diff --git a/config_examples/8f4c374e6b1b993b493d29202dbf28e6b59ccf61-4e7e5f23638ea53874c913e30bcc979e82d49b45.diff b/config_examples/8f4c374e6b1b993b493d29202dbf28e6b59ccf61-4e7e5f23638ea53874c913e30bcc979e82d49b45.diff deleted file mode 100644 index 20707720..00000000 --- a/config_examples/8f4c374e6b1b993b493d29202dbf28e6b59ccf61-4e7e5f23638ea53874c913e30bcc979e82d49b45.diff +++ /dev/null @@ -1,121 +0,0 @@ -diff --git a/config_examples/config_freqai.okx.json b/config_examples/config_freqai.okx.json -index 259459e..c2693fc 100644 ---- a/config_examples/config_freqai.okx.json -+++ b/config_examples/config_freqai.okx.json -@@ -5,11 +5,10 @@ - "max_open_trades": 4, - "stake_currency": "USDT", - "stake_amount": 150, -- "startup_candle_count": 30, - "tradable_balance_ratio": 1, - "fiat_display_currency": "USD", - "dry_run": true, -- "timeframe": "5m", -+ "timeframe": "3m", - "dry_run_wallet": 1000, - "cancel_open_orders_on_exit": true, - "stoploss": -0.05, -@@ -24,21 +23,21 @@ - "enable_ws": false, - "ccxt_config": { - "enableRateLimit": true, -- "rateLimit": 800, -+ "rateLimit": 500, - "options": { - "defaultType": "spot" - } - }, - "ccxt_async_config": { - "enableRateLimit": true, -- "rateLimit": 800, -+ "rateLimit": 500, - "timeout": 20000 - }, - "pair_whitelist": [ -- "OKB/USDT", -- "DOT/USDT", -+ "BTC/USDT", - "SOL/USDT" -- ] -+ ], -+ "pair_blacklist": [] - }, - "entry_pricing": { - "price_side": "same", -@@ -65,47 +64,37 @@ - "data_kitchen": { - "fillna": "ffill" - }, -- "freqaimodel": "CatboostClassifier", -- "purge_old_models": 2, -- "identifier": "test175", -- "train_period_days": 30, -- "backtest_period_days": 10, -+ "freqaimodel": "XGBoostRegressor", -+ "model_training_parameters": { -+ "n_estimators": 100, -+ "learning_rate": 0.05, -+ "max_depth": 5 -+ }, -+ "train_period_days": 180, -+ "backtest_period_days": 60, - "live_retrain_hours": 0, - "feature_selection": { - "method": "recursive_elimination" - }, - "feature_parameters": { -- "include_timeframes": [ -- "5m", -- "1h" -- ], -- "include_corr_pairlist": [ -- "BTC/USDT", -- "ETH/USDT" -- ], -- "label_period_candles": 12, -- "include_shifted_candles": 3, -- "DI_threshold": 0.9, -+ "include_timeframes": ["15m"], -+ "include_corr_pairlist": ["BTC/USDT"], -+ "label_period_candles": 10, -+ "include_shifted_candles": 1, -+ - "weight_factor": 0.9, - "principal_component_analysis": false, - "use_SVM_to_remove_outliers": false, -- "indicator_periods_candles": [ -- 10, -- 20, -- 50 -- ], -- "plot_feature_importances": 0 -+ "indicator_periods_candles": [14], - }, - "data_split_parameters": { -- "test_size": 0.2, -- "shuffle": false, -+ "test_size": 0.2 - }, -- "model_training_parameters": { -- "n_estimators": 100, -- "learning_rate": 0.1, -- "num_leaves": 15, -- "verbose": -1 -- } -+ "model_training_parameters": { -+ "n_estimators": 100, -+ "learning_rate": 0.05, -+ "max_depth": 5 -+ } - }, - "api_server": { - "enabled": true, -@@ -123,7 +112,7 @@ - "initial_state": "running", - "force_entry_enable": false, - "internals": { -- "process_throttle_secs": 10, -+ "process_throttle_secs": 5, - "heartbeat_interval": 20, - "loglevel": "DEBUG" - } diff --git a/config_examples/aienhance_config.json b/config_examples/aienhance_config.json deleted file mode 100644 index af253ca6..00000000 --- a/config_examples/aienhance_config.json +++ /dev/null @@ -1,105 +0,0 @@ -{ - "max_open_trades": 3, - "stake_currency": "USDT", - "stake_amount": 150, - "startup_candle_count": 30, - "tradable_balance_ratio": 1, - "fiat_display_currency": "USD", - "dry_run": true, - "timeframe": "3m", - "dry_run_wallet": 1000, - "cancel_open_orders_on_exit": true, - "stoploss": -0.05, - "unfilledtimeout": { - "entry": 5, - "exit": 15 - }, - "timeframe": "5m", - "exchange": { - "name": "okx", - "key": "your_api_key", - "secret": "your_api_secret", - "password": "your_api_password", - "type": "spot", - "enable_ws": false, - "ccxt_config": { - "enableRateLimit": true, - "rateLimit": 500, - "options": { - "defaultType": "spot" - } - }, - "ccxt_async_config": { - "enableRateLimit": true, - "rateLimit": 500, - "timeout": 20000 - }, - "pair_whitelist": [ - "BTC/USDT", - "SOL/USDT" - ], - "pair_blacklist": [] - }, - "entry_pricing": { - "price_side": "same", - "use_order_book": true, - "order_book_top": 1, - "price_last_balance": 0.0, - "check_depth_of_market": { - "enabled": false, - "bids_to_ask_delta": 1 - } - }, - "exit_pricing": { - "price_side": "other", - "use_order_book": true, - "order_book_top": 1 - }, - "pairlists": [ - { - "method": "StaticPairList" - } - ], - "strategy": "AIEnhancedStrategy", - "freqai": { - "enabled": true, - "live_retrain_hours": 1, - "data_kitchen_path": "freqai/data_kitchen/", - "purge_old_data_seconds": 86400, - "feature_parameters": { - "include_timeframes": ["5m", "15m", "1h"], - "include_corr_pairlist": ["BTC/USDT", "ETH/USDT"], - "include_shifted_candles": 2, - "indicator_periods_candles": [10, 20, 50], - "plot_feature_importances": 1, - "DI_threshold": 0.85, - "label_period_candles": 20, - "include_volume_data": true, - "include_bidirectional_training_data": true - }, - "data_split_parameters": { - "test_size": 0.2, - "shuffle": true, - "random_state": 42 - }, - "model_training_parameters": { - "n_estimators": 200, - "learning_rate": 0.05, - "max_depth": 5, - "subsample": 0.8, - "colsample_bytree": 0.8, - "objective": "reg:squarederror", - "eval_metric": "rmse", - "early_stopping_rounds": 50, - "verbose": 0 - } - }, - "dry_run": true, - "dry_run_wallet": 1000, - "cancel_open_orders_on_exit": false, - "internals": { - "process_only_new_candles": true - } -} - - diff --git a/config_examples/confg_base_hyperopt.json b/config_examples/confg_base_hyperopt.json deleted file mode 100644 index f72f2766..00000000 --- a/config_examples/confg_base_hyperopt.json +++ /dev/null @@ -1,59 +0,0 @@ -{ - "exchange": { - "name": "okx", - "key": "your_api_key", - "secret": "your_api_secret", - "ccxt_config": { - "enableRateLimit": true, - "defaultType": "spot", - "rateLimit": 2000, - "timeout": 30000 - }, - "pair_whitelist": ["OKB/USDT", "SOL/USDT"] - }, - "pairlists": [ - { - "method": "StaticPairList" - } - ], - "timeframe": "3m", - "strategy": "", - "order_types": { - "entry": "market", - "exit": "market", - "stoploss": "limit", - "stoploss_on_exchange": false - }, - "order_time_in_force": { - "entry": "gtc", - "exit": "gtc" - }, - "entry_pricing": { - "price_side": "other", - "use_order_book": false, - "price_last_balance": 0.0 - }, - "exit_pricing": { - "price_side": "other", - "use_order_book": false - }, - "use_exit_signal": true, - "exit_profit_only": false, - "ignore_roi_if_entry_signal": false, - "stoploss": -0.05, - "minimal_roi": { - "0": 0.06, - "30": 0.04, - "60": 0.02, - "120": 0 - }, - "stake_currency": "USDT", - "stake_amount": 150, - "max_open_trades": 4, - "unfilledtimeout": { - "entry": 5, - "exit": 15, - "unit": "minutes" - }, - "fee": 0.0008 -} diff --git a/config_examples/config_adsf.json b/config_examples/config_adsf.json deleted file mode 100644 index 9bec863f..00000000 --- a/config_examples/config_adsf.json +++ /dev/null @@ -1,127 +0,0 @@ -{ - "$schema": "https://schema.freqtrade.io/schema.json", - "trading_mode": "spot", - "margin_mode": "isolated", - "max_open_trades": 4, - "stake_currency": "USDT", - "stake_amount": 150, - "startup_candle_count": 30, - "tradable_balance_ratio": 1, - "fiat_display_currency": "USD", - "dry_run": true, - "timeframe": "3m", - "dry_run_wallet": 1000, - "cancel_open_orders_on_exit": true, - "stoploss": -0.05, - "unfilledtimeout": { - "entry": 5, - "exit": 15 - }, - "exchange": { - "name": "okx", - "key": "eca767d4-fda5-4a1b-bb28-49ae18093307", - "secret": "8CA3628A556ED137977DB298D37BC7F3", - "enable_ws": false, - "ccxt_config": { - "enableRateLimit": true, - "rateLimit": 500, - "options": { - "defaultType": "spot" - } - }, - "ccxt_async_config": { - "enableRateLimit": true, - "rateLimit": 500, - "timeout": 20000 - }, - "pair_whitelist": [ - "OKB/USDT" - ], - "pair_blacklist": [] - }, - "entry_pricing": { - "price_side": "other", - "use_order_book": true, - "order_book_top": 1, - "price_last_balance": 0.0, - "check_depth_of_market": { - "enabled": false, - "bids_to_ask_delta": 1 - } - }, - "exit_pricing": { - "price_side": "other", - "use_order_book": true, - "order_book_top": 1 - }, - "pairlists": [ - { - "method": "StaticPairList" - } - ], - "freqai": { - "enabled": true, - "identifier": "test175", - "freqaimodel": "XGBoostRegressor", - "model_path": "/freqtrade/user_data/models", - "save_backtesting_prediction": true, - "purge_old_models": true, - "load_trained_model": true, - "train_period_days": 90, - "backtest_period_days": 10, - "live_retrain_hours": 0, - "include_predictions_in_final_dataframe": true, - "data_kitchen": { - "fillna": "ffill", - "feature_parameters": { - "DI_threshold": 0.5, - "weight_factor": 0.9 - } - }, - "feature_parameters": { - "include_timeframes": ["5m", "15m", "1h"], - "include_corr_pairlist": ["BTC/USDT", "ETH/USDT"], - "label_period_candles": 12, - "include_shifted_candles": 3, - "indicator_periods_candles": [10, 20, 50], - "plot_feature_importances": 1, - "feature_selection": { - "method": "none" - } - }, - "data_split_parameters": { - "test_size": 0.2, - "shuffle": false, - "random_state": 42 - }, - "model_training_parameters": { - "n_estimators": 200, - "learning_rate": 0.05, - "max_depth": 6, - "subsample": 0.8, - "colsample_bytree": 0.8, - "reg_alpha": 0.1, - "reg_lambda": 1.0 - }, - }, - "api_server": { - "enabled": true, - "listen_ip_address": "0.0.0.0", - "listen_port": 8080, - "verbosity": "error", - "enable_openapi": false, - "jwt_secret_key": "6a599ab046dbb419014807dffd7b8823bfa7e5df56b17d545485deb87331b4ca", - "ws_token": "6O5pBDiRigiZrmIsofaE2rkKMJtf9h8zVQ", - "CORS_origins": [], - "username": "freqAdmin", - "password": "admin" - }, - "bot_name": "freqtrade", - "initial_state": "running", - "force_entry_enable": false, - "internals": { - "process_throttle_secs": 5, - "heartbeat_interval": 20, - "loglevel": "DEBUG" - } -} diff --git a/config_examples/config_base_hyperopt.json b/config_examples/config_base_hyperopt.json deleted file mode 100644 index ab47ffde..00000000 --- a/config_examples/config_base_hyperopt.json +++ /dev/null @@ -1,64 +0,0 @@ -{ - "strategy": "MyStrategy", - "timeframe": "5m", - "dry_run": true, - "stake_currency": "USDT", - "stake_amount": 10.0, - "minimal_roi": { - "40": 0.0, - "30": 0.01, - "20": 0.02, - "0": 0.04 - }, - "stoploss": -0.10, - "trailing_stop": false, - "trailing_stop_positive": 0.0, - "trailing_stop_positive_offset": 0.0, - "trailing_only_offset_is_reached": 0.0, - "unfilledtimeout": { - "buy": 300, - "sell": 300 - }, - "exchange": { - "name": "binance", - "key": "", - "secret": "", - "ccxt_config": { - "enableRateLimit": true - }, - "pair_whitelist": [ - "BTC/USDT", - "ETH/USDT", - "SOL/USDT" - ], - "pair_blacklist": [] - }, - "telegram": { - "enabled": false, - "token": "", - "chat_id": "" - }, - "api_server": { - "enabled": false, - "listen_ip_address": "127.0.0.1", - "listen_port": 8080, - "verbosity": "error", - "enable_openapi": false - }, - "hyperopt": { - "enabled": false, - "epochs": 100, - "spaces": [ - "buy", - "sell", - "roi", - "stoploss", - "trailing" - ], - "hyperopt_path": "", - "hyperopt_loss": "SharpeHyperOptLossDaily", - "print_all": false, - "mongodb_url": "", - "mongodb_database": "" - } -} diff --git a/config_examples/config_bianace.json b/config_examples/config_bianace.json deleted file mode 100644 index baf015d3..00000000 --- a/config_examples/config_bianace.json +++ /dev/null @@ -1,72 +0,0 @@ -{ - "$schema": "https://schema.freqtrade.io/schema.json", - "max_open_trades": 3, - "stake_currency": "USDT", - "stake_amount": 0.05, - "tradable_balance_ratio": 0.99, - "fiat_display_currency": "USD", - "timeframe": "5m", - "dry_run": true, - "cancel_open_orders_on_exit": false, - "unfilledtimeout": { - "entry": 10, - "exit": 10, - "exit_timeout_count": 0, - "unit": "minutes" - }, - "entry_pricing": { - "price_side": "same", - "use_order_book": true, - "order_book_top": 1, - "price_last_balance": 0.0, - "check_depth_of_market": { - "enabled": false, - "bids_to_ask_delta": 1 - } - }, - "exit_pricing": { - "price_side": "same", - "use_order_book": true, - "order_book_top": 1 - }, - "exchange": { - "name": "binance", - "key": "your_exchange_key", - "secret": "your_exchange_secret", - "ccxt_config": {}, - "ccxt_async_config": { - }, - "pair_whitelist": [ - "ETH/USDT", - "XRP/USDT", - "BTC/USDT" - ], - "pair_blacklist": [ - "BNB/.*" - ] - }, - "pairlists": [ - {"method": "StaticPairList"} - ], - "telegram": { - "enabled": false, - "token": "your_telegram_token", - "chat_id": "your_telegram_chat_id" - }, - "api_server": { - "enabled": false, - "listen_ip_address": "127.0.0.1", - "listen_port": 8080, - "verbosity": "error", - "jwt_secret_key": "somethingrandom", - "CORS_origins": [], - "username": "freqtrader", - "password": "SuperSecurePassword" - }, - "bot_name": "freqtrade", - "initial_state": "running", - "force_entry_enable": false, - "internals": { - "process_throttle_secs": 5 - } -} diff --git a/config_examples/config_binance.example.json_diabled b/config_examples/config_binance.example.json_diabled deleted file mode 100644 index 6c513f06..00000000 --- a/config_examples/config_binance.example.json_diabled +++ /dev/null @@ -1,84 +0,0 @@ -{ - "$schema": "https://schema.freqtrade.io/schema.json", - "max_open_trades": 3, - "stake_currency": "USDT", - "stake_amount": 0.05, - "tradable_balance_ratio": 0.99, - "fiat_display_currency": "USD", - "timeframe": "5m", - "dry_run": true, - "cancel_open_orders_on_exit": false, - "unfilledtimeout": { - "entry": 10, - "exit": 10, - "exit_timeout_count": 0, - "unit": "minutes" - }, - "entry_pricing": { - "price_side": "same", - "use_order_book": true, - "order_book_top": 1, - "price_last_balance": 0.0, - "check_depth_of_market": { - "enabled": false, - "bids_to_ask_delta": 1 - } - }, - "exit_pricing": { - "price_side": "same", - "use_order_book": true, - "order_book_top": 1 - }, - "exchange": { - "name": "binance", - "key": "your_exchange_key", - "secret": "your_exchange_secret", - "ccxt_config": {}, - "ccxt_async_config": { - }, - "pair_whitelist": [ - "ALGO/USDT", - "ATOM/USDT", - "BAT/USDT", - "BCH/USDT", - "BRD/USDT", - "EOS/USDT", - "ETH/USDT", - "IOTA/USDT", - "LINK/USDT", - "LTC/USDT", - "NEO/USDT", - "NXS/USDT", - "XMR/USDT", - "XRP/USDT", - "XTZ/USDT" - ], - "pair_blacklist": [ - "BNB/.*" - ] - }, - "pairlists": [ - {"method": "StaticPairList"} - ], - "telegram": { - "enabled": false, - "token": "your_telegram_token", - "chat_id": "your_telegram_chat_id" - }, - "api_server": { - "enabled": false, - "listen_ip_address": "127.0.0.1", - "listen_port": 8080, - "verbosity": "error", - "jwt_secret_key": "somethingrandom", - "CORS_origins": [], - "username": "freqtrader", - "password": "SuperSecurePassword" - }, - "bot_name": "freqtrade", - "initial_state": "running", - "force_entry_enable": false, - "internals": { - "process_throttle_secs": 5 - } -} diff --git a/config_examples/config_freqai.okx.json b/config_examples/config_freqai.okx.json deleted file mode 100644 index 8d274d2e..00000000 --- a/config_examples/config_freqai.okx.json +++ /dev/null @@ -1,128 +0,0 @@ -{ - "$schema": "https://schema.freqtrade.io/schema.json", - "trading_mode": "spot", - "margin_mode": "isolated", - "max_open_trades": 4, - "stake_currency": "USDT", - "stake_amount": 150, - "startup_candle_count": 30, - "tradable_balance_ratio": 1, - "fiat_display_currency": "USD", - "dry_run": true, - "timeframe": "3m", - "dry_run_wallet": 1000, - "cancel_open_orders_on_exit": true, - "stoploss": -0.05, - "use_exit_signal": true, - "unfilledtimeout": { - "entry": 5, - "exit": 15 - }, - "exchange": { - "name": "okx", - "key": "eca767d4-fda5-4a1b-bb28-49ae18093307", - "secret": "8CA3628A556ED137977DB298D37BC7F3", - "enable_ws": false, - "ccxt_config": { - "enableRateLimit": true, - "rateLimit": 500, - "options": { - "defaultType": "spot" - } - }, - "ccxt_async_config": { - "enableRateLimit": true, - "rateLimit": 500, - "timeout": 20000 - }, - "pair_whitelist": [ - "OKB/USDT" - ], - "pair_blacklist": [] - }, - "entry_pricing": { - "price_side": "same", - "use_order_book": true, - "order_book_top": 1, - "price_last_balance": 0.0, - "check_depth_of_market": { - "enabled": false, - "bids_to_ask_delta": 1 - } - }, - "exit_pricing": { - "price_side": "other", - "use_order_book": true, - "order_book_top": 1 - }, - "pairlists": [ - { - "method": "StaticPairList" - } - ], - "freqai": { - "enabled": true, - "identifier": "test175", - "freqaimodel": "XGBoostRegressor", - "model_path": "/freqtrade/user_data/models", - "save_backtesting_prediction": true, - "purge_old_models": true, - "load_trained_model": true, - "train_period_days": 90, - "backtest_period_days": 10, - "live_retrain_hours": 0, - "include_predictions_in_final_dataframe": true, - "data_kitchen": { - "fillna": "ffill", - "feature_parameters": { - "DI_threshold": 0.5, - "weight_factor": 0.9 - } - }, - "feature_parameters": { - "include_timeframes": ["5m", "15m", "1h"], - "include_corr_pairlist": ["BTC/USDT", "ETH/USDT"], - "label_period_candles": 12, - "include_shifted_candles": 3, - "indicator_periods_candles": [10, 20, 50], - "plot_feature_importances": 1, - "feature_selection": { - "method": "none" - } - }, - "data_split_parameters": { - "test_size": 0.2, - "shuffle": false, - "random_state": 42 - }, - "model_training_parameters": { - "n_estimators": 200, - "learning_rate": 0.05, - "max_depth": 6, - "subsample": 0.8, - "colsample_bytree": 0.8, - "reg_alpha": 0.1, - "reg_lambda": 1.0 - }, - }, - "api_server": { - "enabled": true, - "listen_ip_address": "0.0.0.0", - "listen_port": 8080, - "verbosity": "error", - "enable_openapi": false, - "jwt_secret_key": "6a599ab046dbb419014807dffd7b8823bfa7e5df56b17d545485deb87331b4ca", - "ws_token": "6O5pBDiRigiZrmIsofaE2rkKMJtf9h8zVQ", - "CORS_origins": [], - "username": "freqAdmin", - "password": "admin" - }, - "bot_name": "freqtrade", - "initial_state": "running", - "force_entry_enable": false, - "internals": { - "process_throttle_secs": 5, - "heartbeat_interval": 20, - "loglevel": "DEBUG" - } -} diff --git a/config_examples/config_full.example.json_disabled b/config_examples/config_full.example.json_disabled deleted file mode 100644 index 04137ed8..00000000 --- a/config_examples/config_full.example.json_disabled +++ /dev/null @@ -1,212 +0,0 @@ -{ - "$schema": "https://schema.freqtrade.io/schema.json", - "max_open_trades": 3, - "stake_currency": "BTC", - "stake_amount": 0.05, - "tradable_balance_ratio": 0.99, - "fiat_display_currency": "USD", - "amount_reserve_percent": 0.05, - "available_capital": 1000, - "amend_last_stake_amount": false, - "last_stake_amount_min_ratio": 0.5, - "dry_run": true, - "dry_run_wallet": 1000, - "cancel_open_orders_on_exit": false, - "timeframe": "5m", - "trailing_stop": false, - "trailing_stop_positive": 0.005, - "trailing_stop_positive_offset": 0.0051, - "trailing_only_offset_is_reached": false, - "use_exit_signal": true, - "exit_profit_only": false, - "exit_profit_offset": 0.0, - "ignore_roi_if_entry_signal": false, - "ignore_buying_expired_candle_after": 300, - "trading_mode": "spot", - "margin_mode": "", - "minimal_roi": { - "40": 0.0, - "30": 0.01, - "20": 0.02, - "0": 0.04 - }, - "stoploss": -0.10, - "unfilledtimeout": { - "entry": 10, - "exit": 10, - "exit_timeout_count": 0, - "unit": "minutes" - }, - "entry_pricing": { - "price_side": "same", - "use_order_book": true, - "order_book_top": 1, - "price_last_balance": 0.0, - "check_depth_of_market": { - "enabled": false, - "bids_to_ask_delta": 1 - } - }, - "exit_pricing":{ - "price_side": "same", - "use_order_book": true, - "order_book_top": 1, - "price_last_balance": 0.0 - }, - "order_types": { - "entry": "limit", - "exit": "limit", - "emergency_exit": "market", - "force_exit": "market", - "force_entry": "market", - "stoploss": "market", - "stoploss_on_exchange": false, - "stoploss_price_type": "last", - "stoploss_on_exchange_interval": 60, - "stoploss_on_exchange_limit_ratio": 0.99 - }, - "order_time_in_force": { - "entry": "GTC", - "exit": "GTC" - }, - "pairlists": [ - {"method": "StaticPairList"}, - {"method": "FullTradesFilter"}, - { - "method": "VolumePairList", - "number_assets": 20, - "sort_key": "quoteVolume", - "refresh_period": 1800 - }, - {"method": "AgeFilter", "min_days_listed": 10}, - {"method": "PrecisionFilter"}, - {"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010}, - {"method": "SpreadFilter", "max_spread_ratio": 0.005}, - { - "method": "RangeStabilityFilter", - "lookback_days": 10, - "min_rate_of_change": 0.01, - "refresh_period": 1440 - } - ], - "exchange": { - "name": "binance", - "key": "your_exchange_key", - "secret": "your_exchange_secret", - "password": "", - "log_responses": false, - // "unknown_fee_rate": 1, - "ccxt_config": {}, - "ccxt_async_config": {}, - "pair_whitelist": [ - "ALGO/BTC", - "ATOM/BTC", - "BAT/BTC", - "BCH/BTC", - "BRD/BTC", - "EOS/BTC", - "ETH/BTC", - "IOTA/BTC", - "LINK/BTC", - "LTC/BTC", - "NEO/BTC", - "NXS/BTC", - "XMR/BTC", - "XRP/BTC", - "XTZ/BTC" - ], - "pair_blacklist": [ - "DOGE/BTC" - ], - "outdated_offset": 5, - "markets_refresh_interval": 60 - }, - "edge": { - "enabled": false, - "process_throttle_secs": 3600, - "calculate_since_number_of_days": 7, - "allowed_risk": 0.01, - "stoploss_range_min": -0.01, - "stoploss_range_max": -0.1, - "stoploss_range_step": -0.01, - "minimum_winrate": 0.60, - "minimum_expectancy": 0.20, - "min_trade_number": 10, - "max_trade_duration_minute": 1440, - "remove_pumps": false - }, - "telegram": { - "enabled": false, - "token": "your_telegram_token", - "chat_id": "your_telegram_chat_id", - "notification_settings": { - "status": "on", - "warning": "on", - "startup": "on", - "entry": "on", - "entry_fill": "on", - "exit": { - "roi": "off", - "emergency_exit": "off", - "force_exit": "off", - "exit_signal": "off", - "trailing_stop_loss": "off", - "stop_loss": "off", - "stoploss_on_exchange": "off", - "custom_exit": "off" - }, - "exit_fill": "on", - "entry_cancel": "on", - "exit_cancel": "on", - "protection_trigger": "off", - "protection_trigger_global": "on", - "show_candle": "off" - }, - "reload": true, - "balance_dust_level": 0.01 - }, - "api_server": { - "enabled": false, - "listen_ip_address": "127.0.0.1", - "listen_port": 8080, - "verbosity": "error", - "enable_openapi": false, - "jwt_secret_key": "somethingrandom", - "CORS_origins": [], - "username": "freqtrader", - "password": "SuperSecurePassword", - "ws_token": "secret_ws_t0ken." - }, - "external_message_consumer": { - "enabled": false, - "producers": [ - { - "name": "default", - "host": "127.0.0.2", - "port": 8080, - "ws_token": "secret_ws_t0ken." - } - ], - "wait_timeout": 300, - "ping_timeout": 10, - "sleep_time": 10, - "remove_entry_exit_signals": false, - "message_size_limit": 8 - }, - "bot_name": "freqtrade", - "db_url": "sqlite:///tradesv3.sqlite", - "initial_state": "running", - "force_entry_enable": false, - "internals": { - "process_throttle_secs": 5, - "heartbeat_interval": 60 - }, - "disable_dataframe_checks": false, - "strategy": "SampleStrategy", - "strategy_path": "user_data/strategies/", - "recursive_strategy_search": false, - "add_config_files": [], - "reduce_df_footprint": false, - "dataformat_ohlcv": "feather", - "dataformat_trades": "feather" -} diff --git a/config_examples/config_kraken.example.json_disabled b/config_examples/config_kraken.example.json_disabled deleted file mode 100644 index 72f5e6b5..00000000 --- a/config_examples/config_kraken.example.json_disabled +++ /dev/null @@ -1,90 +0,0 @@ -{ - "$schema": "https://schema.freqtrade.io/schema.json", - "max_open_trades": 5, - "stake_currency": "EUR", - "stake_amount": 10, - "tradable_balance_ratio": 0.99, - "fiat_display_currency": "EUR", - "timeframe": "5m", - "dry_run": true, - "cancel_open_orders_on_exit": false, - "unfilledtimeout": { - "entry": 10, - "exit": 10, - "exit_timeout_count": 0, - "unit": "minutes" - }, - "entry_pricing": { - "price_side": "same", - "use_order_book": true, - "order_book_top": 1, - "price_last_balance": 0.0, - "check_depth_of_market": { - "enabled": false, - "bids_to_ask_delta": 1 - } - }, - "exit_pricing":{ - "price_side": "same", - "use_order_book": true, - "order_book_top": 1 - }, - "exchange": { - "name": "kraken", - "key": "your_exchange_key", - "secret": "your_exchange_key", - "ccxt_config": {}, - "ccxt_async_config": { - }, - "pair_whitelist": [ - "ADA/EUR", - "ATOM/EUR", - "BAT/EUR", - "BCH/EUR", - "BTC/EUR", - "DAI/EUR", - "DASH/EUR", - "EOS/EUR", - "ETC/EUR", - "ETH/EUR", - "LINK/EUR", - "LTC/EUR", - "QTUM/EUR", - "REP/EUR", - "WAVES/EUR", - "XLM/EUR", - "XMR/EUR", - "XRP/EUR", - "XTZ/EUR", - "ZEC/EUR" - ], - "pair_blacklist": [ - - ] - }, - "pairlists": [ - {"method": "StaticPairList"} - ], - "telegram": { - "enabled": false, - "token": "your_telegram_token", - "chat_id": "your_telegram_chat_id" - }, - "api_server": { - "enabled": false, - "listen_ip_address": "127.0.0.1", - "listen_port": 8080, - "verbosity": "error", - "jwt_secret_key": "somethingrandom", - "CORS_origins": [], - "username": "freqtrader", - "password": "SuperSecurePassword" - }, - "bot_name": "freqtrade", - "initial_state": "running", - "force_entry_enable": false, - "internals": { - "process_throttle_secs": 5 - }, - "download_trades": true -} diff --git a/config_examples/config_my_hyperopt.json b/config_examples/config_my_hyperopt.json deleted file mode 100644 index 53d49d3f..00000000 --- a/config_examples/config_my_hyperopt.json +++ /dev/null @@ -1,133 +0,0 @@ -{ - "$schema": "https://schema.freqtrade.io/schema.json", - "trading_mode": "spot", - "margin_mode": "isolated", - "max_open_trades": 4, - "stake_currency": "USDT", - "stake_amount": 150, - "startup_candle_count": 30, - "tradable_balance_ratio": 1, - "fiat_display_currency": "USD", - "dry_run": true, - "identifier": "demo1", - "timeframe": "5m", - "dry_run_wallet": 1000, - "cancel_open_orders_on_exit": true, - "stoploss": -0.05, - "unfilledtimeout": { - "entry": 5, - "exit": 15 - }, - "exchange": { - "name": "okx", - "key": "eca767d4-fda5-4a1b-bb28-49ae18093307", - "secret": "8CA3628A556ED137977DB298D37BC7F3", - "enable_ws": false, - "ccxt_config": { - "enableRateLimit": true, - "rateLimit": 500, - "options": { - "defaultType": "spot" - } - }, - "ccxt_async_config": { - "enableRateLimit": true, - "rateLimit": 500, - "timeout": 20000 - }, - "pair_whitelist": [ - "OKB/USDT", - "BTC/USDT", - "SOL/USDT", - "DOT/USDT", - "TON/USDT", - "ETH/USDT", - ], - "pair_blacklist": [] - }, - "freqai": { - "enabled": true, - "identifier": "test175", - "freqaimodel": "XGBoostRegressor", - "model_path": "/freqtrade/user_data/models", - "save_backtesting_prediction": true, - "save_backtest_models": true, - "backtest_period_days": 30, - "purge_old_models": true, - "load_trained_model": true, - "train_period_days": 90, - "backtest_period_days": 10, - "live_retrain_hours": 0, - "include_predictions_in_final_dataframe": true, - "data_kitchen": { - "fillna": "ffill", - "feature_parameters": { - "DI_threshold": 0.5, - "weight_factor": 0.9 - } - }, - "feature_parameters": { - "include_timeframes": ["5m", "15m", "1h"], - "include_corr_pairlist": ["BTC/USDT", "ETH/USDT"], - "label_period_candles": 12, - "include_shifted_candles": 3, - "indicator_periods_candles": [10, 20, 50], - "plot_feature_importances": 1, - "feature_selection": { - "method": "none" - } - }, - "data_split_parameters": { - "test_size": 0.2, - "shuffle": false - }, - "model_training_parameters": { - "n_estimators": 200, - "learning_rate": 0.05, - "max_depth": 6, - "subsample": 0.8, - "colsample_bytree": 0.8 - }, - }, - "entry_pricing": { - "price_side": "same", - "use_order_book": true, - "order_book_top": 1, - "price_last_balance": 0.0, - "check_depth_of_market": { - "enabled": false, - "bids_to_ask_delta": 1 - } - }, - "exit_pricing": { - "price_side": "other", - "use_order_book": true, - "order_book_top": 1 - }, - "pairlists": [ - { - "method": "StaticPairList" - } - ], - "api_server": { - "enabled": true, - "listen_ip_address": "0.0.0.0", - "listen_port": 8080, - "verbosity": "error", - "enable_openapi": false, - "jwt_secret_key": "6a599ab046dbb419014807dffd7b8823bfa7e5df56b17d545485deb87331b4ca", - "ws_token": "6O5pBDiRigiZrmIsofaE2rkKMJtf9h8zVQ", - "CORS_origins": [], - "username": "freqAdmin", - "password": "admin" - }, - "use_exit_signal": true, - "bot_name": "freqtrade", - "initial_state": "running", - "force_entry_enable": false, - "internals": { - "process_throttle_secs": 5, - "heartbeat_interval": 20, - "loglevel": "DEBUG" - } -} diff --git a/config_examples/freqaiprimer.json b/config_examples/freqaiprimer.json deleted file mode 100644 index 8ef9be38..00000000 --- a/config_examples/freqaiprimer.json +++ /dev/null @@ -1,134 +0,0 @@ -{ - "$schema": "https://schema.freqtrade.io/schema.json", - "trading_mode": "spot", - "margin_mode": "isolated", - "max_open_trades": 4, - "stake_currency": "USDT", - "stake_amount": 150, - "tradable_balance_ratio": 1, - "fiat_display_currency": "USD", - "dry_run": true, - "timeframe": "3m", - "dry_run_wallet": 1000, - "cancel_open_orders_on_exit": true, - "stoploss": -0.05, - "unfilledtimeout": { - "entry": 5, - "exit": 15 - }, - "exchange": { - "name": "okx", - "key": "eca767d4-fda5-4a1b-bb28-49ae18093307", - "secret": "8CA3628A556ED137977DB298D37BC7F3", - "enable_ws": false, - "ccxt_config": { - "enableRateLimit": true, - "rateLimit": 500, - "options": { - "defaultType": "spot" - } - }, - "ccxt_async_config": { - "enableRateLimit": true, - "rateLimit": 500, - "timeout": 20000 - }, - "pair_whitelist": [ - "BTC/USDT", - "ETH/USDT", - "TON/USDT", - "OKB/USDT", - "DOT/USDT", - "SOL/USDT" - ], - "pair_blacklist": [] - }, - "entry_pricing": { - "price_side": "same", - "use_order_book": true, - "order_book_top": 1, - "price_last_balance": 0.0, - "check_depth_of_market": { - "enabled": false, - "bids_to_ask_delta": 1 - } - }, - "exit_pricing": { - "price_side": "other", - "use_order_book": true, - "order_book_top": 1 - }, - "pairlists": [ - { - "method": "StaticPairList" - } - ], - "freqai": { - "enabled": true, - "data_kitchen": { - "fillna": "ffill" - }, - "freqaimodel": "CatboostClassifier", - "purge_old_models": 2, - "train_period_days": 15, - "identifier": "test58", - "train_period_days": 30, - "backtest_period_days": 10, - "live_retrain_hours": 0, - "feature_selection": { - "method": "recursive_elimination" - }, - "feature_parameters": { - "include_timeframes": [ - "3m", - "15m", - "1h" - ], - "include_corr_pairlist": [ - "BTC/USDT", - "SOL/USDT" - ], - "label_period_candles": 20, - "include_shifted_candles": 2, - "DI_threshold": 0.9, - "weight_factor": 0.9, - "principal_component_analysis": false, - "use_SVM_to_remove_outliers": false, - "indicator_periods_candles": [ - 10, - 20, - 50 - ], - "plot_feature_importances": 0 - }, - "data_split_parameters": { - "test_size": 0.2 - }, - "model_training_parameters": { - "n_estimators": 100, - "learning_rate": 0.05, - "max_depth": 5, - "num_leaves": 31 - } - }, - "api_server": { - "enabled": true, - "listen_ip_address": "0.0.0.0", - "listen_port": 8080, - "verbosity": "error", - "enable_openapi": false, - "jwt_secret_key": "6a599ab046dbb419014807dffd7b8823bfa7e5df56b17d545485deb87331b4ca", - "ws_token": "6O5pBDiRigiZrmIsofaE2rkKMJtf9h8zVQ", - "CORS_origins": [], - "username": "freqAdmin", - "password": "admin" - }, - "bot_name": "freqtrade", - "initial_state": "running", - "force_entry_enable": false, - "internals": { - "process_throttle_secs": 5, - "heartbeat_interval": 20, - "loglevel": "DEBUG" - } -} diff --git a/config_examples/ml_config.json b/config_examples/ml_config.json deleted file mode 100644 index f8c103a7..00000000 --- a/config_examples/ml_config.json +++ /dev/null @@ -1,127 +0,0 @@ -{ - "$schema": "https://schema.freqtrade.io/schema.json", - "trading_mode": "spot", - "margin_mode": "isolated", - "max_open_trades": 4, - "stake_currency": "USDT", - "stake_amount": 150, - "startup_candle_count": 30, - "tradable_balance_ratio": 1, - "fiat_display_currency": "USD", - "dry_run": true, - "timeframe": "3m", - "dry_run_wallet": 1000, - "cancel_open_orders_on_exit": true, - "stoploss": -0.05, - "unfilledtimeout": { - "entry": 5, - "exit": 15 - }, - "exchange": { - "name": "okx", - "key": "eca767d4-fda5-4a1b-bb28-49ae18093307", - "secret": "8CA3628A556ED137977DB298D37BC7F3", - "enable_ws": false, - "ccxt_config": { - "enableRateLimit": true, - "rateLimit": 500, - "options": { - "defaultType": "spot" - } - }, - "ccxt_async_config": { - "enableRateLimit": true, - "rateLimit": 500, - "timeout": 20000 - }, - "pair_whitelist": [ - "BTC/USDT", - "SOL/USDT" - ], - "pair_blacklist": [] - }, - "entry_pricing": { - "price_side": "same", - "use_order_book": true, - "order_book_top": 1, - "price_last_balance": 0.0, - "check_depth_of_market": { - "enabled": false, - "bids_to_ask_delta": 1 - } - }, - "exit_pricing": { - "price_side": "other", - "use_order_book": true, - "order_book_top": 1 - }, - "pairlists": [ - { - "method": "StaticPairList" - } - ], - "freqai": { - "enabled": true, - "data_kitchen": { - "fillna": "ffill", - "feature_parameters": { - "DI_threshold": 0.9, - "weight_factor": 0.9 - } - }, - "freqaimodel": "XGBoostRegressor", - "purge_old_models": 2, - "identifier": "test175", - "train_period_days": 30, - "backtest_period_days": 10, - "live_retrain_hours": 0, - "feature_selection": { - "method": "recursive_elimination", - "threshold": 0.01 - }, - "feature_parameters": { - "include_timeframes": ["3m", "5m", "1h"], - "include_corr_pairlist": ["BTC/USDT", "ETH/USDT"], - "label_period_candles": 12, - "include_shifted_candles": 3, - "indicator_periods_candles": [10, 20, 50], - "plot_feature_importances": 1 - }, - "data_split_parameters": { - "test_size": 0.2, - "shuffle": true, - "random_state": 42 - }, - "model_training_parameters": { - "n_estimators": 200, - "learning_rate": 0.05, - "max_depth": 5, - "subsample": 0.8, - "colsample_bytree": 0.8, - "objective": "reg:squarederror", - "eval_metric": "rmse", - "early_stopping_rounds": 50, - "verbose": 0 - } - }, - "api_server": { - "enabled": true, - "listen_ip_address": "0.0.0.0", - "listen_port": 8080, - "verbosity": "error", - "enable_openapi": false, - "jwt_secret_key": "6a599ab046dbb419014807dffd7b8823bfa7e5df56b17d545485deb87331b4ca", - "ws_token": "6O5pBDiRigiZrmIsofaE2rkKMJtf9h8zVQ", - "CORS_origins": [], - "username": "freqAdmin", - "password": "admin" - }, - "bot_name": "freqtrade", - "initial_state": "running", - "force_entry_enable": false, - "internals": { - "process_throttle_secs": 5, - "heartbeat_interval": 20, - "loglevel": "DEBUG" - } -} diff --git a/config_examples/nb.json b/config_examples/nb.json deleted file mode 100644 index 946867ae..00000000 --- a/config_examples/nb.json +++ /dev/null @@ -1,95 +0,0 @@ -{ - "strategy": "TheForceFreqaiStrategy", - "timeframe": "5m", - "timerange": "20240701-20250115", - "exchange": { - "name": "okx", - "ccxt_config": { - "enableRateLimit": true, - "rateLimit": 500, - "options": {"defaultType": "spot"}, - "timeout": 20000 - }, - "pair_whitelist": [ - "OKB/USDT" - ], - "fee": 0.0008 - }, - "pair_whitelist": ["OKB/USDT"], - "dataformat_ohlcv": "feather", - "download_data": { - "timeframes": ["5m"], - "timerange": "20240701-20250115" - }, - "stake_currency": "USDT", - "stake_amount": 150, - "stoploss": -0.15, - "minimal_roi": { - "0": 0.05, - "60": 0.03, - "120": 0.01 - }, - "startup_candle_count": 200, - "max_open_trades": 4, - "use_exit_signal": true, - "unfilledtimeout": { - "entry": 5, - "exit": 15, - "unit": "minutes" - }, - "export": "trades", - "cache": "none", - "loglevel": "DEBUG", - "verbosity": 2, - "entry_pricing": { - "price_side": "same", - "use_order_book": true, - "order_book_top": 1, - "price_last_balance": 0.0, - "check_depth_of_market": { - "enabled": false, - "bids_to_ask_delta": 1 - } - }, - "exit_pricing": { - "price_side": "other", - "use_order_book": true, - "order_book_top": 1 - }, - "pairlists": [ - { - "method": "StaticPairList" - } - ], - "freqai": { - "enabled": true, - "identifier": "theforce_model", - "save_backtest_models": true, - "live_retrain": true, - "purge_old_models": true, - "fit_live_predictions_candles": 50, - "force_train": true, - "verbose": 2, - "train_period_days": 7, - "backtest_period_days": 2, - "feature_parameters": { - "include_timeframes": ["5m"], - "include_corr_pairlist": [], - "label_period_candles": 5, - "include_shifted_candles": 2, - "DI_threshold": 1.5, - "indicator_periods_candles": [10, 20, 50], - "include_default_features": ["open", "high", "low", "close", "volume"], - "use_SVM_to_remove_outliers": false - }, - "data_split_parameters": { - "test_size": 0.2, - "random_state": 42 - }, - "model_training_parameters": { - "n_estimators": 100, - "max_depth": 7, - "verbose": -1 - } - } -} diff --git a/config_examples/theforcev7.json b/config_examples/theforcev7.json deleted file mode 100644 index 1104e5a1..00000000 --- a/config_examples/theforcev7.json +++ /dev/null @@ -1,96 +0,0 @@ -{ - "$schema": "https://schema.freqtrade.io/schema.json", - "trading_mode": "spot", - "margin_mode": "isolated", - "max_open_trades": 3, - "stake_amount": 300, - "unfilledtimeout": { - "entry": 10, - "exit": 20 - }, - "entry_pricing": { - "price_side": "same", - "use_order_book": true, - "order_book_top": 1 - }, - "exit_pricing": { - "price_side": "other", - "use_order_book": true, - "order_book_top": 1 - }, - "stake_currency": "USDT", - "trailing_stop": false, - "use_custom_stoploss": true, - "startup_candle_count": 200, - "tradable_balance_ratio": 1, - "fiat_display_currency": "USD", - "dry_run": true, - "identifier": "demo1", - "timeframe": "5m", - "dry_run_wallet": 1000, - "cancel_open_orders_on_exit": true, - "stoploss": -0.061, - "roi": {}, - "trailing": { - "trailing_stop": false, - "trailing_stop_positive": null, - "trailing_stop_positive_offset": 0.0, - "trailing_only_offset_is_reached": false - }, - "max_open_trades": 3, - "buy": { - "adx_buy": 25, - "atr_ratio": 0.005 - }, - "sell": { - "ema_fast_period": 7, - "rsi_sell": 60 - }, - "exchange": { - "name": "okx", - "key": "REDACTED", - "secret": "REDACTED", - "enable_ws": false, - "ccxt_config": { - "enableRateLimit": true, - "rateLimit": 500, - "options": { - "defaultType": "spot" - } - }, - "ccxt_async_config": { - "enableRateLimit": true, - "rateLimit": 3000, - "timeout": 20000 - }, - "pair_whitelist": ["BTC/USDT", "ETH/USDT", "SOL/USDT", "DOT/USDT"], - "pair_blacklist": [] - }, - "pairlists": [ - { - "method": "StaticPairList" - } - ], - "api_server": { - "enabled": true, - "listen_ip_address": "0.0.0.0", - "listen_port": 8080, - "verbosity": "error", - "enable_openapi": false, - "jwt_secret_key": "6a599ab046dbb419014807dffd7b8823bfa7e5df56b17d545485deb87331b4ca", - "ws_token": "6O5pBDiRigiZrmIsofaE2rkKMJtf9h8zVQ", - "CORS_origins": [], - "username": "freqAdmin", - "password": "REDACTED" - }, - "use_exit_signal": true, - "bot_name": "freqtrade", - "initial_state": "running", - "force_entry_enable": false, - "internals": { - "process_throttle_secs": 5, - "heartbeat_interval": 20, - "loglevel": "INFO" - }, - "config_files": ["config_examples/theforcev7.json"] -} diff --git a/config_examples/xgboostregression-ok1-kandipai.diff b/config_examples/xgboostregression-ok1-kandipai.diff deleted file mode 100644 index 66c667d7..00000000 --- a/config_examples/xgboostregression-ok1-kandipai.diff +++ /dev/null @@ -1,122 +0,0 @@ -diff --git a/config_examples/config_freqai.okx.json b/config_examples/config_freqai.okx.json -index 259459e..c8f04af 100644 ---- a/config_examples/config_freqai.okx.json -+++ b/config_examples/config_freqai.okx.json -@@ -5,11 +5,10 @@ - "max_open_trades": 4, - "stake_currency": "USDT", - "stake_amount": 150, -- "startup_candle_count": 30, - "tradable_balance_ratio": 1, - "fiat_display_currency": "USD", - "dry_run": true, -- "timeframe": "5m", -+ "timeframe": "3m", - "dry_run_wallet": 1000, - "cancel_open_orders_on_exit": true, - "stoploss": -0.05, -@@ -24,21 +23,21 @@ - "enable_ws": false, - "ccxt_config": { - "enableRateLimit": true, -- "rateLimit": 800, -+ "rateLimit": 500, - "options": { - "defaultType": "spot" - } - }, - "ccxt_async_config": { - "enableRateLimit": true, -- "rateLimit": 800, -+ "rateLimit": 500, - "timeout": 20000 - }, - "pair_whitelist": [ -- "OKB/USDT", -- "DOT/USDT", -+ "BTC/USDT", - "SOL/USDT" -- ] -+ ], -+ "pair_blacklist": [] - }, - "entry_pricing": { - "price_side": "same", -@@ -65,47 +64,38 @@ - "data_kitchen": { - "fillna": "ffill" - }, -- "freqaimodel": "CatboostClassifier", -- "purge_old_models": 2, -- "identifier": "test175", -- "train_period_days": 30, -- "backtest_period_days": 10, -+ "freqaimodel": "XGBoostRegressor", -+ "model_training_parameters": { -+ "n_estimators": 100, -+ "learning_rate": 0.05, -+ "max_depth": 5 -+ }, -+ "train_period_days": 15, -+ "train_period_days": 180, -+ "backtest_period_days": 60, - "live_retrain_hours": 0, - "feature_selection": { - "method": "recursive_elimination" - }, - "feature_parameters": { -- "include_timeframes": [ -- "5m", -- "1h" -- ], -- "include_corr_pairlist": [ -- "BTC/USDT", -- "ETH/USDT" -- ], -- "label_period_candles": 12, -- "include_shifted_candles": 3, -- "DI_threshold": 0.9, -+ "include_timeframes": ["15m"], -+ "include_corr_pairlist": ["BTC/USDT"], -+ "label_period_candles": 10, -+ "include_shifted_candles": 1, -+ - "weight_factor": 0.9, - "principal_component_analysis": false, - "use_SVM_to_remove_outliers": false, -- "indicator_periods_candles": [ -- 10, -- 20, -- 50 -- ], -- "plot_feature_importances": 0 -+ "indicator_periods_candles": [14], - }, - "data_split_parameters": { -- "test_size": 0.2, -- "shuffle": false, -+ "test_size": 0.2 - }, -- "model_training_parameters": { -- "n_estimators": 100, -- "learning_rate": 0.1, -- "num_leaves": 15, -- "verbose": -1 -- } -+ "model_training_parameters": { -+ "n_estimators": 100, -+ "learning_rate": 0.05, -+ "max_depth": 5 -+ } - }, - "api_server": { - "enabled": true, -@@ -123,7 +113,7 @@ - "initial_state": "running", - "force_entry_enable": false, - "internals": { -- "process_throttle_secs": 10, -+ "process_throttle_secs": 5, - "heartbeat_interval": 20, - "loglevel": "DEBUG" - } diff --git a/freqtrade/templates/FreqaiExampleStrategy.json b/freqtrade/templates/FreqaiExampleStrategy.json deleted file mode 100644 index 98ffab5a..00000000 --- a/freqtrade/templates/FreqaiExampleStrategy.json +++ /dev/null @@ -1,32 +0,0 @@ -{ - "strategy_name": "FreqaiExampleStrategy", - "params": { - "max_open_trades": { - "max_open_trades": 4 - }, - "buy": { - "buy_rsi": 39.92672300850069 - }, - "sell": { - "sell_rsi": 69.92672300850069 - }, - "protection": {}, - "roi": { - "0": 0.163, - "8": 0.049, - "16": 0.007, - "66": 0 - }, - "stoploss": { - "stoploss": -0.251 - }, - "trailing": { - "trailing_stop": true, - "trailing_stop_positive": 0.055, - "trailing_stop_positive_offset": 0.11699999999999999, - "trailing_only_offset_is_reached": true - } - }, - "ft_stratparam_v": 1, - "export_time": "2025-05-17 10:15:19.962889+00:00" -} \ No newline at end of file diff --git a/freqtrade/templates/FreqaiExampleStrategy.py b/freqtrade/templates/FreqaiExampleStrategy.py deleted file mode 100644 index c620a9a6..00000000 --- a/freqtrade/templates/FreqaiExampleStrategy.py +++ /dev/null @@ -1,277 +0,0 @@ -import logging -import numpy as np -from functools import reduce -import talib.abstract as ta -from pandas import DataFrame -from technical import qtpylib -from freqtrade.strategy import IStrategy, IntParameter, DecimalParameter - -logger = logging.getLogger(__name__) - -class FreqaiExampleStrategy(IStrategy): - minimal_roi = { - 0: 0.135, - 9: 0.052, - 15: 0.007, - 60: 0 - } - stoploss = -0.263 - trailing_stop = True - trailing_stop_positive = 0.324 - trailing_stop_positive_offset = 0.411 - trailing_only_offset_is_reached = False - max_open_trades = 4 - process_only_new_candles = True - use_exit_signal = True - startup_candle_count: int = 40 - can_short = False - - buy_rsi = IntParameter(low=10, high=50, default=30, space="buy", optimize=False, load=True) - sell_rsi = IntParameter(low=50, high=90, default=70, space="sell", optimize=False, load=True) - roi_0 = DecimalParameter(low=0.01, high=0.2, default=0.135, space="roi", optimize=True, load=True) - roi_15 = DecimalParameter(low=0.005, high=0.1, default=0.052, space="roi", optimize=True, load=True) - roi_30 = DecimalParameter(low=0.001, high=0.05, default=0.007, space="roi", optimize=True, load=True) - stoploss_param = DecimalParameter(low=-0.35, high=-0.1, default=-0.263, space="stoploss", optimize=True, load=True) - trailing_stop_positive_param = DecimalParameter(low=0.1, high=0.5, default=0.324, space="trailing", optimize=True, load=True) - trailing_stop_positive_offset_param = DecimalParameter(low=0.2, high=0.6, default=0.411, space="trailing", optimize=True, load=True) - - freqai_info = { - "model": "LightGBMRegressor", - "feature_parameters": { - "include_timeframes": ["5m", "15m", "1h"], - "include_corr_pairlist": [], - "label_period_candles": 12, - "include_shifted_candles": 3, - }, - "data_split_parameters": { - "test_size": 0.2, - "shuffle": False, - }, - "model_training_parameters": { - "n_estimators": 200, - "learning_rate": 0.05, - "num_leaves": 31, - "verbose": -1, - }, - } - - plot_config = { - "main_plot": {}, - "subplots": { - "&-buy_rsi": {"&-buy_rsi": {"color": "green"}}, - "&-sell_rsi": {"&-sell_rsi": {"color": "red"}}, - "&-stoploss": {"&-stoploss": {"color": "purple"}}, - "&-roi_0": {"&-roi_0": {"color": "orange"}}, - "do_predict": {"do_predict": {"color": "brown"}}, - }, - } - - def feature_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: dict, **kwargs) -> DataFrame: - dataframe["%-rsi-period"] = ta.RSI(dataframe, timeperiod=period) - dataframe["%-mfi-period"] = ta.MFI(dataframe, timeperiod=period) - dataframe["%-sma-period"] = ta.SMA(dataframe, timeperiod=period) - dataframe["%-ema-period"] = ta.EMA(dataframe, timeperiod=period) - dataframe["%-adx-period"] = ta.ADX(dataframe, timeperiod=period) - bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=period, stds=2.2) - dataframe["bb_lowerband-period"] = bollinger["lower"] - dataframe["bb_middleband-period"] = bollinger["mid"] - dataframe["bb_upperband-period"] = bollinger["upper"] - dataframe["%-bb_width-period"] = ( - dataframe["bb_upperband-period"] - dataframe["bb_lowerband-period"] - ) / dataframe["bb_middleband-period"] - dataframe["%-close-bb_lower-period"] = dataframe["close"] / dataframe["bb_lowerband-period"] - dataframe["%-roc-period"] = ta.ROC(dataframe, timeperiod=period) - dataframe["%-relative_volume-period"] = ( - dataframe["volume"] / dataframe["volume"].rolling(period).mean() - ) - dataframe = dataframe.replace([np.inf, -np.inf], 0) - dataframe = dataframe.ffill() - dataframe = dataframe.fillna(0) - return dataframe - - def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame: - dataframe["%-pct-change"] = dataframe["close"].pct_change() - dataframe["%-raw_volume"] = dataframe["volume"] - dataframe["%-raw_price"] = dataframe["close"] - dataframe = dataframe.replace([np.inf, -np.inf], 0) - dataframe = dataframe.ffill() - dataframe = dataframe.fillna(0) - return dataframe - - def feature_engineering_standard(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame: - if len(dataframe["close"]) < 20: - logger.warning(f"数据不足 {len(dataframe)} 根 K 线，%-volatility 可能不完整") - dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek - dataframe["%-hour_of_day"] = dataframe["date"].dt.hour - dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20, min_periods=1).std() - dataframe["%-volatility"] = dataframe["%-volatility"].replace([np.inf, -np.inf], 0) - dataframe["%-volatility"] = dataframe["%-volatility"].ffill() - dataframe["%-volatility"] = dataframe["%-volatility"].fillna(0) - return dataframe - - def set_freqai_targets(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame: - logger.info(f"设置 FreqAI 目标，交易对：{metadata['pair']}") - if "close" not in dataframe.columns: - logger.error("数据框缺少必要的 'close' 列") - raise ValueError("数据框缺少必要的 'close' 列") - - try: - label_period = self.freqai_info["feature_parameters"]["label_period_candles"] - if "%-volatility" not in dataframe.columns: - logger.warning("缺少 %-volatility 列，强制重新生成") - dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20, min_periods=1).std() - dataframe["%-volatility"] = dataframe["%-volatility"].replace([np.inf, -np.inf], 0) - dataframe["%-volatility"] = dataframe["%-volatility"].ffill() - dataframe["%-volatility"] = dataframe["%-volatility"].fillna(0) - - dataframe["&-buy_rsi"] = ta.RSI(dataframe, timeperiod=14) - dataframe["&-buy_rsi"] = dataframe["&-buy_rsi"].shift(-label_period).ffill().bfill() - - for col in ["&-buy_rsi", "%-volatility"]: - dataframe[col] = dataframe[col].replace([np.inf, -np.inf], 0) - dataframe[col] = dataframe[col].ffill() - dataframe[col] = dataframe[col].fillna(0) - if dataframe[col].isna().any(): - logger.warning(f"目标列 {col} 仍包含 NaN，数据预览：\n{dataframe[col].tail(10)}") - except Exception as e: - logger.error(f"创建 FreqAI 目标失败：{str(e)}") - raise - - logger.info(f"目标列预览：\n{dataframe[['&-buy_rsi']].head().to_string()}") - return dataframe - - def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - logger.info(f"处理交易对：{metadata['pair']}") - logger.debug(f"输入特征列：{list(dataframe.columns)}") - dataframe = self.freqai.start(dataframe, metadata, self) - logger.debug(f"FreqAI 输出特征列：{list(dataframe.columns)}") - - dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) - bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) - dataframe["bb_lowerband"] = bollinger["lower"] - dataframe["bb_middleband"] = bollinger["mid"] - dataframe["bb_upperband"] = bollinger["upper"] - dataframe["tema"] = ta.TEMA(dataframe, timeperiod=9) - - label_period = self.freqai_info["feature_parameters"]["label_period_candles"] - dataframe["up_or_down"] = np.where( - dataframe["close"].shift(-label_period) > dataframe["close"], 1, 0 - ) - - if "&-buy_rsi" in dataframe.columns: - if "%-volatility" not in dataframe.columns: - logger.warning("缺少 %-volatility 列，强制重新生成") - dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20, min_periods=1).std() - dataframe["%-volatility"] = dataframe["%-volatility"].replace([np.inf, -np.inf], 0) - dataframe["%-volatility"] = dataframe["%-volatility"].ffill() - dataframe["%-volatility"] = dataframe["%-volatility"].fillna(0) - - dataframe["&-sell_rsi"] = dataframe["&-buy_rsi"] + 30 - dataframe["&-stoploss"] = self.stoploss - (dataframe["%-volatility"] * 5).clip(-0.05, 0.05) - dataframe["&-roi_0"] = (dataframe["close"].shift(-label_period) / dataframe["close"] - 1).clip(0, 0.2) - - for col in ["&-buy_rsi", "&-sell_rsi", "&-stoploss", "&-roi_0"]: - dataframe[col] = dataframe[col].replace([np.inf, -np.inf], 0) - dataframe[col] = dataframe[col].ffill() - dataframe[col] = dataframe[col].fillna(0) - - dataframe["buy_rsi_pred"] = dataframe["&-buy_rsi"].rolling(5).mean().clip(10, 50) - dataframe["sell_rsi_pred"] = dataframe["&-sell_rsi"].rolling(5).mean().clip(50, 90) - dataframe["stoploss_pred"] = dataframe["&-stoploss"].clip(-0.35, -0.1) - dataframe["roi_0_pred"] = dataframe["&-roi_0"].clip(0.01, 0.2) - - for col in ["buy_rsi_pred", "sell_rsi_pred", "stoploss_pred", "roi_0_pred"]: - if dataframe[col].isna().any(): - logger.warning(f"列 {col} 包含 NaN，填充为默认值") - dataframe[col] = dataframe[col].ffill() - dataframe[col] = dataframe[col].fillna(dataframe[col].mean()) - - dataframe["trailing_stop_positive"] = (dataframe["roi_0_pred"] * 0.5).clip(0.01, 0.3) - dataframe["trailing_stop_positive_offset"] = (dataframe["roi_0_pred"] * 0.75).clip(0.02, 0.4) - - self.buy_rsi.value = float(dataframe["buy_rsi_pred"].iloc[-1]) - self.sell_rsi.value = float(dataframe["sell_rsi_pred"].iloc[-1]) - self.stoploss = float(self.stoploss_param.value) - self.minimal_roi = { - 0: float(self.roi_0.value), - 15: float(self.roi_15.value), - 30: float(self.roi_30.value), - 60: 0 - } - self.trailing_stop_positive = float(self.trailing_stop_positive_param.value) - self.trailing_stop_positive_offset = float(self.trailing_stop_positive_offset_param.value) - - logger.info(f"动态参数：buy_rsi={self.buy_rsi.value}, sell_rsi={self.sell_rsi.value}, " - f"stoploss={self.stoploss}, trailing_stop_positive={self.trailing_stop_positive}") - else: - logger.warning(f"&-buy_rsi 列缺失，跳过 FreqAI 预测逻辑，检查 freqai.start 输出") - - dataframe = dataframe.replace([np.inf, -np.inf], 0) - dataframe = dataframe.ffill() - dataframe = dataframe.fillna(0) - - logger.info(f"up_or_down 值统计：\n{dataframe['up_or_down'].value_counts().to_string()}") - logger.info(f"do_predict 值统计：\n{dataframe['do_predict'].value_counts().to_string()}") - logger.debug(f"最终特征列：{list(dataframe.columns)}") - - return dataframe - - def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame: - enter_long_conditions = [ - qtpylib.crossed_above(df["rsi"], df["buy_rsi_pred"]), - df["tema"] > df["tema"].shift(1), - df["volume"] > 0, - df["do_predict"] == 1, - df["up_or_down"] == 1 - ] - if enter_long_conditions: - df.loc[ - reduce(lambda x, y: x & y, enter_long_conditions), - ["enter_long", "enter_tag"] - ] = (1, "long") - return df - - def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame: - exit_long_conditions = [ - qtpylib.crossed_above(df["rsi"], df["sell_rsi_pred"]), - (df["close"] < df["close"].shift(1) * 0.97), - df["volume"] > 0, - df["do_predict"] == 1, - df["up_or_down"] == 0 - ] - if exit_long_conditions: - df.loc[ - reduce(lambda x, y: x & y, exit_long_conditions), - "exit_long" - ] = 1 - return df - - def confirm_trade_entry( - self, pair: str, order_type: str, amount: float, rate: float, - time_in_force: str, current_time, entry_tag, side: str, **kwargs - ) -> bool: - try: - df, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) - if df is None or df.empty: - logger.warning(f"无法获取 {pair} 的分析数据，拒绝交易") - return False - - last_candle = df.iloc[-1].squeeze() - if "close" not in last_candle or np.isnan(last_candle["close"]): - logger.warning(f"{pair} 的最新 K 线缺少有效 close 价格，拒绝交易") - return False - - if side == "long": - max_rate = last_candle["close"] * (1 + 0.0025) # 0.25% 滑点阈值 - if rate > max_rate: - logger.debug(f"拒绝 {pair} 的买入，价格 {rate} 超过最大允许价格 {max_rate}") - return False - elif side == "short": - logger.warning(f"{pair} 尝试做空，但策略不支持做空 (can_short={self.can_short})") - return False - - logger.debug(f"确认 {pair} 的交易：side={side}, rate={rate}, close={last_candle['close']}") - return True - except Exception as e: - logger.error(f"确认 {pair} 交易时出错：{str(e)}") - return False diff --git a/freqtrade/templates/NostalgiaV8.py b/freqtrade/templates/NostalgiaV8.py deleted file mode 100644 index bf4c1a14..00000000 --- a/freqtrade/templates/NostalgiaV8.py +++ /dev/null @@ -1,248 +0,0 @@ -import numpy as np -import pandas as pd -pd.options.mode.chained_assignment = None -from pandas import DataFrame -from freqtrade.strategy import IStrategy -from freqtrade.strategy import IntParameter -import logging -from functools import reduce -import datetime - -import talib.abstract as ta -import freqtrade.vendor.qtpylib.indicators as qtpylib - -logger = logging.getLogger(__name__) - -class NostalgiaForInfinityV8(IStrategy): - INTERFACE_VERSION = 3 - - minimal_roi = { - "0": 0.06, - "30": 0.04, - "60": 0.02, - "120": 0 - } - - stoploss = -0.05 - use_custom_stoploss = True - trailing_stop = False - timeframe = '15m' - process_only_new_candles = True - use_exit_signal = True - exit_profit_only = False - ignore_roi_if_entry_signal = False - startup_candle_count: int = 146 - - can_short = False - - order_types = { - 'entry': 'market', - 'exit': 'market', - 'stoploss': 'limit', - 'stoploss_on_exchange': False - } - - order_time_in_force = { - 'entry': 'gtc', - 'exit': 'gtc' - } - - buy_rsi = IntParameter(low=20, high=60, default=50, space="buy", optimize=True) - sell_rsi = IntParameter(low=50, high=80, default=55, space="sell", optimize=True) - buy_volume_factor = IntParameter(low=1, high=5, default=2, space="buy", optimize=True) - - freqai_info = { - "model": "XGBoostRegressor", - "feature_parameters": { - "include_timeframes": ["15m"], - "include_corr_pairlist": ["OKB/USDT", "SOL/USDT"], - "label_period_candles": 4, - "include_shifted_candles": 0, - "indicator_periods_candles": [5, 10, 20], - "include_default_features": ["close", "open", "high", "low", "volume", "rsi", "ema", "sma"] - }, - "data_split_parameters": { - "test_size": 0.2, - "shuffle": False - }, - "model_training_parameters": { - "n_estimators": 100, - "learning_rate": 0.1, - "num_leaves": 15, - "n_jobs": 4, - "verbosity": -1 - } - } - - plot_config = { - 'main_plot': { - 'ema6': {'color': 'blue'}, - 'ema24': {'color': 'red'}, - 'sma32': {'color': 'green'}, - 'sma64': {'color': 'purple'}, - }, - 'subplots': { - "RSI": {'rsi': {'color': 'blue'}, 'buy_rsi_pred': {'color': 'orange'}} - } - } - - def detect_pivot_low(self, series: pd.Series, left: int, right: int) -> pd.Series: - pivots = pd.Series(False, index=series.index) - for i in range(left, len(series) - right): - if (series[i] < series[i - left:i]).all() and (series[i] < series[i + 1:i + right + 1]).all(): - pivots.iloc[i] = True - return pivots - - - def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - if dataframe.empty: - logger.warning(f"Empty dataframe for {metadata['pair']}, skipping indicators") - return dataframe - - informative = dataframe.copy() - - # Momentum Indicators - informative['rsi'] = ta.RSI(informative, timeperiod=14) - - # EMA and SMA - informative['ema6'] = ta.EMA(informative, timeperiod=6) - informative['ema24'] = ta.EMA(informative, timeperiod=24) - informative['sma32'] = ta.SMA(informative, timeperiod=32) - informative['sma64'] = ta.SMA(informative, timeperiod=64) - - # ATR for dynamic stoploss - informative['atr'] = ta.ATR(informative, timeperiod=14) - - # Volume - informative['volume_mean'] = informative['volume'].rolling(20).mean() - - # RSI Divergence using custom pivot detection - informative['price_pivot_low'] = self.detect_pivot_low(informative['close'], left=3, right=3) - informative['rsi_pivot_low'] = self.detect_pivot_low(informative['rsi'], left=3, right=3) - informative['bullish_divergence'] = (informative['price_pivot_low'] == True) & (informative['rsi_pivot_low'] != True) - - # 设置 FreqAI 标签 - informative = self.set_freqai_targets(informative) - - # 启动 FreqAI - try: - informative = self.freqai.start(informative, metadata, self) - logger.info(f"FreqAI features for {metadata['pair']}: {informative.columns.tolist()}") - except Exception as e: - logger.error(f"FreqAI failed for {metadata['pair']}: {str(e)}") - informative['buy_rsi_pred'] = informative['rsi'] - informative['do_predict'] = 0 - - logger.info(f"Indicators for {metadata['pair']} at {informative['date'].iloc[-1]}: " - f"RSI={informative['rsi'].iloc[-1]:.2f}, " - f"buy_rsi_pred={informative['buy_rsi_pred'].iloc[-1] if 'buy_rsi_pred' in informative else 'N/A'}, " - f"do_predict={informative['do_predict'].iloc[-1]}, " - f"EMA6={informative['ema6'].iloc[-1]:.2f}, " - f"EMA24={informative['ema24'].iloc[-1]:.2f}, " - f"Bullish_Divergence={informative['bullish_divergence'].iloc[-1]}") - - return informative - def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - if dataframe.empty: - logger.warning(f"Empty dataframe for {metadata['pair']}, skipping indicators") - return dataframe - - informative = dataframe.copy() - - # Momentum Indicators - informative['rsi'] = ta.RSI(informative, timeperiod=14) - - # EMA and SMA - informative['ema6'] = ta.EMA(informative, timeperiod=6) - informative['ema24'] = ta.EMA(informative, timeperiod=24) - informative['sma32'] = ta.SMA(informative, timeperiod=32) - informative['sma64'] = ta.SMA(informative, timeperiod=64) - - # ATR for dynamic stoploss - informative['atr'] = ta.ATR(informative, timeperiod=14) - - # Volume - informative['volume_mean'] = informative['volume'].rolling(20).mean() - - # RSI Divergence using custom pivot detection - informative['price_pivot_low'] = self.detect_pivot_low(informative['close'], left=3, right=3) - informative['rsi_pivot_low'] = self.detect_pivot_low(informative['rsi'], left=3, right=3) - informative['bullish_divergence'] = (informative['price_pivot_low'] == True) & (informative['rsi_pivot_low'] != True) - - # 设置 FreqAI 标签（✅ 已修复：删除了非法标记） - informative = self.set_freqai_targets(informative, metadata) - - # 启动 FreqAI - try: - informative = self.freqai.start(informative, metadata, self) - logger.info(f"FreqAI features for {metadata['pair']}: {informative.columns.tolist()}") - except Exception as e: - logger.error(f"FreqAI failed for {metadata['pair']}: {str(e)}") - informative['buy_rsi_pred'] = informative['rsi'] - informative['do_predict'] = 0 - - logger.info(f"Indicators for {metadata['pair']} at {informative['date'].iloc[-1]}: " - f"RSI={informative['rsi'].iloc[-1]:.2f}, " - f"buy_rsi_pred={informative['buy_rsi_pred'].iloc[-1] if 'buy_rsi_pred' in informative else 'N/A'}, " - f"do_predict={informative['do_predict'].iloc[-1]}, " - f"EMA6={informative['ema6'].iloc[-1]:.2f}, " - f"EMA24={informative['ema24'].iloc[-1]:.2f}, " - f"Bullish_Divergence={informative['bullish_divergence'].iloc[-1]}") - - return informative - def set_freqai_targets(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - label_period = self.freqai_info["feature_parameters"]["label_period_candles"] - dataframe['label'] = ( - (dataframe['close'].shift(-label_period) / dataframe['close']) - 1 - ) * 100 # 百分比变化 - return dataframe - def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - if dataframe.empty: - logger.warning(f"Empty dataframe for {metadata['pair']}, skipping exit trend") - return dataframe - - exit_long_conditions = [ - dataframe['rsi'] > self.sell_rsi.value, - dataframe['ema6'] < dataframe['ema24'], - dataframe['volume'] > 0 - ] - - dataframe.loc[ - reduce(lambda x, y: x & y, exit_long_conditions), - 'exit_long' - ] = 1 - return dataframe - - def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, - current_rate: float, current_profit: float, **kwargs) -> float: - dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) - if dataframe.empty: - logger.warning(f"Empty dataframe for {pair} in custom_stoploss") - return self.stoploss - - last_candle = dataframe.iloc[-1].squeeze() - atr_stoploss = last_candle['close'] - 1.5 * last_candle['atr'] - if atr_stoploss < current_rate: - return (atr_stoploss / current_rate) - 1 - return self.stoploss - def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - if dataframe.empty: - logger.warning(f"Empty dataframe for {metadata['pair']}, skipping entry trend") - return dataframe - - # 示例买入条件： - conditions = [ - dataframe['rsi'] < self.buy_rsi.value, - dataframe['ema6'] > dataframe['ema24'], - dataframe['volume'] > 0, - dataframe['bullish_divergence'] == True, - dataframe['do_predict'] == 1, - dataframe['rsi'] < dataframe['buy_rsi_pred'] - ] - - dataframe.loc[ - reduce(lambda x, y: x & y, conditions), - 'enter_long' - ] = 1 - - return dataframe diff --git a/freqtrade/templates/Supertrend.py b/freqtrade/templates/Supertrend.py deleted file mode 100644 index 0797974e..00000000 --- a/freqtrade/templates/Supertrend.py +++ /dev/null @@ -1,69 +0,0 @@ -from functools import reduce -from pandas import DataFrame -from freqtrade.strategy import IStrategy - -import talib.abstract as ta - -from freqtrade.strategy.interface import IStrategy - -class TrendFollowingStrategy(IStrategy): - - INTERFACE_VERSION: int = 3 - # ROI table: - minimal_roi = {"0": 0.15, "30": 0.1, "60": 0.05} - # minimal_roi = {"0": 1} - - # Stoploss: - stoploss = -0.265 - - # Trailing stop: - trailing_stop = True - trailing_stop_positive = 0.05 - trailing_stop_positive_offset = 0.1 - trailing_only_offset_is_reached = False - can_short=False - - timeframe = "5m" - - def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - # Calculate OBV - dataframe['obv'] = ta.OBV(dataframe['close'], dataframe['volume']) - - # Add your trend following indicators here - dataframe['trend'] = dataframe['close'].ewm(span=20, adjust=False).mean() - - return dataframe - - def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - # Add your trend following buy signals here - dataframe.loc[ - (dataframe['close'] > dataframe['trend']) & - (dataframe['close'].shift(1) <= dataframe['trend'].shift(1)) & - (dataframe['obv'] > dataframe['obv'].shift(1)), - 'enter_long'] = 1 - - # Add your trend following sell signals here - dataframe.loc[ - (dataframe['close'] < dataframe['trend']) & - (dataframe['close'].shift(1) >= dataframe['trend'].shift(1)) & - (dataframe['obv'] < dataframe['obv'].shift(1)), - 'enter_short'] = 1 - - return dataframe - - def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - # Add your trend following exit signals for long positions here - dataframe.loc[ - (dataframe['close'] < dataframe['trend']) & - (dataframe['close'].shift(1) >= dataframe['trend'].shift(1)) & - (dataframe['obv'] > dataframe['obv'].shift(1)), - 'exit_long'] = 1 - - # Add your trend following exit signals for short positions here - dataframe.loc[ - (dataframe['close'] > dataframe['trend']) & - (dataframe['close'].shift(1) <= dataframe['trend'].shift(1)) & - (dataframe['obv'] < dataframe['obv'].shift(1)), - 'exit_short'] = 1 - - return dataframe diff --git a/freqtrade/templates/TheForceV7.json b/freqtrade/templates/TheForceV7.json deleted file mode 100644 index fcc51e13..00000000 --- a/freqtrade/templates/TheForceV7.json +++ /dev/null @@ -1,34 +0,0 @@ -{ - "strategy_name": "TheForceV7", - "params": { - "max_open_trades": { - "max_open_trades": 3 - }, - "buy": { - "adx_buy": 25, - "atr_ratio": 0.005 - }, - "sell": { - "ema_fast_period": 7, - "rsi_sell": 60 - }, - "protection": {}, - "roi": { - "0": 0.23399999999999999, - "32": 0.06, - "91": 0.026, - "195": 0 - }, - "stoploss": { - "stoploss": -0.108 - }, - "trailing": { - "trailing_stop": true, - "trailing_stop_positive": 0.054, - "trailing_stop_positive_offset": 0.12, - "trailing_only_offset_is_reached": false - } - }, - "ft_stratparam_v": 1, - "export_time": "2025-05-17 17:07:27.574446+00:00" -} \ No newline at end of file diff --git a/freqtrade/templates/TheForceV7.py b/freqtrade/templates/TheForceV7.py deleted file mode 100644 index 6baa2499..00000000 --- a/freqtrade/templates/TheForceV7.py +++ /dev/null @@ -1,193 +0,0 @@ -from freqtrade.strategy import IStrategy -from pandas import DataFrame -import talib.abstract as ta -from typing import Dict, List, Optional, Union -from freqtrade.persistence import Trade -from freqtrade.strategy import CategoricalParameter, DecimalParameter, IntParameter -from datetime import datetime - -class TheForceV7(IStrategy): - # 基础参数 - timeframe = '5m' - use_exit_signal = True - exit_profit_only = False - ignore_roi_if_entry_signal = False - - # # Hyperopt 参数 - # stoploss = DecimalParameter( - # low=-0.3, high=-0.1, default=-0.233, decimals=3, space='`stoploss' - # ) - # profit_threshold_multiplier = DecimalParameter( - # low=0.1, high=1.0, default=0.5, decimals=3, space='stoploss' - # ) - # trailing_stop_multiplier = DecimalParameter( - # low=0.5, high=3.0, default=1.5, decimals=3, space='stoploss' - # ) - - # Hyperopt 参数 - stoploss = DecimalParameter(low=-0.3, high=-0.1, default=-0.233, decimals=3, space='stoploss') - profit_threshold_multiplier = DecimalParameter(low=0.2, high=1.0, default=0.5, decimals=3, space='stoploss') # 扩大范围 - trailing_stop_multiplier = DecimalParameter(low=0.8, high=3.0, default=1.5, decimals=3, space='stoploss') # 扩大范围 - - # Hyperopt 参数 - stoploss = DecimalParameter(-0.3, -0.05, default=-0.15, decimals=3, space='stoploss') - profit_threshold_multiplier = DecimalParameter(0.8, 3.0, default=1.5, decimals=3, space='stoploss') - trailing_stop_multiplier = DecimalParameter(1.5, 6.0, default=3.0, decimals=3, space='stoploss') - adx_buy = DecimalParameter(15, 35, default=25, decimals=0, space='buy') - atr_ratio = DecimalParameter(0.002, 0.01, default=0.005, decimals=3, space='buy') - rsi_sell = DecimalParameter(50, 70, default=60, decimals=0, space='sell') - ema_fast_period = IntParameter(3, 10, default=7, space='sell') - - - @property - def protections(self): - return [ - { - "method": "CooldownPeriod", - "stop_duration_candles": 5 # 卖出后禁止再次买入的K线数 - }, - { - "method": "MaxDrawdown", - "lookback_period_candles": 48, - "trade_limit": 20, - "stop_duration_candles": 4, - "max_allowed_drawdown": 0.2 # 最大允许回撤 20% - }, - { - "method": "StoplossGuard", - "lookback_period_candles": 24, - "trade_limit": 4, # 在 lookback 内最多触发几次止损 - "stop_duration_candles": 2, # 锁定多少根 K 线 - "only_per_pair": False # 是否按币种统计 - }, - { - "method": "LowProfitPairs", - "lookback_period_candles": 6, - "trade_limit": 2, - "stop_duration_candles": 60, - "required_profit": 0.02 - }, - { - "method": "LowProfitPairs", - "lookback_period_candles": 24, - "trade_limit": 4, - "stop_duration_candles": 2, - "required_profit": 0.01 - } - - ] - - def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - # Calculate ATR (14-period, consistent with your code) - - # Store the latest ATR in metadata for the pair - - dataframe['ema200c'] = ta.EMA(dataframe['close'], timeperiod=200) - dataframe['ema50c'] = ta.EMA(dataframe['close'], timeperiod=50) - dataframe['ema20c'] = ta.EMA(dataframe['close'], timeperiod=20) - dataframe['rsi7'] = ta.RSI(dataframe['close'], timeperiod=7) - macd = ta.MACD(dataframe['close']) - dataframe['macd'] = macd[0] - dataframe['macdsignal'] = macd[1] - stoch = ta.STOCH(dataframe['high'], dataframe['low'], dataframe['close'], fastk_period=14, slowk_period=3, slowd_period=3) - dataframe['slowk'] = stoch[0] - dataframe['slowd'] = stoch[1] - dataframe['volvar'] = dataframe['volume'].rolling(window=20).mean() - - dataframe['atr'] = ta.ATR(dataframe, timeperiod=14) - dataframe['adx'] = ta.ADX(dataframe, timeperiod=14) - dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) - for period in [self.ema_fast_period.value, 21, 50]: - dataframe[f'ema_{period}'] = ta.EMA(dataframe, timeperiod=period) - metadata['latest_atr'] = dataframe['atr'].iloc[-1] - metadata['latest_adx'] = dataframe['adx'].iloc[-1] - - return dataframe - - def crossover(self, series1: DataFrame, series2: DataFrame) -> DataFrame: - """Detects when series1 crosses above series2.""" - return (series1 > series2) & (series1.shift(1) <= series2.shift(1)) - - def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - dataframe.loc[ - (dataframe['close'] > dataframe['ema200c']) & # Relaxed trend - (dataframe['close'] > dataframe['ema50c']) & # Short-term trend - (dataframe['rsi7'] < 50) & # Relaxed RSI - (dataframe['macd'] > 0) & # Relaxed MACD - (dataframe['volume'] > dataframe['volvar'] * 0.5) & # Relaxed volume - (dataframe['adx'] > 21), # Trend strength - 'enter_long' - ] = 1 - - return dataframe - - def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - dataframe.loc[ - ( - (dataframe['slowk'] > 65) | (dataframe['slowd'] > 65) | # Relaxed STOCH - (dataframe['rsi7'] > 70) # Overbought - ) & - (dataframe['close'] < dataframe['ema20c']) & # Trend reversal - (self.crossover(dataframe['macdsignal'], dataframe['macd'])) & # Custom crossover - (dataframe['macd'] < 0), # Downtrend - 'exit_long' - ] = 1 - - return dataframe - - def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, current_profit: float, after_fill: bool, **kwargs) -> Optional[float]: - atr = kwargs.get('metadata', {}).get('latest_atr', 0.01 * current_rate) - adx = kwargs.get('metadata', {}).get('latest_adx', 0) - atr_percent = atr / current_rate - profit_threshold = float(self.profit_threshold_multiplier.value) * atr_percent - trailing_stop_distance = float(self.trailing_stop_multiplier.value) * atr_percent - trade_duration = (current_time - trade.open_date).total_seconds() / 3600 - - # 动态调整 - if trade_duration < 3: # 3小时内放宽 - profit_threshold *= 1.5 # 提高触发门槛 - trailing_stop_distance *= 1.5 # 放宽止损距离 - if adx > 35: # 强趋势 - trailing_stop_distance *= 0.5 # 紧跟趋势 - elif adx < 20: # 震荡市场 - trailing_stop_distance *= 2.0 # 放宽止损 - - # ATR 追踪止损 - if adx > 35 and after_fill and current_profit > profit_threshold: - return -trailing_stop_distance - # 固定止损 - elif trade_duration > 1.5 or adx < 20 or current_profit < -0.015: # 1.5小时，震荡，亏损>1.5% - return float(self.stoploss) - return -0.05 # 默认止损收紧 - - @staticmethod - def hyperopt_loss_function(results: DataFrame, trade_count: int, min_date: datetime, max_date: datetime, config: Dict, processed: Dict[str, DataFrame], *args, **kwargs) -> float: - total_profit = results['profit_abs'].sum() - win_rate = len(results[results['profit_abs'] > 0]) / trade_count if trade_count > 0 else 0 - avg_duration = results['trade_duration'].mean() / 60 # 分钟 - loss = -total_profit * win_rate * (1 / (avg_duration + 1)) - return loss - - def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float, - proposed_stake: float, min_stake: float, max_stake: float, - leverage: float, entry_tag: Optional[str], side: str, - **kwargs) -> float: - dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) - if dataframe.empty: - return proposed_stake - - atr = ta.ATR(dataframe, timeperiod=28).iloc[-1] - price_std = dataframe['close'].std() - combined_volatility = atr + price_std - - base_stake = self.wallets.get_total_stake_amount() * 0.0333 # 3.33% risk - base_stake = min(base_stake, 50.0) # Cap at 50 USDT - - risk_factor = 1.0 - if combined_volatility > current_rate * 0.03: # High volatility - risk_factor = 0.3 if pair in ['SOL/USDT', 'OKB/USDT'] else 0.5 - elif combined_volatility < current_rate * 0.01: # Low volatility - risk_factor = 1.2 if pair in ['BTC/USDT', 'ETH/USDT'] else 1.0 - - return base_stake * risk_factor - diff --git a/freqtrade/templates/freqaiprimer.json b/freqtrade/templates/freqaiprimer.json deleted file mode 100644 index e29d2fa2..00000000 --- a/freqtrade/templates/freqaiprimer.json +++ /dev/null @@ -1,32 +0,0 @@ -{ - "strategy_name": "FreqaiPrimer", - "params": { - "max_open_trades": { - "max_open_trades": 4 - }, - "buy": { - "buy_rsi": 45.2500884290867 - }, - "sell": { - "sell_rsi": 75.2500884290867 - }, - "protection": {}, - "roi": { - "0": 0.20400000000000001, - "18": 0.07100000000000001, - "47": 0.03, - "102": 0 - }, - "stoploss": { - "stoploss": -0.07 - }, - "trailing": { - "trailing_stop": true, - "trailing_stop_positive": 0.237, - "trailing_stop_positive_offset": 0.267, - "trailing_only_offset_is_reached": false - } - }, - "ft_stratparam_v": 1, - "export_time": "2025-05-17 11:42:41.193338+00:00" -} \ No newline at end of file diff --git a/freqtrade/templates/freqaiprimer.py b/freqtrade/templates/freqaiprimer.py deleted file mode 100644 index 0a7d5b43..00000000 --- a/freqtrade/templates/freqaiprimer.py +++ /dev/null @@ -1,279 +0,0 @@ -import logging -import numpy as np -from functools import reduce -import talib.abstract as ta -from pandas import DataFrame -from technical import qtpylib -from freqtrade.strategy import IStrategy, IntParameter, DecimalParameter - -logger = logging.getLogger(__name__) - -class FreqaiPrimer(IStrategy): - minimal_roi = { - 0: 0.135, - 9: 0.052, - 15: 0.007, - 60: 0 - } - stoploss = -0.263 - trailing_stop = True - trailing_stop_positive = 0.324 - trailing_stop_positive_offset = 0.411 - trailing_only_offset_is_reached = False - max_open_trades = 4 - process_only_new_candles = True - use_exit_signal = True - startup_candle_count: int = 40 - can_short = False - - buy_rsi = IntParameter(low=10, high=50, default=30, space="buy", optimize=False, load=True) - sell_rsi = IntParameter(low=50, high=90, default=70, space="sell", optimize=False, load=True) - roi_0 = DecimalParameter(low=0.01, high=0.2, default=0.135, space="roi", optimize=True, load=True) - roi_15 = DecimalParameter(low=0.005, high=0.1, default=0.052, space="roi", optimize=True, load=True) - roi_30 = DecimalParameter(low=0.001, high=0.05, default=0.007, space="roi", optimize=True, load=True) - stoploss_param = DecimalParameter(low=-0.35, high=-0.1, default=-0.263, space="stoploss", optimize=True, load=True) - trailing_stop_positive_param = DecimalParameter(low=0.1, high=0.5, default=0.324, space="trailing", optimize=True, load=True) - trailing_stop_positive_offset_param = DecimalParameter(low=0.2, high=0.6, default=0.411, space="trailing", optimize=True, load=True) - - freqai_info = { - "model": "LightGBMRegressor", - "feature_parameters": { - "include_timeframes": ["5m", "15m", "1h"], - "include_corr_pairlist": [], - "label_period_candles": 12, - "include_shifted_candles": 3, - }, - "data_split_parameters": { - "test_size": 0.2, - "shuffle": False, - }, - "model_training_parameters": { - "n_estimators": 200, - "learning_rate": 0.05, - "num_leaves": 31, - "verbose": -1, - }, - } - - plot_config = { - "main_plot": {}, - "subplots": { - "&-buy_rsi": {"&-buy_rsi": {"color": "green"}}, - "&-sell_rsi": {"&-sell_rsi": {"color": "red"}}, - "&-stoploss": {"&-stoploss": {"color": "purple"}}, - "&-roi_0": {"&-roi_0": {"color": "orange"}}, - "do_predict": {"do_predict": {"color": "brown"}}, - }, - } - - def feature_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: dict, **kwargs) -> DataFrame: - dataframe["%-rsi-period"] = ta.RSI(dataframe, timeperiod=period) - dataframe["%-mfi-period"] = ta.MFI(dataframe, timeperiod=period) - dataframe["%-sma-period"] = ta.SMA(dataframe, timeperiod=period) - dataframe["%-ema-period"] = ta.EMA(dataframe, timeperiod=period) - dataframe["%-adx-period"] = ta.ADX(dataframe, timeperiod=period) - bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=period, stds=2.2) - dataframe["bb_lowerband-period"] = bollinger["lower"] - dataframe["bb_middleband-period"] = bollinger["mid"] - dataframe["bb_upperband-period"] = bollinger["upper"] - dataframe["%-bb_width-period"] = ( - dataframe["bb_upperband-period"] - dataframe["bb_lowerband-period"] - ) / dataframe["bb_middleband-period"] - dataframe["%-close-bb_lower-period"] = dataframe["close"] / dataframe["bb_lowerband-period"] - dataframe["%-roc-period"] = ta.ROC(dataframe, timeperiod=period) - dataframe["%-relative_volume-period"] = ( - dataframe["volume"] / dataframe["volume"].rolling(period).mean() - ) - dataframe = dataframe.replace([np.inf, -np.inf], 0) - dataframe = dataframe.ffill() - dataframe = dataframe.fillna(0) - return dataframe - - def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame: - dataframe["%-pct-change"] = dataframe["close"].pct_change() - dataframe["%-raw_volume"] = dataframe["volume"] - dataframe["%-raw_price"] = dataframe["close"] - dataframe = dataframe.replace([np.inf, -np.inf], 0) - dataframe = dataframe.ffill() - dataframe = dataframe.fillna(0) - return dataframe - - def feature_engineering_standard(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame: - if len(dataframe["close"]) < 20: - logger.warning(f"数据不足 {len(dataframe)} 根 K 线，%-volatility 可能不完整") - dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek - dataframe["%-hour_of_day"] = dataframe["date"].dt.hour - dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20, min_periods=1).std() - dataframe["%-volatility"] = dataframe["%-volatility"].replace([np.inf, -np.inf], 0) - dataframe["%-volatility"] = dataframe["%-volatility"].ffill() - dataframe["%-volatility"] = dataframe["%-volatility"].fillna(0) - return dataframe - - def set_freqai_targets(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame: - logger.info(f"设置 FreqAI 目标，交易对：{metadata['pair']}") - if "close" not in dataframe.columns: - logger.error("数据框缺少必要的 'close' 列") - raise ValueError("数据框缺少必要的 'close' 列") - - try: - label_period = self.freqai_info["feature_parameters"]["label_period_candles"] - if "%-volatility" not in dataframe.columns: - logger.warning("缺少 %-volatility 列，强制重新生成") - dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20, min_periods=1).std() - dataframe["%-volatility"] = dataframe["%-volatility"].replace([np.inf, -np.inf], 0) - dataframe["%-volatility"] = dataframe["%-volatility"].ffill() - dataframe["%-volatility"] = dataframe["%-volatility"].fillna(0) - -# 移除 shift(-label_period)，改为使用当前及过去的数据 - dataframe["&-buy_rsi"] = ta.RSI(dataframe, timeperiod=14) - dataframe["&-buy_rsi"] = dataframe["&-buy_rsi"].rolling(window=label_period).mean().ffill().bfill() - - for col in ["&-buy_rsi", "%-volatility"]: - dataframe[col] = dataframe[col].replace([np.inf, -np.inf], 0) - dataframe[col] = dataframe[col].ffill() - dataframe[col] = dataframe[col].fillna(0) - if dataframe[col].isna().any(): - logger.warning(f"目标列 {col} 仍包含 NaN，数据预览：\n{dataframe[col].tail(10)}") - except Exception as e: - logger.error(f"创建 FreqAI 目标失败：{str(e)}") - raise - - logger.info(f"目标列预览：\n{dataframe[['&-buy_rsi']].head().to_string()}") - return dataframe - - def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - logger.info(f"处理交易对：{metadata['pair']}") - logger.debug(f"输入特征列：{list(dataframe.columns)}") - dataframe = self.freqai.start(dataframe, metadata, self) - logger.debug(f"FreqAI 输出特征列：{list(dataframe.columns)}") - - dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) - bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) - dataframe["bb_lowerband"] = bollinger["lower"] - dataframe["bb_middleband"] = bollinger["mid"] - dataframe["bb_upperband"] = bollinger["upper"] - dataframe["tema"] = ta.TEMA(dataframe, timeperiod=9) - - label_period = self.freqai_info["feature_parameters"]["label_period_candles"] -# 使用滚动窗口而非未来函数来生成 up_or_down 列 - dataframe["up_or_down"] = np.where( - dataframe["close"].rolling(window=label_period).mean() > dataframe["close"], 1, 0 - ) - - if "&-buy_rsi" in dataframe.columns: - if "%-volatility" not in dataframe.columns: - logger.warning("缺少 %-volatility 列，强制重新生成") - dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20, min_periods=1).std() - dataframe["%-volatility"] = dataframe["%-volatility"].replace([np.inf, -np.inf], 0) - dataframe["%-volatility"] = dataframe["%-volatility"].ffill() - dataframe["%-volatility"] = dataframe["%-volatility"].fillna(0) - - dataframe["&-sell_rsi"] = dataframe["&-buy_rsi"] + 30 - dataframe["&-stoploss"] = self.stoploss - (dataframe["%-volatility"] * 5).clip(-0.05, 0.05) - dataframe["&-roi_0"] = (dataframe["close"].rolling(window=label_period).mean() / dataframe["close"] - 1).clip(0, 0.2) - - for col in ["&-buy_rsi", "&-sell_rsi", "&-stoploss", "&-roi_0"]: - dataframe[col] = dataframe[col].replace([np.inf, -np.inf], 0) - dataframe[col] = dataframe[col].ffill() - dataframe[col] = dataframe[col].fillna(0) - - dataframe["buy_rsi_pred"] = dataframe["&-buy_rsi"].rolling(5).mean().clip(10, 50) - dataframe["sell_rsi_pred"] = dataframe["&-sell_rsi"].rolling(5).mean().clip(50, 90) - dataframe["stoploss_pred"] = dataframe["&-stoploss"].clip(-0.35, -0.1) - dataframe["roi_0_pred"] = dataframe["&-roi_0"].clip(0.01, 0.2) - - for col in ["buy_rsi_pred", "sell_rsi_pred", "stoploss_pred", "roi_0_pred"]: - if dataframe[col].isna().any(): - logger.warning(f"列 {col} 包含 NaN，填充为默认值") - dataframe[col] = dataframe[col].ffill() - dataframe[col] = dataframe[col].fillna(dataframe[col].mean()) - - dataframe["trailing_stop_positive"] = (dataframe["roi_0_pred"] * 0.5).clip(0.01, 0.3) - dataframe["trailing_stop_positive_offset"] = (dataframe["roi_0_pred"] * 0.75).clip(0.02, 0.4) - - self.buy_rsi.value = float(dataframe["buy_rsi_pred"].iloc[-1]) - self.sell_rsi.value = float(dataframe["sell_rsi_pred"].iloc[-1]) - self.stoploss = float(self.stoploss_param.value) - self.minimal_roi = { - 0: float(self.roi_0.value), - 15: float(self.roi_15.value), - 30: float(self.roi_30.value), - 60: 0 - } - self.trailing_stop_positive = float(self.trailing_stop_positive_param.value) - self.trailing_stop_positive_offset = float(self.trailing_stop_positive_offset_param.value) - - logger.info(f"动态参数：buy_rsi={self.buy_rsi.value}, sell_rsi={self.sell_rsi.value}, " - f"stoploss={self.stoploss}, trailing_stop_positive={self.trailing_stop_positive}") - else: - logger.warning(f"&-buy_rsi 列缺失，跳过 FreqAI 预测逻辑，检查 freqai.start 输出") - - dataframe = dataframe.replace([np.inf, -np.inf], 0) - dataframe = dataframe.ffill() - dataframe = dataframe.fillna(0) - - logger.info(f"up_or_down 值统计：\n{dataframe['up_or_down'].value_counts().to_string()}") - logger.info(f"do_predict 值统计：\n{dataframe['do_predict'].value_counts().to_string()}") - logger.debug(f"最终特征列：{list(dataframe.columns)}") - - return dataframe - - def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame: - enter_long_conditions = [ - qtpylib.crossed_above(df["rsi"], df["buy_rsi_pred"]), - df["tema"] > df["tema"].shift(1), - df["volume"] > 0, - df["do_predict"] == 1, - df["up_or_down"] == 1 - ] - if enter_long_conditions: - df.loc[ - reduce(lambda x, y: x & y, enter_long_conditions), - ["enter_long", "enter_tag"] - ] = (1, "long") - return df - - def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame: - exit_long_conditions = [ - qtpylib.crossed_above(df["rsi"], df["sell_rsi_pred"]), - (df["close"] < df["close"].shift(1) * 0.97), - df["volume"] > 0, - df["do_predict"] == 1, - df["up_or_down"] == 0 - ] - if exit_long_conditions: - df.loc[ - reduce(lambda x, y: x & y, exit_long_conditions), - "exit_long" - ] = 1 - return df - - def confirm_trade_entry( - self, pair: str, order_type: str, amount: float, rate: float, - time_in_force: str, current_time, entry_tag, side: str, **kwargs - ) -> bool: - try: - df, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) - if df is None or df.empty: - logger.warning(f"无法获取 {pair} 的分析数据，拒绝交易") - return False - - last_candle = df.iloc[-1].squeeze() - if "close" not in last_candle or np.isnan(last_candle["close"]): - logger.warning(f"{pair} 的最新 K 线缺少有效 close 价格，拒绝交易") - return False - - if side == "long": - max_rate = last_candle["close"] * (1 + 0.0025) # 0.25% 滑点阈值 - if rate > max_rate: - logger.debug(f"拒绝 {pair} 的买入，价格 {rate} 超过最大允许价格 {max_rate}") - return False - elif side == "short": - logger.warning(f"{pair} 尝试做空，但策略不支持做空 (can_short={self.can_short})") - return False - - logger.debug(f"确认 {pair} 的交易：side={side}, rate={rate}, close={last_candle['close']}") - return True - except Exception as e: - logger.error(f"确认 {pair} 交易时出错：{str(e)}") - return False diff --git a/freqtrade/templates/harmonicDivergence.py b/freqtrade/templates/harmonicDivergence.py deleted file mode 100644 index 8b137891..00000000 --- a/freqtrade/templates/harmonicDivergence.py +++ /dev/null @@ -1 +0,0 @@ - diff --git a/freqtrade/templates/hyper.py b/freqtrade/templates/hyper.py deleted file mode 100644 index e69de29b..00000000 diff --git a/freqtrade/templates/sma.py b/freqtrade/templates/sma.py deleted file mode 100644 index 6f35a0fb..00000000 --- a/freqtrade/templates/sma.py +++ /dev/null @@ -1,130 +0,0 @@ -# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement -# flake8: noqa: F401 -# isort: skip_file -# --- Do not remove these libs --- -from functools import reduce -import numpy as np # noqa -import pandas as pd # noqa -from pandas import DataFrame - -from freqtrade.strategy import ( - BooleanParameter, - CategoricalParameter, - DecimalParameter, - IStrategy, - IntParameter, -) - -# -------------------------------- -# Add your lib to import here -import talib.abstract as ta -import freqtrade.vendor.qtpylib.indicators as qtpylib - - -# This class is a sample. Feel free to customize it. -class FAdxSmaStrategy(IStrategy): - - INTERFACE_VERSION = 3 - timeframe = "1h" - # Minimal ROI designed for the strategy. - # This attribute will be overridden if the config file contains "minimal_roi". - minimal_roi = {"60": 0.075, "30": 0.1, "0": 0.05} - # minimal_roi = {"0": 1} - - stoploss = -0.05 - can_short = False - - # Trailing stoploss - trailing_stop = False - # trailing_only_offset_is_reached = False - # trailing_stop_positive = 0.01 - # trailing_stop_positive_offset = 0.0 # Disabled / not configured - - # Run "populate_indicators()" only for new candle. - process_only_new_candles = True - - # Number of candles the strategy requires before producing valid signals - startup_candle_count: int = 14 - - # Hyperoptable parameters - - # Define the guards spaces - pos_entry_adx = DecimalParameter(15, 40, decimals=1, default=30.0, space="buy") - pos_exit_adx = DecimalParameter(15, 40, decimals=1, default=30.0, space="sell") - - # Define the parameter spaces - adx_period = IntParameter(4, 24, default=14) - sma_short_period = IntParameter(4, 24, default=12) - sma_long_period = IntParameter(12, 175, default=48) - - def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - - # Calculate all adx values - for val in self.adx_period.range: - dataframe[f"adx_{val}"] = ta.ADX(dataframe, timeperiod=val) - - # Calculate all sma_short values - for val in self.sma_short_period.range: - dataframe[f"sma_short_{val}"] = ta.SMA(dataframe, timeperiod=val) - - # Calculate all sma_long values - for val in self.sma_long_period.range: - dataframe[f"sma_long_{val}"] = ta.SMA(dataframe, timeperiod=val) - - return dataframe - - def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - conditions_long = [] - conditions_short = [] - - # GUARDS AND TRIGGERS - conditions_long.append( - dataframe[f"adx_{self.adx_period.value}"] > self.pos_entry_adx.value - ) - conditions_short.append( - dataframe[f"adx_{self.adx_period.value}"] > self.pos_entry_adx.value - ) - - conditions_long.append( - qtpylib.crossed_above( - dataframe[f"sma_short_{self.sma_short_period.value}"], - dataframe[f"sma_long_{self.sma_long_period.value}"], - ) - ) - conditions_short.append( - qtpylib.crossed_below( - dataframe[f"sma_short_{self.sma_short_period.value}"], - dataframe[f"sma_long_{self.sma_long_period.value}"], - ) - ) - - dataframe.loc[ - reduce(lambda x, y: x & y, conditions_long), - "enter_long", - ] = 1 - - dataframe.loc[ - reduce(lambda x, y: x & y, conditions_short), - "enter_short", - ] = 1 - - return dataframe - - def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: - - conditions_close = [] - conditions_close.append( - dataframe[f"adx_{self.adx_period.value}"] < self.pos_entry_adx.value - ) - - dataframe.loc[ - reduce(lambda x, y: x & y, conditions_close), - "exit_long", - ] = 1 - - dataframe.loc[ - reduce(lambda x, y: x & y, conditions_close), - "exit_short", - ] = 1 - - return dataframe