策略使用了 利润高的配置, 符合损失函数 评估标准的配置被注释

config_examples/config_freqai.okx.json

@@ -67,7 +67,7 @@
         "freqaimodel": "CatboostClassifier",
         "purge_old_models": 2,
         "train_period_days": 15,
-        "identifier": "test77",
+        "identifier": "test82",
         "train_period_days": 30,
         "backtest_period_days": 10,
         "live_retrain_hours": 0,

docker-compose.yml

@@ -69,4 +69,18 @@ services:
         --config /freqtrade/config_examples/config_freqai.okx.json
         --strategy-path /freqtrade/templates
         --strategy FreqaiExampleStrategy
-        --timerange 20240905-20250420
+        --timerange 20250101-20250420
+        --fee 0.001
+    
+    # command: >
+    #   hyperopt
+    #     --logfile /freqtrade/user_data/logs/freqtrade.log
+    #     --freqaimodel LightGBMRegressor
+    #     --config /freqtrade/config_examples/config_freqai.okx.json
+    #     --strategy-path /freqtrade/templates
+    #     --strategy FreqaiExampleStrategy
+    #     --timerange 20250301-20250420
+    #     --hyperopt-loss SharpeHyperOptLoss
+    #     --spaces buy sell roi stoploss trailing
+    #     --fee 0.001
+    #     -e 200

freqtrade/templates/FreqaiExampleStrategy.json

@@ -1,32 +1,32 @@
 {
   "strategy_name": "FreqaiExampleStrategy",
   "params": {
-    "trailing": {
-      "trailing_stop": true,
-      "trailing_stop_positive": 0.01,
-      "trailing_stop_positive_offset": 0.02,
-      "trailing_only_offset_is_reached": false
-    },
     "max_open_trades": {
       "max_open_trades": 4
     },
     "buy": {
-      "buy_rsi": 39.92672300850069
+      "buy_rsi": 49
     },
     "sell": {
-      "sell_rsi": 69.92672300850067
+      "sell_rsi": 64
     },
     "protection": {},
     "roi": {
-      "0": 0.132,
-      "8": 0.047,
-      "14": 0.007,
+      "0": 0.07600000000000001,
+      "7": 0.034,
+      "13": 0.007,
       "60": 0
     },
     "stoploss": {
-      "stoploss": -0.322
+      "stoploss": -0.087
+    },
+    "trailing": {
+      "trailing_stop": true,
+      "trailing_stop_positive": 0.333,
+      "trailing_stop_positive_offset": 0.341,
+      "trailing_only_offset_is_reached": true
     }
   },
   "ft_stratparam_v": 1,
-  "export_time": "2025-04-23 12:30:05.550433+00:00"
+  "export_time": "2025-04-23 15:53:46.477203+00:00"
 }

freqtrade/templates/FreqaiExampleStrategy.py

@@ -10,7 +10,14 @@ from freqtrade.strategy import IStrategy, IntParameter, DecimalParameter
 logger = logging.getLogger(__name__)
 
 class FreqaiExampleStrategy(IStrategy):
-    minimal_roi = {}
+    ## minimal_roi 设置为{} 利润稍高, 回头再说,
+    minimal_roi = {
+        "0": 0.076,
+        "7": 0.034,
+        "13": 0.007,
+        "60": 0
+    }
+
     stoploss = 0.0
     trailing_stop = True
     process_only_new_candles = True
@@ -19,12 +26,41 @@ class FreqaiExampleStrategy(IStrategy):
     can_short = False
 
     # Hyperopt 参数
-    buy_rsi = IntParameter(low=10, high=50, default=27, space="buy", optimize=False, load=True)
-    sell_rsi = IntParameter(low=50, high=90, default=59, space="sell", optimize=False, load=True)
+    buy_rsi = IntParameter(low=10, high=50, default=27, space="buy", optimize=True, load=True)
+    sell_rsi = IntParameter(low=50, high=90, default=59, space="sell", optimize=True, load=True)
     roi_0 = DecimalParameter(low=0.01, high=0.2, default=0.038, space="roi", optimize=True, load=True)
     roi_15 = DecimalParameter(low=0.005, high=0.1, default=0.027, space="roi", optimize=True, load=True)
     roi_30 = DecimalParameter(low=0.001, high=0.05, default=0.009, space="roi", optimize=True, load=True)
     stoploss_param = DecimalParameter(low=-0.25, high=-0.05, default=-0.1, space="stoploss", optimize=True, load=True)
+    trailing_stop_positive_offset = DecimalParameter(low=0.01, high=0.5, default=0.02, space="trailing", optimize=True, load=True)
+
+    # 以下配置 利润低, 但是 更符合 损失函数的评估
+    # minimal_roi = {
+    #     "0": 0.076,
+    #     "7": 0.034,
+    #     "13": 0.007,
+    #     "60": 0
+    # }
+    # stoploss = -0.087
+    # trailing_stop = True
+    # trailing_stop_positive = 0.333
+    # trailing_stop_positive_offset = 0.341
+    # trailing_only_offset_is_reached = True
+    # process_only_new_candles = True
+    # use_exit_signal = True
+    # startup_candle_count: int = 40
+    # can_short = False
+    # max_open_trades = 4
+    #
+    # # Hyperopt 参数
+    # buy_rsi = IntParameter(low=10, high=50, default=49, space="buy", optimize=True, load=True)
+    # sell_rsi = IntParameter(low=50, high=90, default=64, space="sell", optimize=True, load=True)
+    # roi_0 = DecimalParameter(low=0.01, high=0.2, default=0.076, space="roi", optimize=True, load=True)
+    # roi_15 = DecimalParameter(low=0.005, high=0.1, default=0.034, space="roi", optimize=True, load=True)
+    # roi_30 = DecimalParameter(low=0.001, high=0.05, default=0.007, space="roi", optimize=True, load=True)
+    # stoploss_param = DecimalParameter(low=-0.25, high=-0.05, default=-0.087, space="stoploss", optimize=True, load=True)
+    # trailing_stop_positive_offset = DecimalParameter(low=0.01, high=0.5, default=0.341, space="trailing", optimize=True, load=True)
+
 
     # 保护机制
     protections = [
@@ -184,7 +220,7 @@ class FreqaiExampleStrategy(IStrategy):
             # 动态追踪止盈
             dataframe["trailing_stop_positive"] = (dataframe["roi_0_pred"] * 0.5).clip(0.01, 0.3)
             dataframe["trailing_stop_positive_offset"] = (dataframe["roi_0_pred"] * 0.75).clip(0.02, 0.4)
-            
+
             # 设置动态参数
             self.stoploss = float(dataframe["stoploss_pred"].iloc[-1])
             self.buy_rsi.value = float(dataframe["buy_rsi_pred"].iloc[-1])