diff --git a/config_examples/hyperopt.json b/config_examples/hyperopt.json index 89561983..d21773a4 100644 --- a/config_examples/hyperopt.json +++ b/config_examples/hyperopt.json @@ -1,10 +1,10 @@ { + "enable_strategy_log": false, "exchange": { "name": "okx", "key": "cbda9fde-b9e3-4a2d-94f9-e5c3705dfb5c", "secret": "CD3B7DB459CBBD540E0926E5C48150E1", "password": "c^-d:g;P2S9?Q#^", - "enable_strategy_log": false, "enable_ws": false, "ccxt_config": { "enableRateLimit": true, diff --git a/freqtrade/templates/freqaiprimer.json b/freqtrade/templates/freqaiprimer.json index 34a8aa7f..d392edcd 100644 --- a/freqtrade/templates/freqaiprimer.json +++ b/freqtrade/templates/freqaiprimer.json @@ -18,22 +18,26 @@ "add_position_callback": 0.043, "add_position_growth": 4.5, "add_position_multiplier": 1.15, - "max_entry_adjustments": 4, - "stake_divisor": 9.3, "bb_length": 30, "bb_lower_deviation": 1.01, "bb_std": 1.6, "bb_width_threshold": 0.016, + "entry_interval_minutes": 42, + "freqai_entry_up_percent": 0.5, + "freqai_exit_down_percent": 0.5, "h1_max_candles": 213, "h1_max_consecutive_candles": 3, "h1_rapid_rise_threshold": 0.118, + "max_entry_adjustments": 4, "min_condition_count": 3, "rsi_bull_threshold": 45, "rsi_length": 18, "rsi_oversold": 31, + "stake_divisor": 9.3, "stochrsi_bull_threshold": 31, "stochrsi_neutral_threshold": 27, - "volume_multiplier": 1.2 + "volume_multiplier": 1.2, + "ml_entry_signal_threshold": 0.37 }, "sell": { "exit_bb_upper_deviation": 0.99, @@ -41,10 +45,11 @@ "roi_param_a": -6e-05, "roi_param_k": 108, "roi_param_t": 0.101, - "rsi_overbought": 70 + "rsi_overbought": 70, + "ml_exit_signal_threshold": 0.68 }, "protection": {} }, "ft_stratparam_v": 1, - "export_time": "2025-12-15 14:19:00.824138+00:00" + "export_time": "2026-01-06 15:05:40.003677+00:00" } \ No newline at end of file diff --git a/freqtrade/templates/freqaiprimer.py b/freqtrade/templates/freqaiprimer.py index 526a8bfc..3c7d4667 100644 --- a/freqtrade/templates/freqaiprimer.py +++ b/freqtrade/templates/freqaiprimer.py @@ -203,41 +203,41 @@ class FreqaiPrimer(IStrategy): can_short = False # 禁用做空 # 自定义指标参数 - 使用Hyperopt可优化参数 - bb_length = IntParameter(10, 30, default=20, optimize=True, load=True, space='buy') - bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=True, load=True, space='buy') - rsi_length = IntParameter(7, 21, default=14, optimize=True, load=True, space='buy') - rsi_oversold = IntParameter(30, 50, default=42, optimize=True, load=True, space='buy') + bb_length = IntParameter(10, 30, default=20, optimize=False, load=True, space='buy') + bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=False, load=True, space='buy') + rsi_length = IntParameter(7, 21, default=14, optimize=False, load=True, space='buy') + rsi_oversold = IntParameter(30, 50, default=42, optimize=False, load=True, space='buy') # 入场条件阈值参数 - bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.03, optimize=True, load=True, space='buy') - rsi_bull_threshold = IntParameter(45, 55, default=50, optimize=True, load=True, space='buy') - stochrsi_bull_threshold = IntParameter(30, 40, default=35, optimize=True, load=True, space='buy') - stochrsi_neutral_threshold = IntParameter(20, 30, default=25, optimize=True, load=True, space='buy') - volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.5, optimize=True, load=True, space='buy') - bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.02, optimize=True, load=True, space='buy') - min_condition_count = IntParameter(2, 4, default=3, optimize=True, load=True, space='buy') + bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.03, optimize=False, load=True, space='buy') + rsi_bull_threshold = IntParameter(45, 55, default=50, optimize=False, load=True, space='buy') + stochrsi_bull_threshold = IntParameter(30, 40, default=35, optimize=False, load=True, space='buy') + stochrsi_neutral_threshold = IntParameter(20, 30, default=25, optimize=False, load=True, space='buy') + volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.5, optimize=False, load=True, space='buy') + bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.02, optimize=False, load=True, space='buy') + min_condition_count = IntParameter(2, 4, default=3, optimize=False, load=True, space='buy') # 剧烈拉升检测参数 - 使用Hyperopt可优化参数 - h1_max_candles = IntParameter(100, 300, default=200, optimize=True, load=True, space='buy') - h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.11, optimize=True, load=True, space='buy') - h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=True, load=True, space='buy') + h1_max_candles = IntParameter(100, 300, default=200, optimize=False, load=True, space='buy') + h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.11, optimize=False, load=True, space='buy') + h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=False, load=True, space='buy') # 入场间隔控制参数（分钟） - entry_interval_minutes = IntParameter(20, 200, default=42, optimize=True, load=True, space='buy') + entry_interval_minutes = IntParameter(20, 200, default=42, optimize=False, load=True, space='buy') # ML 审核官：entry_signal 拒绝入场的阈值（越高越宽松，越低越严格） ml_entry_signal_threshold = DecimalParameter(0.05, 0.85, decimals=2, default=0.55, optimize=True, load=True, space='buy') # ML 审核官：exit_signal 拒绝出场的阈值（越高越宽松，越低越严格） - ml_exit_signal_threshold = DecimalParameter(0.05, 0.85, decimals=2, default=0.35, optimize=True, load=True, space='buy') + ml_exit_signal_threshold = DecimalParameter(0.05, 0.85, decimals=2, default=0.35, optimize=True, load=True, space='sell') # FreqAI 标签定义：entry_signal 的洛底上涨幅度（%） - freqai_entry_up_percent = DecimalParameter(0.3, 2.0, decimals=2, default=0.5, optimize=True, load=True, space='buy') + freqai_entry_up_percent = DecimalParameter(0.3, 2.0, decimals=2, default=0.5, optimize=False, load=True, space='buy') # FreqAI 标签定义：exit_signal 的洛底下跌幅度（%） - freqai_exit_down_percent = DecimalParameter(0.3, 2.0, decimals=2, default=0.5, optimize=True, load=True, space='buy') + freqai_exit_down_percent = DecimalParameter(0.3, 2.0, decimals=2, default=0.5, optimize=False, load=True, space='buy') # 定义可优化参数 # 初始入场金额: 75.00 @@ -258,14 +258,14 @@ class FreqaiPrimer(IStrategy): stake_divisor = DecimalParameter(2.0, 12.0, decimals=2, default=9.3, optimize=False, load=True, space='buy') # 加仓金额分母（小数类型，保留2位小数） # 线性ROI参数 - 用于线性函数: y = (a * (x + k)) + t - roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.0001, optimize=True, load=True, space='sell') # 系数a - roi_param_k = IntParameter(20, 150, default=50, optimize=True, load=True, space='sell') # 偏移量k - roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.06, optimize=True, load=True, space='sell') # 常数项t + roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.0001, optimize=False, load=True, space='sell') # 系数a + roi_param_k = IntParameter(20, 150, default=50, optimize=False, load=True, space='sell') # 偏移量k + roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.06, optimize=False, load=True, space='sell') # 常数项t # 出场条件阈值参数 - exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1.0, optimize=True, load=True, space='sell') - exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=True, load=True, space='sell') + exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1.0, optimize=False, load=True, space='sell') + exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=False, load=True, space='sell') - rsi_overbought = IntParameter(50, 70, default=58, optimize=True, load=True, space='sell') + rsi_overbought = IntParameter(50, 70, default=58, optimize=False, load=True, space='sell') def informative_pairs(self): diff --git a/tools/backtest.sh b/tools/backtest.sh index 3d1a07ba..aa086035 100755 --- a/tools/backtest.sh +++ b/tools/backtest.sh @@ -201,7 +201,6 @@ docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \ --logfile /freqtrade/user_data/logs/freqtrade.log \ --freqaimodel LightGBMRegressorMultiTarget \ --config /freqtrade/config_examples/$CONFIG_FILE \ - --config /freqtrade/config_examples/live.json \ --config /freqtrade/templates/freqaiprimer.json \ --strategy-path /freqtrade/templates \ --enable-protections \ diff --git a/tools/hyperopt_org.sh b/tools/hyperopt_org.sh index 28e4eb4c..cea8674e 100755 --- a/tools/hyperopt_org.sh +++ b/tools/hyperopt_org.sh @@ -382,7 +382,7 @@ elif [ -n "$PAIRS_ARG" ]; then echo "Using pairs from --pairs parameter: $PAIRS_ARG" else # 没有提供任何交易对参数，使用默认值 - DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT DOGE/USDT RIO/USDT LTC/USDT SUI/USDT PEPE/USDT TRB/USDT FIL/USDT UNI/USDT KAITO/USDT" + DEFAULT_PAIRS="DOT/USDT XRP/USDT SOL/USDT DOGE/USDT RIO/USDT LTC/USDT SUI/USDT PEPE/USDT TRB/USDT FIL/USDT UNI/USDT KAITO/USDT" PAIRS_FLAG="--pairs $DEFAULT_PAIRS" echo "No pairs parameter provided, using default pairs: $DEFAULT_PAIRS" fi @@ -477,6 +477,7 @@ echo "docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \ --freqaimodel LightGBMRegressorMultiTarget \ --strategy $STRATEGY_CLASS_NAME \ --config /freqtrade/config_examples/$CONFIG_FILE \ + --config /freqtrade/config_examples/hyperopt.json \ --config /freqtrade/templates/${PARAMS_NAME}.json \ --enable-protections \ --strategy-path /freqtrade/templates \ @@ -494,8 +495,8 @@ docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \ --strategy $STRATEGY_CLASS_NAME \ --config /freqtrade/config_examples/$CONFIG_FILE \ --config /freqtrade/templates/${PARAMS_NAME}.json \ - --config /freqtrade/config_examples/hyperopt.json \ ---enable-protections \ + --config /freqtrade/config_examples/hyperopt.json \ + --enable-protections \ --strategy-path /freqtrade/templates \ --timerange ${START_DATE}-${END_DATE} \ --random-state $RANDOM_STATE \