From 9f1a91c79ffc19d6f19238c6642d36dbbcc59495 Mon Sep 17 00:00:00 2001 From: Ubuntu Date: Sat, 14 Feb 2026 02:25:54 +0800 Subject: [PATCH] =?UTF-8?q?=E8=BF=99=E4=B8=AA=E7=9B=AE=E5=89=8D=E6=98=AF?= =?UTF-8?q?=E6=9C=80=E4=BC=98=E8=A7=A3+1?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- config_examples/live.json | 18 ++--------- .../live_XGBoostRegressorMultiTarget.json | 30 +++++++++---------- 2 files changed, 17 insertions(+), 31 deletions(-) diff --git a/config_examples/live.json b/config_examples/live.json index 910680c9..6d83965d 100644 --- a/config_examples/live.json +++ b/config_examples/live.json @@ -19,9 +19,6 @@ "timeout": 20000 }, "pair_whitelist": [ - "AAVE/USDT", - "ADA/USDT", - "ASTER/USDT", "AVAX/USDT", "BCH/USDT", "BNB/USDT", @@ -29,25 +26,14 @@ "DOGE/USDT", "ETH/USDT", "FIL/USDT", - "HYPE/USDT", "IP/USDT", - "KITE/USDT", - "LINK/USDT", "LTC/USDT", - "PENGU/USDT", "PEPE/USDT", - "PI/USDT", - "PUMP/USDT", - "SNX/USDT", "SOL/USDT", "SUI/USDT", - "TON/USDT", - "TRX/USDT", - "UNI/USDT", - "USDG/USDT", - "WLFI/USDT", + "TRB/USDT", + "TRUMP/USDT", "XAUT/USDT", - "XPL/USDT", "XRP/USDT" ], "pair_blacklist": [ diff --git a/config_examples/live_XGBoostRegressorMultiTarget.json b/config_examples/live_XGBoostRegressorMultiTarget.json index acb83f11..c1823105 100644 --- a/config_examples/live_XGBoostRegressorMultiTarget.json +++ b/config_examples/live_XGBoostRegressorMultiTarget.json @@ -1,5 +1,5 @@ { - "dryrun": false; + "dryrun": false, "exchange": { "name": "okx", "key": "cbda9fde-b9e3-4a2d-94f9-e5c3705dfb5c", @@ -83,11 +83,11 @@ "live_retrain_hours": 2, "outlier_detection": { "method": "IsolationForest", - "contamination": 0.15 // 适度提高异常值检测阈值,过滤更多噪声 + "contamination": 0.15 }, "feature_selection": { "method": "recursive_elimination", - "feature_number": 20 // 限制特征数量,避免维度爆炸导致过拟合 + "feature_number": 20 }, "feature_parameters": { "include_timeframes": [ @@ -102,32 +102,32 @@ ], "outlier_protection_percentage": 0.1, "label_period_candles": 100, - "include_shifted_candles": 2, // 减少移位蜡烛数,降低特征冗余 + "include_shifted_candles": 2, "DI_threshold": 0.5, "weight_factor": 0.9, - "principal_component_analysis": true, // 开启PCA降维,减少特征维度 + "principal_component_analysis": true, "use_SVM_to_remove_outliers": true, "indicator_periods_candles": [ 10, 20, - 50 // 减少指标周期数,避免特征过多 + 50 ], "plot_feature_importances": 10 }, "data_split_parameters": { - "test_size": 0.2, // 增大测试集比例,更严格验证模型泛化能力 + "test_size": 0.2, "shuffle": false }, "model_training_parameters": { - "n_estimators": 200, // 减少树的数量,降低模型复杂度 - "learning_rate": 0.05, // 适度提高学习率,加快收敛且避免过拟合 - "max_depth": 5, // 降低树深度,核心缓解过拟合 - "min_child_weight": 3, // 提高子节点最小权重,避免拟合噪声 - "subsample": 0.7, // 降低样本采样率,增强正则化 - "colsample_bytree": 0.7, // 降低特征采样率,避免过拟合 + "n_estimators": 200, + "learning_rate": 0.05, + "max_depth": 5, + "min_child_weight": 3, + "subsample": 0.7, + "colsample_bytree": 0.7, "verbosity": 0, - "reg_alpha": 0.1, // 新增L1正则化,限制权重 - "reg_lambda": 1.0 // 新增L2正则化,核心缓解过拟合 + "reg_alpha": 0.1, + "reg_lambda": 1.0 } }, "fee": 0.0008,