hyperopted from 0601 to 0610 这个时间短段得到的结果 普适性好

This commit is contained in:
zhangkun9038@dingtalk.com 2025-09-08 11:26:37 +08:00
parent a74000e3ba
commit a4ba750eaa
4 changed files with 34 additions and 58 deletions

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@ -17,6 +17,9 @@ services:
# context: .
# dockerfile: "./docker/Dockerfile.custom"
restart: always
extra_hosts:
- "www.okx.com:104.18.43.174" # 域名:IP 格式
- "api.okx.com:104.18.43.174" # 域名:IP 格式
container_name: freqtrade
volumes:
- "./user_data:/freqtrade/user_data"

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@ -5,65 +5,35 @@
"stoploss": {
"stoploss": -0.14
},
"max_open_trades": {
"max_open_trades": 5
},
"buy": {
"ADD_POSITION_THRESHOLD": -0.021,
"BUY_THRESHOLD_MAX": -0.001,
"BUY_THRESHOLD_MIN": -0.035,
"COOLDOWN_PERIOD_MINUTES": 9,
"MAX_ENTRY_POSITION_ADJUSTMENT": 3
},
"sell": {
"EXIT_POSITION_RATIO": 0.472,
"SELL_THRESHOLD_MAX": 0.065,
"SELL_THRESHOLD_MIN": 0.002,
"TRAILING_STOP_DISTANCE": 0.0125,
"TRAILING_STOP_START": 0.045
},
"protection": {},
"model_training_parameters": {
"price_value_divergence": {
"model": "LightGBMRegressor",
"model_params": {
"n_estimators": 200,
"learning_rate": 0.05,
"num_leaves": 31,
"verbose": -1
}
},
"optimal_first_length": {
"model": "LightGBMClassifier",
"model_params": {
"n_estimators": 150,
"learning_rate": 0.1,
"num_leaves": 15,
"max_depth": 8,
"min_child_samples": 10,
"class_weight": "balanced",
"verbose": -1
}
},
"volatility_forecast": {
"model": "LightGBMRegressor",
"model_params": {
"n_estimators": 180,
"learning_rate": 0.08,
"num_leaves": 25,
"max_depth": 6,
"verbose": -1
}
}
},
"trailing": {
"trailing_stop": true,
"trailing_stop_positive": 0.0125,
"trailing_stop_positive_offset": 0.045,
"trailing_only_offset_is_reached": false
}
},
"max_open_trades": {
"max_open_trades": 5
},
"buy": {
"bb_length": 17,
"bb_lower_deviation": 1.04,
"bb_std": 1.8,
"bb_width_threshold": 0.012,
"h1_max_candles": 108,
"h1_max_consecutive_candles": 2,
"h1_rapid_rise_threshold": 0.109,
"min_condition_count": 2,
"rsi_bull_threshold": 46,
"rsi_length": 19,
"rsi_overbought": 60,
"rsi_oversold": 49,
"stochrsi_bull_threshold": 37,
"stochrsi_neutral_threshold": 23,
"volume_multiplier": 1.5
},
"sell": {},
"protection": {}
},
"ft_stratparam_v": 1,
"export_time": "2025-08-14 06:30:51.352733+00:00"
}
"export_time": "2025-09-08 03:00:52.051003+00:00"
}

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@ -604,6 +604,9 @@ class FreqaiPrimer(IStrategy):
# 获取初始入场价格和当前价格的差值百分比
initial_price = trade.open_rate
# 防止除零错误如果initial_price为0则返回不加仓
if initial_price == 0:
return 0.0
price_diff_pct = (current_rate - initial_price) / initial_price
# 检查价格回调是否达到加仓间隔0.047

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@ -244,7 +244,7 @@ docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \
--strategy-path /freqtrade/templates \
--timerange ${START_DATE}-${END_DATE} \
-e 100 \
-j 4 \
--hyperopt-loss SharpeHyperOptLoss \
--spaces buy sell trailing \
-j 2 \
--hyperopt-loss SharpeHyperOptLossDaily \
--spaces buy \
--fee 0.0016