From b722b13be3180a2c6764ccff077997ee690a81a7 Mon Sep 17 00:00:00 2001 From: "zhangkun9038@dingtalk.com" Date: Mon, 16 Feb 2026 03:22:03 +0800 Subject: [PATCH] =?UTF-8?q?=E9=87=8D=E6=96=B0=E9=99=90=E5=AE=9A=E4=BA=86co?= =?UTF-8?q?nfirm=5Ftrade=5Fentry/exit=E8=A7=84=E5=88=99=E6=A0=B9=E6=8D=AEM?= =?UTF-8?q?L=20ai=E7=BB=93=E6=9E=9C=EF=BC=8C=E8=BF=BD=E5=8A=A0=E4=BA=86?= =?UTF-8?q?=E6=B3=A2=E5=8A=A8=E7=8E=87=E5=8F=AF=E8=83=BD=E9=80=A0=E6=88=90?= =?UTF-8?q?=E7=9A=84=E5=BD=B1=E5=93=8D?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- freqtrade/templates/freqaiprimer.py | 22 +++++++++++++++++----- 1 file changed, 17 insertions(+), 5 deletions(-) diff --git a/freqtrade/templates/freqaiprimer.py b/freqtrade/templates/freqaiprimer.py index 88940f5f..c4fa68b9 100644 --- a/freqtrade/templates/freqaiprimer.py +++ b/freqtrade/templates/freqaiprimer.py @@ -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