phyer/myTestFreqAI
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

反余弦函数参数范围调整

Browse Source
This commit is contained in:
zhangkun9038@dingtalk.com 2025-09-11 03:36:07 +00:00
parent f17a02b03a
commit 9d8efb4736
1 changed files with 3 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
freqtrade/templates/freqaiprimer.py
View File

@ -107,9 +107,9 @@ class FreqaiPrimer(IStrategy):
stake_divisor = IntParameter(2, 4, default=2, optimize=False, load=True, space='buy') # 加仓金额分母
# 动态ROI参数 - 指数衰减函数参数 (ROI(t) = a·e^(-k·t) + c)
roi_param_a = DecimalParameter(0.01, 0.1, decimals=3, default=0.05, optimize=True, load=True, space='sell') # 初始ROI水平
roi_param_k = DecimalParameter(0.001, 0.01, decimals=4, default=0.003, optimize=True, load=True, space='sell') # 衰减速率
roi_param_t0 = DecimalParameter(0, 0.01, decimals=4, default=0.005, optimize=True, load=True, space='sell') # 最低ROI水平
roi_param_a = DecimalParameter(0.03, 0.08, decimals=3, default=0.05, optimize=True, load=True, space='sell') # 初始ROI水平
roi_param_k = DecimalParameter(0.007, 0.013, decimals=4, default=0.01, optimize=True, load=True, space='sell') # 衰减速率
roi_param_t0 = IntParameter(300, 960, decimals=4, default=360, optimize=True, load=True, space='sell') # 最低ROI水平
# 出场条件阈值参数
exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1.0, optimize=True, load=True, space='sell')
exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=True, load=True, space='sell')