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Ubuntu 2025-08-13 09:05:05 +08:00
parent 5b3ac4e374
commit ad73d9a4ed
1 changed files with 11 additions and 40 deletions
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51
freqtrade/templates/freqaiprimer.py
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@ -406,18 +406,12 @@ class FreqaiPrimer(IStrategy):
trend_score = self.get_market_trend(dataframe=dataframe, metadata=metadata)
# 动态调整成交量和 RSI 阈值
# 使用 Hyperopt 参数动态调整成交量 Z 分数阈值
volume_z_score_min = self.buy_params['volume_z_score_min']
volume_z_score_max = self.buy_params['volume_z_score_max']
volume_z_score_min = 0.5
volume_z_score_max = 1.5
volume_z_score_threshold = self.linear_map(trend_score, 0, 100, volume_z_score_max, volume_z_score_min)
logger.info(f"[{pair}] 动态调整成交量 Z 分数阈值：{volume_z_score_threshold:.2f} (趋势得分: {trend_score})")
# 使用 Hyperopt 参数动态调整 RSI 阈值
rsi_min = self.buy_params['rsi_min']
rsi_max = self.buy_params['rsi_max']
rsi_min = 35
rsi_max = 55
rsi_threshold = self.linear_map(trend_score, 0, 100, rsi_max, rsi_min)
logger.info(f"[{pair}] 动态调整 RSI 阈值：{rsi_threshold:.2f} (趋势得分: {trend_score})")
logger.info(f"[{pair}] 动态调整 RSI 阈值：{rsi_threshold:.2f} (趋势得分: {trend_score})")
stochrsi_min = 25
stochrsi_max = 45
stochrsi_threshold = self.linear_map(trend_score, 0, 100, stochrsi_max, stochrsi_min)
@ -569,18 +563,10 @@ class FreqaiPrimer(IStrategy):
# 综合卖出条件：根据 trend_score 调整逻辑
#如果趋势得分为100，拒绝退出
# 当趋势得分为 100 时，完全禁止出场
trend_top_threshold = 100
if trend_score >= trend_top_threshold:
logger.info(f"[{pair}] 趋势得分为 {trend_score}，完全禁止出场")
if trend_score > 92:
logger.info(f"[{pair}] 趋势得分为100，拒绝退出")
return dataframe
# 动态调整 sell_threshold，趋势越强，阈值越高
sell_threshold_multiplier = self.linear_map(trend_score, 0, 100, 1.0, 1.5)
self.sell_threshold *= sell_threshold_multiplier
logger.info(f"[{pair}] 动态调整卖出阈值：{self.sell_threshold:.4f} (趋势得分: {trend_score})")
trend_sell_threshold = 85
if trend_score > trend_sell_threshold:
sell_condition = (cond1 & cond2) | (cond1 & cond3) | (cond2 & cond3) # 中等趋势，至少两个条件满足
@ -615,26 +601,11 @@ class FreqaiPrimer(IStrategy):
def buy_space(self):
return [
# Buy thresholds
DecimalParameter(-0.1, -0.01, name="buy_threshold_min", default=-0.035, decimals=3),
DecimalParameter(-0.02, -0.001, name="buy_threshold_max", default=-0.001, decimals=3),
# Add position threshold
DecimalParameter(-0.05, -0.01, name="add_position_threshold", default=-0.021, decimals=3),
# Cooldown period (in minutes)
IntParameter(1, 10, name="cooldown_period_minutes", default=9),
# Maximum entry position adjustments
IntParameter(1, 3, name="max_entry_position_adjustment", default=3),
# Volume Z-score thresholds
DecimalParameter(0.3, 0.6, name="volume_z_score_min", default=0.5, decimals=2),
DecimalParameter(1.0, 1.8, name="volume_z_score_max", default=1.5, decimals=2),
# RSI thresholds
IntParameter(30, 40, name="rsi_min", default=35),
IntParameter(50, 70, name="rsi_max", default=55)
DecimalParameter(-0.1, -0.01, name="buy_threshold_min"),
DecimalParameter(-0.02, -0.001, name="buy_threshold_max"),
DecimalParameter(-0.05, -0.01, name="add_position_threshold", default=-0.02),
IntParameter(1, 10, name="cooldown_period_minutes", default=5),
IntParameter(1, 3, name="max_entry_position_adjustment", default=2)
]
def sell_space(self):