revert to 8ba203f2
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zhangkun9038@dingtalk.com
parent
8ba203f2b1
commit
9c57aea106
@ -8,33 +8,33 @@
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"max_open_trades": 5
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},
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"buy": {
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"ADD_POSITION_THRESHOLD": -0.015,
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"BUY_THRESHOLD_MAX": -0.005,
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"BUY_THRESHOLD_MIN": -0.061,
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"COOLDOWN_PERIOD_MINUTES": 10,
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"MAX_ENTRY_POSITION_ADJUSTMENT": 2
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"ADD_POSITION_THRESHOLD": -0.013,
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"BUY_THRESHOLD_MAX": -0.009,
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"BUY_THRESHOLD_MIN": -0.069,
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"COOLDOWN_PERIOD_MINUTES": 2,
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"MAX_ENTRY_POSITION_ADJUSTMENT": 1
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},
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"sell": {
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"EXIT_POSITION_RATIO": 0.547,
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"SELL_THRESHOLD_MAX": 0.043,
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"SELL_THRESHOLD_MIN": 0.012,
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"TRAILING_STOP_DISTANCE": 0.005,
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"TRAILING_STOP_START": 0.013
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"EXIT_POSITION_RATIO": 0.696,
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"SELL_THRESHOLD_MAX": 0.036,
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"SELL_THRESHOLD_MIN": 0.011,
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"TRAILING_STOP_DISTANCE": 0.019,
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"TRAILING_STOP_START": 0.01
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},
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"protection": {},
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"roi": {
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"0": 0.186,
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"7": 0.049,
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"15": 0.008,
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"79": 0
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"0": 0.155,
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"20": 0.063,
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"40": 0.024,
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"72": 0
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},
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"trailing": {
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"trailing_stop": true,
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"trailing_stop_positive": 0.094,
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"trailing_stop_positive_offset": 0.181,
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"trailing_stop_positive": 0.326,
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"trailing_stop_positive_offset": 0.383,
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"trailing_only_offset_is_reached": false
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}
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},
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"ft_stratparam_v": 1,
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"export_time": "2025-06-11 17:45:35.898655+00:00"
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"export_time": "2025-06-21 12:36:57.143681+00:00"
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}
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@ -531,3 +531,4 @@ class FreqaiPrimer(IStrategy):
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logger.error(f"获取市场趋势失败：{e}", exc_info=True)
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return "sideways"
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@ -26,6 +26,24 @@ START_DATE=${1:-$(date -d "2 days ago" +"%Y%m%d")}
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END_DATE=${2:-$(date -d "tomorrow" +"%Y%m%d")}
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PARAMS_NAME=$(echo "$STRATEGY_NAME" | tr '[:upper:]' '[:lower:]')
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# Parse command line arguments
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START_DATE_RAW=${1:-$(date -d "2 days ago" +"%Y-%m-%d %H:%M:%S")}
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END_DATE_RAW=${2:-$(date -d "tomorrow" +"%Y-%m-%d %H:%M:%S")}
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# 判断是否包含空格，如果是，则按完整时间解析并转为时间戳
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if [[ "$START_DATE_RAW" == *" "* ]]; then
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START_DATE=$(date -d "$START_DATE_RAW" +"%s")
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else
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# 兼容旧格式：20250616 -> 转换为 2025-06-16 00:00:00 再转为时间戳
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START_DATE=$(date -d "${START_DATE_RAW:0:4}-${START_DATE_RAW:4:2}-${START_DATE_RAW:6:2} 00:00:00" +"%s")
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fi
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if [[ "$END_DATE_RAW" == *" "* ]]; then
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END_DATE=$(date -d "$END_DATE_RAW" +"%s")
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else
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END_DATE=$(date -d "${END_DATE_RAW:0:4}-${END_DATE_RAW:4:2}-${END_DATE_RAW:6:2} 00:00:00" +"%s")
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fi
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cd ../
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source .venv/bin/activate
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rm -rf user_data/models/*
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@ -41,7 +59,6 @@ echo "docker-compose run --rm freqtrade backtesting \
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--freqaimodel LightGBMRegressorMultiTarget \
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--config /freqtrade/config_examples/$CONFIG_FILE \
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--strategy-path /freqtrade/templates \
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--config /freqtrade/templates/${PARAMS_NAME}.json \
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--strategy $STRATEGY_NAME \
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--timerange $START_DATE-$END_DATE \
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--fee 0.0008 \
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@ -52,7 +69,6 @@ docker-compose run --rm freqtrade backtesting \
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--freqaimodel LightGBMRegressorMultiTarget \
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--config /freqtrade/config_examples/$CONFIG_FILE \
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--strategy-path /freqtrade/templates \
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--config /freqtrade/templates/${PARAMS_NAME}.json \
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--strategy $STRATEGY_NAME \
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--timerange $START_DATE-$END_DATE \
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--fee 0.0008 \
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@ -25,7 +25,29 @@ echo "Using testBranch: $TEST_BRANCH"
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# Parse command line arguments
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START_DATE=${1:-$(date -d "2 days ago" +"%Y%m%d")}
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END_DATE=${2:-$(date -d "tomorrow" +"%Y%m%d")}
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# Parse command line arguments
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START_DATE_RAW=${1:-$(date -d "2 days ago" +"%Y-%m-%d %H:%M:%S")}
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END_DATE_RAW=${2:-$(date -d "tomorrow" +"%Y-%m-%d %H:%M:%S")}
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# Parse command line arguments
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START_DATE_RAW=${1:-$(date -d "2 days ago" +"%Y-%m-%d 00:00")}
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END_DATE_RAW=${2:-$(date -d "today" +"%Y-%m-%d 00:00")}
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# Convert raw date strings to timestamps
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if [[ "$START_DATE_RAW" == *" "* ]]; then
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START_DATE=$(date -d "$START_DATE_RAW" +"%s")
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else
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START_DATE=$(date -d "${START_DATE_RAW} 00:00:00" +"%s")
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fi
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if [[ "$END_DATE_RAW" == *" "* ]]; then
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END_DATE=$(date -d "$END_DATE_RAW" +"%s")
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else
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END_DATE=$(date -d "${END_DATE_RAW} 00:00:00" +"%s")
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fi
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echo "Start timestamp: $START_TIMESTAMP"
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echo "End timestamp: $END_TIMESTAMP"
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cd ../
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source .venv/bin/activate
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rm -rf user_data/models/*
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@ -41,7 +63,7 @@ echo "docker-compose run --rm freqtrade hyperopt \
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--config /freqtrade/templates/${PARAMS_NAME}.json \
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--strategy-path /freqtrade/templates \
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--timerange ${START_DATE}-${END_DATE} \
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-e 200 \
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-e 100 \
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--hyperopt-loss ShortTradeDurHyperOptLoss \
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--spaces buy sell roi trailing \
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--fee 0.0016"
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@ -53,7 +75,7 @@ docker-compose run --rm freqtrade hyperopt \
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--config /freqtrade/templates/${PARAMS_NAME}.json \
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--strategy-path /freqtrade/templates \
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--timerange ${START_DATE}-${END_DATE} \
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-e 200 \
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-e 100 \
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--hyperopt-loss SharpeHyperOptLoss \
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--spaces buy sell roi trailing \
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--fee 0.0016
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