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

入场最短间隔时间用hyperopt优化

Browse Source
This commit is contained in:
zhangkun9038@dingtalk.com 2025-12-22 11:15:51 +08:00
parent a155540533
commit a22a4da63c
1 changed files with 7 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

12
freqtrade/templates/freqaiprimer.py
View File

@ -45,12 +45,11 @@ class FreqaiPrimer(IStrategy):
# 格式: {pair: timestamp}
self._volatility_timestamp = {}
self._volatility_cache = {}
self._volatility_update_interval = 3600 # 波动系数更新间隔（秒），设置为1小时
self._volatility_update_interval = 1200 # 波动系数更新间隔（秒），设置为1小时
# 入场间隔控制：记录每个交易对最近一次入场的时间
# 格式: {pair: datetime}
self._last_entry_time = {}
self._entry_interval_minutes = 42 # 两次入场至少间隔4 2分钟
# 只用于adjust_trade_position方法的波动系数获取
def get_volatility_coefficient(self, pair: str) -> float:
@ -242,6 +241,9 @@ class FreqaiPrimer(IStrategy):
h1_max_candles = IntParameter(100, 300, default=200, optimize=True, load=True, space='buy')
h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.11, optimize=True, load=True, space='buy')
h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=True, load=True, space='buy')
# 入场间隔控制参数（分钟）
entry_interval_minutes = IntParameter(20, 200, default=42, optimize=True, load=True, space='buy')
# 定义可优化参数
# 初始入场金额: 75.00
@ -659,12 +661,12 @@ class FreqaiPrimer(IStrategy):
# 仅对多头交易进行检查
if side == 'long':
# 检查1：入场间隔控制（42分钟）
# 检查1：入场间隔控制（使用hyperopt参数）
if pair in self._last_entry_time:
last_entry = self._last_entry_time[pair]
time_diff = (current_time - last_entry).total_seconds() * 0.0166666667 # 转换为分钟（使用乘法避免除法）
if time_diff < self._entry_interval_minutes:
logger.info(f"[{pair}] 入场间隔不足: 距离上次入场 {time_diff:.1f}分钟 < {self._entry_interval_minutes}分钟，取消本次入场")
if time_diff < self.entry_interval_minutes.value:
logger.info(f"[{pair}] 入场间隔不足: 距离上次入场 {time_diff:.1f}分钟 < {self.entry_interval_minutes.value}分钟，取消本次入场")
allow_trade = False
# 检查2：检查是否处于剧烈拉升的不稳固区域