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zhangkun9038@dingtalk.com 2025-04-28 16:12:02 +08:00
parent 96b76ffcc0
commit b20684b5b1
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freqtrade/templates/FreqaiExampleStrategy.py
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@ -130,6 +130,15 @@ class FreqaiExampleStrategy(IStrategy):
try: try:
label_period = self.freqai_info["feature_parameters"]["label_period_candles"] 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 # 确保目标变量是二维数组
if dataframe["up_or_down"].ndim == 1: if dataframe["up_or_down"].ndim == 1:
dataframe["up_or_down"] = dataframe["up_or_down"].values.reshape(-1, 1) dataframe["up_or_down"] = dataframe["up_or_down"].values.reshape(-1, 1)