BTC/USDT', 'SOL/USDT']
|
||||
2025-05-01 08:28:31,762 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
|
||||
2025-05-01 08:28:31,762 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
|
||||
2025-05-01 08:28:31,762 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-01 08:28:31,765 - FreqaiExampleStrategy - INFO - 处理交易对：BTC/USDT
|
||||
2025-05-01 08:28:31,767 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-05-01 08:28:31,768 - 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
|
||||
2025-05-01 08:28:31,768 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
2025-05-01 08:32:06,064 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-01 08:32:06,064 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-01 08:32:06,064 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-01 08:32:06,065 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-01 08:32:06,065 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-01 08:32:06,065 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-01 08:32:06,066 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-01 08:32:06,066 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-01 08:32:06,066 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-01 08:32:06,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-01 08:32:06,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-01 08:32:06,068 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-01 08:32:06,068 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-01 08:32:06,068 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-01 08:32:06,069 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-01 08:32:06,072 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-01 08:32:06,079 - freqtrade.optimize.backtesting - INFO - Using fee 0.1500% - worst case fee from exchange (lowest tier).
|
||||
2025-05-01 08:32:06,080 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-05-01 08:32:06,080 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 14450 ...
|
||||
2025-05-01 08:32:06,219 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-03-01 21:30:00 up to 2025-04-20 00:00:00 (49 days).
|
||||
2025-05-01 08:32:06,219 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-01 08:32:06,220 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
|
||||
2025-05-01 08:32:07,799 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-01 08:32:08,003 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-01 08:32:08,003 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-01 08:32:08,004 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-01 08:32:08,004 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['BTC/USDT', 'SOL/USDT']
|
||||
2025-05-01 08:32:08,005 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
|
||||
2025-05-01 08:32:08,005 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
|
||||
2025-05-01 08:32:08,006 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-01 08:32:08,008 - FreqaiExampleStrategy - INFO - 处理交易对：BTC/USDT
|
||||
2025-05-01 08:32:08,010 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-05-01 08:32:08,011 - 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
|
||||
2025-05-01 08:32:08,011 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1743465600_prediction.feather
|
||||
2025-05-01 08:28:31,783 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:31,799 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:31,816 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:31,868 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 08:28:31,869 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:28:31,922 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:31,934 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:31,947 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:31,989 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 08:28:31,990 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:28:32,014 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,022 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,031 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,104 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-05-01 08:28:32,104 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:28:32,168 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,184 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,201 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,264 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 08:28:32,264 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:28:32,304 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,315 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,326 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,380 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 08:28:32,380 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:28:32,404 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,413 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,421 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:32,476 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:28:32,481 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
|
||||
2025-05-01 08:28:32,483 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-01 08:32:08,026 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,043 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,059 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,106 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 08:32:08,107 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:08,161 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,172 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,183 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,223 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 08:32:08,224 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:08,247 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,256 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,264 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,340 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-05-01 08:32:08,341 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:08,399 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,412 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,425 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,476 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 08:32:08,477 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:08,518 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,529 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,540 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,585 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 08:32:08,585 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:08,608 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,617 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,625 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,685 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:32:08,690 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
|
||||
2025-05-01 08:32:08,692 - 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
|
||||
2025-05-01 08:28:32,493 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:28:32,499 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:28:32,501 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-01 08:32:08,698 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:32:08,703 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:32:08,704 - 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
|
||||
2025-05-01 08:28:32,514 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600
|
||||
2025-05-01 08:28:32,514 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
|
||||
2025-05-01 08:28:32,537 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:28:32,537 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
|
||||
2025-05-01 08:28:32,553 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
|
||||
2025-05-01 08:28:32,554 - 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: [08:28:32] WARNING: /workspace/src/learner.cc:740:
|
||||
2025-05-01 08:32:08,712 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600
|
||||
2025-05-01 08:32:08,713 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
|
||||
2025-05-01 08:32:08,737 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:32:08,738 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
|
||||
2025-05-01 08:32:08,755 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
|
||||
2025-05-01 08:32:08,755 - 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: [08:32:08] 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
|
||||
2025-05-01 08:28:34,537 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (2.02 secs) --------------------
|
||||
2025-05-01 08:32:10,717 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (2.00 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[08:28:34] WARNING: /workspace/src/learner.cc:740:
|
||||
[08:32:10] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-05-01 08:28:34,765 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600--buy_rsi.html
|
||||
2025-05-01 08:28:34,766 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:28:34,787 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:28:34,795 - 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
|
||||
2025-05-01 08:28:34,795 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
2025-05-01 08:32:10,947 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600--buy_rsi.html
|
||||
2025-05-01 08:32:10,948 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:32:10,967 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:32:10,975 - 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
|
||||
2025-05-01 08:32:10,976 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1744329600_prediction.feather
|
||||
2025-05-01 08:28:34,800 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:28:34,806 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:28:34,808 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-01 08:32:10,981 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:32:10,987 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:32:10,988 - 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
|
||||
2025-05-01 08:28:34,817 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:28:34,823 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
|
||||
2025-05-01 08:28:34,824 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-01 08:32:10,997 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:32:11,003 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
|
||||
2025-05-01 08:32:11,005 - 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
|
||||
2025-05-01 08:28:34,832 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600
|
||||
2025-05-01 08:28:34,832 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
|
||||
2025-05-01 08:28:34,848 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:28:34,849 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
|
||||
2025-05-01 08:28:34,864 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
|
||||
2025-05-01 08:28:34,864 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
2025-05-01 08:32:11,012 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600
|
||||
2025-05-01 08:32:11,013 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
|
||||
2025-05-01 08:32:11,028 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:32:11,029 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
|
||||
2025-05-01 08:32:11,045 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
|
||||
2025-05-01 08:32:11,045 - 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:
|
||||
|
||||
[08:28:34] WARNING: /workspace/src/learner.cc:740:
|
||||
[08:32:11] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.13376 validation_1-rmse:0.11638
|
||||
2025-05-01 08:28:36,828 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (2.00 secs) --------------------
|
||||
2025-05-01 08:32:13,084 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (2.07 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[08:28:36] WARNING: /workspace/src/learner.cc:740:
|
||||
[08:32:13] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-05-01 08:28:36,860 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600--buy_rsi.html
|
||||
2025-05-01 08:28:36,861 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:28:36,880 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:28:36,942 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=39.26145316407591, sell_rsi=59.26145316407591, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-01 08:28:36,981 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||||
2025-05-01 08:32:13,124 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600--buy_rsi.html
|
||||
2025-05-01 08:32:13,125 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:32:13,149 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:32:13,205 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=39.26145316407591, sell_rsi=59.26145316407591, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-01 08:32:13,244 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||||
up_or_down
|
||||
1 11845
|
||||
0 11726
|
||||
2025-05-01 08:28:36,983 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||||
2025-05-01 08:32:13,246 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||||
do_predict
|
||||
0.0 14451
|
||||
1.0 9120
|
||||
2025-05-01 08:28:36,986 - FreqaiExampleStrategy - INFO - 处理交易对：SOL/USDT
|
||||
2025-05-01 08:28:36,988 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-05-01 08:28:36,989 - 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
|
||||
2025-05-01 08:28:36,990 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
2025-05-01 08:32:13,250 - FreqaiExampleStrategy - INFO - 处理交易对：SOL/USDT
|
||||
2025-05-01 08:32:13,252 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-05-01 08:32:13,253 - 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
|
||||
2025-05-01 08:32:13,253 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1743465600_prediction.feather
|
||||
2025-05-01 08:28:37,000 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,012 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,026 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,060 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 08:28:37,060 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:28:37,111 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,121 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,133 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,165 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 08:28:37,165 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:28:37,189 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,198 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,207 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,272 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-05-01 08:28:37,273 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:28:37,329 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,341 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,356 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,412 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,423 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,435 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,496 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,505 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,513 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,579 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,593 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,607 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,676 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,687 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,699 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,772 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,781 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,789 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:28:37,866 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:28:37,871 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
|
||||
2025-05-01 08:28:37,873 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-01 08:32:13,264 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,278 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,292 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,329 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 08:32:13,329 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:13,376 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,387 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,399 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,434 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 08:32:13,434 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:13,457 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,465 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,473 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,532 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-05-01 08:32:13,532 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:13,587 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,599 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,612 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,670 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,681 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,693 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,747 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,755 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,763 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,846 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,859 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,874 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,942 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,953 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,966 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:14,039 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:14,047 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:14,056 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:14,132 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:32:14,137 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
|
||||
2025-05-01 08:32:14,138 - 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
|
||||
2025-05-01 08:28:37,880 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:28:37,886 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:28:37,887 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-01 08:32:14,146 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:32:14,151 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:32:14,153 - 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
|
||||
2025-05-01 08:28:37,898 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600
|
||||
2025-05-01 08:28:37,899 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||||
2025-05-01 08:28:37,926 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:28:37,927 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
|
||||
2025-05-01 08:28:37,950 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||||
2025-05-01 08:28:37,951 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
2025-05-01 08:32:14,163 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600
|
||||
2025-05-01 08:32:14,164 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||||
2025-05-01 08:32:14,190 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:32:14,191 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
|
||||
2025-05-01 08:32:14,214 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||||
2025-05-01 08:32:14,214 - 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:
|
||||
|
||||
[08:28:38] WARNING: /workspace/src/learner.cc:740:
|
||||
[08:32:14] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.11848 validation_1-rmse:0.10165
|
||||
2025-05-01 08:28:40,559 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (2.66 secs) --------------------
|
||||
2025-05-01 08:32:17,009 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (2.85 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[08:28:40] WARNING: /workspace/src/learner.cc:740:
|
||||
[08:32:17] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-05-01 08:28:40,592 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600--buy_rsi.html
|
||||
2025-05-01 08:28:40,593 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:28:40,626 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:28:40,636 - 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
|
||||
2025-05-01 08:28:40,636 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
2025-05-01 08:32:17,042 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600--buy_rsi.html
|
||||
2025-05-01 08:32:17,043 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:32:17,081 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:32:17,090 - 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
|
||||
2025-05-01 08:32:17,090 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1744329600_prediction.feather
|
||||
2025-05-01 08:28:40,647 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:28:40,653 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:28:40,655 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-01 08:32:17,100 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:32:17,106 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:32:17,107 - 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
|
||||
2025-05-01 08:28:40,667 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:28:40,673 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
|
||||
2025-05-01 08:28:40,674 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-01 08:32:17,119 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:32:17,124 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
|
||||
2025-05-01 08:32:17,126 - 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
|
||||
2025-05-01 08:28:40,683 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600
|
||||
2025-05-01 08:28:40,684 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||||
2025-05-01 08:28:40,705 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:28:40,706 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
|
||||
2025-05-01 08:28:40,729 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||||
2025-05-01 08:28:40,730 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
2025-05-01 08:32:17,135 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600
|
||||
2025-05-01 08:32:17,135 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||||
2025-05-01 08:32:17,157 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:32:17,158 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
|
||||
2025-05-01 08:32:17,183 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||||
2025-05-01 08:32:17,184 - 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:
|
||||
|
||||
[08:28:40] WARNING: /workspace/src/learner.cc:740:
|
||||
[08:32:17] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.12679 validation_1-rmse:0.11178
|
||||
2025-05-01 08:28:43,294 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (2.61 secs) --------------------
|
||||
2025-05-01 08:32:19,817 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (2.68 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[08:28:43] WARNING: /workspace/src/learner.cc:740:
|
||||
[08:32:19] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-05-01 08:28:43,327 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600--buy_rsi.html
|
||||
2025-05-01 08:28:43,327 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:28:43,357 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:28:43,423 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=50.0, sell_rsi=70.0, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-01 08:28:43,485 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||||
2025-05-01 08:32:19,854 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600--buy_rsi.html
|
||||
2025-05-01 08:32:19,855 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:32:19,883 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:32:19,948 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=50.0, sell_rsi=70.0, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-01 08:32:20,011 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||||
up_or_down
|
||||
0 11865
|
||||
1 11706
|
||||
2025-05-01 08:28:43,487 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||||
2025-05-01 08:32:20,012 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||||
do_predict
|
||||
0.0 14451
|
||||
1.0 9120
|
||||
2025-05-01 08:28:43,502 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-20 00:00:00 (19 days).
|
||||
2025-05-01 08:28:43,508 - 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。
|
||||
2025-05-01 08:28:43,510 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-01 08:28:43,539 - 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。
|
||||
2025-05-01 08:28:43,541 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-01 08:28:44,139 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-01_08-28-44.meta.json"
|
||||
2025-05-01 08:32:20,021 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-20 00:00:00 (19 days).
|
||||
2025-05-01 08:32:20,027 - 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。
|
||||
2025-05-01 08:32:20,028 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-01 08:32:20,060 - 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。
|
||||
2025-05-01 08:32:20,062 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-01 08:32:20,662 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-01_08-32-20.meta.json"
|
||||
Result for strategy FreqaiExampleStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
|
||||
File diff suppressed because one or more lines are too long
@ -1 +1 @@
|
||||
{"FreqaiExampleStrategy":{"run_id":"cfc214dcdc7f4207a8a7b44e1b0be860672291d8","backtest_start_time":1746088109,"timeframe":"3m","timeframe_detail":null,"backtest_start_ts":1743465600,"backtest_end_ts":1745107200}}
|
||||
{"FreqaiExampleStrategy":{"run_id":"cfc214dcdc7f4207a8a7b44e1b0be860672291d8","backtest_start_time":1746088326,"timeframe":"3m","timeframe_detail":null,"backtest_start_ts":1743465600,"backtest_end_ts":1745107200}}
|
||||
436
result/output_filted.log
Normal file
436
result/output_filted.log
Normal file
@ -0,0 +1,436 @@
|
||||
Creating freqtrade_freqtrade_run ...
|
||||
Creating freqtrade_freqtrade_run ... done
|
||||
2025-05-01 08:32:01,809 - freqtrade - INFO - freqtrade 2025.3
|
||||
2025-05-01 08:32:02,027 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-01 08:32:03,445 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
|
||||
2025-05-01 08:32:03,447 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-01 08:32:03,448 - root - INFO - Logfile configured
|
||||
2025-05-01 08:32:03,448 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-01 08:32:03,449 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-01 08:32:03,449 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-01 08:32:03,449 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250420 ...
|
||||
2025-05-01 08:32:03,473 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-01 08:32:03,474 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-01 08:32:03,474 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-01 08:32:03,474 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250420
|
||||
2025-05-01 08:32:03,475 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-01 08:32:03,476 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-01 08:32:03,481 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-01 08:32:03,482 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-01 08:32:03,482 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-01 08:32:03,484 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-01 08:32:03,485 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-01 08:32:03,485 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.69
|
||||
2025-05-01 08:32:03,485 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-01 08:32:03,490 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-01 08:32:03,496 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-01 08:32:06,034 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-01 08:32:06,056 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
|
||||
2025-05-01 08:32:06,056 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
|
||||
2025-05-01 08:32:06,057 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-01 08:32:06,057 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-01 08:32:06,058 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-01 08:32:06,058 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-01 08:32:06,059 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-01 08:32:06,059 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
'minutes'}.
|
||||
2025-05-01 08:32:06,060 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-01 08:32:06,060 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
|
||||
2025-05-01 08:32:06,060 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-01 08:32:06,061 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-01 08:32:06,061 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-01 08:32:06,061 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-01 08:32:06,062 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
|
||||
2025-05-01 08:32:06,062 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-01 08:32:06,062 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-01 08:32:06,063 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-01 08:32:06,063 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
'stoploss_on_exchange_interval': 60}
|
||||
2025-05-01 08:32:06,064 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-01 08:32:06,064 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-01 08:32:06,064 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-01 08:32:06,065 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-01 08:32:06,065 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-01 08:32:06,065 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-01 08:32:06,066 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-01 08:32:06,066 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-01 08:32:06,066 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-01 08:32:06,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-01 08:32:06,067 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-01 08:32:06,068 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-01 08:32:06,068 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-01 08:32:06,068 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-01 08:32:06,069 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-01 08:32:06,072 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-01 08:32:06,079 - freqtrade.optimize.backtesting - INFO - Using fee 0.1500% - worst case fee from exchange (lowest tier).
|
||||
2025-05-01 08:32:06,080 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-05-01 08:32:06,080 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 14450 ...
|
||||
2025-05-01 08:32:06,219 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-03-01 21:30:00 up to 2025-04-20 00:00:00 (49 days).
|
||||
2025-05-01 08:32:06,219 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-01 08:32:06,220 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
|
||||
2025-05-01 08:32:07,799 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-01 08:32:08,003 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-01 08:32:08,003 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-01 08:32:08,004 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-01 08:32:08,004 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['BTC/USDT', 'SOL/USDT']
|
||||
2025-05-01 08:32:08,005 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
|
||||
2025-05-01 08:32:08,005 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
|
||||
2025-05-01 08:32:08,006 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-01 08:32:08,008 - FreqaiExampleStrategy - INFO - 处理交易对：BTC/USDT
|
||||
2025-05-01 08:32:08,010 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-05-01 08:32:08,011 - 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
|
||||
2025-05-01 08:32:08,011 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1743465600_prediction.feather
|
||||
2025-05-01 08:32:08,026 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,043 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,059 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,106 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 08:32:08,107 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:08,161 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,172 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,183 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,223 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 08:32:08,224 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:08,247 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,256 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,264 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,340 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-05-01 08:32:08,341 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:08,399 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,412 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,425 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,476 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 08:32:08,477 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:08,518 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,529 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,540 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,585 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 08:32:08,585 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:08,608 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,617 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,625 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:08,685 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:32:08,690 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
|
||||
2025-05-01 08:32:08,692 - 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
|
||||
2025-05-01 08:32:08,698 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:32:08,703 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:32:08,704 - 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
|
||||
2025-05-01 08:32:08,712 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600
|
||||
2025-05-01 08:32:08,713 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
|
||||
2025-05-01 08:32:08,737 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:32:08,738 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
|
||||
2025-05-01 08:32:08,755 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
|
||||
2025-05-01 08:32:08,755 - 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: [08:32:08] 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
|
||||
2025-05-01 08:32:10,717 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (2.00 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[08:32:10] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-05-01 08:32:10,947 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600--buy_rsi.html
|
||||
2025-05-01 08:32:10,948 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:32:10,967 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:32:10,975 - 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
|
||||
2025-05-01 08:32:10,976 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1744329600_prediction.feather
|
||||
2025-05-01 08:32:10,981 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:32:10,987 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:32:10,988 - 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
|
||||
2025-05-01 08:32:10,997 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 08:32:11,003 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
|
||||
2025-05-01 08:32:11,005 - 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
|
||||
2025-05-01 08:32:11,012 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600
|
||||
2025-05-01 08:32:11,013 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
|
||||
2025-05-01 08:32:11,028 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:32:11,029 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
|
||||
2025-05-01 08:32:11,045 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
|
||||
2025-05-01 08:32:11,045 - 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:
|
||||
|
||||
[08:32:11] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.13376 validation_1-rmse:0.11638
|
||||
2025-05-01 08:32:13,084 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (2.07 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[08:32:13] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-05-01 08:32:13,124 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600--buy_rsi.html
|
||||
2025-05-01 08:32:13,125 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:32:13,149 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:32:13,205 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=39.26145316407591, sell_rsi=59.26145316407591, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-01 08:32:13,244 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||||
up_or_down
|
||||
1 11845
|
||||
0 11726
|
||||
2025-05-01 08:32:13,246 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||||
do_predict
|
||||
0.0 14451
|
||||
1.0 9120
|
||||
2025-05-01 08:32:13,250 - FreqaiExampleStrategy - INFO - 处理交易对：SOL/USDT
|
||||
2025-05-01 08:32:13,252 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-05-01 08:32:13,253 - 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
|
||||
2025-05-01 08:32:13,253 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1743465600_prediction.feather
|
||||
2025-05-01 08:32:13,264 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,278 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,292 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,329 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 08:32:13,329 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:13,376 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,387 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,399 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,434 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 08:32:13,434 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:13,457 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,465 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,473 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,532 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-05-01 08:32:13,532 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 08:32:13,587 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,599 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,612 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,670 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,681 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,693 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,747 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,755 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,763 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,846 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,859 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,874 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,942 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,953 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:13,966 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:14,039 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:14,047 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:14,056 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 08:32:14,132 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:32:14,137 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
|
||||
2025-05-01 08:32:14,138 - 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
|
||||
2025-05-01 08:32:14,146 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:32:14,151 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:32:14,153 - 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
|
||||
2025-05-01 08:32:14,163 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600
|
||||
2025-05-01 08:32:14,164 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||||
2025-05-01 08:32:14,190 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:32:14,191 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
|
||||
2025-05-01 08:32:14,214 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||||
2025-05-01 08:32:14,214 - 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:
|
||||
|
||||
[08:32:14] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.11848 validation_1-rmse:0.10165
|
||||
2025-05-01 08:32:17,009 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (2.85 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[08:32:17] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-05-01 08:32:17,042 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600--buy_rsi.html
|
||||
2025-05-01 08:32:17,043 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:32:17,081 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:32:17,090 - 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
|
||||
2025-05-01 08:32:17,090 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1744329600_prediction.feather
|
||||
2025-05-01 08:32:17,100 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:32:17,106 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 08:32:17,107 - 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
|
||||
2025-05-01 08:32:17,119 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 08:32:17,124 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
|
||||
2025-05-01 08:32:17,126 - 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
|
||||
2025-05-01 08:32:17,135 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600
|
||||
2025-05-01 08:32:17,135 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||||
2025-05-01 08:32:17,157 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 08:32:17,158 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
|
||||
2025-05-01 08:32:17,183 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||||
2025-05-01 08:32:17,184 - 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:
|
||||
|
||||
[08:32:17] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.12679 validation_1-rmse:0.11178
|
||||
2025-05-01 08:32:19,817 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (2.68 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[08:32:19] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-05-01 08:32:19,854 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600--buy_rsi.html
|
||||
2025-05-01 08:32:19,855 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 08:32:19,883 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 08:32:19,948 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=50.0, sell_rsi=70.0, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-01 08:32:20,011 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||||
up_or_down
|
||||
0 11865
|
||||
1 11706
|
||||
2025-05-01 08:32:20,012 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||||
do_predict
|
||||
0.0 14451
|
||||
1.0 9120
|
||||
2025-05-01 08:32:20,021 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-20 00:00:00 (19 days).
|
||||
2025-05-01 08:32:20,027 - 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。
|
||||
2025-05-01 08:32:20,028 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-01 08:32:20,060 - 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。
|
||||
2025-05-01 08:32:20,062 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-01 08:32:20,662 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-01_08-32-20.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% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴────────────────────┘
|
||||
Loading…
x
Reference in New Issue
Block a user