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加入risk_rate freqai属性

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zhangkun9038@dingtalk.com 2025-08-19 02:55:48 +08:00
parent 4c5f444693
commit b2c6fae3b0
1 changed files with 12 additions and 28 deletions
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freqtrade/templates/freqaiprimer.py
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@ -130,8 +130,8 @@ class FreqaiPrimer(IStrategy):
}
freqai_info = {
"identifier": "freqai_primer_mixed_v5", # 更新标识符以强制重新训练
"model": "LightGBMRegressor", # 默认回归模型
"identifier": "freqai_primer_mixed_v6", # 更新标识符以强制重新训练
"model": "LightGBMClassifierMultiTarget", # 多目标分类模型
"feature_parameters": {
"include_timeframes": ["3m", "15m", "1h"], # 3个时间框架
"label_period_candles": 12,
@ -144,42 +144,26 @@ class FreqaiPrimer(IStrategy):
"shuffle": False,
},
"model_training_parameters": {
"price_value_divergence": { # 回归模型配置
"model": "LightGBMRegressor",
"LightGBMClassifierMultiTarget": {
"model": "LightGBMClassifier",
"model_params": {
"n_estimators": 200,
"learning_rate": 0.05,
"num_leaves": 31,
"verbose": -1,
}
},
"optimal_first_length": { # 分类模型配置
"model": "LightGBMClassifier",
"model_params": {
"n_estimators": 150,
"learning_rate": 0.1,
"num_leaves": 15,
"max_depth": 8,
"min_child_samples": 10,
"class_weight": "balanced",
"verbose": -1,
}
},
"risk_rating": { # 新增：智能风险评级预测
"model": "LightGBMClassifier",
"model_params": {
"n_estimators": 160,
"learning_rate": 0.08,
"num_leaves": 20,
"max_depth": 6,
"num_leaves": 25,
"max_depth": 7,
"min_child_samples": 8,
"subsample": 0.85,
"colsample_bytree": 0.85,
"reg_alpha": 0.08,
"reg_lambda": 0.08,
"class_weight": "balanced",
"verbose": -1,
}
},
}
},
"fit_live_predictions_candles": 100,
"live_retrain_candles": 100,
"multitarget_parallel_training": true,
}
@staticmethod