diff --git a/freqtrade/templates/FreqaiExampleStrategy.py b/freqtrade/templates/FreqaiExampleStrategy.py index 4eec097..804f0b6 100644 --- a/freqtrade/templates/FreqaiExampleStrategy.py +++ b/freqtrade/templates/FreqaiExampleStrategy.py @@ -130,6 +130,15 @@ class FreqaiExampleStrategy(IStrategy): try: label_period = self.freqai_info["feature_parameters"]["label_period_candles"] + # 定义目标变量为未来价格变化百分比(连续值) + dataframe["up_or_down"] = ( + dataframe["close"].shift(-label_period) - dataframe["close"] + ) / dataframe["close"] + + # 数据清理:处理 NaN 和 Inf 值 + dataframe["up_or_down"] = dataframe["up_or_down"].replace([np.inf, -np.inf], np.nan) + dataframe["up_or_down"] = dataframe["up_or_down"].ffill().fillna(0) + # 确保目标变量是二维数组 if dataframe["up_or_down"].ndim == 1: dataframe["up_or_down"] = dataframe["up_or_down"].values.reshape(-1, 1)