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zhangkun9038@dingtalk.com 2025-12-18 14:00:17 +08:00
parent 2a418b478c
commit 9bfb7b86d7
1 changed files with 6 additions and 3 deletions
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freqtrade/templates/freqaiprimer.py
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@ -394,11 +394,14 @@ class FreqaiPrimer(IStrategy):
# ========== 入场置信度标签 ==========
# 基于未来收益率估算入场好坏，使用 S 型函数映射到 0-1
future_return = dataframe["close"].shift(-label_period) / dataframe["close"] - 1
dataframe["&-entry_confidence"] = 1 / (1 + np.exp(-future_return * 50))
# 先填充 NaN 再计算 sigmoid，避免 NaN 传播
future_return_filled = future_return.ffill().fillna(0)
dataframe["&-entry_confidence"] = 1 / (1 + np.exp(-future_return_filled * 50))
# ========== 统一处理 NaN，避免训练数据被全部过滤 ==========
# ========== 二次保险：确保最终标签没有 NaN ==========
if "&-entry_confidence" in dataframe.columns:
dataframe["&-entry_confidence"] = dataframe["&-entry_confidence"].fillna(method='ffill').fillna(0)
# 使用 0.5（中性置信度）填充任何剩余的 NaN
dataframe["&-entry_confidence"] = dataframe["&-entry_confidence"].fillna(0.5)
return dataframe