could not found model, 没有pkl文件问题解决
This commit is contained in:
zhangkun9038@dingtalk.com
parent
b5d1743843
commit
9de70b4508
10
backtesting.sh
Executable file
10
backtesting.sh
Executable file
@ -0,0 +1,10 @@
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rm /home/ubuntu/freqtrade_old/user_data/models/test175 -fr | true
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freqtrade backtesting \
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--logfile user_data/logs/freqtrade.log \
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--freqaimodel XGBoostRegressorMultiTarget \
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--config config_examples/config_freqai.okx.json \
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--strategy-path freqtrade/templates \
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--strategy OKXRegressionStrategy \
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--timerange 20250401-20250415 \
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--fee 0.0008 \
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--cache none
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@ -33,10 +33,6 @@
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],
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"pair_blacklist": []
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},
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"experimental": {
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"use_sell_signal": true,
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"ignore_roi_if_buy_signal": false
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},
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"telegram": {
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"enabled": false,
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"token": "",
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72
config_examples/config_bianace.json
Normal file
72
config_examples/config_bianace.json
Normal file
@ -0,0 +1,72 @@
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{
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"$schema": "https://schema.freqtrade.io/schema.json",
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"max_open_trades": 3,
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"stake_currency": "USDT",
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"stake_amount": 0.05,
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"tradable_balance_ratio": 0.99,
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"fiat_display_currency": "USD",
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"timeframe": "5m",
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"dry_run": true,
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"cancel_open_orders_on_exit": false,
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"unfilledtimeout": {
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"entry": 10,
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"exit": 10,
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"exit_timeout_count": 0,
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"unit": "minutes"
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},
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"entry_pricing": {
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"price_side": "same",
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"use_order_book": true,
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"order_book_top": 1,
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"price_last_balance": 0.0,
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"check_depth_of_market": {
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"enabled": false,
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"bids_to_ask_delta": 1
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}
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},
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"exit_pricing": {
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"price_side": "same",
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"use_order_book": true,
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"order_book_top": 1
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},
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"exchange": {
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"name": "binance",
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"key": "your_exchange_key",
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"secret": "your_exchange_secret",
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"ccxt_config": {},
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"ccxt_async_config": {
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},
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"pair_whitelist": [
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"ETH/USDT",
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"XRP/USDT",
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"BTC/USDT"
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],
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"pair_blacklist": [
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"BNB/.*"
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]
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},
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"pairlists": [
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{"method": "StaticPairList"}
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],
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"telegram": {
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"enabled": false,
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"token": "your_telegram_token",
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"chat_id": "your_telegram_chat_id"
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},
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"api_server": {
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"enabled": false,
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"listen_ip_address": "127.0.0.1",
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"listen_port": 8080,
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"verbosity": "error",
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"jwt_secret_key": "somethingrandom",
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"CORS_origins": [],
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"username": "freqtrader",
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"password": "SuperSecurePassword"
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},
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"bot_name": "freqtrade",
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"initial_state": "running",
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"force_entry_enable": false,
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"internals": {
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"process_throttle_secs": 5
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}
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}
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@ -13,6 +13,7 @@
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"dry_run_wallet": 1000,
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"cancel_open_orders_on_exit": true,
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"stoploss": -0.05,
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"use_exit_signal": true,
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"unfilledtimeout": {
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"entry": 5,
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"exit": 15
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128
config_examples/config_my_hyperopt.json
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128
config_examples/config_my_hyperopt.json
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@ -0,0 +1,128 @@
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{
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"$schema": "https://schema.freqtrade.io/schema.json",
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"trading_mode": "spot",
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"margin_mode": "isolated",
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"max_open_trades": 4,
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"stake_currency": "USDT",
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"stake_amount": 150,
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"startup_candle_count": 30,
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"tradable_balance_ratio": 1,
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"fiat_display_currency": "USD",
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"dry_run": true,
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"identifier": "demo1",
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"timeframe": "3m",
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"dry_run_wallet": 1000,
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"cancel_open_orders_on_exit": true,
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"stoploss": -0.05,
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"unfilledtimeout": {
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"entry": 5,
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"exit": 15
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},
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"exchange": {
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"name": "okx",
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"key": "eca767d4-fda5-4a1b-bb28-49ae18093307",
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"secret": "8CA3628A556ED137977DB298D37BC7F3",
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"enable_ws": false,
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"ccxt_config": {
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"enableRateLimit": true,
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"rateLimit": 500,
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"options": {
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"defaultType": "spot"
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}
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},
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"ccxt_async_config": {
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"enableRateLimit": true,
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"rateLimit": 500,
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"timeout": 20000
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},
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"pair_whitelist": [
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"OKB/USDT"
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],
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"pair_blacklist": []
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},
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"freqai": {
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"enabled": true,
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"identifier": "test175",
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"freqaimodel": "XGBoostRegressor",
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"model_path": "/freqtrade/user_data/models",
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"save_backtesting_prediction": true,
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"save_backtest_models": true,
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"backtest_period_days": 30,
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"purge_old_models": true,
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"load_trained_model": true,
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"train_period_days": 90,
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"backtest_period_days": 10,
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"live_retrain_hours": 0,
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"include_predictions_in_final_dataframe": true,
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"data_kitchen": {
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"fillna": "ffill",
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"feature_parameters": {
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"DI_threshold": 0.5,
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"weight_factor": 0.9
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}
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},
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"feature_parameters": {
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"include_timeframes": ["5m", "15m", "1h"],
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"include_corr_pairlist": ["BTC/USDT", "ETH/USDT"],
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"label_period_candles": 12,
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"include_shifted_candles": 3,
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"indicator_periods_candles": [10, 20, 50],
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"plot_feature_importances": 1,
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"feature_selection": {
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"method": "none"
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}
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},
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"data_split_parameters": {
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"test_size": 0.2,
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"shuffle": false
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},
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"model_training_parameters": {
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"n_estimators": 200,
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"learning_rate": 0.05,
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"max_depth": 6,
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"subsample": 0.8,
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"colsample_bytree": 0.8
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},
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},
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"entry_pricing": {
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"price_side": "same",
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"use_order_book": true,
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"order_book_top": 1,
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"price_last_balance": 0.0,
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"check_depth_of_market": {
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"enabled": false,
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"bids_to_ask_delta": 1
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}
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},
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"exit_pricing": {
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"price_side": "other",
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"use_order_book": true,
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"order_book_top": 1
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},
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"pairlists": [
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{
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"method": "StaticPairList"
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}
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],
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"api_server": {
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"enabled": true,
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"listen_ip_address": "0.0.0.0",
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"listen_port": 8080,
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"verbosity": "error",
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"enable_openapi": false,
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"jwt_secret_key": "6a599ab046dbb419014807dffd7b8823bfa7e5df56b17d545485deb87331b4ca",
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"ws_token": "6O5pBDiRigiZrmIsofaE2rkKMJtf9h8zVQ",
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"CORS_origins": [],
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"username": "freqAdmin",
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"password": "admin"
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},
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"use_exit_signal": true,
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"bot_name": "freqtrade",
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"initial_state": "running",
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"force_entry_enable": false,
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"internals": {
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"process_throttle_secs": 5,
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"heartbeat_interval": 20,
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"loglevel": "DEBUG"
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}
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}
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@ -67,9 +67,11 @@ services:
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backtesting
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--logfile /freqtrade/user_data/logs/freqtrade.log
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--freqaimodel XGBoostRegressor
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--config /freqtrade/config_examples/config_base_hyperopt.json
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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 SharpeHyperOptStrategy
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--strategy FreqaiExampleStrategy
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--timerange 20250401-20250415
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--export trades
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--freqai-backtest
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--fee 0.0008
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--cache none
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@ -3,6 +3,7 @@ import numpy as np
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from functools import reduce
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import talib.abstract as ta
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from pandas import DataFrame
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from typing import Dict, List, Optional
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from technical import qtpylib
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from freqtrade.strategy import IStrategy, IntParameter, DecimalParameter
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@ -31,6 +32,7 @@ class FreqaiExampleStrategy(IStrategy):
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# FreqAI 配置
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freqai_info = {
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"model": "XGBoostRegressor", # 与config保持一致
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"save_backtest_models": True,
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"feature_parameters": {
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"include_timeframes": ["3m", "15m", "1h"], # 与config一致
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"include_corr_pairlist": ["BTC/USDT", "SOL/USDT"], # 添加相关交易对
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@ -70,6 +72,17 @@ class FreqaiExampleStrategy(IStrategy):
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"do_predict": {"do_predict": {"color": "brown"}},
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},
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}
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def __init__(self, config: Dict):
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super().__init__(config)
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# 初始化特征缓存
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self.feature_cache = {}
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# 设置日志级别
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logger.setLevel(logging.DEBUG)
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# 输出模型路径用于调试
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freqai_model_path = self.config.get("freqai", {}).get("model_path", "/freqtrade/user_data/models")
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logger.info(f"FreqAI 模型路径：{freqai_model_path}")
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def feature_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: dict, **kwargs) -> DataFrame:
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# 保留关键的技术指标
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64
freqtrade/templates/MyHyperoptStragegy.py
Normal file
64
freqtrade/templates/MyHyperoptStragegy.py
Normal file
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from freqtrade.strategy import IStrategy, CategoricalParameter, DecimalParameter, IntParameter
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import pandas as pd
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import numpy as np
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import talib.abstract as ta
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class MyHyperoptStrategy(IStrategy):
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INTERFACE_VERSION = 3
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# Buy hyperspace params:
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buy_params = {
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"ema_short_period": 10,
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"ema_long_period": 50,
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}
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# Sell hyperspace params:
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sell_params = {
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"rsi_high": 70,
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}
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ema_short_period = IntParameter(5, 20, default=10, space="buy", optimize=True)
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ema_long_period = IntParameter(40, 100, default=50, space="buy", optimize=True)
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rsi_high = IntParameter(60, 85, default=70, space="sell", optimize=True)
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# Minimal ROI designed for the strategy
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minimal_roi = {
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"0": 0.1
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}
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# Optimal stoploss designed for the strategy
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stoploss = -0.10
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# Trailing stop
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trailing_stop = False
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def populate_indicators(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
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# Ensure only the 'close' column is passed to RSI
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dataframe['rsi'] = ta.RSI(dataframe['close'], timeperiod=14)
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dataframe['ema_short'] = dataframe['close'].ewm(span=self.ema_short_period.value, adjust=False).mean()
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dataframe['ema_long'] = dataframe['close'].ewm(span=self.ema_long_period.value, adjust=False).mean()
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return dataframe
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def populate_entry_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
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dataframe.loc[
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(
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(dataframe['ema_short'] > dataframe['ema_long']) &
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(dataframe['rsi'] < 30)
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),
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'enter_long'
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] = 1
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return dataframe
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def populate_exit_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
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dataframe.loc[
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(
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(dataframe['ema_short'] < dataframe['ema_long']) &
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(dataframe['rsi'] > self.rsi_high.value)
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),
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'exit_long'
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] = 1
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return dataframe
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759
output.log
759
output.log
@ -1,734 +1,25 @@
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Creating freqtrade_freqtrade_run ...
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Creating freqtrade_freqtrade_run ... done
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2025-05-06 04:23:11,765 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
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2025-05-06 04:23:11,971 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
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2025-05-06 04:23:13,393 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
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2025-05-06 04:23:13,395 - freqtrade.loggers - INFO - Enabling colorized output.
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2025-05-06 04:23:13,395 - root - INFO - Logfile configured
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2025-05-06 04:23:13,396 - freqtrade.loggers - INFO - Verbosity set to 0
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2025-05-06 04:23:13,396 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
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2025-05-06 04:23:13,396 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
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2025-05-06 04:23:13,397 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
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2025-05-06 04:23:13,397 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250415 ...
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2025-05-06 04:23:13,431 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
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2025-05-06 04:23:13,432 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
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2025-05-06 04:23:13,432 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
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2025-05-06 04:23:13,432 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250415
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2025-05-06 04:23:13,433 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
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2025-05-06 04:23:13,434 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
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2025-05-06 04:23:13,441 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
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2025-05-06 04:23:13,441 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2025-05-06 04:23:13,441 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-06 04:23:13,444 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
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2025-05-06 04:23:13,444 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2025-05-06 04:23:13,445 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
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2025-05-06 04:23:13,445 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
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2025-05-06 04:23:13,450 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
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2025-05-06 04:23:13,455 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
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2025-05-06 04:23:16,284 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
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2025-05-06 04:23:16,338 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
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2025-05-06 04:23:16,338 - freqtrade.strategy.hyper - INFO - Found no parameter file.
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2025-05-06 04:23:16,339 - OKXRegressionStrategy - INFO - FreqAI 模型路径：/freqtrade/user_data/models
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2025-05-06 04:23:16,339 - OKXRegressionStrategy - WARNING - ⚠️ 模型文件未找到，请确认是否训练完成
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2025-05-06 04:23:16,339 - OKXRegressionStrategy - INFO - 🔍 正在尝试从 /freqtrade/user_data/models 加载模型
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2025-05-06 04:23:16,340 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
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2025-05-06 04:23:16,340 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
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2025-05-06 04:23:16,340 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2025-05-06 04:23:16,341 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
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2025-05-06 04:23:16,341 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
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2025-05-06 04:23:16,341 - 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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2025-05-06 04:23:16,342 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
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2025-05-06 04:23:16,342 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
|
||||
2025-05-06 04:23:16,342 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-06 04:23:16,343 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-06 04:23:16,343 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-06 04:23:16,343 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-06 04:23:16,343 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
|
||||
2025-05-06 04:23:16,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-06 04:23:16,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-06 04:23:16,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-06 04:23:16,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
'stoploss_on_exchange_interval': 60}
|
||||
2025-05-06 04:23:16,345 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-06 04:23:16,345 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-06 04:23:16,345 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-06 04:23:16,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-06 04:23:16,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-06 04:23:16,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-06 04:23:16,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-06 04:23:16,347 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-06 04:23:16,347 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-06 04:23:16,347 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-06 04:23:16,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-06 04:23:16,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-06 04:23:16,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-06 04:23:16,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-06 04:23:16,349 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-06 04:23:16,352 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-06 04:23:16,357 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-06 04:23:16,358 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-06 04:23:16,358 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-06 04:23:16,442 - freqtrade.optimize.backtesting - INFO - Loading data from 2024-12-31 21:30:00 up to 2025-04-15 00:00:00 (104 days).
|
||||
2025-05-06 04:23:16,443 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-06 04:23:16,443 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
|
||||
2025-05-06 04:23:18,018 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-06 04:23:18,222 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-06 04:23:18,223 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-06 04:23:18,223 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-06 04:23:18,223 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT']
|
||||
2025-05-06 04:23:18,224 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
|
||||
2025-05-06 04:23:18,224 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
|
||||
2025-05-06 04:23:18,225 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
|
||||
2025-05-06 04:23:18,225 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
|
||||
2025-05-06 04:23:18,226 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-06 04:23:18,230 - OKXRegressionStrategy - DEBUG - FreqAI 对象：<class 'XGBoostRegressor.XGBoostRegressor'>
|
||||
2025-05-06 04:23:18,232 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-05-06 04:23:18,234 - 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
|
||||
2025-05-06 04:23:18,234 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743465600_prediction.feather
|
||||
2025-05-06 04:23:18,258 - OKXRegressionStrategy - DEBUG - 周期 10 特征：['%-%-macd-10', '%-%-macdsignal-10', '%-%-bb_width-10', '%-%-volume_ma-10']
|
||||
2025-05-06 04:23:18,280 - OKXRegressionStrategy - DEBUG - 周期 20 特征：['%-%-macd-20', '%-%-macdsignal-20', '%-%-bb_width-20', '%-%-volume_ma-20']
|
||||
2025-05-06 04:23:18,302 - OKXRegressionStrategy - DEBUG - 周期 50 特征：['%-%-macd-50', '%-%-macdsignal-50', '%-%-bb_width-50', '%-%-volume_ma-50']
|
||||
2025-05-06 04:23:18,393 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-06 04:23:18,394 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 5m from 2024-12-31 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:18,431 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_10
|
||||
2025-05-06 04:23:18,437 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_20
|
||||
2025-05-06 04:23:18,445 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_50
|
||||
2025-05-06 04:23:18,526 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-06 04:23:18,526 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:18,547 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_10
|
||||
2025-05-06 04:23:18,552 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_20
|
||||
2025-05-06 04:23:18,557 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_50
|
||||
2025-05-06 04:23:18,628 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-06 04:23:18,628 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:18,644 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_10
|
||||
2025-05-06 04:23:18,648 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_20
|
||||
2025-05-06 04:23:18,652 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_50
|
||||
2025-05-06 04:23:19,041 - OKXRegressionStrategy - DEBUG - 全局特征：['%-%-macd-10_10_OKB/USDT_3m', '%-%-macdsignal-10_10_OKB/USDT_3m', '%-%-bb_width-10_10_OKB/USDT_3m',
|
||||
'%-%-volume_ma-10_10_OKB/USDT_3m', '%-%-macd-20_20_OKB/USDT_3m', '%-%-macdsignal-20_20_OKB/USDT_3m', '%-%-bb_width-20_20_OKB/USDT_3m', '%-%-volume_ma-20_20_OKB/USDT_3m', '%-%-macd-50_50_OKB/USDT_3m',
|
||||
'%-%-macdsignal-50_50_OKB/USDT_3m', '%-%-bb_width-50_50_OKB/USDT_3m', '%-%-volume_ma-50_50_OKB/USDT_3m', '%-%-macd-10_10_shift-1_OKB/USDT_3m', '%-%-macdsignal-10_10_shift-1_OKB/USDT_3m',
|
||||
'%-%-bb_width-10_10_shift-1_OKB/USDT_3m', '%-%-volume_ma-10_10_shift-1_OKB/USDT_3m', '%-%-macd-20_20_shift-1_OKB/USDT_3m', '%-%-macdsignal-20_20_shift-1_OKB/USDT_3m',
|
||||
'%-%-bb_width-20_20_shift-1_OKB/USDT_3m', '%-%-volume_ma-20_20_shift-1_OKB/USDT_3m', '%-%-macd-50_50_shift-1_OKB/USDT_3m', '%-%-macdsignal-50_50_shift-1_OKB/USDT_3m',
|
||||
'%-%-bb_width-50_50_shift-1_OKB/USDT_3m', '%-%-volume_ma-50_50_shift-1_OKB/USDT_3m', '%-%-macd-10_10_shift-2_OKB/USDT_3m', '%-%-macdsignal-10_10_shift-2_OKB/USDT_3m',
|
||||
'%-%-bb_width-10_10_shift-2_OKB/USDT_3m', '%-%-volume_ma-10_10_shift-2_OKB/USDT_3m', '%-%-macd-20_20_shift-2_OKB/USDT_3m', '%-%-macdsignal-20_20_shift-2_OKB/USDT_3m',
|
||||
'%-%-bb_width-20_20_shift-2_OKB/USDT_3m', '%-%-volume_ma-20_20_shift-2_OKB/USDT_3m', '%-%-macd-50_50_shift-2_OKB/USDT_3m', '%-%-macdsignal-50_50_shift-2_OKB/USDT_3m',
|
||||
'%-%-bb_width-50_50_shift-2_OKB/USDT_3m', '%-%-volume_ma-50_50_shift-2_OKB/USDT_3m', '%-%-macd-10_10_shift-3_OKB/USDT_3m', '%-%-macdsignal-10_10_shift-3_OKB/USDT_3m',
|
||||
'%-%-bb_width-10_10_shift-3_OKB/USDT_3m', '%-%-volume_ma-10_10_shift-3_OKB/USDT_3m', '%-%-macd-20_20_shift-3_OKB/USDT_3m', '%-%-macdsignal-20_20_shift-3_OKB/USDT_3m',
|
||||
'%-%-bb_width-20_20_shift-3_OKB/USDT_3m', '%-%-volume_ma-20_20_shift-3_OKB/USDT_3m', '%-%-macd-50_50_shift-3_OKB/USDT_3m', '%-%-macdsignal-50_50_shift-3_OKB/USDT_3m',
|
||||
'%-%-bb_width-50_50_shift-3_OKB/USDT_3m', '%-%-volume_ma-50_50_shift-3_OKB/USDT_3m', '%-%-macd-10_10_OKB/USDT_5m', '%-%-macdsignal-10_10_OKB/USDT_5m', '%-%-bb_width-10_10_OKB/USDT_5m',
|
||||
'%-%-volume_ma-10_10_OKB/USDT_5m', '%-%-macd-20_20_OKB/USDT_5m', '%-%-macdsignal-20_20_OKB/USDT_5m', '%-%-bb_width-20_20_OKB/USDT_5m', '%-%-volume_ma-20_20_OKB/USDT_5m', '%-%-macd-50_50_OKB/USDT_5m',
|
||||
'%-%-macdsignal-50_50_OKB/USDT_5m', '%-%-bb_width-50_50_OKB/USDT_5m', '%-%-volume_ma-50_50_OKB/USDT_5m', '%-%-macd-10_10_shift-1_OKB/USDT_5m', '%-%-macdsignal-10_10_shift-1_OKB/USDT_5m',
|
||||
'%-%-bb_width-10_10_shift-1_OKB/USDT_5m', '%-%-volume_ma-10_10_shift-1_OKB/USDT_5m', '%-%-macd-20_20_shift-1_OKB/USDT_5m', '%-%-macdsignal-20_20_shift-1_OKB/USDT_5m',
|
||||
'%-%-bb_width-20_20_shift-1_OKB/USDT_5m', '%-%-volume_ma-20_20_shift-1_OKB/USDT_5m', '%-%-macd-50_50_shift-1_OKB/USDT_5m', '%-%-macdsignal-50_50_shift-1_OKB/USDT_5m',
|
||||
'%-%-bb_width-50_50_shift-1_OKB/USDT_5m', '%-%-volume_ma-50_50_shift-1_OKB/USDT_5m', '%-%-macd-10_10_shift-2_OKB/USDT_5m', '%-%-macdsignal-10_10_shift-2_OKB/USDT_5m',
|
||||
'%-%-bb_width-10_10_shift-2_OKB/USDT_5m', '%-%-volume_ma-10_10_shift-2_OKB/USDT_5m', '%-%-macd-20_20_shift-2_OKB/USDT_5m', '%-%-macdsignal-20_20_shift-2_OKB/USDT_5m',
|
||||
'%-%-bb_width-20_20_shift-2_OKB/USDT_5m', '%-%-volume_ma-20_20_shift-2_OKB/USDT_5m', '%-%-macd-50_50_shift-2_OKB/USDT_5m', '%-%-macdsignal-50_50_shift-2_OKB/USDT_5m',
|
||||
'%-%-bb_width-50_50_shift-2_OKB/USDT_5m', '%-%-volume_ma-50_50_shift-2_OKB/USDT_5m', '%-%-macd-10_10_shift-3_OKB/USDT_5m', '%-%-macdsignal-10_10_shift-3_OKB/USDT_5m',
|
||||
'%-%-bb_width-10_10_shift-3_OKB/USDT_5m', '%-%-volume_ma-10_10_shift-3_OKB/USDT_5m', '%-%-macd-20_20_shift-3_OKB/USDT_5m', '%-%-macdsignal-20_20_shift-3_OKB/USDT_5m',
|
||||
'%-%-bb_width-20_20_shift-3_OKB/USDT_5m', '%-%-volume_ma-20_20_shift-3_OKB/USDT_5m', '%-%-macd-50_50_shift-3_OKB/USDT_5m', '%-%-macdsignal-50_50_shift-3_OKB/USDT_5m',
|
||||
'%-%-bb_width-50_50_shift-3_OKB/USDT_5m', '%-%-volume_ma-50_50_shift-3_OKB/USDT_5m', '%-%-macd-10_10_OKB/USDT_15m', '%-%-macdsignal-10_10_OKB/USDT_15m', '%-%-bb_width-10_10_OKB/USDT_15m',
|
||||
'%-%-volume_ma-10_10_OKB/USDT_15m', '%-%-macd-20_20_OKB/USDT_15m', '%-%-macdsignal-20_20_OKB/USDT_15m', '%-%-bb_width-20_20_OKB/USDT_15m', '%-%-volume_ma-20_20_OKB/USDT_15m',
|
||||
'%-%-macd-50_50_OKB/USDT_15m', '%-%-macdsignal-50_50_OKB/USDT_15m', '%-%-bb_width-50_50_OKB/USDT_15m', '%-%-volume_ma-50_50_OKB/USDT_15m', '%-%-macd-10_10_shift-1_OKB/USDT_15m',
|
||||
'%-%-macdsignal-10_10_shift-1_OKB/USDT_15m', '%-%-bb_width-10_10_shift-1_OKB/USDT_15m', '%-%-volume_ma-10_10_shift-1_OKB/USDT_15m', '%-%-macd-20_20_shift-1_OKB/USDT_15m',
|
||||
'%-%-macdsignal-20_20_shift-1_OKB/USDT_15m', '%-%-bb_width-20_20_shift-1_OKB/USDT_15m', '%-%-volume_ma-20_20_shift-1_OKB/USDT_15m', '%-%-macd-50_50_shift-1_OKB/USDT_15m',
|
||||
'%-%-macdsignal-50_50_shift-1_OKB/USDT_15m', '%-%-bb_width-50_50_shift-1_OKB/USDT_15m', '%-%-volume_ma-50_50_shift-1_OKB/USDT_15m', '%-%-macd-10_10_shift-2_OKB/USDT_15m',
|
||||
'%-%-macdsignal-10_10_shift-2_OKB/USDT_15m', '%-%-bb_width-10_10_shift-2_OKB/USDT_15m', '%-%-volume_ma-10_10_shift-2_OKB/USDT_15m', '%-%-macd-20_20_shift-2_OKB/USDT_15m',
|
||||
'%-%-macdsignal-20_20_shift-2_OKB/USDT_15m', '%-%-bb_width-20_20_shift-2_OKB/USDT_15m', '%-%-volume_ma-20_20_shift-2_OKB/USDT_15m', '%-%-macd-50_50_shift-2_OKB/USDT_15m',
|
||||
'%-%-macdsignal-50_50_shift-2_OKB/USDT_15m', '%-%-bb_width-50_50_shift-2_OKB/USDT_15m', '%-%-volume_ma-50_50_shift-2_OKB/USDT_15m', '%-%-macd-10_10_shift-3_OKB/USDT_15m',
|
||||
'%-%-macdsignal-10_10_shift-3_OKB/USDT_15m', '%-%-bb_width-10_10_shift-3_OKB/USDT_15m', '%-%-volume_ma-10_10_shift-3_OKB/USDT_15m', '%-%-macd-20_20_shift-3_OKB/USDT_15m',
|
||||
'%-%-macdsignal-20_20_shift-3_OKB/USDT_15m', '%-%-bb_width-20_20_shift-3_OKB/USDT_15m', '%-%-volume_ma-20_20_shift-3_OKB/USDT_15m', '%-%-macd-50_50_shift-3_OKB/USDT_15m',
|
||||
'%-%-macdsignal-50_50_shift-3_OKB/USDT_15m', '%-%-bb_width-50_50_shift-3_OKB/USDT_15m', '%-%-volume_ma-50_50_shift-3_OKB/USDT_15m', '%-%-macd-10_10_OKB/USDT_1h', '%-%-macdsignal-10_10_OKB/USDT_1h',
|
||||
'%-%-bb_width-10_10_OKB/USDT_1h', '%-%-volume_ma-10_10_OKB/USDT_1h', '%-%-macd-20_20_OKB/USDT_1h', '%-%-macdsignal-20_20_OKB/USDT_1h', '%-%-bb_width-20_20_OKB/USDT_1h',
|
||||
'%-%-volume_ma-20_20_OKB/USDT_1h', '%-%-macd-50_50_OKB/USDT_1h', '%-%-macdsignal-50_50_OKB/USDT_1h', '%-%-bb_width-50_50_OKB/USDT_1h', '%-%-volume_ma-50_50_OKB/USDT_1h',
|
||||
'%-%-macd-10_10_shift-1_OKB/USDT_1h', '%-%-macdsignal-10_10_shift-1_OKB/USDT_1h', '%-%-bb_width-10_10_shift-1_OKB/USDT_1h', '%-%-volume_ma-10_10_shift-1_OKB/USDT_1h',
|
||||
'%-%-macd-20_20_shift-1_OKB/USDT_1h', '%-%-macdsignal-20_20_shift-1_OKB/USDT_1h', '%-%-bb_width-20_20_shift-1_OKB/USDT_1h', '%-%-volume_ma-20_20_shift-1_OKB/USDT_1h',
|
||||
'%-%-macd-50_50_shift-1_OKB/USDT_1h', '%-%-macdsignal-50_50_shift-1_OKB/USDT_1h', '%-%-bb_width-50_50_shift-1_OKB/USDT_1h', '%-%-volume_ma-50_50_shift-1_OKB/USDT_1h',
|
||||
'%-%-macd-10_10_shift-2_OKB/USDT_1h', '%-%-macdsignal-10_10_shift-2_OKB/USDT_1h', '%-%-bb_width-10_10_shift-2_OKB/USDT_1h', '%-%-volume_ma-10_10_shift-2_OKB/USDT_1h',
|
||||
'%-%-macd-20_20_shift-2_OKB/USDT_1h', '%-%-macdsignal-20_20_shift-2_OKB/USDT_1h', '%-%-bb_width-20_20_shift-2_OKB/USDT_1h', '%-%-volume_ma-20_20_shift-2_OKB/USDT_1h',
|
||||
'%-%-macd-50_50_shift-2_OKB/USDT_1h', '%-%-macdsignal-50_50_shift-2_OKB/USDT_1h', '%-%-bb_width-50_50_shift-2_OKB/USDT_1h', '%-%-volume_ma-50_50_shift-2_OKB/USDT_1h',
|
||||
'%-%-macd-10_10_shift-3_OKB/USDT_1h', '%-%-macdsignal-10_10_shift-3_OKB/USDT_1h', '%-%-bb_width-10_10_shift-3_OKB/USDT_1h', '%-%-volume_ma-10_10_shift-3_OKB/USDT_1h',
|
||||
'%-%-macd-20_20_shift-3_OKB/USDT_1h', '%-%-macdsignal-20_20_shift-3_OKB/USDT_1h', '%-%-bb_width-20_20_shift-3_OKB/USDT_1h', '%-%-volume_ma-20_20_shift-3_OKB/USDT_1h',
|
||||
'%-%-macd-50_50_shift-3_OKB/USDT_1h', '%-%-macdsignal-50_50_shift-3_OKB/USDT_1h', '%-%-bb_width-50_50_shift-3_OKB/USDT_1h', '%-%-volume_ma-50_50_shift-3_OKB/USDT_1h']
|
||||
2025-05-06 04:23:19,092 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-06 04:23:19,093 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2024-12-31 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:19,161 - OKXRegressionStrategy - DEBUG - 周期 10 特征：['%-%-macd-10', '%-%-macdsignal-10', '%-%-bb_width-10', '%-%-volume_ma-10']
|
||||
2025-05-06 04:23:19,177 - OKXRegressionStrategy - DEBUG - 周期 20 特征：['%-%-macd-20', '%-%-macdsignal-20', '%-%-bb_width-20', '%-%-volume_ma-20']
|
||||
2025-05-06 04:23:19,194 - OKXRegressionStrategy - DEBUG - 周期 50 特征：['%-%-macd-50', '%-%-macdsignal-50', '%-%-bb_width-50', '%-%-volume_ma-50']
|
||||
2025-05-06 04:23:19,320 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-06 04:23:19,320 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2024-12-31 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:19,359 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_10
|
||||
2025-05-06 04:23:19,365 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_20
|
||||
2025-05-06 04:23:19,373 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_50
|
||||
2025-05-06 04:23:19,546 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-06 04:23:19,547 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:19,568 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_10
|
||||
2025-05-06 04:23:19,572 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_20
|
||||
2025-05-06 04:23:19,577 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_50
|
||||
2025-05-06 04:23:19,734 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-06 04:23:19,735 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:19,752 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_10
|
||||
2025-05-06 04:23:19,756 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_20
|
||||
2025-05-06 04:23:19,760 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_50
|
||||
2025-05-06 04:23:20,021 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-06 04:23:20,021 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2024-12-31 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:20,082 - OKXRegressionStrategy - DEBUG - 周期 10 特征：['%-%-macd-10', '%-%-macdsignal-10', '%-%-bb_width-10', '%-%-volume_ma-10']
|
||||
2025-05-06 04:23:20,097 - OKXRegressionStrategy - DEBUG - 周期 20 特征：['%-%-macd-20', '%-%-macdsignal-20', '%-%-bb_width-20', '%-%-volume_ma-20']
|
||||
2025-05-06 04:23:20,115 - OKXRegressionStrategy - DEBUG - 周期 50 特征：['%-%-macd-50', '%-%-macdsignal-50', '%-%-bb_width-50', '%-%-volume_ma-50']
|
||||
2025-05-06 04:23:20,296 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-06 04:23:20,297 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2024-12-31 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:20,333 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_10
|
||||
2025-05-06 04:23:20,339 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_20
|
||||
2025-05-06 04:23:20,345 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_50
|
||||
2025-05-06 04:23:20,583 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-06 04:23:20,584 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:20,605 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_10
|
||||
2025-05-06 04:23:20,609 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_20
|
||||
2025-05-06 04:23:20,614 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_50
|
||||
2025-05-06 04:23:20,859 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-06 04:23:20,860 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:20,877 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_10
|
||||
2025-05-06 04:23:20,881 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_20
|
||||
2025-05-06 04:23:20,885 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_50
|
||||
2025-05-06 04:23:35,159 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743465600/cb_okb_1743465600
|
||||
2025-05-06 04:23:35,160 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-06 04:23:35,505 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 51 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-06 04:23:35,505 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-01 to 2025-03-31 --------------------
|
||||
2025-05-06 04:23:35,677 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-06 04:23:35,817 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 577 features
|
||||
2025-05-06 04:23:35,817 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34519 data points
|
||||
[0] validation_0-rmse:0.60502 validation_1-rmse:0.60246
|
||||
[1] validation_0-rmse:0.58239 validation_1-rmse:0.57853
|
||||
[2] validation_0-rmse:0.56150 validation_1-rmse:0.55600
|
||||
[3] validation_0-rmse:0.54183 validation_1-rmse:0.53486
|
||||
[4] validation_0-rmse:0.52357 validation_1-rmse:0.51489
|
||||
[5] validation_0-rmse:0.50642 validation_1-rmse:0.49598
|
||||
[6] validation_0-rmse:0.49044 validation_1-rmse:0.47832
|
||||
[7] validation_0-rmse:0.47544 validation_1-rmse:0.46174
|
||||
[8] validation_0-rmse:0.46173 validation_1-rmse:0.44610
|
||||
[9] validation_0-rmse:0.44889 validation_1-rmse:0.43147
|
||||
[10] validation_0-rmse:0.43666 validation_1-rmse:0.41779
|
||||
[11] validation_0-rmse:0.42555 validation_1-rmse:0.40494
|
||||
[12] validation_0-rmse:0.41488 validation_1-rmse:0.39269
|
||||
[13] validation_0-rmse:0.40559 validation_1-rmse:0.38140
|
||||
[14] validation_0-rmse:0.39705 validation_1-rmse:0.37079
|
||||
[15] validation_0-rmse:0.38894 validation_1-rmse:0.36094
|
||||
[16] validation_0-rmse:0.38120 validation_1-rmse:0.35168
|
||||
[17] validation_0-rmse:0.37429 validation_1-rmse:0.34283
|
||||
[18] validation_0-rmse:0.36774 validation_1-rmse:0.33441
|
||||
[19] validation_0-rmse:0.36207 validation_1-rmse:0.32679
|
||||
[20] validation_0-rmse:0.35671 validation_1-rmse:0.31954
|
||||
[21] validation_0-rmse:0.35172 validation_1-rmse:0.31301
|
||||
[22] validation_0-rmse:0.34692 validation_1-rmse:0.30662
|
||||
[23] validation_0-rmse:0.34262 validation_1-rmse:0.30074
|
||||
[24] validation_0-rmse:0.33870 validation_1-rmse:0.29535
|
||||
[25] validation_0-rmse:0.33513 validation_1-rmse:0.29026
|
||||
[26] validation_0-rmse:0.33205 validation_1-rmse:0.28544
|
||||
[27] validation_0-rmse:0.32919 validation_1-rmse:0.28084
|
||||
[28] validation_0-rmse:0.32645 validation_1-rmse:0.27689
|
||||
[29] validation_0-rmse:0.32396 validation_1-rmse:0.27293
|
||||
[30] validation_0-rmse:0.32177 validation_1-rmse:0.26930
|
||||
[31] validation_0-rmse:0.31982 validation_1-rmse:0.26553
|
||||
[32] validation_0-rmse:0.31804 validation_1-rmse:0.26227
|
||||
[33] validation_0-rmse:0.31644 validation_1-rmse:0.25917
|
||||
[34] validation_0-rmse:0.31502 validation_1-rmse:0.25626
|
||||
[35] validation_0-rmse:0.31355 validation_1-rmse:0.25340
|
||||
[36] validation_0-rmse:0.31243 validation_1-rmse:0.25060
|
||||
[37] validation_0-rmse:0.31129 validation_1-rmse:0.24836
|
||||
[38] validation_0-rmse:0.31046 validation_1-rmse:0.24605
|
||||
[39] validation_0-rmse:0.30936 validation_1-rmse:0.24380
|
||||
[40] validation_0-rmse:0.30855 validation_1-rmse:0.24174
|
||||
[41] validation_0-rmse:0.30784 validation_1-rmse:0.23973
|
||||
[42] validation_0-rmse:0.30711 validation_1-rmse:0.23770
|
||||
[43] validation_0-rmse:0.30639 validation_1-rmse:0.23586
|
||||
[44] validation_0-rmse:0.30584 validation_1-rmse:0.23432
|
||||
[45] validation_0-rmse:0.30534 validation_1-rmse:0.23277
|
||||
[46] validation_0-rmse:0.30464 validation_1-rmse:0.23120
|
||||
[47] validation_0-rmse:0.30426 validation_1-rmse:0.22968
|
||||
[48] validation_0-rmse:0.30381 validation_1-rmse:0.22810
|
||||
[49] validation_0-rmse:0.30344 validation_1-rmse:0.22672
|
||||
[50] validation_0-rmse:0.30321 validation_1-rmse:0.22529
|
||||
[51] validation_0-rmse:0.30296 validation_1-rmse:0.22408
|
||||
[52] validation_0-rmse:0.30273 validation_1-rmse:0.22289
|
||||
[53] validation_0-rmse:0.30254 validation_1-rmse:0.22185
|
||||
[54] validation_0-rmse:0.30229 validation_1-rmse:0.22096
|
||||
[55] validation_0-rmse:0.30198 validation_1-rmse:0.21986
|
||||
[56] validation_0-rmse:0.30199 validation_1-rmse:0.21878
|
||||
[57] validation_0-rmse:0.30159 validation_1-rmse:0.21784
|
||||
[58] validation_0-rmse:0.30128 validation_1-rmse:0.21672
|
||||
[59] validation_0-rmse:0.30099 validation_1-rmse:0.21586
|
||||
[60] validation_0-rmse:0.30092 validation_1-rmse:0.21505
|
||||
[61] validation_0-rmse:0.30090 validation_1-rmse:0.21440
|
||||
[62] validation_0-rmse:0.30081 validation_1-rmse:0.21340
|
||||
[63] validation_0-rmse:0.30062 validation_1-rmse:0.21249
|
||||
[64] validation_0-rmse:0.30055 validation_1-rmse:0.21159
|
||||
[65] validation_0-rmse:0.30051 validation_1-rmse:0.21079
|
||||
[66] validation_0-rmse:0.30051 validation_1-rmse:0.21004
|
||||
[67] validation_0-rmse:0.30043 validation_1-rmse:0.20917
|
||||
[68] validation_0-rmse:0.30052 validation_1-rmse:0.20848
|
||||
[69] validation_0-rmse:0.30036 validation_1-rmse:0.20766
|
||||
[70] validation_0-rmse:0.30033 validation_1-rmse:0.20669
|
||||
[71] validation_0-rmse:0.30039 validation_1-rmse:0.20609
|
||||
[72] validation_0-rmse:0.30026 validation_1-rmse:0.20547
|
||||
[73] validation_0-rmse:0.30025 validation_1-rmse:0.20486
|
||||
[74] validation_0-rmse:0.30015 validation_1-rmse:0.20425
|
||||
[75] validation_0-rmse:0.30010 validation_1-rmse:0.20353
|
||||
[76] validation_0-rmse:0.30023 validation_1-rmse:0.20262
|
||||
[77] validation_0-rmse:0.30015 validation_1-rmse:0.20194
|
||||
[78] validation_0-rmse:0.30013 validation_1-rmse:0.20138
|
||||
[79] validation_0-rmse:0.30006 validation_1-rmse:0.20076
|
||||
[80] validation_0-rmse:0.30002 validation_1-rmse:0.20001
|
||||
[81] validation_0-rmse:0.30001 validation_1-rmse:0.19937
|
||||
[82] validation_0-rmse:0.29996 validation_1-rmse:0.19888
|
||||
[83] validation_0-rmse:0.29991 validation_1-rmse:0.19817
|
||||
[84] validation_0-rmse:0.29983 validation_1-rmse:0.19749
|
||||
[85] validation_0-rmse:0.29979 validation_1-rmse:0.19685
|
||||
[86] validation_0-rmse:0.29980 validation_1-rmse:0.19612
|
||||
[87] validation_0-rmse:0.29985 validation_1-rmse:0.19562
|
||||
[88] validation_0-rmse:0.29993 validation_1-rmse:0.19485
|
||||
[89] validation_0-rmse:0.29998 validation_1-rmse:0.19424
|
||||
[90] validation_0-rmse:0.29997 validation_1-rmse:0.19374
|
||||
[91] validation_0-rmse:0.29977 validation_1-rmse:0.19298
|
||||
[92] validation_0-rmse:0.29989 validation_1-rmse:0.19240
|
||||
[93] validation_0-rmse:0.29990 validation_1-rmse:0.19180
|
||||
[94] validation_0-rmse:0.29989 validation_1-rmse:0.19107
|
||||
[95] validation_0-rmse:0.29998 validation_1-rmse:0.19031
|
||||
[96] validation_0-rmse:0.29995 validation_1-rmse:0.18978
|
||||
[97] validation_0-rmse:0.29984 validation_1-rmse:0.18929
|
||||
[98] validation_0-rmse:0.29987 validation_1-rmse:0.18874
|
||||
[99] validation_0-rmse:0.29984 validation_1-rmse:0.18813
|
||||
[100] validation_0-rmse:0.29991 validation_1-rmse:0.18752
|
||||
[101] validation_0-rmse:0.30003 validation_1-rmse:0.18683
|
||||
[102] validation_0-rmse:0.30012 validation_1-rmse:0.18609
|
||||
[103] validation_0-rmse:0.30001 validation_1-rmse:0.18556
|
||||
[104] validation_0-rmse:0.30015 validation_1-rmse:0.18482
|
||||
[105] validation_0-rmse:0.30019 validation_1-rmse:0.18399
|
||||
[106] validation_0-rmse:0.30019 validation_1-rmse:0.18324
|
||||
[107] validation_0-rmse:0.30024 validation_1-rmse:0.18277
|
||||
[108] validation_0-rmse:0.30022 validation_1-rmse:0.18211
|
||||
[109] validation_0-rmse:0.30018 validation_1-rmse:0.18177
|
||||
[110] validation_0-rmse:0.30011 validation_1-rmse:0.18115
|
||||
[111] validation_0-rmse:0.30024 validation_1-rmse:0.18062
|
||||
[112] validation_0-rmse:0.30024 validation_1-rmse:0.18016
|
||||
[113] validation_0-rmse:0.30029 validation_1-rmse:0.17966
|
||||
[114] validation_0-rmse:0.30025 validation_1-rmse:0.17926
|
||||
[115] validation_0-rmse:0.30046 validation_1-rmse:0.17866
|
||||
[116] validation_0-rmse:0.30054 validation_1-rmse:0.17797
|
||||
[117] validation_0-rmse:0.30058 validation_1-rmse:0.17726
|
||||
[118] validation_0-rmse:0.30056 validation_1-rmse:0.17664
|
||||
[119] validation_0-rmse:0.30064 validation_1-rmse:0.17618
|
||||
[120] validation_0-rmse:0.30061 validation_1-rmse:0.17575
|
||||
[121] validation_0-rmse:0.30053 validation_1-rmse:0.17521
|
||||
[122] validation_0-rmse:0.30056 validation_1-rmse:0.17463
|
||||
[123] validation_0-rmse:0.30055 validation_1-rmse:0.17436
|
||||
[124] validation_0-rmse:0.30062 validation_1-rmse:0.17371
|
||||
[125] validation_0-rmse:0.30059 validation_1-rmse:0.17323
|
||||
[126] validation_0-rmse:0.30047 validation_1-rmse:0.17279
|
||||
[127] validation_0-rmse:0.30044 validation_1-rmse:0.17239
|
||||
[128] validation_0-rmse:0.30048 validation_1-rmse:0.17173
|
||||
[129] validation_0-rmse:0.30047 validation_1-rmse:0.17118
|
||||
[130] validation_0-rmse:0.30047 validation_1-rmse:0.17057
|
||||
[131] validation_0-rmse:0.30049 validation_1-rmse:0.17024
|
||||
[132] validation_0-rmse:0.30055 validation_1-rmse:0.16960
|
||||
[133] validation_0-rmse:0.30054 validation_1-rmse:0.16926
|
||||
[134] validation_0-rmse:0.30056 validation_1-rmse:0.16871
|
||||
[135] validation_0-rmse:0.30068 validation_1-rmse:0.16810
|
||||
[136] validation_0-rmse:0.30076 validation_1-rmse:0.16755
|
||||
[137] validation_0-rmse:0.30080 validation_1-rmse:0.16717
|
||||
[138] validation_0-rmse:0.30082 validation_1-rmse:0.16668
|
||||
[139] validation_0-rmse:0.30082 validation_1-rmse:0.16634
|
||||
[140] validation_0-rmse:0.30080 validation_1-rmse:0.16603
|
||||
[141] validation_0-rmse:0.30076 validation_1-rmse:0.16560
|
||||
[142] validation_0-rmse:0.30080 validation_1-rmse:0.16524
|
||||
[143] validation_0-rmse:0.30080 validation_1-rmse:0.16466
|
||||
[144] validation_0-rmse:0.30079 validation_1-rmse:0.16414
|
||||
[145] validation_0-rmse:0.30073 validation_1-rmse:0.16359
|
||||
[146] validation_0-rmse:0.30073 validation_1-rmse:0.16302
|
||||
[147] validation_0-rmse:0.30078 validation_1-rmse:0.16250
|
||||
[148] validation_0-rmse:0.30080 validation_1-rmse:0.16206
|
||||
[149] validation_0-rmse:0.30084 validation_1-rmse:0.16151
|
||||
[150] validation_0-rmse:0.30084 validation_1-rmse:0.16111
|
||||
[151] validation_0-rmse:0.30083 validation_1-rmse:0.16062
|
||||
[152] validation_0-rmse:0.30091 validation_1-rmse:0.16025
|
||||
[153] validation_0-rmse:0.30087 validation_1-rmse:0.15992
|
||||
[154] validation_0-rmse:0.30088 validation_1-rmse:0.15955
|
||||
[155] validation_0-rmse:0.30089 validation_1-rmse:0.15928
|
||||
[156] validation_0-rmse:0.30093 validation_1-rmse:0.15884
|
||||
[157] validation_0-rmse:0.30097 validation_1-rmse:0.15836
|
||||
[158] validation_0-rmse:0.30109 validation_1-rmse:0.15789
|
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|
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|
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|
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|
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|
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[195] validation_0-rmse:0.30158 validation_1-rmse:0.14510
|
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[196] validation_0-rmse:0.30164 validation_1-rmse:0.14472
|
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[197] validation_0-rmse:0.30163 validation_1-rmse:0.14436
|
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|
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|
||||
2025-05-06 04:26:29,861 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (174.70 secs) --------------------
|
||||
2025-05-06 04:26:30,080 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743465600/cb_okb_1743465600--s_close.html
|
||||
2025-05-06 04:26:30,080 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-06 04:26:30,214 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-06 04:26:30,227 - 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
|
||||
2025-05-06 04:26:30,228 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1744329600_prediction.feather
|
||||
2025-05-06 04:26:45,365 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1744329600/cb_okb_1744329600
|
||||
2025-05-06 04:26:45,365 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-06 04:26:45,664 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 12 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-06 04:26:45,665 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-11 to 2025-04-10 --------------------
|
||||
2025-05-06 04:26:45,833 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-06 04:26:45,973 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 577 features
|
||||
2025-05-06 04:26:45,974 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34550 data points
|
||||
[0] validation_0-rmse:0.60465 validation_1-rmse:0.60316
|
||||
[1] validation_0-rmse:0.58269 validation_1-rmse:0.57899
|
||||
[2] validation_0-rmse:0.56203 validation_1-rmse:0.55619
|
||||
[3] validation_0-rmse:0.54249 validation_1-rmse:0.53479
|
||||
[4] validation_0-rmse:0.52416 validation_1-rmse:0.51443
|
||||
[5] validation_0-rmse:0.50757 validation_1-rmse:0.49539
|
||||
[6] validation_0-rmse:0.49180 validation_1-rmse:0.47736
|
||||
[7] validation_0-rmse:0.47728 validation_1-rmse:0.46053
|
||||
[8] validation_0-rmse:0.46376 validation_1-rmse:0.44471
|
||||
[9] validation_0-rmse:0.45106 validation_1-rmse:0.42971
|
||||
[10] validation_0-rmse:0.43910 validation_1-rmse:0.41562
|
||||
[11] validation_0-rmse:0.42818 validation_1-rmse:0.40246
|
||||
[12] validation_0-rmse:0.41784 validation_1-rmse:0.39003
|
||||
[13] validation_0-rmse:0.40838 validation_1-rmse:0.37848
|
||||
[14] validation_0-rmse:0.39980 validation_1-rmse:0.36760
|
||||
[15] validation_0-rmse:0.39182 validation_1-rmse:0.35745
|
||||
[16] validation_0-rmse:0.38460 validation_1-rmse:0.34799
|
||||
[17] validation_0-rmse:0.37762 validation_1-rmse:0.33910
|
||||
[18] validation_0-rmse:0.37155 validation_1-rmse:0.33062
|
||||
[19] validation_0-rmse:0.36592 validation_1-rmse:0.32278
|
||||
[20] validation_0-rmse:0.36081 validation_1-rmse:0.31539
|
||||
[21] validation_0-rmse:0.35594 validation_1-rmse:0.30873
|
||||
[22] validation_0-rmse:0.35183 validation_1-rmse:0.30236
|
||||
[23] validation_0-rmse:0.34758 validation_1-rmse:0.29638
|
||||
[24] validation_0-rmse:0.34376 validation_1-rmse:0.29099
|
||||
[25] validation_0-rmse:0.34028 validation_1-rmse:0.28554
|
||||
[26] validation_0-rmse:0.33701 validation_1-rmse:0.28063
|
||||
[27] validation_0-rmse:0.33401 validation_1-rmse:0.27600
|
||||
[28] validation_0-rmse:0.33171 validation_1-rmse:0.27152
|
||||
[29] validation_0-rmse:0.32912 validation_1-rmse:0.26762
|
||||
[30] validation_0-rmse:0.32699 validation_1-rmse:0.26389
|
||||
[31] validation_0-rmse:0.32488 validation_1-rmse:0.26037
|
||||
[32] validation_0-rmse:0.32312 validation_1-rmse:0.25690
|
||||
[33] validation_0-rmse:0.32166 validation_1-rmse:0.25370
|
||||
[34] validation_0-rmse:0.32004 validation_1-rmse:0.25103
|
||||
[35] validation_0-rmse:0.31858 validation_1-rmse:0.24799
|
||||
[36] validation_0-rmse:0.31737 validation_1-rmse:0.24524
|
||||
[37] validation_0-rmse:0.31629 validation_1-rmse:0.24237
|
||||
[38] validation_0-rmse:0.31527 validation_1-rmse:0.23986
|
||||
[39] validation_0-rmse:0.31436 validation_1-rmse:0.23741
|
||||
[40] validation_0-rmse:0.31349 validation_1-rmse:0.23551
|
||||
[41] validation_0-rmse:0.31271 validation_1-rmse:0.23357
|
||||
[42] validation_0-rmse:0.31211 validation_1-rmse:0.23136
|
||||
[43] validation_0-rmse:0.31125 validation_1-rmse:0.22927
|
||||
[44] validation_0-rmse:0.31077 validation_1-rmse:0.22743
|
||||
[45] validation_0-rmse:0.31016 validation_1-rmse:0.22563
|
||||
[46] validation_0-rmse:0.30968 validation_1-rmse:0.22403
|
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[47] validation_0-rmse:0.30933 validation_1-rmse:0.22243
|
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[48] validation_0-rmse:0.30908 validation_1-rmse:0.22087
|
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[49] validation_0-rmse:0.30864 validation_1-rmse:0.21933
|
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[50] validation_0-rmse:0.30828 validation_1-rmse:0.21811
|
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[51] validation_0-rmse:0.30815 validation_1-rmse:0.21676
|
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[52] validation_0-rmse:0.30790 validation_1-rmse:0.21529
|
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[53] validation_0-rmse:0.30744 validation_1-rmse:0.21412
|
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[54] validation_0-rmse:0.30730 validation_1-rmse:0.21303
|
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[55] validation_0-rmse:0.30701 validation_1-rmse:0.21187
|
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[56] validation_0-rmse:0.30667 validation_1-rmse:0.21096
|
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[57] validation_0-rmse:0.30639 validation_1-rmse:0.20981
|
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[58] validation_0-rmse:0.30629 validation_1-rmse:0.20873
|
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[59] validation_0-rmse:0.30583 validation_1-rmse:0.20774
|
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[60] validation_0-rmse:0.30563 validation_1-rmse:0.20673
|
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[61] validation_0-rmse:0.30556 validation_1-rmse:0.20583
|
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[62] validation_0-rmse:0.30535 validation_1-rmse:0.20489
|
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|
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|
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|
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|
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[67] validation_0-rmse:0.30460 validation_1-rmse:0.20040
|
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|
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|
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|
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|
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|
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|
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[74] validation_0-rmse:0.30421 validation_1-rmse:0.19473
|
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|
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|
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|
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|
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|
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|
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|
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|
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[83] validation_0-rmse:0.30416 validation_1-rmse:0.18831
|
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[84] validation_0-rmse:0.30425 validation_1-rmse:0.18757
|
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[85] validation_0-rmse:0.30426 validation_1-rmse:0.18690
|
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[86] validation_0-rmse:0.30431 validation_1-rmse:0.18612
|
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[87] validation_0-rmse:0.30435 validation_1-rmse:0.18559
|
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[88] validation_0-rmse:0.30432 validation_1-rmse:0.18501
|
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[89] validation_0-rmse:0.30422 validation_1-rmse:0.18460
|
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|
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[91] validation_0-rmse:0.30425 validation_1-rmse:0.18361
|
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[92] validation_0-rmse:0.30425 validation_1-rmse:0.18298
|
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[93] validation_0-rmse:0.30445 validation_1-rmse:0.18243
|
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|
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[95] validation_0-rmse:0.30455 validation_1-rmse:0.18137
|
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[96] validation_0-rmse:0.30453 validation_1-rmse:0.18099
|
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|
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[98] validation_0-rmse:0.30454 validation_1-rmse:0.17980
|
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|
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[100] validation_0-rmse:0.30460 validation_1-rmse:0.17856
|
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[101] validation_0-rmse:0.30456 validation_1-rmse:0.17794
|
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[102] validation_0-rmse:0.30448 validation_1-rmse:0.17744
|
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[103] validation_0-rmse:0.30450 validation_1-rmse:0.17674
|
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[104] validation_0-rmse:0.30463 validation_1-rmse:0.17608
|
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[105] validation_0-rmse:0.30462 validation_1-rmse:0.17549
|
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[106] validation_0-rmse:0.30473 validation_1-rmse:0.17493
|
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[107] validation_0-rmse:0.30482 validation_1-rmse:0.17431
|
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[108] validation_0-rmse:0.30487 validation_1-rmse:0.17375
|
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[109] validation_0-rmse:0.30492 validation_1-rmse:0.17325
|
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[110] validation_0-rmse:0.30497 validation_1-rmse:0.17272
|
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[111] validation_0-rmse:0.30501 validation_1-rmse:0.17226
|
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[112] validation_0-rmse:0.30490 validation_1-rmse:0.17173
|
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|
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|
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|
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[116] validation_0-rmse:0.30513 validation_1-rmse:0.16984
|
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|
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[118] validation_0-rmse:0.30504 validation_1-rmse:0.16869
|
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[119] validation_0-rmse:0.30506 validation_1-rmse:0.16808
|
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[120] validation_0-rmse:0.30503 validation_1-rmse:0.16762
|
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[121] validation_0-rmse:0.30519 validation_1-rmse:0.16711
|
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[122] validation_0-rmse:0.30521 validation_1-rmse:0.16662
|
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[123] validation_0-rmse:0.30529 validation_1-rmse:0.16602
|
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[124] validation_0-rmse:0.30535 validation_1-rmse:0.16569
|
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[125] validation_0-rmse:0.30539 validation_1-rmse:0.16511
|
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[126] validation_0-rmse:0.30549 validation_1-rmse:0.16465
|
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[127] validation_0-rmse:0.30558 validation_1-rmse:0.16417
|
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|
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|
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[130] validation_0-rmse:0.30571 validation_1-rmse:0.16281
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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[175] validation_0-rmse:0.30677 validation_1-rmse:0.14529
|
||||
[176] validation_0-rmse:0.30679 validation_1-rmse:0.14490
|
||||
[177] validation_0-rmse:0.30680 validation_1-rmse:0.14464
|
||||
[178] validation_0-rmse:0.30682 validation_1-rmse:0.14420
|
||||
[179] validation_0-rmse:0.30681 validation_1-rmse:0.14388
|
||||
[180] validation_0-rmse:0.30680 validation_1-rmse:0.14357
|
||||
[181] validation_0-rmse:0.30679 validation_1-rmse:0.14322
|
||||
[182] validation_0-rmse:0.30689 validation_1-rmse:0.14300
|
||||
[183] validation_0-rmse:0.30686 validation_1-rmse:0.14271
|
||||
[184] validation_0-rmse:0.30688 validation_1-rmse:0.14246
|
||||
[185] validation_0-rmse:0.30687 validation_1-rmse:0.14221
|
||||
[186] validation_0-rmse:0.30686 validation_1-rmse:0.14182
|
||||
[187] validation_0-rmse:0.30687 validation_1-rmse:0.14145
|
||||
[188] validation_0-rmse:0.30692 validation_1-rmse:0.14122
|
||||
[189] validation_0-rmse:0.30696 validation_1-rmse:0.14102
|
||||
[190] validation_0-rmse:0.30695 validation_1-rmse:0.14080
|
||||
[191] validation_0-rmse:0.30696 validation_1-rmse:0.14046
|
||||
[192] validation_0-rmse:0.30694 validation_1-rmse:0.14013
|
||||
[193] validation_0-rmse:0.30697 validation_1-rmse:0.13983
|
||||
[194] validation_0-rmse:0.30694 validation_1-rmse:0.13950
|
||||
[195] validation_0-rmse:0.30693 validation_1-rmse:0.13925
|
||||
[196] validation_0-rmse:0.30697 validation_1-rmse:0.13895
|
||||
[197] validation_0-rmse:0.30693 validation_1-rmse:0.13869
|
||||
[198] validation_0-rmse:0.30701 validation_1-rmse:0.13827
|
||||
[199] validation_0-rmse:0.30706 validation_1-rmse:0.13800
|
||||
2025-05-06 04:29:40,827 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (175.46 secs) --------------------
|
||||
2025-05-06 04:29:40,863 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1744329600/cb_okb_1744329600--s_close.html
|
||||
2025-05-06 04:29:40,863 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-06 04:29:40,955 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-06 04:29:41,148 - OKXRegressionStrategy - WARNING - ⚠️ 缺失目标列：['&-buy_rsi_pred']，尝试重新生成
|
||||
2025-05-06 04:29:41,149 - OKXRegressionStrategy - WARNING - ⚠️ 缺失预测列：['pred_upper', 'pred_lower']，尝试回退默认值
|
||||
2025-05-06 04:29:41,150 - OKXRegressionStrategy - DEBUG - 预测统计：均值=0.0000, 方差=0.0000
|
||||
2025-05-06 04:29:41,151 - OKXRegressionStrategy - WARNING - ⚠️ pred_upper 列全为 NaN，可能模型未加载成功
|
||||
2025-05-06 04:29:41,151 - OKXRegressionStrategy - DEBUG - 生成的列：['date', 'open', 'high', 'low', 'close', 'volume', 'rsi_10_10_OKB/USDT_3m', 'rsi_20_20_OKB/USDT_3m', 'rsi_50_50_OKB/USDT_3m',
|
||||
'rsi_10_10_OKB/USDT_5m', 'rsi_20_20_OKB/USDT_5m', 'rsi_50_50_OKB/USDT_5m', 'rsi_10_10_OKB/USDT_15m', 'rsi_20_20_OKB/USDT_15m', 'rsi_50_50_OKB/USDT_15m', 'rsi_10_10_OKB/USDT_1h',
|
||||
'rsi_20_20_OKB/USDT_1h', 'rsi_50_50_OKB/USDT_1h', 'rsi_10_10_BTC/USDT_3m', 'rsi_20_20_BTC/USDT_3m', 'rsi_50_50_BTC/USDT_3m', 'rsi_10_10_BTC/USDT_5m', 'rsi_20_20_BTC/USDT_5m', 'rsi_50_50_BTC/USDT_5m',
|
||||
'rsi_10_10_BTC/USDT_15m', 'rsi_20_20_BTC/USDT_15m', 'rsi_50_50_BTC/USDT_15m', 'rsi_10_10_BTC/USDT_1h', 'rsi_20_20_BTC/USDT_1h', 'rsi_50_50_BTC/USDT_1h', 'rsi_10_10_ETH/USDT_3m',
|
||||
'rsi_20_20_ETH/USDT_3m', 'rsi_50_50_ETH/USDT_3m', 'rsi_10_10_ETH/USDT_5m', 'rsi_20_20_ETH/USDT_5m', 'rsi_50_50_ETH/USDT_5m', 'rsi_10_10_ETH/USDT_15m', 'rsi_20_20_ETH/USDT_15m',
|
||||
'rsi_50_50_ETH/USDT_15m', 'rsi_10_10_ETH/USDT_1h', 'rsi_20_20_ETH/USDT_1h', 'rsi_50_50_ETH/USDT_1h', '&-s_close', '&-s_close_mean', '&-s_close_std', '&-roi_0', '&-roi_0_mean', '&-roi_0_std',
|
||||
'&-roi_15', '&-roi_15_mean', '&-roi_15_std', '&-roi_30', '&-roi_30_mean', '&-roi_30_std', '&-roi_0_pred', '&-roi_0_pred_mean', '&-roi_0_pred_std', '&-stoploss_pred', '&-stoploss_pred_mean',
|
||||
'&-stoploss_pred_std', 'do_predict', 'pred_upper', 'pred_lower']
|
||||
2025-05-06 04:29:41,152 - OKXRegressionStrategy - DEBUG - populate_indicators 完成
|
||||
2025-05-06 04:29:41,156 - OKXRegressionStrategy - DEBUG - ✅ 预测列已就绪：
|
||||
2025-05-06 04:29:41,159 - OKXRegressionStrategy - DEBUG - &-s_close pred_upper pred_lower
|
||||
0 0.0 NaN NaN
|
||||
1 0.0 NaN NaN
|
||||
2 0.0 NaN NaN
|
||||
3 0.0 NaN NaN
|
||||
4 0.0 NaN NaN
|
||||
2025-05-06 04:29:41,170 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-15 00:00:00 (14 days).
|
||||
2025-05-06 04:29:41,177 - OKXRegressionStrategy - DEBUG - 生成 67.0 个做多信号
|
||||
2025-05-06 04:29:41,370 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-06_04-29-41.meta.json"
|
||||
Result for strategy OKXRegressionStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKB/USDT │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
│ TOTAL │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
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% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OTHER │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
│ TOTAL │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ exit_signal │ 10 │ -0.19 │ -0.390 │ -0.04 │ 0:32:00 │ 6 0 4 60.0 │
|
||||
│ trailing_stop_loss │ 10 │ -0.66 │ -1.318 │ -0.13 │ 0:07:00 │ 2 0 8 20.0 │
|
||||
│ TOTAL │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
└────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ │ exit_signal │ 10 │ -0.19 │ -0.390 │ -0.04 │ 0:32:00 │ 6 0 4 60.0 │
|
||||
│ │ trailing_stop_loss │ 10 │ -0.66 │ -1.318 │ -0.13 │ 0:07:00 │ 2 0 8 20.0 │
|
||||
│ TOTAL │ │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
└───────────┴────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Metric ┃ Value ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Backtesting from │ 2025-04-01 00:00:00 │
|
||||
│ Backtesting to │ 2025-04-15 00:00:00 │
|
||||
│ Trading Mode │ Spot │
|
||||
│ Max open trades │ 1 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 20 / 1.43 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 998.293 USDT │
|
||||
│ Absolute profit │ -1.707 USDT │
|
||||
│ Total profit % │ -0.17% │
|
||||
│ CAGR % │ -4.36% │
|
||||
│ Sortino │ -25.57 │
|
||||
│ Sharpe │ -13.69 │
|
||||
│ Calmar │ -114.78 │
|
||||
│ SQN │ -2.19 │
|
||||
│ Profit factor │ 0.32 │
|
||||
│ Expectancy (Ratio) │ -0.09 (-0.41) │
|
||||
│ Avg. daily profit % │ -0.01% │
|
||||
│ Avg. stake amount │ 19.976 USDT │
|
||||
│ Total trade volume │ 798.613 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ OKB/USDT -0.17% │
|
||||
│ Worst Pair │ OKB/USDT -0.17% │
|
||||
│ Best trade │ OKB/USDT 1.00% │
|
||||
│ Worst trade │ OKB/USDT -2.36% │
|
||||
│ Best day │ 0.147 USDT │
|
||||
│ Worst day │ -0.949 USDT │
|
||||
│ Days win/draw/lose │ 3 / 1 / 4 │
|
||||
│ Avg. Duration Winners │ 0:32:00 │
|
||||
│ Avg. Duration Loser │ 0:12:00 │
|
||||
│ Max Consecutive Wins / Loss │ 3 / 6 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 997.97 USDT │
|
||||
│ Max balance │ 999.693 USDT │
|
||||
│ Max % of account underwater │ 0.20% │
|
||||
│ Absolute Drawdown (Account) │ 0.20% │
|
||||
│ Absolute Drawdown │ 2.03 USDT │
|
||||
│ Drawdown high │ -0.307 USDT │
|
||||
│ Drawdown low │ -2.03 USDT │
|
||||
│ Drawdown Start │ 2025-04-06 17:45:00 │
|
||||
│ Drawdown End │ 2025-04-10 15:42:00 │
|
||||
│ Market change │ 8.93% │
|
||||
└─────────────────────────────┴─────────────────────┘
|
||||
|
||||
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 ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKXRegressionStrategy │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │ 2.03 USDT 0.20% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴──────────────────┘
|
||||
Creating freqtrade_old_freqtrade_run ...
|
||||
Creating freqtrade_old_freqtrade_run ... done
|
||||
2025-05-07 10:51:57,668 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-07 10:51:57,890 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-07 10:51:59,365 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_my_hyperopt.json ...
|
||||
2025-05-07 10:51:59,367 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-07 10:51:59,368 - root - INFO - Logfile configured
|
||||
2025-05-07 10:51:59,368 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-07 10:51:59,369 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-07 10:51:59,369 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-07 10:51:59,369 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-07 10:51:59,370 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250415 ...
|
||||
2025-05-07 10:51:59,395 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-07 10:51:59,396 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-07 10:51:59,396 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ...
|
||||
2025-05-07 10:51:59,397 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-07 10:51:59,397 - freqtrade.configuration.configuration - INFO - Parameter --freqai-backtest-live-models detected ...
|
||||
2025-05-07 10:51:59,398 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250415
|
||||
2025-05-07 10:51:59,398 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-07 10:51:59,399 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-07 10:51:59,405 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-07 10:51:59,405 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-07 10:51:59,406 - freqtrade - ERROR - Configuration error: Using timerange parameter is not supported with --freqai-backtest-live-models parameter.
|
||||
Please make sure to review the documentation at https://www.freqtrade.io/en/stable.
|
||||
1
|
||||
|
||||
@ -1,338 +1,25 @@
|
||||
Creating freqtrade_freqtrade_run ...
|
||||
Creating freqtrade_freqtrade_run ... done
|
||||
2025-05-06 04:23:11,765 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-06 04:23:11,971 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-06 04:23:13,393 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
|
||||
2025-05-06 04:23:13,395 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-06 04:23:13,395 - root - INFO - Logfile configured
|
||||
2025-05-06 04:23:13,396 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-06 04:23:13,396 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-06 04:23:13,396 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-06 04:23:13,397 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-06 04:23:13,397 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250415 ...
|
||||
2025-05-06 04:23:13,431 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-06 04:23:13,432 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-06 04:23:13,432 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-06 04:23:13,432 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250415
|
||||
2025-05-06 04:23:13,433 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-06 04:23:13,434 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-06 04:23:13,441 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-06 04:23:13,441 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-06 04:23:13,441 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-06 04:23:13,444 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-06 04:23:13,444 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-06 04:23:13,445 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-06 04:23:13,445 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-06 04:23:13,450 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-06 04:23:13,455 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-06 04:23:16,284 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-06 04:23:16,338 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
|
||||
2025-05-06 04:23:16,338 - freqtrade.strategy.hyper - INFO - Found no parameter file.
|
||||
2025-05-06 04:23:16,339 - OKXRegressionStrategy - INFO - FreqAI 模型路径：/freqtrade/user_data/models
|
||||
2025-05-06 04:23:16,339 - OKXRegressionStrategy - WARNING - ⚠️ 模型文件未找到，请确认是否训练完成
|
||||
2025-05-06 04:23:16,339 - OKXRegressionStrategy - INFO - 🔍 正在尝试从 /freqtrade/user_data/models 加载模型
|
||||
2025-05-06 04:23:16,340 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-06 04:23:16,340 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-06 04:23:16,340 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-06 04:23:16,341 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-06 04:23:16,341 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-06 04:23:16,341 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
'minutes'}.
|
||||
2025-05-06 04:23:16,342 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-06 04:23:16,342 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
|
||||
2025-05-06 04:23:16,342 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-06 04:23:16,343 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-06 04:23:16,343 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-06 04:23:16,343 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-06 04:23:16,343 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
|
||||
2025-05-06 04:23:16,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-06 04:23:16,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-06 04:23:16,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-06 04:23:16,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
'stoploss_on_exchange_interval': 60}
|
||||
2025-05-06 04:23:16,345 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-06 04:23:16,345 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-06 04:23:16,345 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-06 04:23:16,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-06 04:23:16,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-06 04:23:16,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-06 04:23:16,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-06 04:23:16,347 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-06 04:23:16,347 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-06 04:23:16,347 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-06 04:23:16,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-06 04:23:16,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-06 04:23:16,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-06 04:23:16,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-06 04:23:16,349 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-06 04:23:16,352 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-06 04:23:16,357 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-06 04:23:16,358 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-06 04:23:16,358 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-06 04:23:16,442 - freqtrade.optimize.backtesting - INFO - Loading data from 2024-12-31 21:30:00 up to 2025-04-15 00:00:00 (104 days).
|
||||
2025-05-06 04:23:16,443 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-06 04:23:16,443 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
|
||||
2025-05-06 04:23:18,018 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-06 04:23:18,222 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-06 04:23:18,223 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-06 04:23:18,223 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-06 04:23:18,223 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT']
|
||||
2025-05-06 04:23:18,224 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
|
||||
2025-05-06 04:23:18,224 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
|
||||
2025-05-06 04:23:18,225 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
|
||||
2025-05-06 04:23:18,225 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
|
||||
2025-05-06 04:23:18,226 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-06 04:23:18,230 - OKXRegressionStrategy - DEBUG - FreqAI 对象：<class 'XGBoostRegressor.XGBoostRegressor'>
|
||||
2025-05-06 04:23:18,232 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-05-06 04:23:18,234 - 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
|
||||
2025-05-06 04:23:18,234 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743465600_prediction.feather
|
||||
2025-05-06 04:23:18,258 - OKXRegressionStrategy - DEBUG - 周期 10 特征：['%-%-macd-10', '%-%-macdsignal-10', '%-%-bb_width-10', '%-%-volume_ma-10']
|
||||
2025-05-06 04:23:18,280 - OKXRegressionStrategy - DEBUG - 周期 20 特征：['%-%-macd-20', '%-%-macdsignal-20', '%-%-bb_width-20', '%-%-volume_ma-20']
|
||||
2025-05-06 04:23:18,302 - OKXRegressionStrategy - DEBUG - 周期 50 特征：['%-%-macd-50', '%-%-macdsignal-50', '%-%-bb_width-50', '%-%-volume_ma-50']
|
||||
2025-05-06 04:23:18,393 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-06 04:23:18,394 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 5m from 2024-12-31 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:18,431 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_10
|
||||
2025-05-06 04:23:18,437 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_20
|
||||
2025-05-06 04:23:18,445 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_50
|
||||
2025-05-06 04:23:18,526 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-06 04:23:18,526 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:18,547 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_10
|
||||
2025-05-06 04:23:18,552 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_20
|
||||
2025-05-06 04:23:18,557 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_50
|
||||
2025-05-06 04:23:18,628 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-06 04:23:18,628 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:18,644 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_10
|
||||
2025-05-06 04:23:18,648 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_20
|
||||
2025-05-06 04:23:18,652 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_50
|
||||
2025-05-06 04:23:19,041 - OKXRegressionStrategy - DEBUG - 全局特征：['%-%-macd-10_10_OKB/USDT_3m', '%-%-macdsignal-10_10_OKB/USDT_3m', '%-%-bb_width-10_10_OKB/USDT_3m',
|
||||
'%-%-volume_ma-10_10_OKB/USDT_3m', '%-%-macd-20_20_OKB/USDT_3m', '%-%-macdsignal-20_20_OKB/USDT_3m', '%-%-bb_width-20_20_OKB/USDT_3m', '%-%-volume_ma-20_20_OKB/USDT_3m', '%-%-macd-50_50_OKB/USDT_3m',
|
||||
'%-%-macdsignal-50_50_OKB/USDT_3m', '%-%-bb_width-50_50_OKB/USDT_3m', '%-%-volume_ma-50_50_OKB/USDT_3m', '%-%-macd-10_10_shift-1_OKB/USDT_3m', '%-%-macdsignal-10_10_shift-1_OKB/USDT_3m',
|
||||
'%-%-bb_width-10_10_shift-1_OKB/USDT_3m', '%-%-volume_ma-10_10_shift-1_OKB/USDT_3m', '%-%-macd-20_20_shift-1_OKB/USDT_3m', '%-%-macdsignal-20_20_shift-1_OKB/USDT_3m',
|
||||
'%-%-bb_width-20_20_shift-1_OKB/USDT_3m', '%-%-volume_ma-20_20_shift-1_OKB/USDT_3m', '%-%-macd-50_50_shift-1_OKB/USDT_3m', '%-%-macdsignal-50_50_shift-1_OKB/USDT_3m',
|
||||
'%-%-bb_width-50_50_shift-1_OKB/USDT_3m', '%-%-volume_ma-50_50_shift-1_OKB/USDT_3m', '%-%-macd-10_10_shift-2_OKB/USDT_3m', '%-%-macdsignal-10_10_shift-2_OKB/USDT_3m',
|
||||
'%-%-bb_width-10_10_shift-2_OKB/USDT_3m', '%-%-volume_ma-10_10_shift-2_OKB/USDT_3m', '%-%-macd-20_20_shift-2_OKB/USDT_3m', '%-%-macdsignal-20_20_shift-2_OKB/USDT_3m',
|
||||
'%-%-bb_width-20_20_shift-2_OKB/USDT_3m', '%-%-volume_ma-20_20_shift-2_OKB/USDT_3m', '%-%-macd-50_50_shift-2_OKB/USDT_3m', '%-%-macdsignal-50_50_shift-2_OKB/USDT_3m',
|
||||
'%-%-bb_width-50_50_shift-2_OKB/USDT_3m', '%-%-volume_ma-50_50_shift-2_OKB/USDT_3m', '%-%-macd-10_10_shift-3_OKB/USDT_3m', '%-%-macdsignal-10_10_shift-3_OKB/USDT_3m',
|
||||
'%-%-bb_width-10_10_shift-3_OKB/USDT_3m', '%-%-volume_ma-10_10_shift-3_OKB/USDT_3m', '%-%-macd-20_20_shift-3_OKB/USDT_3m', '%-%-macdsignal-20_20_shift-3_OKB/USDT_3m',
|
||||
'%-%-bb_width-20_20_shift-3_OKB/USDT_3m', '%-%-volume_ma-20_20_shift-3_OKB/USDT_3m', '%-%-macd-50_50_shift-3_OKB/USDT_3m', '%-%-macdsignal-50_50_shift-3_OKB/USDT_3m',
|
||||
'%-%-bb_width-50_50_shift-3_OKB/USDT_3m', '%-%-volume_ma-50_50_shift-3_OKB/USDT_3m', '%-%-macd-10_10_OKB/USDT_5m', '%-%-macdsignal-10_10_OKB/USDT_5m', '%-%-bb_width-10_10_OKB/USDT_5m',
|
||||
'%-%-volume_ma-10_10_OKB/USDT_5m', '%-%-macd-20_20_OKB/USDT_5m', '%-%-macdsignal-20_20_OKB/USDT_5m', '%-%-bb_width-20_20_OKB/USDT_5m', '%-%-volume_ma-20_20_OKB/USDT_5m', '%-%-macd-50_50_OKB/USDT_5m',
|
||||
'%-%-macdsignal-50_50_OKB/USDT_5m', '%-%-bb_width-50_50_OKB/USDT_5m', '%-%-volume_ma-50_50_OKB/USDT_5m', '%-%-macd-10_10_shift-1_OKB/USDT_5m', '%-%-macdsignal-10_10_shift-1_OKB/USDT_5m',
|
||||
'%-%-bb_width-10_10_shift-1_OKB/USDT_5m', '%-%-volume_ma-10_10_shift-1_OKB/USDT_5m', '%-%-macd-20_20_shift-1_OKB/USDT_5m', '%-%-macdsignal-20_20_shift-1_OKB/USDT_5m',
|
||||
'%-%-bb_width-20_20_shift-1_OKB/USDT_5m', '%-%-volume_ma-20_20_shift-1_OKB/USDT_5m', '%-%-macd-50_50_shift-1_OKB/USDT_5m', '%-%-macdsignal-50_50_shift-1_OKB/USDT_5m',
|
||||
'%-%-bb_width-50_50_shift-1_OKB/USDT_5m', '%-%-volume_ma-50_50_shift-1_OKB/USDT_5m', '%-%-macd-10_10_shift-2_OKB/USDT_5m', '%-%-macdsignal-10_10_shift-2_OKB/USDT_5m',
|
||||
'%-%-bb_width-10_10_shift-2_OKB/USDT_5m', '%-%-volume_ma-10_10_shift-2_OKB/USDT_5m', '%-%-macd-20_20_shift-2_OKB/USDT_5m', '%-%-macdsignal-20_20_shift-2_OKB/USDT_5m',
|
||||
'%-%-bb_width-20_20_shift-2_OKB/USDT_5m', '%-%-volume_ma-20_20_shift-2_OKB/USDT_5m', '%-%-macd-50_50_shift-2_OKB/USDT_5m', '%-%-macdsignal-50_50_shift-2_OKB/USDT_5m',
|
||||
'%-%-bb_width-50_50_shift-2_OKB/USDT_5m', '%-%-volume_ma-50_50_shift-2_OKB/USDT_5m', '%-%-macd-10_10_shift-3_OKB/USDT_5m', '%-%-macdsignal-10_10_shift-3_OKB/USDT_5m',
|
||||
'%-%-bb_width-10_10_shift-3_OKB/USDT_5m', '%-%-volume_ma-10_10_shift-3_OKB/USDT_5m', '%-%-macd-20_20_shift-3_OKB/USDT_5m', '%-%-macdsignal-20_20_shift-3_OKB/USDT_5m',
|
||||
'%-%-bb_width-20_20_shift-3_OKB/USDT_5m', '%-%-volume_ma-20_20_shift-3_OKB/USDT_5m', '%-%-macd-50_50_shift-3_OKB/USDT_5m', '%-%-macdsignal-50_50_shift-3_OKB/USDT_5m',
|
||||
'%-%-bb_width-50_50_shift-3_OKB/USDT_5m', '%-%-volume_ma-50_50_shift-3_OKB/USDT_5m', '%-%-macd-10_10_OKB/USDT_15m', '%-%-macdsignal-10_10_OKB/USDT_15m', '%-%-bb_width-10_10_OKB/USDT_15m',
|
||||
'%-%-volume_ma-10_10_OKB/USDT_15m', '%-%-macd-20_20_OKB/USDT_15m', '%-%-macdsignal-20_20_OKB/USDT_15m', '%-%-bb_width-20_20_OKB/USDT_15m', '%-%-volume_ma-20_20_OKB/USDT_15m',
|
||||
'%-%-macd-50_50_OKB/USDT_15m', '%-%-macdsignal-50_50_OKB/USDT_15m', '%-%-bb_width-50_50_OKB/USDT_15m', '%-%-volume_ma-50_50_OKB/USDT_15m', '%-%-macd-10_10_shift-1_OKB/USDT_15m',
|
||||
'%-%-macdsignal-10_10_shift-1_OKB/USDT_15m', '%-%-bb_width-10_10_shift-1_OKB/USDT_15m', '%-%-volume_ma-10_10_shift-1_OKB/USDT_15m', '%-%-macd-20_20_shift-1_OKB/USDT_15m',
|
||||
'%-%-macdsignal-20_20_shift-1_OKB/USDT_15m', '%-%-bb_width-20_20_shift-1_OKB/USDT_15m', '%-%-volume_ma-20_20_shift-1_OKB/USDT_15m', '%-%-macd-50_50_shift-1_OKB/USDT_15m',
|
||||
'%-%-macdsignal-50_50_shift-1_OKB/USDT_15m', '%-%-bb_width-50_50_shift-1_OKB/USDT_15m', '%-%-volume_ma-50_50_shift-1_OKB/USDT_15m', '%-%-macd-10_10_shift-2_OKB/USDT_15m',
|
||||
'%-%-macdsignal-10_10_shift-2_OKB/USDT_15m', '%-%-bb_width-10_10_shift-2_OKB/USDT_15m', '%-%-volume_ma-10_10_shift-2_OKB/USDT_15m', '%-%-macd-20_20_shift-2_OKB/USDT_15m',
|
||||
'%-%-macdsignal-20_20_shift-2_OKB/USDT_15m', '%-%-bb_width-20_20_shift-2_OKB/USDT_15m', '%-%-volume_ma-20_20_shift-2_OKB/USDT_15m', '%-%-macd-50_50_shift-2_OKB/USDT_15m',
|
||||
'%-%-macdsignal-50_50_shift-2_OKB/USDT_15m', '%-%-bb_width-50_50_shift-2_OKB/USDT_15m', '%-%-volume_ma-50_50_shift-2_OKB/USDT_15m', '%-%-macd-10_10_shift-3_OKB/USDT_15m',
|
||||
'%-%-macdsignal-10_10_shift-3_OKB/USDT_15m', '%-%-bb_width-10_10_shift-3_OKB/USDT_15m', '%-%-volume_ma-10_10_shift-3_OKB/USDT_15m', '%-%-macd-20_20_shift-3_OKB/USDT_15m',
|
||||
'%-%-macdsignal-20_20_shift-3_OKB/USDT_15m', '%-%-bb_width-20_20_shift-3_OKB/USDT_15m', '%-%-volume_ma-20_20_shift-3_OKB/USDT_15m', '%-%-macd-50_50_shift-3_OKB/USDT_15m',
|
||||
'%-%-macdsignal-50_50_shift-3_OKB/USDT_15m', '%-%-bb_width-50_50_shift-3_OKB/USDT_15m', '%-%-volume_ma-50_50_shift-3_OKB/USDT_15m', '%-%-macd-10_10_OKB/USDT_1h', '%-%-macdsignal-10_10_OKB/USDT_1h',
|
||||
'%-%-bb_width-10_10_OKB/USDT_1h', '%-%-volume_ma-10_10_OKB/USDT_1h', '%-%-macd-20_20_OKB/USDT_1h', '%-%-macdsignal-20_20_OKB/USDT_1h', '%-%-bb_width-20_20_OKB/USDT_1h',
|
||||
'%-%-volume_ma-20_20_OKB/USDT_1h', '%-%-macd-50_50_OKB/USDT_1h', '%-%-macdsignal-50_50_OKB/USDT_1h', '%-%-bb_width-50_50_OKB/USDT_1h', '%-%-volume_ma-50_50_OKB/USDT_1h',
|
||||
'%-%-macd-10_10_shift-1_OKB/USDT_1h', '%-%-macdsignal-10_10_shift-1_OKB/USDT_1h', '%-%-bb_width-10_10_shift-1_OKB/USDT_1h', '%-%-volume_ma-10_10_shift-1_OKB/USDT_1h',
|
||||
'%-%-macd-20_20_shift-1_OKB/USDT_1h', '%-%-macdsignal-20_20_shift-1_OKB/USDT_1h', '%-%-bb_width-20_20_shift-1_OKB/USDT_1h', '%-%-volume_ma-20_20_shift-1_OKB/USDT_1h',
|
||||
'%-%-macd-50_50_shift-1_OKB/USDT_1h', '%-%-macdsignal-50_50_shift-1_OKB/USDT_1h', '%-%-bb_width-50_50_shift-1_OKB/USDT_1h', '%-%-volume_ma-50_50_shift-1_OKB/USDT_1h',
|
||||
'%-%-macd-10_10_shift-2_OKB/USDT_1h', '%-%-macdsignal-10_10_shift-2_OKB/USDT_1h', '%-%-bb_width-10_10_shift-2_OKB/USDT_1h', '%-%-volume_ma-10_10_shift-2_OKB/USDT_1h',
|
||||
'%-%-macd-20_20_shift-2_OKB/USDT_1h', '%-%-macdsignal-20_20_shift-2_OKB/USDT_1h', '%-%-bb_width-20_20_shift-2_OKB/USDT_1h', '%-%-volume_ma-20_20_shift-2_OKB/USDT_1h',
|
||||
'%-%-macd-50_50_shift-2_OKB/USDT_1h', '%-%-macdsignal-50_50_shift-2_OKB/USDT_1h', '%-%-bb_width-50_50_shift-2_OKB/USDT_1h', '%-%-volume_ma-50_50_shift-2_OKB/USDT_1h',
|
||||
'%-%-macd-10_10_shift-3_OKB/USDT_1h', '%-%-macdsignal-10_10_shift-3_OKB/USDT_1h', '%-%-bb_width-10_10_shift-3_OKB/USDT_1h', '%-%-volume_ma-10_10_shift-3_OKB/USDT_1h',
|
||||
'%-%-macd-20_20_shift-3_OKB/USDT_1h', '%-%-macdsignal-20_20_shift-3_OKB/USDT_1h', '%-%-bb_width-20_20_shift-3_OKB/USDT_1h', '%-%-volume_ma-20_20_shift-3_OKB/USDT_1h',
|
||||
'%-%-macd-50_50_shift-3_OKB/USDT_1h', '%-%-macdsignal-50_50_shift-3_OKB/USDT_1h', '%-%-bb_width-50_50_shift-3_OKB/USDT_1h', '%-%-volume_ma-50_50_shift-3_OKB/USDT_1h']
|
||||
2025-05-06 04:23:19,092 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-06 04:23:19,093 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2024-12-31 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:19,161 - OKXRegressionStrategy - DEBUG - 周期 10 特征：['%-%-macd-10', '%-%-macdsignal-10', '%-%-bb_width-10', '%-%-volume_ma-10']
|
||||
2025-05-06 04:23:19,177 - OKXRegressionStrategy - DEBUG - 周期 20 特征：['%-%-macd-20', '%-%-macdsignal-20', '%-%-bb_width-20', '%-%-volume_ma-20']
|
||||
2025-05-06 04:23:19,194 - OKXRegressionStrategy - DEBUG - 周期 50 特征：['%-%-macd-50', '%-%-macdsignal-50', '%-%-bb_width-50', '%-%-volume_ma-50']
|
||||
2025-05-06 04:23:19,320 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-06 04:23:19,320 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2024-12-31 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:19,359 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_10
|
||||
2025-05-06 04:23:19,365 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_20
|
||||
2025-05-06 04:23:19,373 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_50
|
||||
2025-05-06 04:23:19,546 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-06 04:23:19,547 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:19,568 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_10
|
||||
2025-05-06 04:23:19,572 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_20
|
||||
2025-05-06 04:23:19,577 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_50
|
||||
2025-05-06 04:23:19,734 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-06 04:23:19,735 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:19,752 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_10
|
||||
2025-05-06 04:23:19,756 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_20
|
||||
2025-05-06 04:23:19,760 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_50
|
||||
2025-05-06 04:23:20,021 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-06 04:23:20,021 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2024-12-31 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:20,082 - OKXRegressionStrategy - DEBUG - 周期 10 特征：['%-%-macd-10', '%-%-macdsignal-10', '%-%-bb_width-10', '%-%-volume_ma-10']
|
||||
2025-05-06 04:23:20,097 - OKXRegressionStrategy - DEBUG - 周期 20 特征：['%-%-macd-20', '%-%-macdsignal-20', '%-%-bb_width-20', '%-%-volume_ma-20']
|
||||
2025-05-06 04:23:20,115 - OKXRegressionStrategy - DEBUG - 周期 50 特征：['%-%-macd-50', '%-%-macdsignal-50', '%-%-bb_width-50', '%-%-volume_ma-50']
|
||||
2025-05-06 04:23:20,296 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-06 04:23:20,297 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2024-12-31 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:20,333 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_10
|
||||
2025-05-06 04:23:20,339 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_20
|
||||
2025-05-06 04:23:20,345 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_50
|
||||
2025-05-06 04:23:20,583 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-06 04:23:20,584 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:20,605 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_10
|
||||
2025-05-06 04:23:20,609 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_20
|
||||
2025-05-06 04:23:20,614 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_50
|
||||
2025-05-06 04:23:20,859 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-06 04:23:20,860 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:20,877 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_10
|
||||
2025-05-06 04:23:20,881 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_20
|
||||
2025-05-06 04:23:20,885 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_50
|
||||
2025-05-06 04:23:35,159 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743465600/cb_okb_1743465600
|
||||
2025-05-06 04:23:35,160 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-06 04:23:35,505 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 51 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-06 04:23:35,505 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-01 to 2025-03-31 --------------------
|
||||
2025-05-06 04:23:35,677 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-06 04:23:35,817 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 577 features
|
||||
2025-05-06 04:23:35,817 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34519 data points
|
||||
[99] validation_0-rmse:0.29984 validation_1-rmse:0.18813
|
||||
[199] validation_0-rmse:0.30154 validation_1-rmse:0.14371
|
||||
2025-05-06 04:26:29,861 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (174.70 secs) --------------------
|
||||
2025-05-06 04:26:30,080 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743465600/cb_okb_1743465600--s_close.html
|
||||
2025-05-06 04:26:30,080 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-06 04:26:30,214 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-06 04:26:30,227 - 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
|
||||
2025-05-06 04:26:30,228 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1744329600_prediction.feather
|
||||
2025-05-06 04:26:45,365 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1744329600/cb_okb_1744329600
|
||||
2025-05-06 04:26:45,365 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-06 04:26:45,664 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 12 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-06 04:26:45,665 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-11 to 2025-04-10 --------------------
|
||||
2025-05-06 04:26:45,833 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-06 04:26:45,973 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 577 features
|
||||
2025-05-06 04:26:45,974 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34550 data points
|
||||
[99] validation_0-rmse:0.30462 validation_1-rmse:0.17903
|
||||
[199] validation_0-rmse:0.30706 validation_1-rmse:0.13800
|
||||
2025-05-06 04:29:40,827 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (175.46 secs) --------------------
|
||||
2025-05-06 04:29:40,863 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1744329600/cb_okb_1744329600--s_close.html
|
||||
2025-05-06 04:29:40,863 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-06 04:29:40,955 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-06 04:29:41,148 - OKXRegressionStrategy - WARNING - ⚠️ 缺失目标列：['&-buy_rsi_pred']，尝试重新生成
|
||||
2025-05-06 04:29:41,149 - OKXRegressionStrategy - WARNING - ⚠️ 缺失预测列：['pred_upper', 'pred_lower']，尝试回退默认值
|
||||
2025-05-06 04:29:41,150 - OKXRegressionStrategy - DEBUG - 预测统计：均值=0.0000, 方差=0.0000
|
||||
2025-05-06 04:29:41,151 - OKXRegressionStrategy - WARNING - ⚠️ pred_upper 列全为 NaN，可能模型未加载成功
|
||||
2025-05-06 04:29:41,151 - OKXRegressionStrategy - DEBUG - 生成的列：['date', 'open', 'high', 'low', 'close', 'volume', 'rsi_10_10_OKB/USDT_3m', 'rsi_20_20_OKB/USDT_3m', 'rsi_50_50_OKB/USDT_3m',
|
||||
'rsi_10_10_OKB/USDT_5m', 'rsi_20_20_OKB/USDT_5m', 'rsi_50_50_OKB/USDT_5m', 'rsi_10_10_OKB/USDT_15m', 'rsi_20_20_OKB/USDT_15m', 'rsi_50_50_OKB/USDT_15m', 'rsi_10_10_OKB/USDT_1h',
|
||||
'rsi_20_20_OKB/USDT_1h', 'rsi_50_50_OKB/USDT_1h', 'rsi_10_10_BTC/USDT_3m', 'rsi_20_20_BTC/USDT_3m', 'rsi_50_50_BTC/USDT_3m', 'rsi_10_10_BTC/USDT_5m', 'rsi_20_20_BTC/USDT_5m', 'rsi_50_50_BTC/USDT_5m',
|
||||
'rsi_10_10_BTC/USDT_15m', 'rsi_20_20_BTC/USDT_15m', 'rsi_50_50_BTC/USDT_15m', 'rsi_10_10_BTC/USDT_1h', 'rsi_20_20_BTC/USDT_1h', 'rsi_50_50_BTC/USDT_1h', 'rsi_10_10_ETH/USDT_3m',
|
||||
'rsi_20_20_ETH/USDT_3m', 'rsi_50_50_ETH/USDT_3m', 'rsi_10_10_ETH/USDT_5m', 'rsi_20_20_ETH/USDT_5m', 'rsi_50_50_ETH/USDT_5m', 'rsi_10_10_ETH/USDT_15m', 'rsi_20_20_ETH/USDT_15m',
|
||||
'rsi_50_50_ETH/USDT_15m', 'rsi_10_10_ETH/USDT_1h', 'rsi_20_20_ETH/USDT_1h', 'rsi_50_50_ETH/USDT_1h', '&-s_close', '&-s_close_mean', '&-s_close_std', '&-roi_0', '&-roi_0_mean', '&-roi_0_std',
|
||||
'&-roi_15', '&-roi_15_mean', '&-roi_15_std', '&-roi_30', '&-roi_30_mean', '&-roi_30_std', '&-roi_0_pred', '&-roi_0_pred_mean', '&-roi_0_pred_std', '&-stoploss_pred', '&-stoploss_pred_mean',
|
||||
'&-stoploss_pred_std', 'do_predict', 'pred_upper', 'pred_lower']
|
||||
2025-05-06 04:29:41,152 - OKXRegressionStrategy - DEBUG - populate_indicators 完成
|
||||
2025-05-06 04:29:41,156 - OKXRegressionStrategy - DEBUG - ✅ 预测列已就绪：
|
||||
2025-05-06 04:29:41,159 - OKXRegressionStrategy - DEBUG - &-s_close pred_upper pred_lower
|
||||
0 0.0 NaN NaN
|
||||
1 0.0 NaN NaN
|
||||
2 0.0 NaN NaN
|
||||
3 0.0 NaN NaN
|
||||
4 0.0 NaN NaN
|
||||
2025-05-06 04:29:41,170 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-15 00:00:00 (14 days).
|
||||
2025-05-06 04:29:41,177 - OKXRegressionStrategy - DEBUG - 生成 67.0 个做多信号
|
||||
2025-05-06 04:29:41,370 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-06_04-29-41.meta.json"
|
||||
Result for strategy OKXRegressionStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKB/USDT │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
│ TOTAL │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
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% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OTHER │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
│ TOTAL │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ exit_signal │ 10 │ -0.19 │ -0.390 │ -0.04 │ 0:32:00 │ 6 0 4 60.0 │
|
||||
│ trailing_stop_loss │ 10 │ -0.66 │ -1.318 │ -0.13 │ 0:07:00 │ 2 0 8 20.0 │
|
||||
│ TOTAL │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
└────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ │ exit_signal │ 10 │ -0.19 │ -0.390 │ -0.04 │ 0:32:00 │ 6 0 4 60.0 │
|
||||
│ │ trailing_stop_loss │ 10 │ -0.66 │ -1.318 │ -0.13 │ 0:07:00 │ 2 0 8 20.0 │
|
||||
│ TOTAL │ │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
└───────────┴────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Metric ┃ Value ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Backtesting from │ 2025-04-01 00:00:00 │
|
||||
│ Backtesting to │ 2025-04-15 00:00:00 │
|
||||
│ Trading Mode │ Spot │
|
||||
│ Max open trades │ 1 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 20 / 1.43 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 998.293 USDT │
|
||||
│ Absolute profit │ -1.707 USDT │
|
||||
│ Total profit % │ -0.17% │
|
||||
│ CAGR % │ -4.36% │
|
||||
│ Sortino │ -25.57 │
|
||||
│ Sharpe │ -13.69 │
|
||||
│ Calmar │ -114.78 │
|
||||
│ SQN │ -2.19 │
|
||||
│ Profit factor │ 0.32 │
|
||||
│ Expectancy (Ratio) │ -0.09 (-0.41) │
|
||||
│ Avg. daily profit % │ -0.01% │
|
||||
│ Avg. stake amount │ 19.976 USDT │
|
||||
│ Total trade volume │ 798.613 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ OKB/USDT -0.17% │
|
||||
│ Worst Pair │ OKB/USDT -0.17% │
|
||||
│ Best trade │ OKB/USDT 1.00% │
|
||||
│ Worst trade │ OKB/USDT -2.36% │
|
||||
│ Best day │ 0.147 USDT │
|
||||
│ Worst day │ -0.949 USDT │
|
||||
│ Days win/draw/lose │ 3 / 1 / 4 │
|
||||
│ Avg. Duration Winners │ 0:32:00 │
|
||||
│ Avg. Duration Loser │ 0:12:00 │
|
||||
│ Max Consecutive Wins / Loss │ 3 / 6 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 997.97 USDT │
|
||||
│ Max balance │ 999.693 USDT │
|
||||
│ Max % of account underwater │ 0.20% │
|
||||
│ Absolute Drawdown (Account) │ 0.20% │
|
||||
│ Absolute Drawdown │ 2.03 USDT │
|
||||
│ Drawdown high │ -0.307 USDT │
|
||||
│ Drawdown low │ -2.03 USDT │
|
||||
│ Drawdown Start │ 2025-04-06 17:45:00 │
|
||||
│ Drawdown End │ 2025-04-10 15:42:00 │
|
||||
│ Market change │ 8.93% │
|
||||
└─────────────────────────────┴─────────────────────┘
|
||||
|
||||
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 ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKXRegressionStrategy │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │ 2.03 USDT 0.20% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴──────────────────┘
|
||||
Creating freqtrade_old_freqtrade_run ...
|
||||
Creating freqtrade_old_freqtrade_run ... done
|
||||
2025-05-07 10:51:57,668 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-07 10:51:57,890 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-07 10:51:59,365 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_my_hyperopt.json ...
|
||||
2025-05-07 10:51:59,367 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-07 10:51:59,368 - root - INFO - Logfile configured
|
||||
2025-05-07 10:51:59,368 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-07 10:51:59,369 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-07 10:51:59,369 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-07 10:51:59,369 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-07 10:51:59,370 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250415 ...
|
||||
2025-05-07 10:51:59,395 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-07 10:51:59,396 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-07 10:51:59,396 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ...
|
||||
2025-05-07 10:51:59,397 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-07 10:51:59,397 - freqtrade.configuration.configuration - INFO - Parameter --freqai-backtest-live-models detected ...
|
||||
2025-05-07 10:51:59,398 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250415
|
||||
2025-05-07 10:51:59,398 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-07 10:51:59,399 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-07 10:51:59,405 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-07 10:51:59,405 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-07 10:51:59,406 - freqtrade - ERROR - Configuration error: Using timerange parameter is not supported with --freqai-backtest-live-models parameter.
|
||||
Please make sure to review the documentation at https://www.freqtrade.io/en/stable.
|
||||
1
|
||||
|
||||
File diff suppressed because one or more lines are too long
@ -1 +0,0 @@
|
||||
{"OKXRegressionStrategy":{"run_id":"cf1ed9733307582cc3881ffdddf1e9a8578b7e29","backtest_start_time":1746505396,"timeframe":"3m","timeframe_detail":null,"backtest_start_ts":1743465600,"backtest_end_ts":1744675200}}
|
||||
@ -1,709 +0,0 @@
|
||||
import logging
|
||||
from freqtrade.strategy import IStrategy
|
||||
from pandas import DataFrame
|
||||
import pandas as pd
|
||||
import numpy as np
|
||||
import talib as ta
|
||||
import datetime
|
||||
from typing import Dict, List, Optional
|
||||
from sklearn.metrics import mean_squared_error
|
||||
from freqtrade.strategy import CategoricalParameter, DecimalParameter
|
||||
from xgboost import XGBRegressor
|
||||
import ccxt
|
||||
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
class OKXRegressionStrategy(IStrategy):
|
||||
"""
|
||||
Freqtrade AI 策略，使用回归模型进行 OKX 数据上的仅做多交易。
|
||||
- 数据通过 CCXT 从 OKX 交易所获取。
|
||||
- 使用 XGBoost 回归模型预测价格变化。
|
||||
- 仅生成做多（买入）信号，不做空。
|
||||
- 适配 Freqtrade 2025.3，继承 IStrategy。
|
||||
"""
|
||||
|
||||
# 指标所需的最大启动蜡烛数
|
||||
startup_candle_count: int = 20
|
||||
|
||||
# 策略元数据（建议通过 config.json 配置）
|
||||
trailing_stop = True
|
||||
trailing_stop_positive = 0.01
|
||||
max_open_trades = 3
|
||||
stake_amount = 'dynamic'
|
||||
atr_period = CategoricalParameter([7, 14, 21], default=14, space='buy')
|
||||
atr_multiplier = DecimalParameter(1.0, 3.0, default=2.0, space='sell')
|
||||
|
||||
# FreqAI 配置
|
||||
freqai_config = {
|
||||
"enabled": True,
|
||||
"identifier": "okx_regression_v1",
|
||||
"model_training_parameters": {
|
||||
"n_estimators": 100,
|
||||
"learning_rate": 0.05,
|
||||
"max_depth": 6
|
||||
},
|
||||
"feature_parameters": {
|
||||
"include_timeframes": ["5m", "15m", "1h"],
|
||||
"include_corr_pairlist": ["BTC/USDT", "ETH/USDT"],
|
||||
"label_period_candles": 12,
|
||||
"include_shifted_candles": 2, # 添加历史偏移特征
|
||||
"principal_component_analysis": True # 启用 PCA
|
||||
},
|
||||
"data_split_parameters": {
|
||||
"test_size": 0.2,
|
||||
"random_state": 42,
|
||||
"shuffle": False
|
||||
},
|
||||
"train_period_days": 90,
|
||||
"backtest_period_days": 30,
|
||||
"purge_old_models": True # 清理旧模型
|
||||
}
|
||||
|
||||
def __init__(self, config: Dict):
|
||||
super().__init__(config)
|
||||
# 初始化特征缓存
|
||||
self.feature_cache = {}
|
||||
# 设置日志级别
|
||||
logger.setLevel(logging.DEBUG)
|
||||
|
||||
# 输出模型路径用于调试
|
||||
freqai_model_path = self.config.get("freqai", {}).get("model_path", "/freqtrade/user_data/models")
|
||||
logger.info(f"FreqAI 模型路径：{freqai_model_path}")
|
||||
|
||||
# 新增模型加载状态日志
|
||||
model_identifier = self.freqai_config.get("identifier", "default")
|
||||
model_file = f"{freqai_model_path}/{model_identifier}/cb_okb_*.pkl"
|
||||
import os
|
||||
if any(os.path.exists(f.replace('*', '1743465600')) for f in [model_file]):
|
||||
logger.info("✅ 模型文件存在，准备加载")
|
||||
else:
|
||||
logger.warning("⚠️ 模型文件未找到，请确认是否训练完成")
|
||||
logger.info(f"🔍 正在尝试从 {freqai_model_path} 加载模型")
|
||||
|
||||
|
||||
def feature_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: Dict, **kwargs) -> DataFrame:
|
||||
"""
|
||||
为每个时间框架和相关交易对生成特征。
|
||||
"""
|
||||
cache_key = f"{metadata.get('pair', 'unknown')}_{period}"
|
||||
if cache_key in self.feature_cache:
|
||||
logger.debug(f"使用缓存特征：{cache_key}")
|
||||
return self.feature_cache[cache_key].copy()
|
||||
|
||||
# RSI
|
||||
dataframe[f"rsi_{period}"] = ta.RSI(dataframe["close"], timeperiod=period)
|
||||
|
||||
# MACD
|
||||
macd, macdsignal, _ = ta.MACD(dataframe["close"], fastperiod=12, slowperiod=26, signalperiod=9)
|
||||
dataframe[f"%-%-macd-{period}"] = macd
|
||||
dataframe[f"%-%-macdsignal-{period}"] = macdsignal
|
||||
|
||||
# 布林带宽度
|
||||
upper, middle, lower = ta.BBANDS(dataframe["close"], timeperiod=period)
|
||||
dataframe[f"%-%-bb_width-{period}"] = (upper - lower) / middle
|
||||
|
||||
# 成交量均线
|
||||
dataframe[f"%-%-volume_ma-{period}"] = ta.SMA(dataframe["volume"], timeperiod=period)
|
||||
|
||||
# 仅为 BTC/USDT 和 ETH/USDT 生成 order_book_imbalance
|
||||
#
|
||||
pair = metadata.get('pair', 'unknown')
|
||||
# 注释掉订单簿相关代码
|
||||
# if pair in ["BTC/USDT", "ETH/USDT"]:
|
||||
# try:
|
||||
# order_book = self.fetch_okx_order_book(pair)
|
||||
# dataframe[f"%-%-order_book_imbalance"] = (
|
||||
# order_book["bids"] - order_book["asks"]
|
||||
# ) / (order_book["bids"] + order_book["asks"] + 1e-10)
|
||||
# except Exception as e:
|
||||
# logger.warning(f"Failed to fetch order book for {pair}: {str(e)}")
|
||||
# dataframe[f"%-%-order_book_imbalance"] = 0.0
|
||||
|
||||
# 数据清洗
|
||||
dataframe = dataframe.replace([np.inf, -np.inf], np.nan)
|
||||
dataframe = dataframe.ffill().fillna(0)
|
||||
|
||||
# 缓存特征副本，避免引用污染
|
||||
self.feature_cache[cache_key] = dataframe.copy()
|
||||
logger.debug(f"周期 {period} 特征：{list(dataframe.filter(like='%-%-').columns)}")
|
||||
|
||||
return dataframe
|
||||
|
||||
def feature_engineering_standard(self, dataframe: DataFrame, **kwargs) -> DataFrame:
|
||||
"""
|
||||
添加基础时间框架的全局特征。
|
||||
"""
|
||||
# 确保索引是 DatetimeIndex
|
||||
if not isinstance(dataframe.index, pd.DatetimeIndex):
|
||||
dataframe = dataframe.set_index(pd.DatetimeIndex(dataframe.index))
|
||||
|
||||
# 价格变化率
|
||||
dataframe["%-price_change"] = dataframe["close"].pct_change()
|
||||
|
||||
# 时间特征：小时
|
||||
dataframe["%-hour_of_day"] = dataframe.index.hour / 24.0
|
||||
|
||||
# 数据清洗
|
||||
dataframe = dataframe.replace([np.inf, -np.inf], np.nan)
|
||||
dataframe = dataframe.ffill().fillna(0)
|
||||
|
||||
logger.debug(f"全局特征：{list(dataframe.filter(like='%-%-').columns)}")
|
||||
return dataframe
|
||||
|
||||
def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs) -> DataFrame:
|
||||
"""
|
||||
设置回归模型的目标变量，为不同币对设置动态止损和ROI阈值。
|
||||
输入：dataframe（K线数据：close, high, low），metadata（交易对信息），config（FreqAI配置）
|
||||
输出：更新后的dataframe，包含目标标签
|
||||
"""
|
||||
# 等待模型加载完成
|
||||
import time
|
||||
while not hasattr(self, "freqai") or self.freqai is None:
|
||||
time.sleep(1)
|
||||
|
||||
# 获取配置参数
|
||||
label_period = self.freqai_config["feature_parameters"]["label_period_candles"] # 标签预测周期（如5分钟K线的N根）
|
||||
pair = metadata["pair"] # 当前交易对（如DOGE/USDT）
|
||||
|
||||
# 计算未来价格变化率（现有逻辑）
|
||||
dataframe["&-s_close"] = (dataframe["close"].shift(-label_period) - dataframe["close"]) / dataframe["close"]
|
||||
|
||||
# 计算不同时间窗口的ROI（现有逻辑）
|
||||
for minutes in [0, 15, 30]:
|
||||
candles = int(minutes / 5) # 假设5分钟K线
|
||||
if candles > 0:
|
||||
dataframe[f"&-roi_{minutes}"] = (dataframe["close"].shift(-candles) - dataframe["close"]) / dataframe["close"]
|
||||
else:
|
||||
dataframe[f"&-roi_{minutes}"] = 0.0
|
||||
|
||||
# 计算市场状态指标：ADX（14周期，与label_period_candles对齐）
|
||||
dataframe["adx"] = ta.ADX(dataframe["high"], dataframe["low"], dataframe["close"], timeperiod=14)
|
||||
|
||||
# 定义币对特定的ADX阈值和止损/ROI范围
|
||||
pair_thresholds = {
|
||||
"DOGE/USDT": {
|
||||
"adx_trend": 20,
|
||||
"adx_oscillation": 15,
|
||||
"stoploss_trend": -0.08,
|
||||
"stoploss_oscillation": -0.04,
|
||||
"stoploss_mid": -0.06,
|
||||
"roi_trend": 0.06,
|
||||
"roi_oscillation": 0.025,
|
||||
"roi_mid": 0.04
|
||||
},
|
||||
"BTC/USDT": {
|
||||
"adx_trend": 25,
|
||||
"adx_oscillation": 20,
|
||||
"stoploss_trend": -0.03,
|
||||
"stoploss_oscillation": -0.015,
|
||||
"stoploss_mid": -0.02,
|
||||
"roi_trend": 0.03,
|
||||
"roi_oscillation": 0.015,
|
||||
"roi_mid": 0.02
|
||||
},
|
||||
"SOL/USDT": {
|
||||
"adx_trend": 22,
|
||||
"adx_oscillation": 18,
|
||||
"stoploss_trend": -0.06,
|
||||
"stoploss_oscillation": -0.03,
|
||||
"stoploss_mid": -0.045,
|
||||
"roi_trend": 0.045,
|
||||
"roi_oscillation": 0.02,
|
||||
"roi_mid": 0.03
|
||||
},
|
||||
"XRP/USDT": {
|
||||
"adx_trend": 22,
|
||||
"adx_oscillation": 18,
|
||||
"stoploss_trend": -0.06,
|
||||
"stoploss_oscillation": -0.03,
|
||||
"stoploss_mid": -0.045,
|
||||
"roi_trend": 0.045,
|
||||
"roi_oscillation": 0.02,
|
||||
"roi_mid": 0.03
|
||||
},
|
||||
"OKB/USDT": {
|
||||
"adx_trend": 18,
|
||||
"adx_oscillation": 12,
|
||||
"stoploss_trend": -0.10,
|
||||
"stoploss_oscillation": -0.06,
|
||||
"stoploss_mid": -0.08,
|
||||
"roi_trend": 0.07,
|
||||
"roi_oscillation": 0.04,
|
||||
"roi_mid": 0.05
|
||||
}
|
||||
}
|
||||
# 设置回归目标
|
||||
label_period = self.freqai_config["feature_parameters"]["label_period_candles"]
|
||||
dataframe["&-s_close"] = (dataframe["close"].shift(-label_period) - dataframe["close"]) / dataframe["close"]
|
||||
|
||||
# 设置动态 ROI 和止损阈值
|
||||
dataframe["&-roi_0_pred"] = 0.03 # 默认值，防止空值
|
||||
dataframe["&-stoploss_pred"] = -0.05
|
||||
|
||||
for index, row in dataframe.iterrows():
|
||||
thresholds = pair_thresholds.get(pair, {})
|
||||
if not thresholds:
|
||||
continue
|
||||
adx_value = row["adx"]
|
||||
if adx_value > thresholds["adx_trend"]: # 趋势市场
|
||||
dataframe.at[index, "&-stoploss_pred"] = thresholds["stoploss_trend"] # 宽松止损
|
||||
elif adx_value < thresholds["adx_oscillation"]: # 震荡市场
|
||||
dataframe.at[index, "&-stoploss_pred"] = thresholds["stoploss_oscillation"] # 严格止损
|
||||
else:
|
||||
# 中性市场：使用中间值
|
||||
dataframe.at[index, "&-stoploss_pred"] = thresholds["stoploss_mid"]
|
||||
|
||||
for index, row in dataframe.iterrows():
|
||||
thresholds = pair_thresholds.get(pair, {})
|
||||
if not thresholds:
|
||||
continue
|
||||
adx_value = row["adx"]
|
||||
if adx_value > thresholds["adx_trend"]: # 趋势市场
|
||||
dataframe.at[index, "&-roi_0_pred"] = thresholds["roi_trend"] # 较高ROI目标
|
||||
elif adx_value < thresholds["adx_oscillation"]: # 震荡市场
|
||||
dataframe.at[index, "&-roi_0_pred"] = thresholds["roi_oscillation"] # 较低ROI目标
|
||||
else:
|
||||
# 中性市场：使用中间值
|
||||
dataframe.at[index, "&-roi_0_pred"] = thresholds["roi_mid"]
|
||||
|
||||
return dataframe
|
||||
def populate_indicators(self, dataframe: DataFrame, metadata: Dict) -> DataFrame:
|
||||
"""
|
||||
使用 FreqAI 生成指标和预测。
|
||||
"""
|
||||
|
||||
try:
|
||||
logger.debug(f"FreqAI 对象：{type(self.freqai)}")
|
||||
dataframe = self.freqai.start(dataframe, metadata, self)
|
||||
|
||||
# 强制刷新缓存，避免旧数据干扰
|
||||
if hasattr(self, 'feature_cache'):
|
||||
self.feature_cache.clear()
|
||||
|
||||
# 验证数据完整性
|
||||
if dataframe["close"].isna().any() or dataframe["volume"].isna().any():
|
||||
logger.warning("检测到 OKX 数据缺失，使用前向填充")
|
||||
dataframe = dataframe.ffill().fillna(0)
|
||||
|
||||
# 检查所有目标列是否都存在
|
||||
required_targets = ["&-s_close", "&-roi_0", "&-buy_rsi_pred", "&-stoploss_pred", "&-roi_0_pred"]
|
||||
missing_targets = [col for col in required_targets if col not in dataframe.columns]
|
||||
if missing_targets:
|
||||
logger.warning(f"⚠️ 缺失目标列：{missing_targets}，尝试重新生成")
|
||||
|
||||
# 检查预测列
|
||||
required_preds = ['pred_upper', 'pred_lower']
|
||||
missing_preds = [col for col in required_preds if col not in dataframe.columns]
|
||||
if missing_preds:
|
||||
logger.warning(f"⚠️ 缺失预测列：{missing_preds}，尝试回退默认值")
|
||||
for col in missing_preds:
|
||||
dataframe[col] = np.nan
|
||||
|
||||
# 预测统计
|
||||
if "&-s_close" in dataframe.columns:
|
||||
logger.debug(f"预测统计：均值={dataframe['&-s_close'].mean():.4f}, 方差={dataframe['&-s_close'].var():.4f}")
|
||||
|
||||
if dataframe["pred_upper"].isna().all():
|
||||
logger.warning("⚠️ pred_upper 列全为 NaN，可能模型未加载成功")
|
||||
logger.debug(f"生成的列：{list(dataframe.columns)}")
|
||||
except Exception as e:
|
||||
logger.error(f"FreqAI start 失败：{str(e)}")
|
||||
raise
|
||||
finally:
|
||||
logger.debug("populate_indicators 完成")
|
||||
|
||||
# 确保返回 DataFrame，防止 None
|
||||
if dataframe is None:
|
||||
dataframe = DataFrame()
|
||||
|
||||
# 添加 ATR 指标
|
||||
dataframe['ATR_{}'.format(self.atr_period.value)] = ta.ATR(dataframe['high'], dataframe['low'], dataframe['close'], timeperiod=self.atr_period.value)
|
||||
|
||||
# 添加 RSI 和布林带指标
|
||||
dataframe['rsi'] = ta.RSI(dataframe['close'], timeperiod=14)
|
||||
upper, middle, lower = ta.BBANDS(dataframe['close'], timeperiod=20, nbdevup=2, nbdevdn=2)
|
||||
dataframe['bb_upper'] = upper
|
||||
dataframe['bb_middle'] = middle
|
||||
dataframe['bb_lower'] = lower
|
||||
|
||||
# 添加高时间框架趋势（1小时均线）
|
||||
dataframe_1h = None
|
||||
if self.config['timeframe'] != '1h':
|
||||
dataframe_1h = self.dp.get_analyzed_dataframe(metadata['pair'], '1h')[0]
|
||||
if dataframe_1h is not None and not dataframe_1h.empty and 'close' in dataframe_1h.columns:
|
||||
dataframe['trend_1h'] = dataframe_1h['close'].rolling(window=20).mean()
|
||||
else:
|
||||
dataframe['trend_1h'] = dataframe['close'].rolling(window=20).mean()
|
||||
else:
|
||||
dataframe['trend_1h'] = dataframe['close'].rolling(window=20).mean()
|
||||
|
||||
# 强制检查预测列是否存在，若不存在则填充 NaN 并记录警告
|
||||
required_pred_cols = ['pred_upper', 'pred_lower', '&-s_close', '&-roi_0_pred']
|
||||
missing_pred_cols = [col for col in required_pred_cols if col not in dataframe.columns]
|
||||
|
||||
if missing_pred_cols:
|
||||
logger.warning(f"⚠️ 缺失预测列：{missing_pred_cols}，尝试回退默认值")
|
||||
for col in missing_pred_cols:
|
||||
dataframe[col] = np.nan
|
||||
else:
|
||||
logger.debug("✅ 预测列已就绪：")
|
||||
logger.debug(dataframe[['&-s_close', 'pred_upper', 'pred_lower']].head().to_string())
|
||||
|
||||
return dataframe
|
||||
|
||||
|
||||
def populate_entry_trend(self, dataframe: DataFrame, metadata: Dict) -> DataFrame:
|
||||
"""
|
||||
基于模型预测和 RSI 生成做多信号。
|
||||
"""
|
||||
# 确保必要列存在
|
||||
required_cols = ['rsi', 'volume', '&-s_close', '&-roi_0_pred']
|
||||
for col in required_cols:
|
||||
if col not in dataframe.columns:
|
||||
dataframe[col] = np.nan
|
||||
|
||||
# 只在预测值有效时生成信号
|
||||
valid_prediction = (~dataframe['&-s_close'].isna()) & (dataframe['&-s_close'] > 0.005) & (dataframe['&-s_close'].abs() > 0.001)
|
||||
|
||||
# 结合 RSI 和模型预测生成信号
|
||||
dataframe.loc[
|
||||
(dataframe["rsi"] < 30) &
|
||||
(dataframe["volume"] > 0) &
|
||||
valid_prediction,
|
||||
"enter_long"
|
||||
] = 1
|
||||
|
||||
# 设置 entry_price 列，用于止损逻辑
|
||||
dataframe['entry_price'] = dataframe['open'].where(dataframe['enter_long'] == 1).ffill()
|
||||
|
||||
logger.debug(f"生成 {dataframe['enter_long'].sum()} 个做多信号")
|
||||
return dataframe
|
||||
def _dynamic_stop_loss(self, dataframe: DataFrame, metadata: dict, atr_col: str = 'ATR_14', multiplier: float = 2.0) -> DataFrame:
|
||||
"""
|
||||
封装动态止损逻辑，基于入场价和ATR计算止损线
|
||||
:param dataframe: 原始DataFrame
|
||||
:param metadata: 策略元数据
|
||||
:param atr_col: 使用的ATR列名
|
||||
:param multiplier: ATR乘数
|
||||
:return: 更新后的DataFrame
|
||||
"""
|
||||
# 获取交易对信息
|
||||
pair = metadata.get('pair', 'unknown')
|
||||
|
||||
# 设置默认的止损倍数
|
||||
stop_loss_multiplier = 2.0
|
||||
|
||||
# 根据交易对调整止损倍数（示例：BTC/USDT 更稳定，止损倍数较低）
|
||||
if pair == "BTC/USDT":
|
||||
stop_loss_multiplier = 1.5
|
||||
elif pair == "DOGE/USDT":
|
||||
stop_loss_multiplier = 2.5
|
||||
elif pair == "SOL/USDT":
|
||||
stop_loss_multiplier = 2.0
|
||||
elif pair == "XRP/USDT":
|
||||
stop_loss_multiplier = 2.0
|
||||
|
||||
# 计算止损线
|
||||
dataframe['entry_price'] = dataframe['open'].where(dataframe['enter_long'] == 1).ffill()
|
||||
dataframe['stop_loss_line'] = dataframe['entry_price'] - dataframe[atr_col] * stop_loss_multiplier
|
||||
|
||||
# 应用止损逻辑（OKB/USDT 使用更平滑的退出）
|
||||
if metadata.get('pair') == 'OKB/USDT':
|
||||
# 对 OKB 添加缓冲区，避免频繁触发
|
||||
buffer_ratio = 0.005 # 0.5% 缓冲
|
||||
buffered_stop_loss = dataframe['stop_loss_line'] * (1 - buffer_ratio)
|
||||
dataframe.loc[
|
||||
(dataframe['close'] < buffered_stop_loss),
|
||||
'exit_long'
|
||||
] = 1
|
||||
else:
|
||||
dataframe.loc[
|
||||
(dataframe['close'] < dataframe['stop_loss_line']),
|
||||
'exit_long'
|
||||
] = 1
|
||||
|
||||
return dataframe
|
||||
|
||||
def _dynamic_take_profit(self, dataframe: DataFrame, metadata: dict, atr_col: str = 'ATR_14', multiplier: float = 2.0) -> DataFrame:
|
||||
"""
|
||||
封装动态止盈逻辑，基于入场价、ATR 和 ADX 调整止盈线
|
||||
:param dataframe: 原始DataFrame
|
||||
:param metadata: 策略元数据
|
||||
:param atr_col: 使用的ATR列名
|
||||
:param multiplier: ATR乘数（基础值）
|
||||
:return: 更新后的DataFrame
|
||||
"""
|
||||
# 获取交易对信息
|
||||
pair = metadata.get('pair', 'unknown')
|
||||
|
||||
# 设置默认的止盈倍数
|
||||
take_profit_multiplier = 2.0
|
||||
|
||||
# 根据交易对调整止盈倍数（示例：BTC/USDT 更稳定，止盈倍数较高）
|
||||
if pair == "BTC/USDT":
|
||||
take_profit_multiplier = 3.0
|
||||
elif pair == "DOGE/USDT":
|
||||
take_profit_multiplier = 1.5
|
||||
elif pair == "SOL/USDT":
|
||||
take_profit_multiplier = 2.0
|
||||
elif pair == "XRP/USDT":
|
||||
take_profit_multiplier = 2.0
|
||||
|
||||
# 计算当前ATR在历史窗口中的百分位
|
||||
historical_atr = dataframe[atr_col].rolling(window=20).mean().dropna().values
|
||||
if len(historical_atr) < 20:
|
||||
return dataframe
|
||||
|
||||
current_atr = dataframe[atr_col].iloc[-1]
|
||||
percentile = (np.sum(historical_atr < current_atr) / len(historical_atr)) * 100
|
||||
|
||||
# 根据波动率百分位调整止盈倍数
|
||||
if percentile > 80: # 高波动市场，缩短止盈距离
|
||||
volatility_adjustment = 0.8
|
||||
elif percentile < 20: # 低波动市场，拉长止盈距离
|
||||
volatility_adjustment = 1.2
|
||||
else: # 正常波动市场，保持默认
|
||||
volatility_adjustment = 1.0
|
||||
|
||||
# 获取ADX指标判断趋势强度
|
||||
dataframe['adx'] = ta.ADX(dataframe["high"], dataframe["low"], dataframe["close"], timeperiod=14)
|
||||
adx_value = dataframe['adx'].iloc[-1]
|
||||
|
||||
# 根据ADX趋势强度调整止盈倍数
|
||||
if adx_value > 25: # 强趋势，延长止盈距离
|
||||
trend_adjustment = 1.3
|
||||
elif adx_value < 15: # 震荡行情，缩短止盈距离
|
||||
trend_adjustment = 0.7
|
||||
else: # 中性趋势，保持默认
|
||||
trend_adjustment = 1.0
|
||||
|
||||
# 综合调整止盈倍数
|
||||
adjusted_multiplier = take_profit_multiplier * volatility_adjustment * trend_adjustment
|
||||
|
||||
# 计算止盈线
|
||||
dataframe['entry_price'] = dataframe['open'].where(dataframe['enter_long'] == 1).ffill()
|
||||
dataframe['take_profit_line'] = dataframe['entry_price'] + dataframe[atr_col] * adjusted_multiplier
|
||||
|
||||
# 应用止盈逻辑
|
||||
dataframe.loc[
|
||||
(dataframe['close'] > dataframe['take_profit_line']),
|
||||
'exit_long'
|
||||
] = 1
|
||||
|
||||
return dataframe
|
||||
|
||||
def populate_exit_trend(self, dataframe: DataFrame, metadata: Dict) -> DataFrame:
|
||||
# 确保 ATR 列存在
|
||||
if 'ATR_14' not in dataframe.columns:
|
||||
dataframe['ATR_14'] = 0.0
|
||||
|
||||
# 应用动态止损和止盈逻辑
|
||||
dataframe = self._dynamic_stop_loss(dataframe, metadata)
|
||||
dataframe = self._dynamic_take_profit(dataframe, metadata)
|
||||
|
||||
return dataframe
|
||||
|
||||
def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate: float,
|
||||
proposed_stake: float, min_stake: float, max_stake: float,
|
||||
entry_tag: Optional[str], **kwargs) -> float:
|
||||
"""
|
||||
动态下注：每笔交易占账户余额 2%。
|
||||
"""
|
||||
balance = self.wallets.get_available_stake_amount()
|
||||
stake = balance * 0.02
|
||||
return min(max(stake, min_stake), max_stake)
|
||||
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
|
||||
current_rate: float, profit_percent: float,
|
||||
after_fill: bool, **kwargs) -> Optional[float]:
|
||||
"""
|
||||
自适应止损：基于市场波动率百分位动态调整ATR乘数
|
||||
"""
|
||||
if trade.enter_tag == 'long':
|
||||
# 获取多个周期的ATR值
|
||||
dataframe = self.dp.get_pair_dataframe(pair, timeframe=self.timeframe)
|
||||
|
||||
# 计算不同周期的ATR
|
||||
dataframe['ATR_7'] = ta.ATR(dataframe['high'], dataframe['low'], dataframe['close'], timeperiod=7)
|
||||
dataframe['ATR_14'] = ta.ATR(dataframe['high'], dataframe['low'], dataframe['close'], timeperiod=14)
|
||||
dataframe['ATR_21'] = ta.ATR(dataframe['high'], dataframe['low'], dataframe['close'], timeperiod=21)
|
||||
|
||||
# 计算20日平均ATR（用于百分位计算）
|
||||
avg_atr_window = 20
|
||||
dataframe['avg_atr'] = dataframe['ATR_14'].rolling(window=avg_atr_window).mean()
|
||||
|
||||
# 获取最新数据
|
||||
latest_row = dataframe.iloc[-1].copy()
|
||||
|
||||
# 计算当前ATR在历史窗口中的百分位
|
||||
historical_atr = dataframe['avg_atr'].dropna().values
|
||||
if len(historical_atr) < avg_atr_window:
|
||||
return None
|
||||
|
||||
current_atr = latest_row['avg_atr']
|
||||
percentile = (np.sum(historical_atr < current_atr) / len(historical_atr)) * 100
|
||||
|
||||
# 根据市场波动率百分位选择ATR乘数
|
||||
if percentile > 80: # 高波动市场
|
||||
atr_multiplier = 1.5
|
||||
elif percentile < 20: # 低波动市场
|
||||
atr_multiplier = 2.5
|
||||
else: # 正常波动市场
|
||||
atr_multiplier = 2.0
|
||||
|
||||
# 根据交易对调整基础ATR值
|
||||
pair_specific_atr = {
|
||||
"BTC/USDT": latest_row['ATR_14'],
|
||||
"ETH/USDT": latest_row['ATR_14'],
|
||||
"OKB/USDT": latest_row['ATR_14'], # 使用更长周期 ATR 减少波动影响
|
||||
"TON/USDT": latest_row['ATR_7']
|
||||
}
|
||||
|
||||
if pair in pair_specific_atr:
|
||||
base_atr = pair_specific_atr[pair]
|
||||
else:
|
||||
base_atr = latest_row['ATR_14']
|
||||
|
||||
# 计算追踪止损价格
|
||||
trailing_stop = current_rate - base_atr * atr_multiplier
|
||||
|
||||
# 添加额外条件：确保止损不低于入场价的一定比例
|
||||
min_profit_ratio = 0.005 # 最低盈利0.5%
|
||||
min_stop_price = trade.open_rate * (1 + min_profit_ratio)
|
||||
final_stop_price = max(trailing_stop, min_stop_price)
|
||||
|
||||
return final_stop_price / current_rate - 1 # 返回相对百分比
|
||||
|
||||
return None
|
||||
|
||||
def leverage(self, pair: str, current_time: 'datetime', current_rate: float,
|
||||
proposed_leverage: float, max_leverage: float, side: str,
|
||||
**kwargs) -> float:
|
||||
"""
|
||||
禁用杠杆，仅做多。
|
||||
"""
|
||||
return 1.0
|
||||
|
||||
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
|
||||
time_in_force: str, current_time: 'datetime', **kwargs) -> bool:
|
||||
"""
|
||||
验证交易进入，检查 OKX 数据新鲜度。
|
||||
"""
|
||||
if not self.check_data_freshness(pair, current_time):
|
||||
logger.warning(f"{pair} 的 OKX 数据过期，跳过交易")
|
||||
return False
|
||||
return True
|
||||
|
||||
def check_data_freshness(self, pair: str, current_time: 'datetime') -> bool:
|
||||
"""
|
||||
简化版数据新鲜度检查，不依赖外部 API。
|
||||
"""
|
||||
# 假设数据总是新鲜的（用于测试）
|
||||
return True
|
||||
|
||||
|
||||
|
||||
def fit(self, data_dictionary: Dict, metadata: Dict, **kwargs) -> None:
|
||||
"""
|
||||
训练回归模型并记录性能。
|
||||
"""
|
||||
try:
|
||||
# 初始化模型
|
||||
if not hasattr(self, 'model') or self.model is None:
|
||||
model_params = self.freqai_config["model_training_parameters"]
|
||||
self.model = XGBRegressor(**model_params)
|
||||
logger.debug("初始化新的 XGBoost 回归模型")
|
||||
|
||||
# 调用 FreqAI 训练
|
||||
self.freqai.fit(data_dictionary, metadata, **kwargs)
|
||||
|
||||
# 记录训练集性能
|
||||
train_data = data_dictionary["train_features"]
|
||||
train_labels = data_dictionary["train_labels"]
|
||||
train_predictions = self.model.predict(train_data)
|
||||
train_mse = mean_squared_error(train_labels, train_predictions)
|
||||
logger.info(f"训练集 MSE：{train_mse:.6f}")
|
||||
|
||||
# 记录测试集性能（如果可用）
|
||||
if "test_features" in data_dictionary:
|
||||
test_data = data_dictionary["test_features"]
|
||||
test_labels = data_dictionary["test_labels"]
|
||||
test_predictions = self.model.predict(test_data)
|
||||
test_mse = mean_squared_error(test_labels, test_predictions)
|
||||
logger.info(f"测试集 MSE：{test_mse:.6f}")
|
||||
|
||||
# 特征重要性
|
||||
if hasattr(self.model, 'feature_importances_'):
|
||||
importance = self.model.feature_importances_
|
||||
logger.debug(f"特征重要性：{dict(zip(train_data.columns, importance))}")
|
||||
except Exception as e:
|
||||
logger.error(f"FreqAI fit 失败：{str(e)}")
|
||||
raise
|
||||
raise RuntimeError("模型训练失败，请检查数据完整性或重新训练模型")
|
||||
def _callback_stop_loss(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
"""
|
||||
动态回调止损逻辑：基于ATR调整回撤阈值，并结合RSI和布林带过滤信号。
|
||||
"""
|
||||
pair = metadata.get('pair', 'unknown')
|
||||
|
||||
# 设置默认参数
|
||||
atr_col = 'ATR_14'
|
||||
rolling_high_period = 20
|
||||
rsi_overbought = 70
|
||||
|
||||
# 设置不同币种的回调乘数
|
||||
callback_multipliers = {
|
||||
"BTC/USDT": 1.5,
|
||||
"ETH/USDT": 2.0,
|
||||
"OKB/USDT": 1.3,
|
||||
"TON/USDT": 2.0,
|
||||
}
|
||||
callback_multiplier = callback_multipliers.get(pair, 2.0)
|
||||
|
||||
# 确保ATR列存在
|
||||
if atr_col not in dataframe.columns:
|
||||
dataframe[atr_col] = ta.ATR(dataframe['high'], dataframe['low'], dataframe['close'], timeperiod=14)
|
||||
|
||||
# 计算动态回调百分比（基于ATR）
|
||||
dataframe['callback_threshold'] = dataframe[atr_col] * callback_multiplier
|
||||
|
||||
# 计算ATR
|
||||
if 'ATR_14' not in dataframe.columns:
|
||||
dataframe['ATR_14'] = ta.ATR(dataframe['high'], dataframe['low'], dataframe['close'], timeperiod=14)
|
||||
|
||||
# 计算最近高点
|
||||
dataframe['rolling_high'] = dataframe['close'].rolling(window=20).max()
|
||||
|
||||
# 计算回调阈值
|
||||
dataframe['take_profit_line'] = dataframe['entry_price'] + dataframe['ATR_14'] * callback_multiplier
|
||||
|
||||
# 应用止盈逻辑
|
||||
dataframe.loc[
|
||||
(dataframe['close'] > dataframe['take_profit_line']),
|
||||
'exit_long'
|
||||
] = 1
|
||||
|
||||
# 计算当前价格相对于最近高点的回撤比例（使用ATR标准化）
|
||||
dataframe['callback_ratio'] = (dataframe['close'] - dataframe['rolling_high']) / dataframe['rolling_high']
|
||||
dataframe['callback_condition_atr'] = (dataframe['close'] - dataframe['rolling_high']) <= -dataframe['callback_threshold']
|
||||
|
||||
# 获取RSI和布林带信息
|
||||
dataframe['in_overbought'] = dataframe['rsi'] > rsi_overbought
|
||||
dataframe['below_bb_upper'] = dataframe['close'] < dataframe['bb_upper']
|
||||
|
||||
# 获取高时间框架趋势（1小时均线）
|
||||
dataframe['trend_up'] = dataframe['close'] > dataframe['trend_1h']
|
||||
dataframe['trend_down'] = dataframe['close'] < dataframe['trend_1h']
|
||||
|
||||
# 综合回调止损条件
|
||||
callback_condition = (
|
||||
dataframe['callback_condition_atr'] &
|
||||
((dataframe['in_overbought'] | (~dataframe['below_bb_upper']))) &
|
||||
dataframe['trend_down']
|
||||
)
|
||||
|
||||
# 应用回调止损逻辑
|
||||
dataframe.loc[callback_condition, 'exit_long'] = 1
|
||||
|
||||
return dataframe
|
||||
@ -1 +0,0 @@
|
||||
{"$schema":"https://schema.freqtrade.io/schema.json","trading_mode":"spot","margin_mode":"isolated","max_open_trades":4,"stake_currency":"USDT","stake_amount":150,"startup_candle_count":30,"tradable_balance_ratio":1,"fiat_display_currency":"USD","dry_run":true,"timeframe":"3m","dry_run_wallet":1000,"cancel_open_orders_on_exit":true,"stoploss":-0.05,"unfilledtimeout":{"entry":5,"exit":15},"exchange":{"name":"okx","key":"REDACTED","secret":"REDACTED","enable_ws":false,"ccxt_config":{"enableRateLimit":true,"rateLimit":500,"options":{"defaultType":"spot"}},"ccxt_async_config":{"enableRateLimit":true,"rateLimit":500,"timeout":20000},"pair_whitelist":["OKB/USDT"],"pair_blacklist":[]},"entry_pricing":{"price_side":"same","use_order_book":true,"order_book_top":1,"price_last_balance":0.0,"check_depth_of_market":{"enabled":false,"bids_to_ask_delta":1}},"exit_pricing":{"price_side":"other","use_order_book":true,"order_book_top":1},"pairlists":[{"method":"StaticPairList"}],"freqai":{"enabled":true,"identifier":"test175","freqaimodel":"XGBoostRegressor","model_path":"/freqtrade/user_data/models","save_backtesting_prediction":true,"purge_old_models":true,"load_trained_model":true,"train_period_days":90,"backtest_period_days":10,"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":["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"}},"data_split_parameters":{"test_size":0.2,"shuffle":false,"random_state":42},"model_training_parameters":{"n_estimators":200,"learning_rate":0.05,"max_depth":6,"subsample":0.8,"colsample_bytree":0.8,"reg_alpha":0.1,"reg_lambda":1.0}},"api_server":{"enabled":true,"listen_ip_address":"0.0.0.0","listen_port":8080,"verbosity":"error","enable_openapi":false,"jwt_secret_key":"6a599ab046dbb419014807dffd7b8823bfa7e5df56b17d545485deb87331b4ca","ws_token":"6O5pBDiRigiZrmIsofaE2rkKMJtf9h8zVQ","CORS_origins":[],"username":"freqAdmin","password":"REDACTED"},"bot_name":"freqtrade","initial_state":"running","force_entry_enable":false,"internals":{"process_throttle_secs":5,"heartbeat_interval":20,"loglevel":"DEBUG"},"config_files":["/freqtrade/config_examples/config_freqai.okx.json"]}
|
||||
Binary file not shown.
Binary file not shown.
@ -1,338 +1,25 @@
|
||||
Creating freqtrade_freqtrade_run ...
|
||||
Creating freqtrade_freqtrade_run ... done
|
||||
2025-05-06 04:23:11,765 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-06 04:23:11,971 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-06 04:23:13,393 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
|
||||
2025-05-06 04:23:13,395 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-06 04:23:13,395 - root - INFO - Logfile configured
|
||||
2025-05-06 04:23:13,396 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-06 04:23:13,396 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-06 04:23:13,396 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-06 04:23:13,397 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-06 04:23:13,397 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250415 ...
|
||||
2025-05-06 04:23:13,431 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-06 04:23:13,432 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-06 04:23:13,432 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-06 04:23:13,432 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250415
|
||||
2025-05-06 04:23:13,433 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-06 04:23:13,434 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-06 04:23:13,441 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-06 04:23:13,441 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-06 04:23:13,441 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-06 04:23:13,444 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-06 04:23:13,444 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-06 04:23:13,445 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-06 04:23:13,445 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-06 04:23:13,450 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-06 04:23:13,455 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-06 04:23:16,284 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-06 04:23:16,338 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
|
||||
2025-05-06 04:23:16,338 - freqtrade.strategy.hyper - INFO - Found no parameter file.
|
||||
2025-05-06 04:23:16,339 - OKXRegressionStrategy - INFO - FreqAI 模型路径：/freqtrade/user_data/models
|
||||
2025-05-06 04:23:16,339 - OKXRegressionStrategy - WARNING - ⚠️ 模型文件未找到，请确认是否训练完成
|
||||
2025-05-06 04:23:16,339 - OKXRegressionStrategy - INFO - 🔍 正在尝试从 /freqtrade/user_data/models 加载模型
|
||||
2025-05-06 04:23:16,340 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-06 04:23:16,340 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-06 04:23:16,340 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-06 04:23:16,341 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-06 04:23:16,341 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-06 04:23:16,341 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
'minutes'}.
|
||||
2025-05-06 04:23:16,342 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-06 04:23:16,342 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
|
||||
2025-05-06 04:23:16,342 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-06 04:23:16,343 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-06 04:23:16,343 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-06 04:23:16,343 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-06 04:23:16,343 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
|
||||
2025-05-06 04:23:16,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-06 04:23:16,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-06 04:23:16,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-06 04:23:16,344 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
'stoploss_on_exchange_interval': 60}
|
||||
2025-05-06 04:23:16,345 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-06 04:23:16,345 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-06 04:23:16,345 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-06 04:23:16,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-06 04:23:16,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-06 04:23:16,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-06 04:23:16,346 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-06 04:23:16,347 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-06 04:23:16,347 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-06 04:23:16,347 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-06 04:23:16,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-06 04:23:16,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-06 04:23:16,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-06 04:23:16,348 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-06 04:23:16,349 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-06 04:23:16,352 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-06 04:23:16,357 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-06 04:23:16,358 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-06 04:23:16,358 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-06 04:23:16,442 - freqtrade.optimize.backtesting - INFO - Loading data from 2024-12-31 21:30:00 up to 2025-04-15 00:00:00 (104 days).
|
||||
2025-05-06 04:23:16,443 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-06 04:23:16,443 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
|
||||
2025-05-06 04:23:18,018 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-06 04:23:18,222 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-06 04:23:18,223 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-06 04:23:18,223 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-06 04:23:18,223 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT']
|
||||
2025-05-06 04:23:18,224 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
|
||||
2025-05-06 04:23:18,224 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
|
||||
2025-05-06 04:23:18,225 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
|
||||
2025-05-06 04:23:18,225 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
|
||||
2025-05-06 04:23:18,226 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-06 04:23:18,230 - OKXRegressionStrategy - DEBUG - FreqAI 对象：<class 'XGBoostRegressor.XGBoostRegressor'>
|
||||
2025-05-06 04:23:18,232 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-05-06 04:23:18,234 - 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
|
||||
2025-05-06 04:23:18,234 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743465600_prediction.feather
|
||||
2025-05-06 04:23:18,258 - OKXRegressionStrategy - DEBUG - 周期 10 特征：['%-%-macd-10', '%-%-macdsignal-10', '%-%-bb_width-10', '%-%-volume_ma-10']
|
||||
2025-05-06 04:23:18,280 - OKXRegressionStrategy - DEBUG - 周期 20 特征：['%-%-macd-20', '%-%-macdsignal-20', '%-%-bb_width-20', '%-%-volume_ma-20']
|
||||
2025-05-06 04:23:18,302 - OKXRegressionStrategy - DEBUG - 周期 50 特征：['%-%-macd-50', '%-%-macdsignal-50', '%-%-bb_width-50', '%-%-volume_ma-50']
|
||||
2025-05-06 04:23:18,393 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-06 04:23:18,394 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 5m from 2024-12-31 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:18,431 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_10
|
||||
2025-05-06 04:23:18,437 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_20
|
||||
2025-05-06 04:23:18,445 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_50
|
||||
2025-05-06 04:23:18,526 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-06 04:23:18,526 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:18,547 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_10
|
||||
2025-05-06 04:23:18,552 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_20
|
||||
2025-05-06 04:23:18,557 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_50
|
||||
2025-05-06 04:23:18,628 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-06 04:23:18,628 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:18,644 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_10
|
||||
2025-05-06 04:23:18,648 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_20
|
||||
2025-05-06 04:23:18,652 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_50
|
||||
2025-05-06 04:23:19,041 - OKXRegressionStrategy - DEBUG - 全局特征：['%-%-macd-10_10_OKB/USDT_3m', '%-%-macdsignal-10_10_OKB/USDT_3m', '%-%-bb_width-10_10_OKB/USDT_3m',
|
||||
'%-%-volume_ma-10_10_OKB/USDT_3m', '%-%-macd-20_20_OKB/USDT_3m', '%-%-macdsignal-20_20_OKB/USDT_3m', '%-%-bb_width-20_20_OKB/USDT_3m', '%-%-volume_ma-20_20_OKB/USDT_3m', '%-%-macd-50_50_OKB/USDT_3m',
|
||||
'%-%-macdsignal-50_50_OKB/USDT_3m', '%-%-bb_width-50_50_OKB/USDT_3m', '%-%-volume_ma-50_50_OKB/USDT_3m', '%-%-macd-10_10_shift-1_OKB/USDT_3m', '%-%-macdsignal-10_10_shift-1_OKB/USDT_3m',
|
||||
'%-%-bb_width-10_10_shift-1_OKB/USDT_3m', '%-%-volume_ma-10_10_shift-1_OKB/USDT_3m', '%-%-macd-20_20_shift-1_OKB/USDT_3m', '%-%-macdsignal-20_20_shift-1_OKB/USDT_3m',
|
||||
'%-%-bb_width-20_20_shift-1_OKB/USDT_3m', '%-%-volume_ma-20_20_shift-1_OKB/USDT_3m', '%-%-macd-50_50_shift-1_OKB/USDT_3m', '%-%-macdsignal-50_50_shift-1_OKB/USDT_3m',
|
||||
'%-%-bb_width-50_50_shift-1_OKB/USDT_3m', '%-%-volume_ma-50_50_shift-1_OKB/USDT_3m', '%-%-macd-10_10_shift-2_OKB/USDT_3m', '%-%-macdsignal-10_10_shift-2_OKB/USDT_3m',
|
||||
'%-%-bb_width-10_10_shift-2_OKB/USDT_3m', '%-%-volume_ma-10_10_shift-2_OKB/USDT_3m', '%-%-macd-20_20_shift-2_OKB/USDT_3m', '%-%-macdsignal-20_20_shift-2_OKB/USDT_3m',
|
||||
'%-%-bb_width-20_20_shift-2_OKB/USDT_3m', '%-%-volume_ma-20_20_shift-2_OKB/USDT_3m', '%-%-macd-50_50_shift-2_OKB/USDT_3m', '%-%-macdsignal-50_50_shift-2_OKB/USDT_3m',
|
||||
'%-%-bb_width-50_50_shift-2_OKB/USDT_3m', '%-%-volume_ma-50_50_shift-2_OKB/USDT_3m', '%-%-macd-10_10_shift-3_OKB/USDT_3m', '%-%-macdsignal-10_10_shift-3_OKB/USDT_3m',
|
||||
'%-%-bb_width-10_10_shift-3_OKB/USDT_3m', '%-%-volume_ma-10_10_shift-3_OKB/USDT_3m', '%-%-macd-20_20_shift-3_OKB/USDT_3m', '%-%-macdsignal-20_20_shift-3_OKB/USDT_3m',
|
||||
'%-%-bb_width-20_20_shift-3_OKB/USDT_3m', '%-%-volume_ma-20_20_shift-3_OKB/USDT_3m', '%-%-macd-50_50_shift-3_OKB/USDT_3m', '%-%-macdsignal-50_50_shift-3_OKB/USDT_3m',
|
||||
'%-%-bb_width-50_50_shift-3_OKB/USDT_3m', '%-%-volume_ma-50_50_shift-3_OKB/USDT_3m', '%-%-macd-10_10_OKB/USDT_5m', '%-%-macdsignal-10_10_OKB/USDT_5m', '%-%-bb_width-10_10_OKB/USDT_5m',
|
||||
'%-%-volume_ma-10_10_OKB/USDT_5m', '%-%-macd-20_20_OKB/USDT_5m', '%-%-macdsignal-20_20_OKB/USDT_5m', '%-%-bb_width-20_20_OKB/USDT_5m', '%-%-volume_ma-20_20_OKB/USDT_5m', '%-%-macd-50_50_OKB/USDT_5m',
|
||||
'%-%-macdsignal-50_50_OKB/USDT_5m', '%-%-bb_width-50_50_OKB/USDT_5m', '%-%-volume_ma-50_50_OKB/USDT_5m', '%-%-macd-10_10_shift-1_OKB/USDT_5m', '%-%-macdsignal-10_10_shift-1_OKB/USDT_5m',
|
||||
'%-%-bb_width-10_10_shift-1_OKB/USDT_5m', '%-%-volume_ma-10_10_shift-1_OKB/USDT_5m', '%-%-macd-20_20_shift-1_OKB/USDT_5m', '%-%-macdsignal-20_20_shift-1_OKB/USDT_5m',
|
||||
'%-%-bb_width-20_20_shift-1_OKB/USDT_5m', '%-%-volume_ma-20_20_shift-1_OKB/USDT_5m', '%-%-macd-50_50_shift-1_OKB/USDT_5m', '%-%-macdsignal-50_50_shift-1_OKB/USDT_5m',
|
||||
'%-%-bb_width-50_50_shift-1_OKB/USDT_5m', '%-%-volume_ma-50_50_shift-1_OKB/USDT_5m', '%-%-macd-10_10_shift-2_OKB/USDT_5m', '%-%-macdsignal-10_10_shift-2_OKB/USDT_5m',
|
||||
'%-%-bb_width-10_10_shift-2_OKB/USDT_5m', '%-%-volume_ma-10_10_shift-2_OKB/USDT_5m', '%-%-macd-20_20_shift-2_OKB/USDT_5m', '%-%-macdsignal-20_20_shift-2_OKB/USDT_5m',
|
||||
'%-%-bb_width-20_20_shift-2_OKB/USDT_5m', '%-%-volume_ma-20_20_shift-2_OKB/USDT_5m', '%-%-macd-50_50_shift-2_OKB/USDT_5m', '%-%-macdsignal-50_50_shift-2_OKB/USDT_5m',
|
||||
'%-%-bb_width-50_50_shift-2_OKB/USDT_5m', '%-%-volume_ma-50_50_shift-2_OKB/USDT_5m', '%-%-macd-10_10_shift-3_OKB/USDT_5m', '%-%-macdsignal-10_10_shift-3_OKB/USDT_5m',
|
||||
'%-%-bb_width-10_10_shift-3_OKB/USDT_5m', '%-%-volume_ma-10_10_shift-3_OKB/USDT_5m', '%-%-macd-20_20_shift-3_OKB/USDT_5m', '%-%-macdsignal-20_20_shift-3_OKB/USDT_5m',
|
||||
'%-%-bb_width-20_20_shift-3_OKB/USDT_5m', '%-%-volume_ma-20_20_shift-3_OKB/USDT_5m', '%-%-macd-50_50_shift-3_OKB/USDT_5m', '%-%-macdsignal-50_50_shift-3_OKB/USDT_5m',
|
||||
'%-%-bb_width-50_50_shift-3_OKB/USDT_5m', '%-%-volume_ma-50_50_shift-3_OKB/USDT_5m', '%-%-macd-10_10_OKB/USDT_15m', '%-%-macdsignal-10_10_OKB/USDT_15m', '%-%-bb_width-10_10_OKB/USDT_15m',
|
||||
'%-%-volume_ma-10_10_OKB/USDT_15m', '%-%-macd-20_20_OKB/USDT_15m', '%-%-macdsignal-20_20_OKB/USDT_15m', '%-%-bb_width-20_20_OKB/USDT_15m', '%-%-volume_ma-20_20_OKB/USDT_15m',
|
||||
'%-%-macd-50_50_OKB/USDT_15m', '%-%-macdsignal-50_50_OKB/USDT_15m', '%-%-bb_width-50_50_OKB/USDT_15m', '%-%-volume_ma-50_50_OKB/USDT_15m', '%-%-macd-10_10_shift-1_OKB/USDT_15m',
|
||||
'%-%-macdsignal-10_10_shift-1_OKB/USDT_15m', '%-%-bb_width-10_10_shift-1_OKB/USDT_15m', '%-%-volume_ma-10_10_shift-1_OKB/USDT_15m', '%-%-macd-20_20_shift-1_OKB/USDT_15m',
|
||||
'%-%-macdsignal-20_20_shift-1_OKB/USDT_15m', '%-%-bb_width-20_20_shift-1_OKB/USDT_15m', '%-%-volume_ma-20_20_shift-1_OKB/USDT_15m', '%-%-macd-50_50_shift-1_OKB/USDT_15m',
|
||||
'%-%-macdsignal-50_50_shift-1_OKB/USDT_15m', '%-%-bb_width-50_50_shift-1_OKB/USDT_15m', '%-%-volume_ma-50_50_shift-1_OKB/USDT_15m', '%-%-macd-10_10_shift-2_OKB/USDT_15m',
|
||||
'%-%-macdsignal-10_10_shift-2_OKB/USDT_15m', '%-%-bb_width-10_10_shift-2_OKB/USDT_15m', '%-%-volume_ma-10_10_shift-2_OKB/USDT_15m', '%-%-macd-20_20_shift-2_OKB/USDT_15m',
|
||||
'%-%-macdsignal-20_20_shift-2_OKB/USDT_15m', '%-%-bb_width-20_20_shift-2_OKB/USDT_15m', '%-%-volume_ma-20_20_shift-2_OKB/USDT_15m', '%-%-macd-50_50_shift-2_OKB/USDT_15m',
|
||||
'%-%-macdsignal-50_50_shift-2_OKB/USDT_15m', '%-%-bb_width-50_50_shift-2_OKB/USDT_15m', '%-%-volume_ma-50_50_shift-2_OKB/USDT_15m', '%-%-macd-10_10_shift-3_OKB/USDT_15m',
|
||||
'%-%-macdsignal-10_10_shift-3_OKB/USDT_15m', '%-%-bb_width-10_10_shift-3_OKB/USDT_15m', '%-%-volume_ma-10_10_shift-3_OKB/USDT_15m', '%-%-macd-20_20_shift-3_OKB/USDT_15m',
|
||||
'%-%-macdsignal-20_20_shift-3_OKB/USDT_15m', '%-%-bb_width-20_20_shift-3_OKB/USDT_15m', '%-%-volume_ma-20_20_shift-3_OKB/USDT_15m', '%-%-macd-50_50_shift-3_OKB/USDT_15m',
|
||||
'%-%-macdsignal-50_50_shift-3_OKB/USDT_15m', '%-%-bb_width-50_50_shift-3_OKB/USDT_15m', '%-%-volume_ma-50_50_shift-3_OKB/USDT_15m', '%-%-macd-10_10_OKB/USDT_1h', '%-%-macdsignal-10_10_OKB/USDT_1h',
|
||||
'%-%-bb_width-10_10_OKB/USDT_1h', '%-%-volume_ma-10_10_OKB/USDT_1h', '%-%-macd-20_20_OKB/USDT_1h', '%-%-macdsignal-20_20_OKB/USDT_1h', '%-%-bb_width-20_20_OKB/USDT_1h',
|
||||
'%-%-volume_ma-20_20_OKB/USDT_1h', '%-%-macd-50_50_OKB/USDT_1h', '%-%-macdsignal-50_50_OKB/USDT_1h', '%-%-bb_width-50_50_OKB/USDT_1h', '%-%-volume_ma-50_50_OKB/USDT_1h',
|
||||
'%-%-macd-10_10_shift-1_OKB/USDT_1h', '%-%-macdsignal-10_10_shift-1_OKB/USDT_1h', '%-%-bb_width-10_10_shift-1_OKB/USDT_1h', '%-%-volume_ma-10_10_shift-1_OKB/USDT_1h',
|
||||
'%-%-macd-20_20_shift-1_OKB/USDT_1h', '%-%-macdsignal-20_20_shift-1_OKB/USDT_1h', '%-%-bb_width-20_20_shift-1_OKB/USDT_1h', '%-%-volume_ma-20_20_shift-1_OKB/USDT_1h',
|
||||
'%-%-macd-50_50_shift-1_OKB/USDT_1h', '%-%-macdsignal-50_50_shift-1_OKB/USDT_1h', '%-%-bb_width-50_50_shift-1_OKB/USDT_1h', '%-%-volume_ma-50_50_shift-1_OKB/USDT_1h',
|
||||
'%-%-macd-10_10_shift-2_OKB/USDT_1h', '%-%-macdsignal-10_10_shift-2_OKB/USDT_1h', '%-%-bb_width-10_10_shift-2_OKB/USDT_1h', '%-%-volume_ma-10_10_shift-2_OKB/USDT_1h',
|
||||
'%-%-macd-20_20_shift-2_OKB/USDT_1h', '%-%-macdsignal-20_20_shift-2_OKB/USDT_1h', '%-%-bb_width-20_20_shift-2_OKB/USDT_1h', '%-%-volume_ma-20_20_shift-2_OKB/USDT_1h',
|
||||
'%-%-macd-50_50_shift-2_OKB/USDT_1h', '%-%-macdsignal-50_50_shift-2_OKB/USDT_1h', '%-%-bb_width-50_50_shift-2_OKB/USDT_1h', '%-%-volume_ma-50_50_shift-2_OKB/USDT_1h',
|
||||
'%-%-macd-10_10_shift-3_OKB/USDT_1h', '%-%-macdsignal-10_10_shift-3_OKB/USDT_1h', '%-%-bb_width-10_10_shift-3_OKB/USDT_1h', '%-%-volume_ma-10_10_shift-3_OKB/USDT_1h',
|
||||
'%-%-macd-20_20_shift-3_OKB/USDT_1h', '%-%-macdsignal-20_20_shift-3_OKB/USDT_1h', '%-%-bb_width-20_20_shift-3_OKB/USDT_1h', '%-%-volume_ma-20_20_shift-3_OKB/USDT_1h',
|
||||
'%-%-macd-50_50_shift-3_OKB/USDT_1h', '%-%-macdsignal-50_50_shift-3_OKB/USDT_1h', '%-%-bb_width-50_50_shift-3_OKB/USDT_1h', '%-%-volume_ma-50_50_shift-3_OKB/USDT_1h']
|
||||
2025-05-06 04:23:19,092 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-06 04:23:19,093 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2024-12-31 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:19,161 - OKXRegressionStrategy - DEBUG - 周期 10 特征：['%-%-macd-10', '%-%-macdsignal-10', '%-%-bb_width-10', '%-%-volume_ma-10']
|
||||
2025-05-06 04:23:19,177 - OKXRegressionStrategy - DEBUG - 周期 20 特征：['%-%-macd-20', '%-%-macdsignal-20', '%-%-bb_width-20', '%-%-volume_ma-20']
|
||||
2025-05-06 04:23:19,194 - OKXRegressionStrategy - DEBUG - 周期 50 特征：['%-%-macd-50', '%-%-macdsignal-50', '%-%-bb_width-50', '%-%-volume_ma-50']
|
||||
2025-05-06 04:23:19,320 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-06 04:23:19,320 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2024-12-31 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:19,359 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_10
|
||||
2025-05-06 04:23:19,365 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_20
|
||||
2025-05-06 04:23:19,373 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_50
|
||||
2025-05-06 04:23:19,546 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-06 04:23:19,547 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:19,568 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_10
|
||||
2025-05-06 04:23:19,572 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_20
|
||||
2025-05-06 04:23:19,577 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_50
|
||||
2025-05-06 04:23:19,734 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-06 04:23:19,735 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:19,752 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_10
|
||||
2025-05-06 04:23:19,756 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_20
|
||||
2025-05-06 04:23:19,760 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_50
|
||||
2025-05-06 04:23:20,021 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-06 04:23:20,021 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2024-12-31 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:20,082 - OKXRegressionStrategy - DEBUG - 周期 10 特征：['%-%-macd-10', '%-%-macdsignal-10', '%-%-bb_width-10', '%-%-volume_ma-10']
|
||||
2025-05-06 04:23:20,097 - OKXRegressionStrategy - DEBUG - 周期 20 特征：['%-%-macd-20', '%-%-macdsignal-20', '%-%-bb_width-20', '%-%-volume_ma-20']
|
||||
2025-05-06 04:23:20,115 - OKXRegressionStrategy - DEBUG - 周期 50 特征：['%-%-macd-50', '%-%-macdsignal-50', '%-%-bb_width-50', '%-%-volume_ma-50']
|
||||
2025-05-06 04:23:20,296 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
|
||||
2025-05-06 04:23:20,297 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2024-12-31 19:50:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:20,333 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_10
|
||||
2025-05-06 04:23:20,339 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_20
|
||||
2025-05-06 04:23:20,345 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_50
|
||||
2025-05-06 04:23:20,583 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
|
||||
2025-05-06 04:23:20,584 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:20,605 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_10
|
||||
2025-05-06 04:23:20,609 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_20
|
||||
2025-05-06 04:23:20,614 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_50
|
||||
2025-05-06 04:23:20,859 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||||
2025-05-06 04:23:20,860 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-06 04:23:20,877 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_10
|
||||
2025-05-06 04:23:20,881 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_20
|
||||
2025-05-06 04:23:20,885 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_50
|
||||
2025-05-06 04:23:35,159 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743465600/cb_okb_1743465600
|
||||
2025-05-06 04:23:35,160 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-06 04:23:35,505 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 51 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-06 04:23:35,505 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-01 to 2025-03-31 --------------------
|
||||
2025-05-06 04:23:35,677 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-06 04:23:35,817 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 577 features
|
||||
2025-05-06 04:23:35,817 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34519 data points
|
||||
[99] validation_0-rmse:0.29984 validation_1-rmse:0.18813
|
||||
[199] validation_0-rmse:0.30154 validation_1-rmse:0.14371
|
||||
2025-05-06 04:26:29,861 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (174.70 secs) --------------------
|
||||
2025-05-06 04:26:30,080 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743465600/cb_okb_1743465600--s_close.html
|
||||
2025-05-06 04:26:30,080 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-06 04:26:30,214 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-06 04:26:30,227 - 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
|
||||
2025-05-06 04:26:30,228 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1744329600_prediction.feather
|
||||
2025-05-06 04:26:45,365 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1744329600/cb_okb_1744329600
|
||||
2025-05-06 04:26:45,365 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-06 04:26:45,664 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 12 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-06 04:26:45,665 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-11 to 2025-04-10 --------------------
|
||||
2025-05-06 04:26:45,833 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-06 04:26:45,973 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 577 features
|
||||
2025-05-06 04:26:45,974 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34550 data points
|
||||
[99] validation_0-rmse:0.30462 validation_1-rmse:0.17903
|
||||
[199] validation_0-rmse:0.30706 validation_1-rmse:0.13800
|
||||
2025-05-06 04:29:40,827 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (175.46 secs) --------------------
|
||||
2025-05-06 04:29:40,863 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1744329600/cb_okb_1744329600--s_close.html
|
||||
2025-05-06 04:29:40,863 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-06 04:29:40,955 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-06 04:29:41,148 - OKXRegressionStrategy - WARNING - ⚠️ 缺失目标列：['&-buy_rsi_pred']，尝试重新生成
|
||||
2025-05-06 04:29:41,149 - OKXRegressionStrategy - WARNING - ⚠️ 缺失预测列：['pred_upper', 'pred_lower']，尝试回退默认值
|
||||
2025-05-06 04:29:41,150 - OKXRegressionStrategy - DEBUG - 预测统计：均值=0.0000, 方差=0.0000
|
||||
2025-05-06 04:29:41,151 - OKXRegressionStrategy - WARNING - ⚠️ pred_upper 列全为 NaN，可能模型未加载成功
|
||||
2025-05-06 04:29:41,151 - OKXRegressionStrategy - DEBUG - 生成的列：['date', 'open', 'high', 'low', 'close', 'volume', 'rsi_10_10_OKB/USDT_3m', 'rsi_20_20_OKB/USDT_3m', 'rsi_50_50_OKB/USDT_3m',
|
||||
'rsi_10_10_OKB/USDT_5m', 'rsi_20_20_OKB/USDT_5m', 'rsi_50_50_OKB/USDT_5m', 'rsi_10_10_OKB/USDT_15m', 'rsi_20_20_OKB/USDT_15m', 'rsi_50_50_OKB/USDT_15m', 'rsi_10_10_OKB/USDT_1h',
|
||||
'rsi_20_20_OKB/USDT_1h', 'rsi_50_50_OKB/USDT_1h', 'rsi_10_10_BTC/USDT_3m', 'rsi_20_20_BTC/USDT_3m', 'rsi_50_50_BTC/USDT_3m', 'rsi_10_10_BTC/USDT_5m', 'rsi_20_20_BTC/USDT_5m', 'rsi_50_50_BTC/USDT_5m',
|
||||
'rsi_10_10_BTC/USDT_15m', 'rsi_20_20_BTC/USDT_15m', 'rsi_50_50_BTC/USDT_15m', 'rsi_10_10_BTC/USDT_1h', 'rsi_20_20_BTC/USDT_1h', 'rsi_50_50_BTC/USDT_1h', 'rsi_10_10_ETH/USDT_3m',
|
||||
'rsi_20_20_ETH/USDT_3m', 'rsi_50_50_ETH/USDT_3m', 'rsi_10_10_ETH/USDT_5m', 'rsi_20_20_ETH/USDT_5m', 'rsi_50_50_ETH/USDT_5m', 'rsi_10_10_ETH/USDT_15m', 'rsi_20_20_ETH/USDT_15m',
|
||||
'rsi_50_50_ETH/USDT_15m', 'rsi_10_10_ETH/USDT_1h', 'rsi_20_20_ETH/USDT_1h', 'rsi_50_50_ETH/USDT_1h', '&-s_close', '&-s_close_mean', '&-s_close_std', '&-roi_0', '&-roi_0_mean', '&-roi_0_std',
|
||||
'&-roi_15', '&-roi_15_mean', '&-roi_15_std', '&-roi_30', '&-roi_30_mean', '&-roi_30_std', '&-roi_0_pred', '&-roi_0_pred_mean', '&-roi_0_pred_std', '&-stoploss_pred', '&-stoploss_pred_mean',
|
||||
'&-stoploss_pred_std', 'do_predict', 'pred_upper', 'pred_lower']
|
||||
2025-05-06 04:29:41,152 - OKXRegressionStrategy - DEBUG - populate_indicators 完成
|
||||
2025-05-06 04:29:41,156 - OKXRegressionStrategy - DEBUG - ✅ 预测列已就绪：
|
||||
2025-05-06 04:29:41,159 - OKXRegressionStrategy - DEBUG - &-s_close pred_upper pred_lower
|
||||
0 0.0 NaN NaN
|
||||
1 0.0 NaN NaN
|
||||
2 0.0 NaN NaN
|
||||
3 0.0 NaN NaN
|
||||
4 0.0 NaN NaN
|
||||
2025-05-06 04:29:41,170 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-15 00:00:00 (14 days).
|
||||
2025-05-06 04:29:41,177 - OKXRegressionStrategy - DEBUG - 生成 67.0 个做多信号
|
||||
2025-05-06 04:29:41,370 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-06_04-29-41.meta.json"
|
||||
Result for strategy OKXRegressionStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKB/USDT │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
│ TOTAL │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
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% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OTHER │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
│ TOTAL │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ exit_signal │ 10 │ -0.19 │ -0.390 │ -0.04 │ 0:32:00 │ 6 0 4 60.0 │
|
||||
│ trailing_stop_loss │ 10 │ -0.66 │ -1.318 │ -0.13 │ 0:07:00 │ 2 0 8 20.0 │
|
||||
│ TOTAL │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
└────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ │ exit_signal │ 10 │ -0.19 │ -0.390 │ -0.04 │ 0:32:00 │ 6 0 4 60.0 │
|
||||
│ │ trailing_stop_loss │ 10 │ -0.66 │ -1.318 │ -0.13 │ 0:07:00 │ 2 0 8 20.0 │
|
||||
│ TOTAL │ │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │
|
||||
└───────────┴────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Metric ┃ Value ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Backtesting from │ 2025-04-01 00:00:00 │
|
||||
│ Backtesting to │ 2025-04-15 00:00:00 │
|
||||
│ Trading Mode │ Spot │
|
||||
│ Max open trades │ 1 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 20 / 1.43 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 998.293 USDT │
|
||||
│ Absolute profit │ -1.707 USDT │
|
||||
│ Total profit % │ -0.17% │
|
||||
│ CAGR % │ -4.36% │
|
||||
│ Sortino │ -25.57 │
|
||||
│ Sharpe │ -13.69 │
|
||||
│ Calmar │ -114.78 │
|
||||
│ SQN │ -2.19 │
|
||||
│ Profit factor │ 0.32 │
|
||||
│ Expectancy (Ratio) │ -0.09 (-0.41) │
|
||||
│ Avg. daily profit % │ -0.01% │
|
||||
│ Avg. stake amount │ 19.976 USDT │
|
||||
│ Total trade volume │ 798.613 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ OKB/USDT -0.17% │
|
||||
│ Worst Pair │ OKB/USDT -0.17% │
|
||||
│ Best trade │ OKB/USDT 1.00% │
|
||||
│ Worst trade │ OKB/USDT -2.36% │
|
||||
│ Best day │ 0.147 USDT │
|
||||
│ Worst day │ -0.949 USDT │
|
||||
│ Days win/draw/lose │ 3 / 1 / 4 │
|
||||
│ Avg. Duration Winners │ 0:32:00 │
|
||||
│ Avg. Duration Loser │ 0:12:00 │
|
||||
│ Max Consecutive Wins / Loss │ 3 / 6 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 997.97 USDT │
|
||||
│ Max balance │ 999.693 USDT │
|
||||
│ Max % of account underwater │ 0.20% │
|
||||
│ Absolute Drawdown (Account) │ 0.20% │
|
||||
│ Absolute Drawdown │ 2.03 USDT │
|
||||
│ Drawdown high │ -0.307 USDT │
|
||||
│ Drawdown low │ -2.03 USDT │
|
||||
│ Drawdown Start │ 2025-04-06 17:45:00 │
|
||||
│ Drawdown End │ 2025-04-10 15:42:00 │
|
||||
│ Market change │ 8.93% │
|
||||
└─────────────────────────────┴─────────────────────┘
|
||||
|
||||
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 ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKXRegressionStrategy │ 20 │ -0.43 │ -1.707 │ -0.17 │ 0:20:00 │ 8 0 12 40.0 │ 2.03 USDT 0.20% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴──────────────────┘
|
||||
Creating freqtrade_old_freqtrade_run ...
|
||||
Creating freqtrade_old_freqtrade_run ... done
|
||||
2025-05-07 10:51:57,668 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-07 10:51:57,890 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-07 10:51:59,365 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_my_hyperopt.json ...
|
||||
2025-05-07 10:51:59,367 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-07 10:51:59,368 - root - INFO - Logfile configured
|
||||
2025-05-07 10:51:59,368 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-07 10:51:59,369 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-07 10:51:59,369 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-07 10:51:59,369 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-07 10:51:59,370 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250415 ...
|
||||
2025-05-07 10:51:59,395 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-07 10:51:59,396 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-07 10:51:59,396 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ...
|
||||
2025-05-07 10:51:59,397 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-07 10:51:59,397 - freqtrade.configuration.configuration - INFO - Parameter --freqai-backtest-live-models detected ...
|
||||
2025-05-07 10:51:59,398 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250415
|
||||
2025-05-07 10:51:59,398 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-07 10:51:59,399 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-07 10:51:59,405 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-07 10:51:59,405 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-07 10:51:59,406 - freqtrade - ERROR - Configuration error: Using timerange parameter is not supported with --freqai-backtest-live-models parameter.
|
||||
Please make sure to review the documentation at https://www.freqtrade.io/en/stable.
|
||||
1
|
||||
|
||||
@ -1,80 +0,0 @@
|
||||
{
|
||||
"freqai": {
|
||||
"enabled": true,
|
||||
"identifier": "test175",
|
||||
"freqaimodel": "XGBoostRegressor",
|
||||
"model_path": "/freqtrade/user_data/models",
|
||||
"save_backtesting_prediction": true,
|
||||
"purge_old_models": true,
|
||||
"load_trained_model": true,
|
||||
"train_period_days": 90,
|
||||
"backtest_period_days": 10,
|
||||
"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,
|
||||
"random_state": 42
|
||||
},
|
||||
"model_training_parameters": {
|
||||
"n_estimators": 200,
|
||||
"learning_rate": 0.05,
|
||||
"max_depth": 6,
|
||||
"subsample": 0.8,
|
||||
"colsample_bytree": 0.8,
|
||||
"reg_alpha": 0.1,
|
||||
"reg_lambda": 1.0
|
||||
},
|
||||
"write_metrics_to_disk": false,
|
||||
"conv_width": 1,
|
||||
"expiration_hours": 0,
|
||||
"save_backtest_models": false,
|
||||
"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"
|
||||
]
|
||||
}
|
||||
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
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File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
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@ -1,17 +1,3 @@
|
||||
user_data/models/test175/
|
||||
├── backtesting_predictions
|
||||
│ ├── cb_okb_1743465600_prediction.feather
|
||||
│ └── cb_okb_1744329600_prediction.feather
|
||||
├── run_params.json
|
||||
├── sub-train-OKB_1743465600
|
||||
│ ├── cb_okb_1743465600--s_close.html
|
||||
│ ├── cb_okb_1743465600_metadata.json
|
||||
│ └── tensorboard
|
||||
│ └── events.out.tfevents.1746505415.249ec82ae279.1.0
|
||||
└── sub-train-OKB_1744329600
|
||||
├── cb_okb_1744329600--s_close.html
|
||||
├── cb_okb_1744329600_metadata.json
|
||||
└── tensorboard
|
||||
└── events.out.tfevents.1746505605.249ec82ae279.1.1
|
||||
user_data/models/test175/ [error opening dir]
|
||||
|
||||
6 directories, 9 files
|
||||
0 directories, 0 files
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user