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绿色通道入场机制

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zhangkun9038@dingtalk.com 2025-08-18 00:45:06 +08:00
parent 144ab6a899
commit b81b2ce2e1
1 changed files with 48 additions and 7 deletions
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freqtrade/templates/freqaiprimer.py
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@ -587,8 +587,25 @@ class FreqaiPrimer(IStrategy):
# 根据趋势状态调整入场策略
if "&-price_value_divergence" in dataframe.columns:
if trend_status == "bullish":
# 上涨趋势：放宽入场条件，允许追高
# 检测当前持仓订单数量（用于绿色通道判断）
open_trades = len(self.active_trades) if hasattr(self, 'active_trades') else 0
is_green_channel = (trend_status == "bullish" and open_trades <= 2)
if is_green_channel:
# 🟢 牛市绿色通道：持仓≤2个，25USDT入场，5条件满足3个即可
cond1 = (dataframe["&-price_value_divergence"] < self.buy_threshold * 1.8) # 超宽松偏离度
cond2 = (dataframe["volume_z_score"] > volume_z_score_threshold * 0.4) # 超低成交量要求
cond3 = (dataframe["rsi"] < rsi_threshold * 1.4) # 超宽松RSI
cond4 = (dataframe["close"] <= dataframe["bb_upperband"] * 1.05) # 允许上轨附近
cond5 = (dataframe["stochrsi_k"] < stochrsi_threshold * 1.4) # 超宽松STOCHRSI
core_conditions = [cond1, cond2, cond3, cond4, cond5]
satisfied_count = sum([c.iloc[-1] for c in core_conditions])
buy_condition = satisfied_count >= 3
logger.info(f"[{pair}] 🟢 牛市绿色通道：持仓{open_trades}≤2个，25USDT入场，5条件满足{satisfied_count}/3个")
elif trend_status == "bullish":
# 牛市正常通道：持仓>2个，75USDT入场，必须满足全部7个条件
cond1 = (dataframe["&-price_value_divergence"] < self.buy_threshold * 1.5) # 放宽到1.5倍
cond2 = (dataframe["volume_z_score"] > volume_z_score_threshold * 0.7) # 降低成交量要求
cond3 = (dataframe["rsi"] < rsi_threshold * 1.2) # 放宽RSI要求
@ -596,7 +613,20 @@ class FreqaiPrimer(IStrategy):
cond5 = (dataframe["stochrsi_k"] < stochrsi_threshold * 1.2) # 放宽STOCHRSI要求
cond6 = pd.Series([True] * len(dataframe), index=dataframe.index) # 取消熊市过滤
cond7 = pd.Series([True] * len(dataframe), index=dataframe.index) # 取消超买过滤
logger.info(f"[{pair}] 🚀 上涨趋势策略：放宽入场条件")
buy_condition = cond1 & cond2 & cond3 & cond4 & cond5 & cond6 & cond7
logger.info(f"[{pair}] 🚀 牛市正常通道：持仓{open_trades}>2个，75USDT入场，必须满足全部7个条件")
else:
# 熊市/震荡：严格标准，75USDT入场，必须满足全部7个条件
cond1 = (dataframe["&-price_value_divergence"] < self.buy_threshold * 0.7) # 严格到0.7倍
cond2 = (dataframe["volume_z_score"] > volume_z_score_threshold * 1.3) # 提高成交量要求
cond3 = (dataframe["rsi"] < rsi_threshold * 0.8) # 严格RSI要求
cond4 = (dataframe["close"] <= dataframe["bb_lowerband"] * 0.95) # 必须跌破下轨
cond5 = (dataframe["stochrsi_k"] < stochrsi_threshold * 0.8) # 严格STOCHRSI要求
cond6 = ~bearish_signal_aligned # 保持熊市过滤
cond7 = ~stochrsi_overbought_aligned # 保持超买过滤
buy_condition = cond1 & cond2 & cond3 & cond4 & cond5 & cond6 & cond7
logger.info(f"[{pair}] 📉 熊市/震荡通道：75USDT入场，必须满足全部7个条件")
elif trend_status == "bearish":
# 下跌趋势：严格入场条件，只抄底
@ -620,7 +650,7 @@ class FreqaiPrimer(IStrategy):
cond7 = ~stochrsi_overbought_aligned
logger.info(f"[{pair}] ⚖️ 震荡趋势策略：标准入场条件")
buy_condition = cond1 & cond2 & cond3 & cond4 & cond5 & cond6 & cond7
# 绿色通道和趋势状态的条件已经设置好buy_condition
conditions.append(buy_condition)
# 调试日志
@ -867,9 +897,20 @@ class FreqaiPrimer(IStrategy):
hold_time = (current_time - trade.open_date_utc).total_seconds() / 60
profit_ratio = (current_rate - trade.open_rate) / trade.open_rate
initial_stake_amount = trade.stake_amount / 3
logger.info(f"{pair} 首次入场金额: {initial_stake_amount:.2f}, 当前持仓金额: {trade.stake_amount:.2f}, "
f"加仓次数: {trade.nr_of_successful_entries - 1}, 趋势得分: {trend_score:.2f}")
# 检测当前持仓订单数量
open_trades = len(self.active_trades) if hasattr(self, 'active_trades') else 0
# 牛市绿色通道判断：持仓≤2个且牛市趋势
is_green_channel = (trend_status == "bullish" and open_trades <= 2)
# 根据绿色通道调整入场金额
if is_green_channel:
initial_stake_amount = 25.0 # 绿色通道：25USDT入场
logger.info(f"{pair} 🟢 牛市绿色通道：25USDT入场，当前持仓{open_trades}个")
else:
initial_stake_amount = 75.0 # 正常通道：75USDT入场
logger.info(f"{pair} 首次入场金额: {initial_stake_amount:.2f}, 当前持仓金额: {trade.stake_amount:.2f}, "
f"加仓次数: {trade.nr_of_successful_entries - 1}, 趋势得分: {trend_score:.2f}")
# 检测趋势状态
trend_status = self.detect_trend_status(dataframe, {'pair': pair})