挣钱了
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zhangkun9038@dingtalk.com
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chat/result8.md
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chat/result8.md
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### 🛠️ 可能的改进方向
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如果你希望进一步优化这个替代逻辑，可以考虑：
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1. **引入更多技术指标**（如 MACD、布林带等）来增强模拟预测的智能性。
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2. **使用简单机器学习模型**（如线性回归）基于历史 RSI 和价格走势训练一个轻量级替代模型。
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3. **动态调整窗口大小**（rolling window），根据市场波动率自动调节平滑程度。
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@ -70,7 +70,7 @@ services:
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--config /freqtrade/config_examples/config_my_hyperopt.json
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--strategy-path /freqtrade/templates
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--strategy FreqaiExampleStrategy
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--timerange 20250401-20250415
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--timerange 20250405-20250415
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--export trades
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--fee 0.0008
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--cache none
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@ -88,20 +88,14 @@ class FreqaiExampleStrategy(IStrategy):
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# 保留关键的技术指标
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dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
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# 确保 MACD 列被正确计算并保留
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try:
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macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9)
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dataframe["macd"] = macd["macd"]
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dataframe["macdsignal"] = macd["macdsignal"]
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except Exception as e:
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logger.error(f"计算 MACD 列时出错：{str(e)}")
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dataframe["macd"] = np.nan
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dataframe["macdsignal"] = np.nan
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# 强制计算 MACD 并确保列存在
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macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9)
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dataframe["macd"] = macd["macd"].fillna(0)
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dataframe["macdsignal"] = macd["macdsignal"].fillna(0)
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# 检查 MACD 列是否存在
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if "macd" not in dataframe.columns or "macdsignal" not in dataframe.columns:
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logger.error("MACD 或 MACD 信号列缺失，无法生成买入信号")
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raise ValueError("DataFrame 缺少必要的 MACD 列")
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# 确保列存在
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assert "macd" in dataframe.columns and "macdsignal" in dataframe.columns, \
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"MACD 列缺失，无法继续执行"
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# 确保 MACD 列存在
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if "macd" not in dataframe.columns or "macdsignal" not in dataframe.columns:
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@ -125,7 +119,16 @@ class FreqaiExampleStrategy(IStrategy):
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logger.info(f"特征工程完成，特征数量：{len(dataframe.columns)}")
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return dataframe
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def _add_noise(self, dataframe: DataFrame, noise_level: float = 0.02) -> DataFrame:
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"""为数值型特征添加随机噪声以增强模型泛化能力"""
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df = dataframe.copy()
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numeric_cols = df.select_dtypes(include=[np.number]).columns.tolist()
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for col in numeric_cols:
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noise = np.random.normal(loc=0.0, scale=noise_level * df[col].std(), size=df.shape[0])
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df[col] += noise
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logger.info(f"已向 {len(numeric_cols)} 个数值型特征添加 {noise_level * 100:.0f}% 噪声")
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return df
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def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame:
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dataframe["%-pct-change"] = dataframe["close"].pct_change()
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dataframe["%-raw_volume"] = dataframe["volume"]
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@ -141,6 +144,10 @@ class FreqaiExampleStrategy(IStrategy):
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if dataframe[col].isna().any() or np.isinf(dataframe[col]).any():
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logger.warning(f"列 {col} 仍包含无效值，已填充为默认值")
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dataframe[col] = dataframe[col].fillna(0)
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# 添加 2% 噪声以增强模型鲁棒性
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dataframe = self._add_noise(dataframe, noise_level=0.02)
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logger.info(f"特征工程完成，特征数量：{len(dataframe.columns)}")
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return dataframe
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def feature_engineering_standard(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame:
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@ -180,13 +187,20 @@ class FreqaiExampleStrategy(IStrategy):
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# 生成 %-volatility 特征
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dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20).std()
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# 确保 &-buy_rsi 列的值计算正确
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# 确保 &-buy_rsi_pred 列的值计算正确
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dataframe["&-buy_rsi"] = ta.RSI(dataframe, timeperiod=14)
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if "&-buy_rsi_pred" not in dataframe.columns:
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logger.warning("&-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代")
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dataframe["&-buy_rsi_pred"] = dataframe["&-buy_rsi"].rolling(window=10).mean().clip(20, 40)
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dataframe["&-buy_rsi_pred"] = dataframe["&-buy_rsi_pred"].fillna(dataframe["&-buy_rsi_pred"].median())
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# 确保 &-sell_rsi_pred 存在（基于 buy_rsi_pred + 偏移量）
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if "&-sell_rsi_pred" not in dataframe.columns:
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logger.warning("&-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代")
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dataframe["&-sell_rsi_pred"] = dataframe["&-buy_rsi_pred"] + 20
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dataframe["&-sell_rsi_pred"] = dataframe["&-sell_rsi_pred"].clip(50, 90)
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dataframe["&-sell_rsi_pred"] = dataframe["&-sell_rsi_pred"].fillna(dataframe["&-sell_rsi_pred"].median())
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# 数据清理
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for col in ["&-buy_rsi", "up_or_down", "%-volatility"]:
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# 使用直接操作避免链式赋值
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@ -251,6 +265,11 @@ class FreqaiExampleStrategy(IStrategy):
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logger.warning("&-buy_rsi_pred 列不存在，无法生成 &-sell_rsi_pred，将使用默认值")
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dataframe["&-sell_rsi_pred"] = 59 # 默认 RSI 卖出阈值
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# 确保 &-sell_rsi_pred 最终存在于 dataframe 中
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if "&-sell_rsi_pred" not in dataframe.columns:
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logger.error("&-sell_rsi_pred 列仍然缺失，策略可能无法正常运行")
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raise ValueError("&-sell_rsi_pred 列缺失，无法继续执行策略逻辑")
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# 生成 stoploss_pred（基于波动率）
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dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20).std()
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dataframe["&-stoploss"] = (-0.1 - (dataframe["%-volatility"] * 10).clip(0, 0.25)).fillna(-0.1)
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1112
output.log
1112
output.log
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Load Diff
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Creating freqtrade_old_freqtrade_run ...
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Creating freqtrade_old_freqtrade_run ... done
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2025-05-07 13:20:00,263 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
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2025-05-07 13:20:00,482 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
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2025-05-07 13:20:01,995 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_my_hyperopt.json ...
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2025-05-07 13:20:01,997 - freqtrade.loggers - INFO - Enabling colorized output.
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2025-05-07 13:20:01,998 - root - INFO - Logfile configured
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2025-05-07 13:20:01,998 - freqtrade.loggers - INFO - Verbosity set to 0
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2025-05-07 13:20:01,999 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
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2025-05-07 13:20:01,999 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
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2025-05-07 13:20:02,000 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
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2025-05-07 13:20:02,000 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250415 ...
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2025-05-07 13:20:02,034 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
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2025-05-07 13:20:02,035 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
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2025-05-07 13:20:02,035 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ...
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2025-05-07 13:20:02,035 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
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2025-05-07 13:20:02,036 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250415
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2025-05-07 13:20:02,036 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
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2025-05-07 13:20:02,037 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
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2025-05-07 13:20:02,045 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
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2025-05-07 13:20:02,045 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2025-05-07 13:20:02,045 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-07 13:20:02,047 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
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2025-05-07 13:20:02,048 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2025-05-07 13:20:02,048 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
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2025-05-07 13:20:02,049 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
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2025-05-07 13:20:02,054 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
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2025-05-07 13:20:02,060 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
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2025-05-07 13:20:05,055 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
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2025-05-07 13:20:05,118 - freqtrade.resolvers.iresolver - WARNING - Could not import /freqtrade/templates/BaseHyperOptStrategy.py due to 'invalid syntax (BaseHyperOptStrategy.py, line 190)'
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2025-05-07 13:20:05,121 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
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2025-05-07 13:20:05,121 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
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2025-05-07 13:20:05,122 - FreqaiExampleStrategy - INFO - FreqAI 模型路径：/freqtrade/user_data/models
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2025-05-07 13:20:05,122 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
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2025-05-07 13:20:05,123 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
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2025-05-07 13:20:05,123 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2025-05-07 13:20:05,123 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
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2025-05-07 13:20:05,124 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
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2025-05-07 13:20:05,124 - 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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2025-05-07 15:18:19,437 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
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2025-05-07 15:18:19,671 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
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2025-05-07 15:18:21,245 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_my_hyperopt.json ...
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2025-05-07 15:18:21,248 - freqtrade.loggers - INFO - Enabling colorized output.
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2025-05-07 15:18:21,248 - root - INFO - Logfile configured
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2025-05-07 15:18:21,249 - freqtrade.loggers - INFO - Verbosity set to 0
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2025-05-07 15:18:21,249 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
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2025-05-07 15:18:21,250 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
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2025-05-07 15:18:21,250 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
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2025-05-07 15:18:21,251 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250405-20250415 ...
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2025-05-07 15:18:21,291 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
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2025-05-07 15:18:21,292 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
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2025-05-07 15:18:21,293 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ...
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2025-05-07 15:18:21,293 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
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2025-05-07 15:18:21,294 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250405-20250415
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2025-05-07 15:18:21,294 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
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2025-05-07 15:18:21,295 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
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2025-05-07 15:18:21,302 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
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2025-05-07 15:18:21,302 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2025-05-07 15:18:21,303 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-07 15:18:21,305 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
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2025-05-07 15:18:21,306 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2025-05-07 15:18:21,306 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
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2025-05-07 15:18:21,307 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
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2025-05-07 15:18:21,312 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
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2025-05-07 15:18:21,319 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
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2025-05-07 15:18:24,588 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
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2025-05-07 15:18:24,654 - freqtrade.resolvers.iresolver - WARNING - Could not import /freqtrade/templates/BaseHyperOptStrategy.py due to 'invalid syntax (BaseHyperOptStrategy.py, line 190)'
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2025-05-07 15:18:24,657 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
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2025-05-07 15:18:24,657 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
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2025-05-07 15:18:24,658 - FreqaiExampleStrategy - INFO - FreqAI 模型路径：/freqtrade/user_data/models
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2025-05-07 15:18:24,659 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
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2025-05-07 15:18:24,659 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
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2025-05-07 15:18:24,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2025-05-07 15:18:24,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
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2025-05-07 15:18:24,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
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2025-05-07 15:18:24,661 - 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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2025-05-07 13:20:05,124 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'use_exit_signal' with value in config file: True.
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2025-05-07 13:20:05,124 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
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2025-05-07 13:20:05,125 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
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2025-05-07 13:20:05,125 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
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2025-05-07 13:20:05,125 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
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2025-05-07 13:20:05,125 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
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2025-05-07 13:20:05,126 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
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2025-05-07 13:20:05,126 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
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2025-05-07 13:20:05,126 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
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2025-05-07 13:20:05,126 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
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2025-05-07 13:20:05,127 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
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2025-05-07 13:20:05,127 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
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2025-05-07 15:18:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'use_exit_signal' with value in config file: True.
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2025-05-07 15:18:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
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2025-05-07 15:18:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
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2025-05-07 15:18:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
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2025-05-07 15:18:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
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2025-05-07 15:18:24,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
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2025-05-07 15:18:24,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
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2025-05-07 15:18:24,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
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2025-05-07 15:18:24,664 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
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2025-05-07 15:18:24,664 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
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2025-05-07 15:18:24,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
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2025-05-07 15:18:24,665 - 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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2025-05-07 13:20:05,127 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
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2025-05-07 13:20:05,128 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-07 13:20:05,128 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-07 13:20:05,128 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-07 13:20:05,128 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-07 13:20:05,129 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-07 13:20:05,129 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-07 13:20:05,129 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-07 13:20:05,130 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-07 13:20:05,130 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-07 13:20:05,131 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-07 13:20:05,131 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-07 13:20:05,131 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-07 13:20:05,132 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-07 13:20:05,132 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-07 13:20:05,136 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-07 13:20:05,141 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-07 13:20:05,142 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 13:20:05,143 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-07 13:20:05,236 - freqtrade.optimize.backtesting - INFO - Loading data from 2024-12-31 21:30:00 up to 2025-04-15 00:00:00 (104 days).
|
||||
2025-05-07 13:20:05,237 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-07 13:20:05,238 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
|
||||
2025-05-07 13:20:06,903 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-07 13:20:07,121 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-07 13:20:07,122 - freqtrade.freqai.freqai_interface - INFO - Backtesting module configured to save all models.
|
||||
2025-05-07 13:20:07,123 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-07 13:20:07,123 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-07 13:20:07,123 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT']
|
||||
2025-05-07 13:20:07,124 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
|
||||
2025-05-07 13:20:07,125 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
|
||||
2025-05-07 13:20:07,125 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-07 13:20:07,130 - FreqaiExampleStrategy - INFO - 处理交易对：OKB/USDT
|
||||
2025-05-07 13:20:07,133 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-05-07 13:20:07,134 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-01 00:00:00 to 2025-04-01 00:00:00, 1/2 trains
|
||||
2025-05-07 13:20:07,135 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743465600_prediction.feather
|
||||
2025-05-07 13:20:07,161 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,195 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,225 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,325 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 13:20:07,325 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 5m from 2024-12-31 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:07,383 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,402 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,421 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,507 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 13:20:07,508 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:07,537 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,548 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,560 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,620 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 13:20:07,621 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:07,644 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,653 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,662 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,867 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 13:20:07,868 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2024-12-31 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:07,944 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,964 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,988 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,104 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 13:20:08,105 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2024-12-31 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:08,154 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,173 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,193 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,332 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 13:20:08,333 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:08,365 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,376 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,386 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,510 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 13:20:08,511 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:08,534 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,543 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,552 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,738 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 13:20:08,739 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2024-12-31 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:08,801 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,821 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,843 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,994 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 13:20:08,995 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2024-12-31 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:09,052 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,069 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,090 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,281 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 13:20:09,282 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:09,310 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,320 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,331 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,504 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 13:20:09,505 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:09,527 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,536 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,546 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,758 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 13:20:09,763 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 13:20:09,768 - FreqaiExampleStrategy - INFO - 目标列形状：(43250,)
|
||||
2025-05-07 13:20:09,770 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-07 15:18:24,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-07 15:18:24,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-07 15:18:24,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-07 15:18:24,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-07 15:18:24,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-07 15:18:24,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-07 15:18:24,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-07 15:18:24,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-07 15:18:24,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-07 15:18:24,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-07 15:18:24,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-07 15:18:24,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-07 15:18:24,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-07 15:18:24,670 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-07 15:18:24,670 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-07 15:18:24,674 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-07 15:18:24,680 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-07 15:18:24,681 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:18:24,682 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-07 15:18:24,777 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-04 21:30:00 up to 2025-04-15 00:00:00 (100 days).
|
||||
2025-05-07 15:18:24,777 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-07 15:18:24,779 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
|
||||
2025-05-07 15:18:26,448 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-07 15:18:26,666 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-07 15:18:26,667 - freqtrade.freqai.freqai_interface - INFO - Backtesting module configured to save all models.
|
||||
2025-05-07 15:18:26,667 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-07 15:18:26,668 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-07 15:18:26,668 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT']
|
||||
2025-05-07 15:18:26,669 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
|
||||
2025-05-07 15:18:26,670 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
|
||||
2025-05-07 15:18:26,670 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-07 15:18:26,675 - FreqaiExampleStrategy - INFO - 处理交易对：OKB/USDT
|
||||
2025-05-07 15:18:26,678 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-07 15:18:26,679 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-05 00:00:00 to 2025-04-05 00:00:00, 1/1 trains
|
||||
2025-05-07 15:18:26,680 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743811200_prediction.feather
|
||||
2025-05-07 15:18:26,707 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,738 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,770 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,810 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:26,811 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:26,887 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:18:26,887 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:26,943 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,962 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,983 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,005 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,006 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,074 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:18:27,075 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,104 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,115 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,129 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,144 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,145 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,189 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:18:27,190 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,213 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,222 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,231 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,240 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,241 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,422 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:18:27,423 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,493 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,512 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,534 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,565 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,566 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,662 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:18:27,662 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,709 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,723 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,739 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,760 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,761 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,869 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:18:27,870 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,899 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,910 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,922 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,936 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,936 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,046 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:18:28,046 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,070 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,078 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,087 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,098 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,099 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,276 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:18:28,277 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,345 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,364 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,388 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,420 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,420 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,546 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:18:28,547 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,607 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,623 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,640 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,662 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,662 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,832 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:18:28,832 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,862 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,872 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,883 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,896 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,896 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:29,053 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:18:29,054 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:29,077 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:29,086 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:29,095 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:29,106 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:29,107 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:29,313 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 15:18:29,317 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 15:18:29,321 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||||
2025-05-07 15:18:29,325 - FreqaiExampleStrategy - INFO - 目标列形状：(43250,)
|
||||
2025-05-07 15:18:29,328 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 -0.000406 49.927524
|
||||
1 -0.000203 49.927524
|
||||
2 -0.001218 49.927524
|
||||
3 -0.001218 49.927524
|
||||
4 -0.001015 49.927524
|
||||
2025-05-07 13:20:09,805 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 13:20:09,810 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 13:20:09,815 - FreqaiExampleStrategy - INFO - 目标列形状：(48050,)
|
||||
2025-05-07 13:20:09,817 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
0 -0.000589 49.916851
|
||||
1 -0.000785 49.916851
|
||||
2 0.000393 49.916851
|
||||
3 0.000000 49.916851
|
||||
4 -0.000589 49.916851
|
||||
2025-05-07 15:18:29,360 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 15:18:29,366 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 15:18:29,368 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||||
2025-05-07 15:18:29,373 - FreqaiExampleStrategy - INFO - 目标列形状：(48050,)
|
||||
2025-05-07 15:18:29,375 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 -0.000406 50.159589
|
||||
1 -0.000203 50.159589
|
||||
2 -0.001218 50.159589
|
||||
3 -0.001218 50.159589
|
||||
4 -0.001015 50.159589
|
||||
2025-05-07 13:20:09,854 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743465600/cb_okb_1743465600
|
||||
2025-05-07 13:20:09,855 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-07 13:20:09,956 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-07 13:20:09,957 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-01 to 2025-03-31 --------------------
|
||||
2025-05-07 13:20:10,066 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 147 features
|
||||
2025-05-07 13:20:10,067 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.17290 validation_1-rmse:0.09398
|
||||
[199] validation_0-rmse:0.16585 validation_1-rmse:0.07188
|
||||
2025-05-07 13:22:29,587 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (139.73 secs) --------------------
|
||||
2025-05-07 13:22:29,843 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743465600/cb_okb_1743465600--buy_rsi.html
|
||||
2025-05-07 13:22:29,844 - freqtrade.freqai.freqai_interface - INFO - Saving backtest model to disk.
|
||||
2025-05-07 13:22:29,933 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-07 13:22:29,946 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-11 00:00:00 to 2025-04-11 00:00:00, 2/2 trains
|
||||
2025-05-07 13:22:29,946 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1744329600_prediction.feather
|
||||
2025-05-07 13:22:29,980 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 13:22:29,985 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 13:22:29,989 - FreqaiExampleStrategy - INFO - 目标列形状：(48050,)
|
||||
2025-05-07 13:22:29,991 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 -0.000406 50.159589
|
||||
1 -0.000203 50.159589
|
||||
2 -0.001218 50.159589
|
||||
3 -0.001218 50.159589
|
||||
4 -0.001015 50.159589
|
||||
2025-05-07 13:22:30,027 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 13:22:30,031 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 13:22:30,036 - FreqaiExampleStrategy - INFO - 目标列形状：(49970,)
|
||||
2025-05-07 13:22:30,038 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 -0.000406 50.106933
|
||||
1 -0.000203 50.106933
|
||||
2 -0.001218 50.106933
|
||||
3 -0.001218 50.106933
|
||||
4 -0.001015 50.106933
|
||||
2025-05-07 13:22:30,072 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1744329600/cb_okb_1744329600
|
||||
2025-05-07 13:22:30,073 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-07 13:22:30,174 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-07 13:22:30,175 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-11 to 2025-04-10 --------------------
|
||||
2025-05-07 13:22:30,283 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 147 features
|
||||
2025-05-07 13:22:30,284 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.16406 validation_1-rmse:0.09666
|
||||
[199] validation_0-rmse:0.15761 validation_1-rmse:0.07372
|
||||
2025-05-07 13:24:47,140 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (137.07 secs) --------------------
|
||||
2025-05-07 13:24:47,176 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1744329600/cb_okb_1744329600--buy_rsi.html
|
||||
2025-05-07 13:24:47,177 - freqtrade.freqai.freqai_interface - INFO - Saving backtest model to disk.
|
||||
2025-05-07 13:24:47,254 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-07 13:24:47,409 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
0 -0.000589 50.084414
|
||||
1 -0.000785 50.084414
|
||||
2 0.000393 50.084414
|
||||
3 0.000000 50.084414
|
||||
4 -0.000589 50.084414
|
||||
2025-05-07 15:18:29,410 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200
|
||||
2025-05-07 15:18:29,411 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-07 15:18:29,510 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-07 15:18:29,511 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-05 to 2025-04-04 --------------------
|
||||
2025-05-07 15:18:29,627 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 147 features
|
||||
2025-05-07 15:18:29,628 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.25112 validation_1-rmse:0.12779
|
||||
[199] validation_0-rmse:0.24586 validation_1-rmse:0.10025
|
||||
2025-05-07 15:21:59,969 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (210.56 secs) --------------------
|
||||
2025-05-07 15:22:00,216 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200--buy_rsi.html
|
||||
2025-05-07 15:22:00,217 - freqtrade.freqai.freqai_interface - INFO - Saving backtest model to disk.
|
||||
2025-05-07 15:22:00,312 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-07 15:22:00,462 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
do_predict
|
||||
0 0.0
|
||||
1 0.0
|
||||
2 0.0
|
||||
3 0.0
|
||||
4 0.0
|
||||
2025-05-07 13:24:47,418 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=38.03638534545898, sell_rsi=58.03638534545898, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-07 13:24:47,621 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-15 00:00:00 (14 days).
|
||||
2025-05-07 13:24:47,646 - 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。
|
||||
2025-05-07 13:24:47,648 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-07 13:24:47,651 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
2025-05-07 15:22:00,471 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=36.87256622314453, sell_rsi=56.87256622314453, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-07 15:22:00,668 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-05 00:00:00 up to 2025-04-15 00:00:00 (10 days).
|
||||
2025-05-07 15:22:00,690 - 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。
|
||||
2025-05-07 15:22:00,692 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-07 15:22:00,694 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
do_predict
|
||||
0 0.0
|
||||
1 0.0
|
||||
2 0.0
|
||||
3 0.0
|
||||
4 0.0
|
||||
2025-05-07 13:24:47,656 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
2025-05-07 15:22:00,699 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
do_predict
|
||||
0 0.0
|
||||
1 0.0
|
||||
2 0.0
|
||||
3 0.0
|
||||
4 0.0
|
||||
2025-05-07 13:24:47,659 - FreqaiExampleStrategy - DEBUG - &-buy_rsi_pred 列存在，前5行预览：
|
||||
2025-05-07 15:22:00,702 - FreqaiExampleStrategy - DEBUG - &-buy_rsi_pred 列存在，前5行预览：
|
||||
&-buy_rsi_pred
|
||||
0 20.0
|
||||
1 20.0
|
||||
2 20.0
|
||||
3 20.0
|
||||
4 20.0
|
||||
2025-05-07 13:24:47,873 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-07_13-24-47.meta.json"
|
||||
2025-05-07 15:22:00,855 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-07_15-22-00.meta.json"
|
||||
Result for strategy FreqaiExampleStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKB/USDT │ 4 │ 0.21 │ 1.284 │ 0.13 │ 0:43:00 │ 2 1 1 50.0 │
|
||||
│ TOTAL │ 4 │ 0.21 │ 1.284 │ 0.13 │ 0:43:00 │ 2 1 1 50.0 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
LEFT OPEN TRADES REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKB/USDT │ 1 │ -0.12 │ -0.183 │ -0.02 │ 0:03:00 │ 0 0 1 0 │
|
||||
│ TOTAL │ 1 │ -0.12 │ -0.183 │ -0.02 │ 0:03:00 │ 0 0 1 0 │
|
||||
│ OKB/USDT │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ TOTAL │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
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 │ 4 │ 0.21 │ 1.284 │ 0.13 │ 0:43:00 │ 2 1 1 50.0 │
|
||||
│ TOTAL │ 4 │ 0.21 │ 1.284 │ 0.13 │ 0:43:00 │ 2 1 1 50.0 │
|
||||
│ long │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ TOTAL │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ roi │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ force_exit │ 1 │ -0.12 │ -0.183 │ -0.02 │ 0:03:00 │ 0 0 1 0 │
|
||||
│ TOTAL │ 4 │ 0.21 │ 1.284 │ 0.13 │ 0:43:00 │ 2 1 1 50.0 │
|
||||
│ TOTAL │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ long │ roi │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ long │ force_exit │ 1 │ -0.12 │ -0.183 │ -0.02 │ 0:03:00 │ 0 0 1 0 │
|
||||
│ TOTAL │ │ 4 │ 0.21 │ 1.284 │ 0.13 │ 0:43:00 │ 2 1 1 50.0 │
|
||||
│ TOTAL │ │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Metric ┃ Value ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Backtesting from │ 2025-04-01 00:00:00 │
|
||||
│ Backtesting from │ 2025-04-05 00:00:00 │
|
||||
│ Backtesting to │ 2025-04-15 00:00:00 │
|
||||
│ Trading Mode │ Spot │
|
||||
│ Max open trades │ 1 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 4 / 0.29 │
|
||||
│ Total/Daily Avg Trades │ 3 / 0.3 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 1001.284 USDT │
|
||||
│ Absolute profit │ 1.284 USDT │
|
||||
│ Total profit % │ 0.13% │
|
||||
│ CAGR % │ 3.40% │
|
||||
│ Final balance │ 1001.467 USDT │
|
||||
│ Absolute profit │ 1.467 USDT │
|
||||
│ Total profit % │ 0.15% │
|
||||
│ CAGR % │ 5.50% │
|
||||
│ Sortino │ -100.00 │
|
||||
│ Sharpe │ 2.90 │
|
||||
│ Calmar │ 961.07 │
|
||||
│ SQN │ 0.92 │
|
||||
│ Profit factor │ 8.03 │
|
||||
│ Expectancy (Ratio) │ 0.32 (1.51) │
|
||||
│ Sharpe │ 4.59 │
|
||||
│ Calmar │ -100.00 │
|
||||
│ SQN │ 1.13 │
|
||||
│ Profit factor │ 0.00 │
|
||||
│ Expectancy (Ratio) │ 0.49 (100.00) │
|
||||
│ Avg. daily profit % │ 0.01% │
|
||||
│ Avg. stake amount │ 150 USDT │
|
||||
│ Total trade volume │ 1203.208 USDT │
|
||||
│ Total trade volume │ 902.91 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ OKB/USDT 0.13% │
|
||||
│ Worst Pair │ OKB/USDT 0.13% │
|
||||
│ Best Pair │ OKB/USDT 0.15% │
|
||||
│ Worst Pair │ OKB/USDT 0.15% │
|
||||
│ Best trade │ OKB/USDT 0.90% │
|
||||
│ Worst trade │ OKB/USDT -0.12% │
|
||||
│ Worst trade │ OKB/USDT 0.00% │
|
||||
│ Best day │ 1.35 USDT │
|
||||
│ Worst day │ -0.183 USDT │
|
||||
│ Days win/draw/lose │ 2 / 8 / 1 │
|
||||
│ Worst day │ 0 USDT │
|
||||
│ Days win/draw/lose │ 2 / 2 / 0 │
|
||||
│ Avg. Duration Winners │ 0:45:00 │
|
||||
│ Avg. Duration Loser │ 0:03:00 │
|
||||
│ Avg. Duration Loser │ 0:00:00 │
|
||||
│ Max Consecutive Wins / Loss │ 1 / 1 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 1000.117 USDT │
|
||||
│ Max balance │ 1001.467 USDT │
|
||||
│ Max % of account underwater │ 0.02% │
|
||||
│ Absolute Drawdown (Account) │ 0.02% │
|
||||
│ Absolute Drawdown │ 0.183 USDT │
|
||||
│ Drawdown high │ 1.467 USDT │
|
||||
│ Drawdown low │ 1.284 USDT │
|
||||
│ Drawdown Start │ 2025-04-08 18:39:00 │
|
||||
│ Drawdown End │ 2025-04-15 00:00:00 │
|
||||
│ Market change │ 8.93% │
|
||||
│ Max % of account underwater │ 0.00% │
|
||||
│ Absolute Drawdown (Account) │ 0.00% │
|
||||
│ Absolute Drawdown │ 0 USDT │
|
||||
│ Drawdown high │ 0.117 USDT │
|
||||
│ Drawdown low │ 0.117 USDT │
|
||||
│ Drawdown Start │ 2025-04-05 15:54:00 │
|
||||
│ Drawdown End │ 2025-04-05 15:54:00 │
|
||||
│ Market change │ 6.40% │
|
||||
└─────────────────────────────┴─────────────────────┘
|
||||
|
||||
Backtested 2025-04-01 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 1
|
||||
STRATEGY SUMMARY
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━┩
|
||||
│ FreqaiExampleStrategy │ 4 │ 0.21 │ 1.284 │ 0.13 │ 0:43:00 │ 2 1 1 50.0 │ 0.183 USDT 0.02% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴───────────────────┘
|
||||
Backtested 2025-04-05 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 1
|
||||
STRATEGY SUMMARY
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━┓
|
||||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━┩
|
||||
│ FreqaiExampleStrategy │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │ 0 USDT 0.00% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴───────────────┘
|
||||
|
||||
File diff suppressed because one or more lines are too long
@ -1 +0,0 @@
|
||||
{"FreqaiExampleStrategy":{"run_id":"8c357e309bee87b4540eab3511a08d19d6443e9e","backtest_start_time":1746624005,"timeframe":"3m","timeframe_detail":null,"backtest_start_ts":1743465600,"backtest_end_ts":1744675200}}
|
||||
1
result/backtest-result-2025-05-07_15-22-00.json
Normal file
1
result/backtest-result-2025-05-07_15-22-00.json
Normal file
File diff suppressed because one or more lines are too long
1
result/backtest-result-2025-05-07_15-22-00.meta.json
Normal file
1
result/backtest-result-2025-05-07_15-22-00.meta.json
Normal file
@ -0,0 +1 @@
|
||||
{"FreqaiExampleStrategy":{"run_id":"25fcb6b36dc9bd415d90268ff1afee7adb7a0c29","backtest_start_time":1746631104,"timeframe":"3m","timeframe_detail":null,"backtest_start_ts":1743811200,"backtest_end_ts":1744675200}}
|
||||
@ -88,20 +88,14 @@ class FreqaiExampleStrategy(IStrategy):
|
||||
# 保留关键的技术指标
|
||||
dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
|
||||
|
||||
# 确保 MACD 列被正确计算并保留
|
||||
try:
|
||||
macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9)
|
||||
dataframe["macd"] = macd["macd"]
|
||||
dataframe["macdsignal"] = macd["macdsignal"]
|
||||
except Exception as e:
|
||||
logger.error(f"计算 MACD 列时出错：{str(e)}")
|
||||
dataframe["macd"] = np.nan
|
||||
dataframe["macdsignal"] = np.nan
|
||||
# 强制计算 MACD 并确保列存在
|
||||
macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9)
|
||||
dataframe["macd"] = macd["macd"].fillna(0)
|
||||
dataframe["macdsignal"] = macd["macdsignal"].fillna(0)
|
||||
|
||||
# 检查 MACD 列是否存在
|
||||
if "macd" not in dataframe.columns or "macdsignal" not in dataframe.columns:
|
||||
logger.error("MACD 或 MACD 信号列缺失，无法生成买入信号")
|
||||
raise ValueError("DataFrame 缺少必要的 MACD 列")
|
||||
# 确保列存在
|
||||
assert "macd" in dataframe.columns and "macdsignal" in dataframe.columns, \
|
||||
"MACD 列缺失，无法继续执行"
|
||||
|
||||
# 确保 MACD 列存在
|
||||
if "macd" not in dataframe.columns or "macdsignal" not in dataframe.columns:
|
||||
@ -125,7 +119,16 @@ class FreqaiExampleStrategy(IStrategy):
|
||||
|
||||
logger.info(f"特征工程完成，特征数量：{len(dataframe.columns)}")
|
||||
return dataframe
|
||||
|
||||
|
||||
def _add_noise(self, dataframe: DataFrame, noise_level: float = 0.02) -> DataFrame:
|
||||
"""为数值型特征添加随机噪声以增强模型泛化能力"""
|
||||
df = dataframe.copy()
|
||||
numeric_cols = df.select_dtypes(include=[np.number]).columns.tolist()
|
||||
for col in numeric_cols:
|
||||
noise = np.random.normal(loc=0.0, scale=noise_level * df[col].std(), size=df.shape[0])
|
||||
df[col] += noise
|
||||
logger.info(f"已向 {len(numeric_cols)} 个数值型特征添加 {noise_level * 100:.0f}% 噪声")
|
||||
return df
|
||||
def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame:
|
||||
dataframe["%-pct-change"] = dataframe["close"].pct_change()
|
||||
dataframe["%-raw_volume"] = dataframe["volume"]
|
||||
@ -141,6 +144,10 @@ class FreqaiExampleStrategy(IStrategy):
|
||||
if dataframe[col].isna().any() or np.isinf(dataframe[col]).any():
|
||||
logger.warning(f"列 {col} 仍包含无效值，已填充为默认值")
|
||||
dataframe[col] = dataframe[col].fillna(0)
|
||||
# 添加 2% 噪声以增强模型鲁棒性
|
||||
dataframe = self._add_noise(dataframe, noise_level=0.02)
|
||||
|
||||
logger.info(f"特征工程完成，特征数量：{len(dataframe.columns)}")
|
||||
return dataframe
|
||||
|
||||
def feature_engineering_standard(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame:
|
||||
@ -180,13 +187,20 @@ class FreqaiExampleStrategy(IStrategy):
|
||||
# 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
|
||||
# 确保 &-buy_rsi_pred 列的值计算正确
|
||||
dataframe["&-buy_rsi"] = ta.RSI(dataframe, timeperiod=14)
|
||||
if "&-buy_rsi_pred" not in dataframe.columns:
|
||||
logger.warning("&-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代")
|
||||
dataframe["&-buy_rsi_pred"] = dataframe["&-buy_rsi"].rolling(window=10).mean().clip(20, 40)
|
||||
dataframe["&-buy_rsi_pred"] = dataframe["&-buy_rsi_pred"].fillna(dataframe["&-buy_rsi_pred"].median())
|
||||
|
||||
# 确保 &-sell_rsi_pred 存在（基于 buy_rsi_pred + 偏移量）
|
||||
if "&-sell_rsi_pred" not in dataframe.columns:
|
||||
logger.warning("&-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代")
|
||||
dataframe["&-sell_rsi_pred"] = dataframe["&-buy_rsi_pred"] + 20
|
||||
dataframe["&-sell_rsi_pred"] = dataframe["&-sell_rsi_pred"].clip(50, 90)
|
||||
dataframe["&-sell_rsi_pred"] = dataframe["&-sell_rsi_pred"].fillna(dataframe["&-sell_rsi_pred"].median())
|
||||
|
||||
# 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
|
||||
@ -251,6 +265,11 @@ class FreqaiExampleStrategy(IStrategy):
|
||||
logger.warning("&-buy_rsi_pred 列不存在，无法生成 &-sell_rsi_pred，将使用默认值")
|
||||
dataframe["&-sell_rsi_pred"] = 59 # 默认 RSI 卖出阈值
|
||||
|
||||
# 确保 &-sell_rsi_pred 最终存在于 dataframe 中
|
||||
if "&-sell_rsi_pred" not in dataframe.columns:
|
||||
logger.error("&-sell_rsi_pred 列仍然缺失，策略可能无法正常运行")
|
||||
raise ValueError("&-sell_rsi_pred 列缺失，无法继续执行策略逻辑")
|
||||
|
||||
# 生成 stoploss_pred（基于波动率）
|
||||
dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20).std()
|
||||
dataframe["&-stoploss"] = (-0.1 - (dataframe["%-volatility"] * 10).clip(0, 0.25)).fillna(-0.1)
|
||||
Binary file not shown.
Binary file not shown.
@ -1,342 +1,330 @@
|
||||
Creating freqtrade_old_freqtrade_run ...
|
||||
Creating freqtrade_old_freqtrade_run ... done
|
||||
2025-05-07 13:20:00,263 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-07 13:20:00,482 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-07 13:20:01,995 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_my_hyperopt.json ...
|
||||
2025-05-07 13:20:01,997 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-07 13:20:01,998 - root - INFO - Logfile configured
|
||||
2025-05-07 13:20:01,998 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-07 13:20:01,999 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-07 13:20:01,999 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-07 13:20:02,000 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-07 13:20:02,000 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250415 ...
|
||||
2025-05-07 13:20:02,034 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-07 13:20:02,035 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-07 13:20:02,035 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ...
|
||||
2025-05-07 13:20:02,035 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-07 13:20:02,036 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250415
|
||||
2025-05-07 13:20:02,036 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-07 13:20:02,037 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-07 13:20:02,045 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-07 13:20:02,045 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-07 13:20:02,045 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-07 13:20:02,047 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-07 13:20:02,048 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-07 13:20:02,048 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-07 13:20:02,049 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-07 13:20:02,054 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-07 13:20:02,060 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-07 13:20:05,055 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-07 13:20:05,118 - freqtrade.resolvers.iresolver - WARNING - Could not import /freqtrade/templates/BaseHyperOptStrategy.py due to 'invalid syntax (BaseHyperOptStrategy.py, line 190)'
|
||||
2025-05-07 13:20:05,121 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
|
||||
2025-05-07 13:20:05,121 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
|
||||
2025-05-07 13:20:05,122 - FreqaiExampleStrategy - INFO - FreqAI 模型路径：/freqtrade/user_data/models
|
||||
2025-05-07 13:20:05,122 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-07 13:20:05,123 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-07 13:20:05,123 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-07 13:20:05,123 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-07 13:20:05,124 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-07 13:20:05,124 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
2025-05-07 15:18:19,437 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-07 15:18:19,671 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-07 15:18:21,245 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_my_hyperopt.json ...
|
||||
2025-05-07 15:18:21,248 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-07 15:18:21,248 - root - INFO - Logfile configured
|
||||
2025-05-07 15:18:21,249 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-07 15:18:21,249 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-07 15:18:21,250 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-07 15:18:21,250 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-07 15:18:21,251 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250405-20250415 ...
|
||||
2025-05-07 15:18:21,291 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-07 15:18:21,292 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-07 15:18:21,293 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ...
|
||||
2025-05-07 15:18:21,293 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-07 15:18:21,294 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250405-20250415
|
||||
2025-05-07 15:18:21,294 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-07 15:18:21,295 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-07 15:18:21,302 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-07 15:18:21,302 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-07 15:18:21,303 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-07 15:18:21,305 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-07 15:18:21,306 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-07 15:18:21,306 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-07 15:18:21,307 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-07 15:18:21,312 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-07 15:18:21,319 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-07 15:18:24,588 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-07 15:18:24,654 - freqtrade.resolvers.iresolver - WARNING - Could not import /freqtrade/templates/BaseHyperOptStrategy.py due to 'invalid syntax (BaseHyperOptStrategy.py, line 190)'
|
||||
2025-05-07 15:18:24,657 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
|
||||
2025-05-07 15:18:24,657 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
|
||||
2025-05-07 15:18:24,658 - FreqaiExampleStrategy - INFO - FreqAI 模型路径：/freqtrade/user_data/models
|
||||
2025-05-07 15:18:24,659 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-07 15:18:24,659 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-07 15:18:24,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-07 15:18:24,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-07 15:18:24,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-07 15:18:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
'minutes'}.
|
||||
2025-05-07 13:20:05,124 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'use_exit_signal' with value in config file: True.
|
||||
2025-05-07 13:20:05,124 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-07 13:20:05,125 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
|
||||
2025-05-07 13:20:05,125 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-07 13:20:05,125 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-07 13:20:05,125 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-07 13:20:05,126 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-07 13:20:05,126 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
|
||||
2025-05-07 13:20:05,126 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-07 13:20:05,126 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-07 13:20:05,127 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-07 13:20:05,127 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
2025-05-07 15:18:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'use_exit_signal' with value in config file: True.
|
||||
2025-05-07 15:18:24,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-07 15:18:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
|
||||
2025-05-07 15:18:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-07 15:18:24,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-07 15:18:24,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-07 15:18:24,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-07 15:18:24,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
|
||||
2025-05-07 15:18:24,664 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-07 15:18:24,664 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-07 15:18:24,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-07 15:18:24,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
'stoploss_on_exchange_interval': 60}
|
||||
2025-05-07 13:20:05,127 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-07 13:20:05,128 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-07 13:20:05,128 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-07 13:20:05,128 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-07 13:20:05,128 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-07 13:20:05,129 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-07 13:20:05,129 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-07 13:20:05,129 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-07 13:20:05,130 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-07 13:20:05,130 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-07 13:20:05,131 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-07 13:20:05,131 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-07 13:20:05,131 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-07 13:20:05,132 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-07 13:20:05,132 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-07 13:20:05,136 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-07 13:20:05,141 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-07 13:20:05,142 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 13:20:05,143 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-07 13:20:05,236 - freqtrade.optimize.backtesting - INFO - Loading data from 2024-12-31 21:30:00 up to 2025-04-15 00:00:00 (104 days).
|
||||
2025-05-07 13:20:05,237 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-07 13:20:05,238 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
|
||||
2025-05-07 13:20:06,903 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-07 13:20:07,121 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-07 13:20:07,122 - freqtrade.freqai.freqai_interface - INFO - Backtesting module configured to save all models.
|
||||
2025-05-07 13:20:07,123 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-07 13:20:07,123 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-07 13:20:07,123 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT']
|
||||
2025-05-07 13:20:07,124 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
|
||||
2025-05-07 13:20:07,125 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
|
||||
2025-05-07 13:20:07,125 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-07 13:20:07,130 - FreqaiExampleStrategy - INFO - 处理交易对：OKB/USDT
|
||||
2025-05-07 13:20:07,133 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-05-07 13:20:07,134 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-01 00:00:00 to 2025-04-01 00:00:00, 1/2 trains
|
||||
2025-05-07 13:20:07,135 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743465600_prediction.feather
|
||||
2025-05-07 13:20:07,161 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,195 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,225 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,325 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 13:20:07,325 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 5m from 2024-12-31 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:07,383 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,402 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,421 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,507 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 13:20:07,508 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:07,537 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,548 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,560 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,620 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 13:20:07,621 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:07,644 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,653 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,662 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,867 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 13:20:07,868 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2024-12-31 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:07,944 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,964 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:07,988 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,104 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 13:20:08,105 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2024-12-31 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:08,154 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,173 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,193 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,332 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 13:20:08,333 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:08,365 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,376 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,386 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,510 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 13:20:08,511 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:08,534 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,543 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,552 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,738 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 13:20:08,739 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2024-12-31 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:08,801 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,821 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,843 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:08,994 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 13:20:08,995 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2024-12-31 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:09,052 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,069 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,090 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,281 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 13:20:09,282 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:09,310 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,320 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,331 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,504 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 13:20:09,505 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 13:20:09,527 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,536 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,546 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 13:20:09,758 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 13:20:09,763 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 13:20:09,768 - FreqaiExampleStrategy - INFO - 目标列形状：(43250,)
|
||||
2025-05-07 13:20:09,770 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
2025-05-07 15:18:24,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-07 15:18:24,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-07 15:18:24,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-07 15:18:24,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-07 15:18:24,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-07 15:18:24,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-07 15:18:24,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-07 15:18:24,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-07 15:18:24,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-07 15:18:24,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-07 15:18:24,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-07 15:18:24,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-07 15:18:24,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-07 15:18:24,670 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-07 15:18:24,670 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-07 15:18:24,674 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-07 15:18:24,680 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-07 15:18:24,681 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:18:24,682 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-07 15:18:24,777 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-04 21:30:00 up to 2025-04-15 00:00:00 (100 days).
|
||||
2025-05-07 15:18:24,777 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-07 15:18:24,779 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
|
||||
2025-05-07 15:18:26,448 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-07 15:18:26,666 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-07 15:18:26,667 - freqtrade.freqai.freqai_interface - INFO - Backtesting module configured to save all models.
|
||||
2025-05-07 15:18:26,667 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-07 15:18:26,668 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-07 15:18:26,668 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT']
|
||||
2025-05-07 15:18:26,669 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
|
||||
2025-05-07 15:18:26,670 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
|
||||
2025-05-07 15:18:26,670 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-07 15:18:26,675 - FreqaiExampleStrategy - INFO - 处理交易对：OKB/USDT
|
||||
2025-05-07 15:18:26,678 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-07 15:18:26,679 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-05 00:00:00 to 2025-04-05 00:00:00, 1/1 trains
|
||||
2025-05-07 15:18:26,680 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743811200_prediction.feather
|
||||
2025-05-07 15:18:26,707 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,738 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,770 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,810 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:26,811 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:26,887 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:18:26,887 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:26,943 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,962 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:26,983 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,005 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,006 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,074 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:18:27,075 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,104 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,115 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,129 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,144 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,145 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,189 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:18:27,190 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,213 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,222 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,231 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,240 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,241 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,422 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:18:27,423 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,493 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,512 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,534 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,565 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,566 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,662 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:18:27,662 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,709 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,723 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,739 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,760 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,761 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:27,869 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:18:27,870 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:27,899 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,910 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,922 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:27,936 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:27,936 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,046 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:18:28,046 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,070 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,078 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,087 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,098 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,099 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,276 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-07 15:18:28,277 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,345 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,364 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,388 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,420 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,420 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,546 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-07 15:18:28,547 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,607 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,623 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,640 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,662 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,662 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:28,832 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-07 15:18:28,832 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:28,862 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,872 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,883 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:28,896 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:28,896 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:29,053 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-07 15:18:29,054 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-07 15:18:29,077 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:29,086 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:29,095 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-07 15:18:29,106 - FreqaiExampleStrategy - INFO - 已向 8 个数值型特征添加 2% 噪声
|
||||
2025-05-07 15:18:29,107 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：9
|
||||
2025-05-07 15:18:29,313 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 15:18:29,317 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 15:18:29,321 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||||
2025-05-07 15:18:29,325 - FreqaiExampleStrategy - INFO - 目标列形状：(43250,)
|
||||
2025-05-07 15:18:29,328 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 -0.000406 49.927524
|
||||
1 -0.000203 49.927524
|
||||
2 -0.001218 49.927524
|
||||
3 -0.001218 49.927524
|
||||
4 -0.001015 49.927524
|
||||
2025-05-07 13:20:09,805 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 13:20:09,810 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 13:20:09,815 - FreqaiExampleStrategy - INFO - 目标列形状：(48050,)
|
||||
2025-05-07 13:20:09,817 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
0 -0.000589 49.916851
|
||||
1 -0.000785 49.916851
|
||||
2 0.000393 49.916851
|
||||
3 0.000000 49.916851
|
||||
4 -0.000589 49.916851
|
||||
2025-05-07 15:18:29,360 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 15:18:29,366 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 15:18:29,368 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||||
2025-05-07 15:18:29,373 - FreqaiExampleStrategy - INFO - 目标列形状：(48050,)
|
||||
2025-05-07 15:18:29,375 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 -0.000406 50.159589
|
||||
1 -0.000203 50.159589
|
||||
2 -0.001218 50.159589
|
||||
3 -0.001218 50.159589
|
||||
4 -0.001015 50.159589
|
||||
2025-05-07 13:20:09,854 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743465600/cb_okb_1743465600
|
||||
2025-05-07 13:20:09,855 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-07 13:20:09,956 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-07 13:20:09,957 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-01 to 2025-03-31 --------------------
|
||||
2025-05-07 13:20:10,066 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 147 features
|
||||
2025-05-07 13:20:10,067 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.17290 validation_1-rmse:0.09398
|
||||
[199] validation_0-rmse:0.16585 validation_1-rmse:0.07188
|
||||
2025-05-07 13:22:29,587 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (139.73 secs) --------------------
|
||||
2025-05-07 13:22:29,843 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743465600/cb_okb_1743465600--buy_rsi.html
|
||||
2025-05-07 13:22:29,844 - freqtrade.freqai.freqai_interface - INFO - Saving backtest model to disk.
|
||||
2025-05-07 13:22:29,933 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-07 13:22:29,946 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-11 00:00:00 to 2025-04-11 00:00:00, 2/2 trains
|
||||
2025-05-07 13:22:29,946 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1744329600_prediction.feather
|
||||
2025-05-07 13:22:29,980 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 13:22:29,985 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 13:22:29,989 - FreqaiExampleStrategy - INFO - 目标列形状：(48050,)
|
||||
2025-05-07 13:22:29,991 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 -0.000406 50.159589
|
||||
1 -0.000203 50.159589
|
||||
2 -0.001218 50.159589
|
||||
3 -0.001218 50.159589
|
||||
4 -0.001015 50.159589
|
||||
2025-05-07 13:22:30,027 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||||
2025-05-07 13:22:30,031 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||||
2025-05-07 13:22:30,036 - FreqaiExampleStrategy - INFO - 目标列形状：(49970,)
|
||||
2025-05-07 13:22:30,038 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 -0.000406 50.106933
|
||||
1 -0.000203 50.106933
|
||||
2 -0.001218 50.106933
|
||||
3 -0.001218 50.106933
|
||||
4 -0.001015 50.106933
|
||||
2025-05-07 13:22:30,072 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1744329600/cb_okb_1744329600
|
||||
2025-05-07 13:22:30,073 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-07 13:22:30,174 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-07 13:22:30,175 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-11 to 2025-04-10 --------------------
|
||||
2025-05-07 13:22:30,283 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 147 features
|
||||
2025-05-07 13:22:30,284 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.16406 validation_1-rmse:0.09666
|
||||
[199] validation_0-rmse:0.15761 validation_1-rmse:0.07372
|
||||
2025-05-07 13:24:47,140 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (137.07 secs) --------------------
|
||||
2025-05-07 13:24:47,176 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1744329600/cb_okb_1744329600--buy_rsi.html
|
||||
2025-05-07 13:24:47,177 - freqtrade.freqai.freqai_interface - INFO - Saving backtest model to disk.
|
||||
2025-05-07 13:24:47,254 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-07 13:24:47,409 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
0 -0.000589 50.084414
|
||||
1 -0.000785 50.084414
|
||||
2 0.000393 50.084414
|
||||
3 0.000000 50.084414
|
||||
4 -0.000589 50.084414
|
||||
2025-05-07 15:18:29,410 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200
|
||||
2025-05-07 15:18:29,411 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-07 15:18:29,510 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-07 15:18:29,511 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-05 to 2025-04-04 --------------------
|
||||
2025-05-07 15:18:29,627 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 147 features
|
||||
2025-05-07 15:18:29,628 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.25112 validation_1-rmse:0.12779
|
||||
[199] validation_0-rmse:0.24586 validation_1-rmse:0.10025
|
||||
2025-05-07 15:21:59,969 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (210.56 secs) --------------------
|
||||
2025-05-07 15:22:00,216 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200--buy_rsi.html
|
||||
2025-05-07 15:22:00,217 - freqtrade.freqai.freqai_interface - INFO - Saving backtest model to disk.
|
||||
2025-05-07 15:22:00,312 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-07 15:22:00,462 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
do_predict
|
||||
0 0.0
|
||||
1 0.0
|
||||
2 0.0
|
||||
3 0.0
|
||||
4 0.0
|
||||
2025-05-07 13:24:47,418 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=38.03638534545898, sell_rsi=58.03638534545898, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-07 13:24:47,621 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-15 00:00:00 (14 days).
|
||||
2025-05-07 13:24:47,646 - 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。
|
||||
2025-05-07 13:24:47,648 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-07 13:24:47,651 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
2025-05-07 15:22:00,471 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=36.87256622314453, sell_rsi=56.87256622314453, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-07 15:22:00,668 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-05 00:00:00 up to 2025-04-15 00:00:00 (10 days).
|
||||
2025-05-07 15:22:00,690 - 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。
|
||||
2025-05-07 15:22:00,692 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-07 15:22:00,694 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
do_predict
|
||||
0 0.0
|
||||
1 0.0
|
||||
2 0.0
|
||||
3 0.0
|
||||
4 0.0
|
||||
2025-05-07 13:24:47,656 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
2025-05-07 15:22:00,699 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||||
do_predict
|
||||
0 0.0
|
||||
1 0.0
|
||||
2 0.0
|
||||
3 0.0
|
||||
4 0.0
|
||||
2025-05-07 13:24:47,659 - FreqaiExampleStrategy - DEBUG - &-buy_rsi_pred 列存在，前5行预览：
|
||||
2025-05-07 15:22:00,702 - FreqaiExampleStrategy - DEBUG - &-buy_rsi_pred 列存在，前5行预览：
|
||||
&-buy_rsi_pred
|
||||
0 20.0
|
||||
1 20.0
|
||||
2 20.0
|
||||
3 20.0
|
||||
4 20.0
|
||||
2025-05-07 13:24:47,873 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-07_13-24-47.meta.json"
|
||||
2025-05-07 15:22:00,855 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-07_15-22-00.meta.json"
|
||||
Result for strategy FreqaiExampleStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKB/USDT │ 4 │ 0.21 │ 1.284 │ 0.13 │ 0:43:00 │ 2 1 1 50.0 │
|
||||
│ TOTAL │ 4 │ 0.21 │ 1.284 │ 0.13 │ 0:43:00 │ 2 1 1 50.0 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
LEFT OPEN TRADES REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKB/USDT │ 1 │ -0.12 │ -0.183 │ -0.02 │ 0:03:00 │ 0 0 1 0 │
|
||||
│ TOTAL │ 1 │ -0.12 │ -0.183 │ -0.02 │ 0:03:00 │ 0 0 1 0 │
|
||||
│ OKB/USDT │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ TOTAL │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
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 │ 4 │ 0.21 │ 1.284 │ 0.13 │ 0:43:00 │ 2 1 1 50.0 │
|
||||
│ TOTAL │ 4 │ 0.21 │ 1.284 │ 0.13 │ 0:43:00 │ 2 1 1 50.0 │
|
||||
│ long │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ TOTAL │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ roi │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ force_exit │ 1 │ -0.12 │ -0.183 │ -0.02 │ 0:03:00 │ 0 0 1 0 │
|
||||
│ TOTAL │ 4 │ 0.21 │ 1.284 │ 0.13 │ 0:43:00 │ 2 1 1 50.0 │
|
||||
│ TOTAL │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ long │ roi │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
│ long │ force_exit │ 1 │ -0.12 │ -0.183 │ -0.02 │ 0:03:00 │ 0 0 1 0 │
|
||||
│ TOTAL │ │ 4 │ 0.21 │ 1.284 │ 0.13 │ 0:43:00 │ 2 1 1 50.0 │
|
||||
│ TOTAL │ │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │
|
||||
└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Metric ┃ Value ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Backtesting from │ 2025-04-01 00:00:00 │
|
||||
│ Backtesting from │ 2025-04-05 00:00:00 │
|
||||
│ Backtesting to │ 2025-04-15 00:00:00 │
|
||||
│ Trading Mode │ Spot │
|
||||
│ Max open trades │ 1 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 4 / 0.29 │
|
||||
│ Total/Daily Avg Trades │ 3 / 0.3 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 1001.284 USDT │
|
||||
│ Absolute profit │ 1.284 USDT │
|
||||
│ Total profit % │ 0.13% │
|
||||
│ CAGR % │ 3.40% │
|
||||
│ Final balance │ 1001.467 USDT │
|
||||
│ Absolute profit │ 1.467 USDT │
|
||||
│ Total profit % │ 0.15% │
|
||||
│ CAGR % │ 5.50% │
|
||||
│ Sortino │ -100.00 │
|
||||
│ Sharpe │ 2.90 │
|
||||
│ Calmar │ 961.07 │
|
||||
│ SQN │ 0.92 │
|
||||
│ Profit factor │ 8.03 │
|
||||
│ Expectancy (Ratio) │ 0.32 (1.51) │
|
||||
│ Sharpe │ 4.59 │
|
||||
│ Calmar │ -100.00 │
|
||||
│ SQN │ 1.13 │
|
||||
│ Profit factor │ 0.00 │
|
||||
│ Expectancy (Ratio) │ 0.49 (100.00) │
|
||||
│ Avg. daily profit % │ 0.01% │
|
||||
│ Avg. stake amount │ 150 USDT │
|
||||
│ Total trade volume │ 1203.208 USDT │
|
||||
│ Total trade volume │ 902.91 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ OKB/USDT 0.13% │
|
||||
│ Worst Pair │ OKB/USDT 0.13% │
|
||||
│ Best Pair │ OKB/USDT 0.15% │
|
||||
│ Worst Pair │ OKB/USDT 0.15% │
|
||||
│ Best trade │ OKB/USDT 0.90% │
|
||||
│ Worst trade │ OKB/USDT -0.12% │
|
||||
│ Worst trade │ OKB/USDT 0.00% │
|
||||
│ Best day │ 1.35 USDT │
|
||||
│ Worst day │ -0.183 USDT │
|
||||
│ Days win/draw/lose │ 2 / 8 / 1 │
|
||||
│ Worst day │ 0 USDT │
|
||||
│ Days win/draw/lose │ 2 / 2 / 0 │
|
||||
│ Avg. Duration Winners │ 0:45:00 │
|
||||
│ Avg. Duration Loser │ 0:03:00 │
|
||||
│ Avg. Duration Loser │ 0:00:00 │
|
||||
│ Max Consecutive Wins / Loss │ 1 / 1 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 1000.117 USDT │
|
||||
│ Max balance │ 1001.467 USDT │
|
||||
│ Max % of account underwater │ 0.02% │
|
||||
│ Absolute Drawdown (Account) │ 0.02% │
|
||||
│ Absolute Drawdown │ 0.183 USDT │
|
||||
│ Drawdown high │ 1.467 USDT │
|
||||
│ Drawdown low │ 1.284 USDT │
|
||||
│ Drawdown Start │ 2025-04-08 18:39:00 │
|
||||
│ Drawdown End │ 2025-04-15 00:00:00 │
|
||||
│ Market change │ 8.93% │
|
||||
│ Max % of account underwater │ 0.00% │
|
||||
│ Absolute Drawdown (Account) │ 0.00% │
|
||||
│ Absolute Drawdown │ 0 USDT │
|
||||
│ Drawdown high │ 0.117 USDT │
|
||||
│ Drawdown low │ 0.117 USDT │
|
||||
│ Drawdown Start │ 2025-04-05 15:54:00 │
|
||||
│ Drawdown End │ 2025-04-05 15:54:00 │
|
||||
│ Market change │ 6.40% │
|
||||
└─────────────────────────────┴─────────────────────┘
|
||||
|
||||
Backtested 2025-04-01 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 1
|
||||
STRATEGY SUMMARY
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━┩
|
||||
│ FreqaiExampleStrategy │ 4 │ 0.21 │ 1.284 │ 0.13 │ 0:43:00 │ 2 1 1 50.0 │ 0.183 USDT 0.02% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴───────────────────┘
|
||||
Backtested 2025-04-05 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 1
|
||||
STRATEGY SUMMARY
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━┓
|
||||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━┩
|
||||
│ FreqaiExampleStrategy │ 3 │ 0.33 │ 1.467 │ 0.15 │ 0:56:00 │ 2 1 0 100 │ 0 USDT 0.00% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴───────────────┘
|
||||
|
||||
@ -1 +0,0 @@
|
||||
{"OKB/USDT":{"model_filename":"cb_okb_1744329600","trained_timestamp":1744329600,"data_path":"/freqtrade/user_data/models/test175/sub-train-OKB_1744329600","extras":{}}}
|
||||
@ -1,77 +0,0 @@
|
||||
{
|
||||
"freqai": {
|
||||
"enabled": true,
|
||||
"identifier": "test175",
|
||||
"freqaimodel": "XGBoostRegressor",
|
||||
"model_path": "/freqtrade/user_data/models",
|
||||
"save_backtesting_prediction": true,
|
||||
"save_backtest_models": true,
|
||||
"backtest_period_days": 10,
|
||||
"purge_old_models": true,
|
||||
"load_trained_model": true,
|
||||
"train_period_days": 90,
|
||||
"live_retrain_hours": 0,
|
||||
"include_predictions_in_final_dataframe": true,
|
||||
"data_kitchen": {
|
||||
"fillna": "ffill",
|
||||
"feature_parameters": {
|
||||
"DI_threshold": 0.5,
|
||||
"weight_factor": 0.9
|
||||
}
|
||||
},
|
||||
"feature_parameters": {
|
||||
"include_timeframes": [
|
||||
"3m",
|
||||
"5m",
|
||||
"15m",
|
||||
"1h"
|
||||
],
|
||||
"include_corr_pairlist": [
|
||||
"BTC/USDT",
|
||||
"ETH/USDT"
|
||||
],
|
||||
"label_period_candles": 12,
|
||||
"include_shifted_candles": 3,
|
||||
"indicator_periods_candles": [
|
||||
10,
|
||||
20,
|
||||
50
|
||||
],
|
||||
"plot_feature_importances": 1,
|
||||
"feature_selection": {
|
||||
"method": "none"
|
||||
},
|
||||
"DI_threshold": 0,
|
||||
"weight_factor": 0,
|
||||
"principal_component_analysis": false,
|
||||
"use_SVM_to_remove_outliers": false,
|
||||
"shuffle_after_split": false,
|
||||
"buffer_train_data_candles": 0
|
||||
},
|
||||
"data_split_parameters": {
|
||||
"test_size": 0.2,
|
||||
"shuffle": false
|
||||
},
|
||||
"model_training_parameters": {
|
||||
"n_estimators": 200,
|
||||
"learning_rate": 0.05,
|
||||
"max_depth": 6,
|
||||
"subsample": 0.8,
|
||||
"colsample_bytree": 0.8
|
||||
},
|
||||
"write_metrics_to_disk": false,
|
||||
"conv_width": 1,
|
||||
"expiration_hours": 0,
|
||||
"activate_tensorboard": true,
|
||||
"wait_for_training_iteration_on_reload": true,
|
||||
"continual_learning": false,
|
||||
"keras": false
|
||||
},
|
||||
"timeframe": "3m",
|
||||
"stake_amount": 150,
|
||||
"stake_currency": "USDT",
|
||||
"max_open_trades": 4,
|
||||
"pairs": [
|
||||
"OKB/USDT"
|
||||
]
|
||||
}
|
||||
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@ -1,28 +0,0 @@
|
||||
user_data/models/test175/
|
||||
├── backtesting_predictions
|
||||
│ ├── cb_okb_1743465600_prediction.feather
|
||||
│ └── cb_okb_1744329600_prediction.feather
|
||||
├── pair_dictionary.json
|
||||
├── run_params.json
|
||||
├── sub-train-OKB_1743465600
|
||||
│ ├── cb_okb_1743465600--buy_rsi.html
|
||||
│ ├── cb_okb_1743465600_feature_pipeline.pkl
|
||||
│ ├── cb_okb_1743465600_label_pipeline.pkl
|
||||
│ ├── cb_okb_1743465600_metadata.json
|
||||
│ ├── cb_okb_1743465600_model.joblib
|
||||
│ ├── cb_okb_1743465600_trained_dates_df.pkl
|
||||
│ ├── cb_okb_1743465600_trained_df.pkl
|
||||
│ └── tensorboard
|
||||
│ └── events.out.tfevents.1746624010.4f31ac89329a.1.0
|
||||
└── sub-train-OKB_1744329600
|
||||
├── cb_okb_1744329600--buy_rsi.html
|
||||
├── cb_okb_1744329600_feature_pipeline.pkl
|
||||
├── cb_okb_1744329600_label_pipeline.pkl
|
||||
├── cb_okb_1744329600_metadata.json
|
||||
├── cb_okb_1744329600_model.joblib
|
||||
├── cb_okb_1744329600_trained_dates_df.pkl
|
||||
├── cb_okb_1744329600_trained_df.pkl
|
||||
└── tensorboard
|
||||
└── events.out.tfevents.1746624150.4f31ac89329a.1.1
|
||||
|
||||
6 directories, 20 files
|
||||
Loading…
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Reference in New Issue
Block a user