多时间框架
This commit is contained in:
zhangkun9038@dingtalk.com
parent
9140e25e57
commit
ae443aa5f1
@ -293,11 +293,21 @@ class OKXRegressionStrategy(IStrategy):
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dataframe['bb_lower'] = lower
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# 添加高时间框架数据（例如 1h）
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dataframe_1h = None # 显式声明
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if self.config['timeframe'] != '1h':
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dataframe_1h = self.dp.get_analyzed_dataframe(metadata['pair'], '1h')[0]
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dataframe['trend_1h'] = dataframe_1h['close'].rolling(window=20).mean()
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# 确保 dataframe_1h 存在 'close' 列并且非空
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if dataframe_1h is not None and not dataframe_1h.empty and 'close' in dataframe_1h.columns:
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dataframe['trend_1h'] = dataframe_1h['close'].rolling(window=20).mean()
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else:
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# 回退到当前时间框架数据
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dataframe['trend_1h'] = dataframe['close'].rolling(window=20).mean()
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else:
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dataframe['trend_1h'] = dataframe['close'].rolling(window=20).mean()
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# 记录 1h 数据框信息
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logger.debug(f"dataframe_1h columns: {dataframe_1h.columns.tolist() if dataframe_1h is not None and not dataframe_1h.empty else '未使用'}")
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return dataframe
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222
output.log
222
output.log
@ -1,103 +1,103 @@
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Creating freqtrade_freqtrade_run ...
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Creating freqtrade_freqtrade_run ... done
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2025-05-04 11:58:28,633 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
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2025-05-04 11:58:28,848 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
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2025-05-04 11:58:30,260 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
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2025-05-04 11:58:30,262 - freqtrade.loggers - INFO - Enabling colorized output.
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2025-05-04 11:58:30,263 - root - INFO - Logfile configured
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2025-05-04 11:58:30,263 - freqtrade.loggers - INFO - Verbosity set to 0
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2025-05-04 11:58:30,264 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
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2025-05-04 11:58:30,264 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
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2025-05-04 11:58:30,265 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
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2025-05-04 11:58:30,265 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250407-20250415 ...
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2025-05-04 11:58:30,301 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
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2025-05-04 11:58:30,302 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
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2025-05-04 11:58:30,302 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
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2025-05-04 11:58:30,303 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250407-20250415
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2025-05-04 11:58:30,303 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
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2025-05-04 11:58:30,304 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
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2025-05-04 11:58:30,311 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
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2025-05-04 11:58:30,311 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2025-05-04 11:58:30,312 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-04 11:58:30,314 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
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2025-05-04 11:58:30,314 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2025-05-04 11:58:30,315 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
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2025-05-04 11:58:30,315 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
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2025-05-04 11:58:30,320 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
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2025-05-04 11:58:30,326 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
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2025-05-04 11:58:32,974 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
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2025-05-04 11:58:33,028 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
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2025-05-04 11:58:33,028 - freqtrade.strategy.hyper - INFO - Found no parameter file.
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2025-05-04 11:58:33,029 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
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2025-05-04 11:58:33,029 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
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2025-05-04 11:58:33,030 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2025-05-04 11:58:33,030 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
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2025-05-04 11:58:33,030 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
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2025-05-04 11:58:33,031 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
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2025-05-04 12:38:01,174 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
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2025-05-04 12:38:01,380 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
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2025-05-04 12:38:02,816 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
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2025-05-04 12:38:02,818 - freqtrade.loggers - INFO - Enabling colorized output.
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2025-05-04 12:38:02,818 - root - INFO - Logfile configured
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2025-05-04 12:38:02,819 - freqtrade.loggers - INFO - Verbosity set to 0
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2025-05-04 12:38:02,819 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
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2025-05-04 12:38:02,819 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
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2025-05-04 12:38:02,820 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
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2025-05-04 12:38:02,820 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250407-20250415 ...
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2025-05-04 12:38:02,846 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
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2025-05-04 12:38:02,846 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
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2025-05-04 12:38:02,847 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
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2025-05-04 12:38:02,847 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250407-20250415
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2025-05-04 12:38:02,848 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
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2025-05-04 12:38:02,849 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
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2025-05-04 12:38:02,855 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
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2025-05-04 12:38:02,856 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2025-05-04 12:38:02,856 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-04 12:38:02,858 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
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2025-05-04 12:38:02,859 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2025-05-04 12:38:02,859 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
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2025-05-04 12:38:02,859 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
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2025-05-04 12:38:02,864 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
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2025-05-04 12:38:02,870 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
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2025-05-04 12:38:05,789 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
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2025-05-04 12:38:05,841 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
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2025-05-04 12:38:05,842 - freqtrade.strategy.hyper - INFO - Found no parameter file.
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2025-05-04 12:38:05,842 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
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2025-05-04 12:38:05,843 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
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2025-05-04 12:38:05,843 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2025-05-04 12:38:05,843 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
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2025-05-04 12:38:05,844 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
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2025-05-04 12:38:05,844 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
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'minutes'}.
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2025-05-04 11:58:33,031 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
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2025-05-04 11:58:33,031 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
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2025-05-04 11:58:33,031 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
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2025-05-04 11:58:33,032 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
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2025-05-04 11:58:33,032 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
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2025-05-04 11:58:33,032 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
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2025-05-04 11:58:33,033 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
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2025-05-04 11:58:33,033 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
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2025-05-04 11:58:33,033 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
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2025-05-04 11:58:33,034 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
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2025-05-04 11:58:33,034 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
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2025-05-04 12:38:05,844 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
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2025-05-04 12:38:05,845 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
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2025-05-04 12:38:05,845 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
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2025-05-04 12:38:05,845 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
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2025-05-04 12:38:05,846 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
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2025-05-04 12:38:05,846 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
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2025-05-04 12:38:05,846 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
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2025-05-04 12:38:05,847 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
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2025-05-04 12:38:05,847 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
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2025-05-04 12:38:05,847 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
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2025-05-04 12:38:05,848 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
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'stoploss_on_exchange_interval': 60}
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2025-05-04 11:58:33,034 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
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2025-05-04 11:58:33,034 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
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2025-05-04 11:58:33,035 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
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2025-05-04 11:58:33,035 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
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2025-05-04 11:58:33,035 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
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2025-05-04 11:58:33,036 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
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2025-05-04 11:58:33,036 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
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2025-05-04 11:58:33,036 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
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2025-05-04 11:58:33,036 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
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2025-05-04 11:58:33,037 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
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2025-05-04 11:58:33,037 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
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2025-05-04 11:58:33,037 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
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2025-05-04 11:58:33,037 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
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2025-05-04 11:58:33,038 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
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2025-05-04 11:58:33,038 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-04 11:58:33,042 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
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2025-05-04 11:58:33,048 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
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2025-05-04 11:58:33,049 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
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2025-05-04 11:58:33,049 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
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2025-05-04 11:58:33,197 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-06 21:30:00 up to 2025-04-15 00:00:00 (98 days).
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2025-05-04 11:58:33,197 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
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2025-05-04 11:58:33,198 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
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2025-05-04 11:58:34,759 - matplotlib.font_manager - INFO - generated new fontManager
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2025-05-04 11:58:34,966 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
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2025-05-04 11:58:34,966 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
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2025-05-04 11:58:34,967 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
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2025-05-04 11:58:34,967 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT', 'TON/USDT']
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2025-05-04 11:58:34,968 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
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2025-05-04 11:58:34,968 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
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2025-05-04 11:58:34,969 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
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2025-05-04 11:58:34,969 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
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2025-05-04 11:58:34,970 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
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2025-05-04 11:58:34,975 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
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2025-05-04 11:58:34,976 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
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2025-05-04 11:58:34,977 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
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2025-05-04 12:38:05,848 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
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2025-05-04 12:38:05,848 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
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2025-05-04 12:38:05,849 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
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2025-05-04 12:38:05,849 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
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2025-05-04 12:38:05,849 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
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2025-05-04 12:38:05,850 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
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2025-05-04 12:38:05,850 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
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2025-05-04 12:38:05,850 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
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2025-05-04 12:38:05,851 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
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2025-05-04 12:38:05,851 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
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2025-05-04 12:38:05,851 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
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2025-05-04 12:38:05,852 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
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2025-05-04 12:38:05,852 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
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2025-05-04 12:38:05,852 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
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2025-05-04 12:38:05,853 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-04 12:38:05,857 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
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2025-05-04 12:38:05,862 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
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2025-05-04 12:38:05,863 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
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2025-05-04 12:38:05,863 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
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2025-05-04 12:38:06,006 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-06 21:30:00 up to 2025-04-15 00:00:00 (98 days).
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2025-05-04 12:38:06,007 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
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2025-05-04 12:38:06,008 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
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2025-05-04 12:38:07,597 - matplotlib.font_manager - INFO - generated new fontManager
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2025-05-04 12:38:07,798 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-04 12:38:07,799 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-04 12:38:07,799 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-04 12:38:07,799 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT', 'TON/USDT']
|
||||
2025-05-04 12:38:07,800 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
|
||||
2025-05-04 12:38:07,801 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
|
||||
2025-05-04 12:38:07,801 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
|
||||
2025-05-04 12:38:07,802 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
|
||||
2025-05-04 12:38:07,802 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-04 12:38:07,808 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 12:38:07,809 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 12:38:07,810 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743984000_prediction.feather
|
||||
2025-05-04 11:58:35,224 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 11:58:35,224 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 11:58:35,416 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 11:58:35,417 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 12:38:08,058 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 12:38:08,059 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 12:38:08,253 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 12:38:08,254 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning: DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
dataframe = dataframe.fillna(method="ffill").fillna(0)
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning: DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
dataframe = dataframe.fillna(method="ffill").fillna(0)
|
||||
2025-05-04 11:58:41,469 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000
|
||||
2025-05-04 11:58:41,470 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 11:58:41,593 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 11:58:41,594 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 11:58:41,650 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 11:58:41,702 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 11:58:41,702 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
2025-05-04 12:38:14,204 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000
|
||||
2025-05-04 12:38:14,205 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 12:38:14,334 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 12:38:14,334 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 12:38:14,391 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 12:38:14,444 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 12:38:14,444 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[0] validation_0-rmse:0.36629 validation_1-rmse:0.37143
|
||||
[1] validation_0-rmse:0.36088 validation_1-rmse:0.36593
|
||||
[2] validation_0-rmse:0.35557 validation_1-rmse:0.36052
|
||||
@ -398,13 +398,13 @@ Creating freqtrade_freqtrade_run ... done
|
||||
[297] validation_0-rmse:0.03425 validation_1-rmse:0.02814
|
||||
[298] validation_0-rmse:0.03423 validation_1-rmse:0.02811
|
||||
[299] validation_0-rmse:0.03422 validation_1-rmse:0.02808
|
||||
2025-05-04 11:59:48,077 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (66.61 secs) --------------------
|
||||
2025-05-04 11:59:48,295 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000--s_close.html
|
||||
2025-05-04 11:59:48,295 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 11:59:48,357 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 11:59:48,442 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 11:59:48,443 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 11:59:48,444 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
2025-05-04 12:41:04,061 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (169.86 secs) --------------------
|
||||
2025-05-04 12:41:04,283 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000--s_close.html
|
||||
2025-05-04 12:41:04,283 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 12:41:04,345 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 12:41:04,441 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 12:41:04,442 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 12:41:04,443 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1743984000_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
@ -414,13 +414,13 @@ DataFrame.fillna with 'method' is deprecated and will raise in a future version.
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 11:59:54,567 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000
|
||||
2025-05-04 11:59:54,568 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 11:59:54,684 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 11:59:54,685 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 11:59:54,741 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 11:59:54,791 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 11:59:54,791 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
2025-05-04 12:41:10,679 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000
|
||||
2025-05-04 12:41:10,680 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 12:41:10,811 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 12:41:10,812 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 12:41:10,870 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 12:41:10,921 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 12:41:10,922 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[0] validation_0-rmse:0.52241 validation_1-rmse:0.52534
|
||||
[1] validation_0-rmse:0.51462 validation_1-rmse:0.51751
|
||||
[2] validation_0-rmse:0.50695 validation_1-rmse:0.50980
|
||||
@ -721,12 +721,12 @@ DataFrame.fillna with 'method' is deprecated and will raise in a future version.
|
||||
[297] validation_0-rmse:0.03155 validation_1-rmse:0.02866
|
||||
[298] validation_0-rmse:0.03153 validation_1-rmse:0.02862
|
||||
[299] validation_0-rmse:0.03150 validation_1-rmse:0.02858
|
||||
2025-05-04 12:01:00,801 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (66.23 secs) --------------------
|
||||
2025-05-04 12:01:00,836 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000--s_close.html
|
||||
2025-05-04 12:01:00,836 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 12:01:00,894 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 12:01:00,976 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-07 00:00:00 up to 2025-04-15 00:00:00 (8 days).
|
||||
2025-05-04 12:01:01,168 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-04_12-01-01.meta.json"
|
||||
2025-05-04 12:44:08,729 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (178.05 secs) --------------------
|
||||
2025-05-04 12:44:08,769 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000--s_close.html
|
||||
2025-05-04 12:44:08,769 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 12:44:08,831 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 12:44:08,923 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-07 00:00:00 up to 2025-04-15 00:00:00 (8 days).
|
||||
2025-05-04 12:44:09,123 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-04_12-44-09.meta.json"
|
||||
Result for strategy OKXRegressionStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
|
||||
@ -1,111 +1,111 @@
|
||||
Creating freqtrade_freqtrade_run ...
|
||||
Creating freqtrade_freqtrade_run ... done
|
||||
2025-05-04 11:58:28,633 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-04 11:58:28,848 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-04 11:58:30,260 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
|
||||
2025-05-04 11:58:30,262 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-04 11:58:30,263 - root - INFO - Logfile configured
|
||||
2025-05-04 11:58:30,263 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-04 11:58:30,264 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-04 11:58:30,264 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-04 11:58:30,265 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-04 11:58:30,265 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250407-20250415 ...
|
||||
2025-05-04 11:58:30,301 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-04 11:58:30,302 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-04 11:58:30,302 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-04 11:58:30,303 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250407-20250415
|
||||
2025-05-04 11:58:30,303 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-04 11:58:30,304 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-04 11:58:30,311 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-04 11:58:30,311 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-04 11:58:30,312 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 11:58:30,314 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-04 11:58:30,314 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-04 11:58:30,315 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-04 11:58:30,315 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-04 11:58:30,320 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-04 11:58:30,326 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-04 11:58:32,974 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-04 11:58:33,028 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
|
||||
2025-05-04 11:58:33,028 - freqtrade.strategy.hyper - INFO - Found no parameter file.
|
||||
2025-05-04 11:58:33,029 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-04 11:58:33,029 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-04 11:58:33,030 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-04 11:58:33,030 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-04 11:58:33,030 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-04 11:58:33,031 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
2025-05-04 12:38:01,174 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-04 12:38:01,380 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-04 12:38:02,816 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
|
||||
2025-05-04 12:38:02,818 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-04 12:38:02,818 - root - INFO - Logfile configured
|
||||
2025-05-04 12:38:02,819 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-04 12:38:02,819 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-04 12:38:02,819 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-04 12:38:02,820 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-04 12:38:02,820 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250407-20250415 ...
|
||||
2025-05-04 12:38:02,846 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-04 12:38:02,846 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-04 12:38:02,847 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-04 12:38:02,847 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250407-20250415
|
||||
2025-05-04 12:38:02,848 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-04 12:38:02,849 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-04 12:38:02,855 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-04 12:38:02,856 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-04 12:38:02,856 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 12:38:02,858 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-04 12:38:02,859 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-04 12:38:02,859 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-04 12:38:02,859 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-04 12:38:02,864 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-04 12:38:02,870 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-04 12:38:05,789 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-04 12:38:05,841 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
|
||||
2025-05-04 12:38:05,842 - freqtrade.strategy.hyper - INFO - Found no parameter file.
|
||||
2025-05-04 12:38:05,842 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-04 12:38:05,843 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-04 12:38:05,843 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-04 12:38:05,843 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-04 12:38:05,844 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-04 12:38:05,844 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
'minutes'}.
|
||||
2025-05-04 11:58:33,031 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-04 11:58:33,031 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
|
||||
2025-05-04 11:58:33,031 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-04 11:58:33,032 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-04 11:58:33,032 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-04 11:58:33,032 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-04 11:58:33,033 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
|
||||
2025-05-04 11:58:33,033 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-04 11:58:33,033 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-04 11:58:33,034 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-04 11:58:33,034 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
2025-05-04 12:38:05,844 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-04 12:38:05,845 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
|
||||
2025-05-04 12:38:05,845 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-04 12:38:05,845 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-04 12:38:05,846 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-04 12:38:05,846 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-04 12:38:05,846 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
|
||||
2025-05-04 12:38:05,847 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-04 12:38:05,847 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-04 12:38:05,847 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-04 12:38:05,848 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
'stoploss_on_exchange_interval': 60}
|
||||
2025-05-04 11:58:33,034 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-04 11:58:33,034 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-04 11:58:33,035 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-04 11:58:33,035 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-04 11:58:33,035 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-04 11:58:33,036 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-04 11:58:33,036 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-04 11:58:33,036 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-04 11:58:33,036 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-04 11:58:33,037 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-04 11:58:33,037 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-04 11:58:33,037 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-04 11:58:33,037 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-04 11:58:33,038 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-04 11:58:33,038 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 11:58:33,042 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-04 11:58:33,048 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-04 11:58:33,049 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 11:58:33,049 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-04 11:58:33,197 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-06 21:30:00 up to 2025-04-15 00:00:00 (98 days).
|
||||
2025-05-04 11:58:33,197 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-04 11:58:33,198 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
|
||||
2025-05-04 11:58:34,759 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-04 11:58:34,966 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-04 11:58:34,966 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-04 11:58:34,967 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-04 11:58:34,967 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT', 'TON/USDT']
|
||||
2025-05-04 11:58:34,968 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
|
||||
2025-05-04 11:58:34,968 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
|
||||
2025-05-04 11:58:34,969 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
|
||||
2025-05-04 11:58:34,969 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
|
||||
2025-05-04 11:58:34,970 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-04 11:58:34,975 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 11:58:34,976 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 11:58:34,977 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
2025-05-04 12:38:05,848 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-04 12:38:05,848 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-04 12:38:05,849 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-04 12:38:05,849 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-04 12:38:05,849 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-04 12:38:05,850 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-04 12:38:05,850 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-04 12:38:05,850 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-04 12:38:05,851 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-04 12:38:05,851 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-04 12:38:05,851 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-04 12:38:05,852 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-04 12:38:05,852 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-04 12:38:05,852 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-04 12:38:05,853 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 12:38:05,857 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-04 12:38:05,862 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-04 12:38:05,863 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 12:38:05,863 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-04 12:38:06,006 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-06 21:30:00 up to 2025-04-15 00:00:00 (98 days).
|
||||
2025-05-04 12:38:06,007 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-04 12:38:06,008 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
|
||||
2025-05-04 12:38:07,597 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-04 12:38:07,798 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-04 12:38:07,799 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-04 12:38:07,799 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-04 12:38:07,799 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT', 'TON/USDT']
|
||||
2025-05-04 12:38:07,800 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
|
||||
2025-05-04 12:38:07,801 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
|
||||
2025-05-04 12:38:07,801 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
|
||||
2025-05-04 12:38:07,802 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
|
||||
2025-05-04 12:38:07,802 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-04 12:38:07,808 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 12:38:07,809 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 12:38:07,810 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743984000_prediction.feather
|
||||
2025-05-04 11:58:35,224 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 11:58:35,224 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 11:58:35,416 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 11:58:35,417 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 12:38:08,058 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 12:38:08,059 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 12:38:08,253 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 12:38:08,254 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning: DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
dataframe = dataframe.fillna(method="ffill").fillna(0)
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning: DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
dataframe = dataframe.fillna(method="ffill").fillna(0)
|
||||
2025-05-04 11:58:41,469 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000
|
||||
2025-05-04 11:58:41,470 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 11:58:41,593 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 11:58:41,594 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 11:58:41,650 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 11:58:41,702 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 11:58:41,702 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
2025-05-04 12:38:14,204 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000
|
||||
2025-05-04 12:38:14,205 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 12:38:14,334 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 12:38:14,334 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 12:38:14,391 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 12:38:14,444 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 12:38:14,444 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.09103 validation_1-rmse:0.09003
|
||||
2025-05-04 11:59:48,077 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (66.61 secs) --------------------
|
||||
2025-05-04 11:59:48,295 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000--s_close.html
|
||||
2025-05-04 11:59:48,295 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 11:59:48,357 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 11:59:48,442 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 11:59:48,443 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 11:59:48,444 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
2025-05-04 12:41:04,061 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (169.86 secs) --------------------
|
||||
2025-05-04 12:41:04,283 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000--s_close.html
|
||||
2025-05-04 12:41:04,283 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 12:41:04,345 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 12:41:04,441 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 12:41:04,442 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 12:41:04,443 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1743984000_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
@ -115,20 +115,20 @@ DataFrame.fillna with 'method' is deprecated and will raise in a future version.
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 11:59:54,567 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000
|
||||
2025-05-04 11:59:54,568 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 11:59:54,684 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 11:59:54,685 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 11:59:54,741 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 11:59:54,791 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 11:59:54,791 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
2025-05-04 12:41:10,679 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000
|
||||
2025-05-04 12:41:10,680 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 12:41:10,811 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 12:41:10,812 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 12:41:10,870 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 12:41:10,921 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 12:41:10,922 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.12193 validation_1-rmse:0.12248
|
||||
2025-05-04 12:01:00,801 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (66.23 secs) --------------------
|
||||
2025-05-04 12:01:00,836 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000--s_close.html
|
||||
2025-05-04 12:01:00,836 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 12:01:00,894 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 12:01:00,976 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-07 00:00:00 up to 2025-04-15 00:00:00 (8 days).
|
||||
2025-05-04 12:01:01,168 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-04_12-01-01.meta.json"
|
||||
2025-05-04 12:44:08,729 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (178.05 secs) --------------------
|
||||
2025-05-04 12:44:08,769 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000--s_close.html
|
||||
2025-05-04 12:44:08,769 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 12:44:08,831 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 12:44:08,923 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-07 00:00:00 up to 2025-04-15 00:00:00 (8 days).
|
||||
2025-05-04 12:44:09,123 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-04_12-44-09.meta.json"
|
||||
Result for strategy OKXRegressionStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
|
||||
@ -1 +0,0 @@
|
||||
{"OKXRegressionStrategy":{"run_id":"203132ae0c5df1caf5c9fd1791d1721147fe4890","backtest_start_time":1746359913,"timeframe":"3m","timeframe_detail":null,"backtest_start_ts":1743984000,"backtest_end_ts":1744675200}}
|
||||
File diff suppressed because one or more lines are too long
1
result/backtest-result-2025-05-04_12-44-09.meta.json
Normal file
1
result/backtest-result-2025-05-04_12-44-09.meta.json
Normal file
@ -0,0 +1 @@
|
||||
{"OKXRegressionStrategy":{"run_id":"ba6bbc90aba8ad2f31e1ac23d54cca8263b3b93d","backtest_start_time":1746362286,"timeframe":"3m","timeframe_detail":null,"backtest_start_ts":1743984000,"backtest_end_ts":1744675200}}
|
||||
@ -285,6 +285,29 @@ class OKXRegressionStrategy(IStrategy):
|
||||
if dataframe is None:
|
||||
dataframe = DataFrame()
|
||||
dataframe['ATR_{}'.format(self.atr_period.value)] = ta.ATR(dataframe['high'], dataframe['low'], dataframe['close'], timeperiod=self.atr_period.value)
|
||||
# 添加 RSI 和布林带指标
|
||||
dataframe['rsi'] = ta.RSI(dataframe['close'], timeperiod=14)
|
||||
upper, middle, lower = ta.BBANDS(dataframe['close'], timeperiod=20, nbdevup=2, nbdevdn=2)
|
||||
dataframe['bb_upper'] = upper
|
||||
dataframe['bb_middle'] = middle
|
||||
dataframe['bb_lower'] = lower
|
||||
|
||||
# 添加高时间框架数据（例如 1h）
|
||||
dataframe_1h = None # 显式声明
|
||||
if self.config['timeframe'] != '1h':
|
||||
dataframe_1h = self.dp.get_analyzed_dataframe(metadata['pair'], '1h')[0]
|
||||
# 确保 dataframe_1h 存在 'close' 列并且非空
|
||||
if dataframe_1h is not None and not dataframe_1h.empty and 'close' in dataframe_1h.columns:
|
||||
dataframe['trend_1h'] = dataframe_1h['close'].rolling(window=20).mean()
|
||||
else:
|
||||
# 回退到当前时间框架数据
|
||||
dataframe['trend_1h'] = dataframe['close'].rolling(window=20).mean()
|
||||
else:
|
||||
dataframe['trend_1h'] = dataframe['close'].rolling(window=20).mean()
|
||||
|
||||
# 记录 1h 数据框信息
|
||||
logger.debug(f"dataframe_1h columns: {dataframe_1h.columns.tolist() if dataframe_1h is not None and not dataframe_1h.empty else '未使用'}")
|
||||
|
||||
return dataframe
|
||||
|
||||
|
||||
@ -560,3 +583,39 @@ class OKXRegressionStrategy(IStrategy):
|
||||
except Exception as e:
|
||||
logger.error(f"FreqAI fit 失败：{str(e)}")
|
||||
raise
|
||||
def _callback_stop_loss(self, dataframe: DataFrame, metadata: dict, callback_percent: float = 0.015) -> DataFrame:
|
||||
"""
|
||||
回调止损逻辑：当价格从近期高点回撤超过指定百分比，
|
||||
并结合 RSI 或布林带信号，同时考虑高时间框架趋势。
|
||||
"""
|
||||
|
||||
# 计算滚动最高价（过去 N 根K线内的最高点）
|
||||
rolling_high_period = 20
|
||||
dataframe['rolling_high'] = dataframe['close'].rolling(window=rolling_high_period).max()
|
||||
|
||||
# 计算当前价格相对于最近高点的回撤比例
|
||||
dataframe['callback_ratio'] = (dataframe['close'] - dataframe['rolling_high']) / dataframe['rolling_high']
|
||||
|
||||
# 获取 RSI 和布林带信息
|
||||
rsi_overbought = 70
|
||||
dataframe['in_overbought'] = dataframe['rsi'] > rsi_overbought
|
||||
dataframe['below_bb_upper'] = dataframe['close'] < dataframe['bb_upper']
|
||||
|
||||
# 获取高时间框架趋势（1小时均线）
|
||||
dataframe['trend_up'] = dataframe['close'] > dataframe['trend_1h']
|
||||
dataframe['trend_down'] = dataframe['close'] < dataframe['trend_1h']
|
||||
|
||||
# 回调止损条件：
|
||||
# 1. 当前价格回撤超过设定的百分比
|
||||
# 2. RSI 处于超买状态 OR 价格跌破布林带上轨
|
||||
# 3. 当前处于下降趋势（高时间框架确认）
|
||||
callback_condition = (
|
||||
(dataframe['callback_ratio'] <= -callback_percent) &
|
||||
((dataframe['in_overbought'] | (~dataframe['below_bb_upper']))) &
|
||||
(dataframe['trend_down'])
|
||||
)
|
||||
|
||||
# 应用回调止损逻辑
|
||||
dataframe.loc[callback_condition, 'exit_long'] = 1
|
||||
|
||||
return dataframe
|
||||
@ -1,111 +1,111 @@
|
||||
Creating freqtrade_freqtrade_run ...
|
||||
Creating freqtrade_freqtrade_run ... done
|
||||
2025-05-04 11:58:28,633 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-04 11:58:28,848 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-04 11:58:30,260 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
|
||||
2025-05-04 11:58:30,262 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-04 11:58:30,263 - root - INFO - Logfile configured
|
||||
2025-05-04 11:58:30,263 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-04 11:58:30,264 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-04 11:58:30,264 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-04 11:58:30,265 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-04 11:58:30,265 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250407-20250415 ...
|
||||
2025-05-04 11:58:30,301 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-04 11:58:30,302 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-04 11:58:30,302 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-04 11:58:30,303 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250407-20250415
|
||||
2025-05-04 11:58:30,303 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-04 11:58:30,304 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-04 11:58:30,311 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-04 11:58:30,311 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-04 11:58:30,312 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 11:58:30,314 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-04 11:58:30,314 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-04 11:58:30,315 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-04 11:58:30,315 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-04 11:58:30,320 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-04 11:58:30,326 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-04 11:58:32,974 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-04 11:58:33,028 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
|
||||
2025-05-04 11:58:33,028 - freqtrade.strategy.hyper - INFO - Found no parameter file.
|
||||
2025-05-04 11:58:33,029 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-04 11:58:33,029 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-04 11:58:33,030 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-04 11:58:33,030 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-04 11:58:33,030 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-04 11:58:33,031 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
2025-05-04 12:38:01,174 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-04 12:38:01,380 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-04 12:38:02,816 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
|
||||
2025-05-04 12:38:02,818 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-04 12:38:02,818 - root - INFO - Logfile configured
|
||||
2025-05-04 12:38:02,819 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-04 12:38:02,819 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-04 12:38:02,819 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-04 12:38:02,820 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-04 12:38:02,820 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250407-20250415 ...
|
||||
2025-05-04 12:38:02,846 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-04 12:38:02,846 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-04 12:38:02,847 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-04 12:38:02,847 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250407-20250415
|
||||
2025-05-04 12:38:02,848 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-04 12:38:02,849 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-04 12:38:02,855 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-04 12:38:02,856 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-04 12:38:02,856 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 12:38:02,858 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-04 12:38:02,859 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-04 12:38:02,859 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-04 12:38:02,859 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-04 12:38:02,864 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-04 12:38:02,870 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-04 12:38:05,789 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-04 12:38:05,841 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
|
||||
2025-05-04 12:38:05,842 - freqtrade.strategy.hyper - INFO - Found no parameter file.
|
||||
2025-05-04 12:38:05,842 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-04 12:38:05,843 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-04 12:38:05,843 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-04 12:38:05,843 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-04 12:38:05,844 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-04 12:38:05,844 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
'minutes'}.
|
||||
2025-05-04 11:58:33,031 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-04 11:58:33,031 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
|
||||
2025-05-04 11:58:33,031 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-04 11:58:33,032 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-04 11:58:33,032 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-04 11:58:33,032 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-04 11:58:33,033 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
|
||||
2025-05-04 11:58:33,033 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-04 11:58:33,033 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-04 11:58:33,034 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-04 11:58:33,034 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
2025-05-04 12:38:05,844 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-04 12:38:05,845 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
|
||||
2025-05-04 12:38:05,845 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-04 12:38:05,845 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-04 12:38:05,846 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-04 12:38:05,846 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-04 12:38:05,846 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
|
||||
2025-05-04 12:38:05,847 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-04 12:38:05,847 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-04 12:38:05,847 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-04 12:38:05,848 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
'stoploss_on_exchange_interval': 60}
|
||||
2025-05-04 11:58:33,034 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-04 11:58:33,034 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-04 11:58:33,035 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-04 11:58:33,035 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-04 11:58:33,035 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-04 11:58:33,036 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-04 11:58:33,036 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-04 11:58:33,036 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-04 11:58:33,036 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-04 11:58:33,037 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-04 11:58:33,037 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-04 11:58:33,037 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-04 11:58:33,037 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-04 11:58:33,038 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-04 11:58:33,038 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 11:58:33,042 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-04 11:58:33,048 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-04 11:58:33,049 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 11:58:33,049 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-04 11:58:33,197 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-06 21:30:00 up to 2025-04-15 00:00:00 (98 days).
|
||||
2025-05-04 11:58:33,197 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-04 11:58:33,198 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
|
||||
2025-05-04 11:58:34,759 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-04 11:58:34,966 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-04 11:58:34,966 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-04 11:58:34,967 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-04 11:58:34,967 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT', 'TON/USDT']
|
||||
2025-05-04 11:58:34,968 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
|
||||
2025-05-04 11:58:34,968 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
|
||||
2025-05-04 11:58:34,969 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
|
||||
2025-05-04 11:58:34,969 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
|
||||
2025-05-04 11:58:34,970 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-04 11:58:34,975 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 11:58:34,976 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 11:58:34,977 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
2025-05-04 12:38:05,848 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-04 12:38:05,848 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-04 12:38:05,849 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-04 12:38:05,849 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-04 12:38:05,849 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-04 12:38:05,850 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-04 12:38:05,850 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-04 12:38:05,850 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-04 12:38:05,851 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-04 12:38:05,851 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-04 12:38:05,851 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-04 12:38:05,852 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-04 12:38:05,852 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-04 12:38:05,852 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-04 12:38:05,853 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 12:38:05,857 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-04 12:38:05,862 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-04 12:38:05,863 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 12:38:05,863 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-04 12:38:06,006 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-06 21:30:00 up to 2025-04-15 00:00:00 (98 days).
|
||||
2025-05-04 12:38:06,007 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-04 12:38:06,008 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
|
||||
2025-05-04 12:38:07,597 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-04 12:38:07,798 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-04 12:38:07,799 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-04 12:38:07,799 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-04 12:38:07,799 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT', 'TON/USDT']
|
||||
2025-05-04 12:38:07,800 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
|
||||
2025-05-04 12:38:07,801 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
|
||||
2025-05-04 12:38:07,801 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
|
||||
2025-05-04 12:38:07,802 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
|
||||
2025-05-04 12:38:07,802 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-04 12:38:07,808 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 12:38:07,809 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 12:38:07,810 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743984000_prediction.feather
|
||||
2025-05-04 11:58:35,224 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 11:58:35,224 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 11:58:35,416 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 11:58:35,417 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 12:38:08,058 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 12:38:08,059 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 12:38:08,253 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 12:38:08,254 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning: DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
dataframe = dataframe.fillna(method="ffill").fillna(0)
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning: DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
dataframe = dataframe.fillna(method="ffill").fillna(0)
|
||||
2025-05-04 11:58:41,469 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000
|
||||
2025-05-04 11:58:41,470 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 11:58:41,593 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 11:58:41,594 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 11:58:41,650 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 11:58:41,702 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 11:58:41,702 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
2025-05-04 12:38:14,204 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000
|
||||
2025-05-04 12:38:14,205 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 12:38:14,334 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 12:38:14,334 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 12:38:14,391 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 12:38:14,444 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 12:38:14,444 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.09103 validation_1-rmse:0.09003
|
||||
2025-05-04 11:59:48,077 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (66.61 secs) --------------------
|
||||
2025-05-04 11:59:48,295 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000--s_close.html
|
||||
2025-05-04 11:59:48,295 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 11:59:48,357 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 11:59:48,442 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 11:59:48,443 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 11:59:48,444 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
2025-05-04 12:41:04,061 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (169.86 secs) --------------------
|
||||
2025-05-04 12:41:04,283 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000--s_close.html
|
||||
2025-05-04 12:41:04,283 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 12:41:04,345 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 12:41:04,441 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 12:41:04,442 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 12:41:04,443 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1743984000_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
@ -115,20 +115,20 @@ DataFrame.fillna with 'method' is deprecated and will raise in a future version.
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 11:59:54,567 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000
|
||||
2025-05-04 11:59:54,568 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 11:59:54,684 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 11:59:54,685 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 11:59:54,741 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 11:59:54,791 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 11:59:54,791 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
2025-05-04 12:41:10,679 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000
|
||||
2025-05-04 12:41:10,680 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 12:41:10,811 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 12:41:10,812 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 12:41:10,870 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 12:41:10,921 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 12:41:10,922 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.12193 validation_1-rmse:0.12248
|
||||
2025-05-04 12:01:00,801 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (66.23 secs) --------------------
|
||||
2025-05-04 12:01:00,836 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000--s_close.html
|
||||
2025-05-04 12:01:00,836 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 12:01:00,894 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 12:01:00,976 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-07 00:00:00 up to 2025-04-15 00:00:00 (8 days).
|
||||
2025-05-04 12:01:01,168 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-04_12-01-01.meta.json"
|
||||
2025-05-04 12:44:08,729 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (178.05 secs) --------------------
|
||||
2025-05-04 12:44:08,769 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000--s_close.html
|
||||
2025-05-04 12:44:08,769 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 12:44:08,831 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 12:44:08,923 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-07 00:00:00 up to 2025-04-15 00:00:00 (8 days).
|
||||
2025-05-04 12:44:09,123 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-04_12-44-09.meta.json"
|
||||
Result for strategy OKXRegressionStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user