up3

freqtrade/templates/FreqaiExampleStrategy.py

@@ -121,42 +121,7 @@ class FreqaiExampleStrategy(IStrategy):
         dataframe.fillna(0, inplace=True)
         return dataframe
 
-def set_freqai_targets(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame:
+    def set_freqai_targets(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame:
-    logger.info(f"设置 FreqAI 目标，交易对：{metadata['pair']}")
-    if "close" not in dataframe.columns:
-        logger.error("数据框缺少必要的 'close' 列")
-        raise ValueError("数据框缺少必要的 'close' 列")
-
-    try:
-        label_period = self.freqai_info["feature_parameters"]["label_period_candles"]
-
-        # 确保目标变量是二维数组
-        if dataframe["up_or_down"].ndim == 1:
-            dataframe["up_or_down"] = dataframe["up_or_down"].values.reshape(-1, 1)
-
-        # 生成 %-volatility 特征
-        dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20).std()
-
-        # 确保 &-buy_rsi 列的值计算正确
-        dataframe["&-buy_rsi"] = ta.RSI(dataframe, timeperiod=14)
-
-        # 数据清理
-        for col in ["&-buy_rsi", "up_or_down", "%-volatility"]:
-            # 使用直接操作避免链式赋值
-            dataframe[col] = dataframe[col].replace([np.inf, -np.inf], np.nan)
-            dataframe[col] = dataframe[col].ffill()  # 替代 fillna(method='ffill')
-            dataframe[col] = dataframe[col].fillna(dataframe[col].mean())  # 使用均值填充 NaN 值
-            if dataframe[col].isna().any():
-                logger.warning(f"目标列 {col} 仍包含 NaN，填充为默认值")
-
-    except Exception as e:
-        logger.error(f"创建 FreqAI 目标失败：{str(e)}")
-        raise
-
-    # Log the shape of the target variable for debugging
-    logger.info(f"目标列形状：{dataframe['up_or_down'].shape}")
-    logger.info(f"目标列预览：\n{dataframe[['up_or_down', '&-buy_rsi']].head().to_string()}")
-    return dataframe
         logger.info(f"设置 FreqAI 目标，交易对：{metadata['pair']}")
         if "close" not in dataframe.columns:
             logger.error("数据框缺少必要的 'close' 列")