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reindex and merge

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Ubuntu 2025-08-31 18:44:53 +08:00
parent 46698faf42
commit 94fc93c7ee
1 changed files with 17 additions and 3 deletions
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18
freqtrade/templates/freqaiprimer.py
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@ -184,6 +184,9 @@ class FreqaiPrimer(IStrategy):
df_1h['macd_signal_1h'] = macd_1h['MACDs_12_26_9']
df_1h['macd_hist_1h'] = macd_1h['MACDh_12_26_9']
# 验证 MACD 列是否正确生成
logger.info(f"[{metadata['pair']}] 1小时 MACD 列: {list(macd_1h.columns)}")
# 新增 StochRSI 指标
stochrsi_1h = ta.stochrsi(df_1h['close'], length=14, rsi_length=14)
df_1h['stochrsi_k_1h'] = stochrsi_1h['STOCHRSIk_14_14_3_3']
@ -195,13 +198,24 @@ class FreqaiPrimer(IStrategy):
df_1h = df_1h[['date', 'rsi_1h', 'trend_1h', 'ema_50_1h', 'ema_200_1h', 'bb_lower_1h', 'bb_upper_1h', 'stochrsi_k_1h', 'stochrsi_d_1h']].fillna(method='ffill')
# 确保所有需要的列都被合并
df_1h = df_1h[['date', 'rsi_1h', 'trend_1h', 'ema_50_1h', 'ema_200_1h',
required_columns = ['date', 'rsi_1h', 'trend_1h', 'ema_50_1h', 'ema_200_1h',
'bb_lower_1h', 'bb_upper_1h', 'stochrsi_k_1h', 'stochrsi_d_1h',
'macd_1h', 'macd_signal_1h']] # 确保包含 macd_1h 和 macd_signal_1h
'macd_1h', 'macd_signal_1h']
# 验证所需列是否存在
missing_columns = [col for col in required_columns if col not in df_1h.columns]
if missing_columns:
logger.error(f"[{metadata['pair']}] 缺少以下列: {missing_columns}")
raise KeyError(f"缺少以下列: {missing_columns}")
df_1h = df_1h[required_columns] # 确保包含 macd_1h 和 macd_signal_1h
# 合并 1h 数据
dataframe = dataframe.merge(df_1h, how='left', on='date').fillna(method='ffill')
# 验证合并后的列
logger.info(f"[{metadata['pair']}] 合并后的数据框列名: {list(dataframe.columns)}")
# K线形态：看涨吞没
dataframe['bullish_engulfing'] = (
(dataframe['close'].shift(1) < dataframe['open'].shift(1)) &