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重新限定了confirm_trade_entry/exit规则根据ML ai结果，追加了波动率可能造成的影响

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zhangkun9038@dingtalk.com 2026-02-16 03:22:03 +08:00
parent 01ce5b0d90
commit b722b13be3
1 changed files with 17 additions and 5 deletions
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22
freqtrade/templates/freqaiprimer.py
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@ -1701,13 +1701,23 @@ class FreqaiPrimer(IStrategy):
if '&-target_volatility' in df.columns:
predicted_volatility = float(last_row['&-target_volatility'])
# 获取未来波动率信号
future_volatility = None
if '&s-future_volatility' in df.columns:
future_volatility = float(last_row['&s-future_volatility'])
elif '&-future_volatility' in df.columns:
future_volatility = float(last_row['&-future_volatility'])
# 获取趋势预测
trend_prediction = None
if '&-target_trend' in df.columns:
trend_prediction = float(last_row['&-target_trend'])
# 优先使用 future_volatility，如果没有则使用 predicted_volatility
volatility_to_use = future_volatility if future_volatility is not None else predicted_volatility
# 基于ML预测的智能决策（移除了对不可靠的current_profit的依赖）
if current_entry_prob is not None and predicted_volatility is not None:
if current_entry_prob is not None and volatility_to_use is not None:
# 如果当前入场信号概率很高，说明市场条件仍然良好，可以继续持有
if current_entry_prob > 0.6:
# 高入场概率，建议继续持有
@ -1720,13 +1730,15 @@ class FreqaiPrimer(IStrategy):
return True # 支持出场
# 如果波动率预测很低但入场信号概率较高，可能不应该立即出场
if predicted_volatility < 0.35 and current_entry_prob > 0.55:
self.strategy_log(f"[{pair}] 低波动+高入场信号({current_entry_prob:.2f})，建议继续持有等待机会")
if volatility_to_use < 0.35 and current_entry_prob > 0.55:
volatility_source = "future_volatility" if future_volatility is not None else "predicted_volatility"
self.strategy_log(f"[{pair}] 低波动({volatility_to_use:.2f},{volatility_source})+高入场信号({current_entry_prob:.2f})，建议继续持有等待机会")
return False # 阻止因低波动而强制出场
# 如果波动率预测很低且入场信号概率也低，支持出场
if predicted_volatility < 0.35 and current_entry_prob < 0.3:
self.strategy_log(f"[{pair}] 低波动+低入场信号({current_entry_prob:.2f})，支持出场")
if volatility_to_use < 0.35 and current_entry_prob < 0.3:
volatility_source = "future_volatility" if future_volatility is not None else "predicted_volatility"
self.strategy_log(f"[{pair}] 低波动({volatility_to_use:.2f},{volatility_source})+低入场信号({current_entry_prob:.2f})，支持出场")
return True # 支持出场
# 如果有趋势预测且预测为下跌趋势，支持出场