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:
parent
a74000e3ba
commit
a4ba750eaa
@ -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"
|
||||
|
||||
@ -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"
|
||||
}
|
||||
@ -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)
|
||||
|
||||
@ -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
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user