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@ -280,11 +280,13 @@ class FreqaiExampleStrategy(IStrategy):
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# 更保守的追踪止损设置
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# 更保守的追踪止损设置
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self.trailing_stop_positive = 0.05 # 追踪止损触发点
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self.trailing_stop_positive = 0.05 # 追踪止损触发点
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self.trailing_stop_positive_offset = 0.1 # 追踪止损偏移量
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self.trailing_stop_positive_offset = 0.1 # 追踪止损偏移量
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exit_long_conditions = [
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logger.info(f"动态参数:buy_rsi={self.buy_rsi.value}, sell_rsi={self.sell_rsi.value}, "
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(df["rsi"] > df["sell_rsi_pred"]), # RSI 高于卖出阈值
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f"stoploss={self.stoploss}, trailing_stop_positive={self.trailing_stop_positive}")
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(df["volume"] > df["volume"].rolling(window=10).mean()), # 成交量高于近期均值
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(df["close"] < df["bb_middleband"]), # 价格低于布林带中轨
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dataframe.replace([np.inf, -np.inf], 0, inplace=True)
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(df["close"] < df["bb_lowerband"].shift(1)), # 当前价格低于上一周期的布林带下轨
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(df["volume"] < df["volume"].shift(1) * 0.9) # 当前成交量低于上一周期的10%
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]
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dataframe.ffill(inplace=True)
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dataframe.ffill(inplace=True)
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dataframe.fillna(0, inplace=True)
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dataframe.fillna(0, inplace=True)
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