phyer/myTestFreqAI
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zhangkun9038@dingtalk.com 2025-04-28 20:37:16 +08:00
parent 42781656b4
commit bc39868c5e
3 changed files with 42 additions and 34 deletions
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55
config_examples/config_freqai.okx.json
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@ -2,16 +2,16 @@
"$schema": "https://schema.freqtrade.io/schema.json", "$schema": "https://schema.freqtrade.io/schema.json",
"trading_mode": "spot", "trading_mode": "spot",
"margin_mode": "isolated", "margin_mode": "isolated",
"max_open_trades": 4, "max_open_trades": 3,
"stake_currency": "USDT", "stake_currency": "USDT",
"stake_amount": 150, "stake_amount": 100,
"tradable_balance_ratio": 1, "tradable_balance_ratio": 1,
"fiat_display_currency": "USD", "fiat_display_currency": "USD",
"dry_run": true, "dry_run": true,
"timeframe": "3m", "timeframe": "15m",
"dry_run_wallet": 1000, "dry_run_wallet": 1000,
"cancel_open_orders_on_exit": true, "cancel_open_orders_on_exit": true,
"stoploss": -0.05, "stoploss": -0.1,
"unfilledtimeout": { "unfilledtimeout": {
"entry": 5, "entry": 5,
"exit": 15 "exit": 15
@ -30,12 +30,13 @@
}, },
"ccxt_async_config": { "ccxt_async_config": {
"enableRateLimit": true, "enableRateLimit": true,
"rateLimit": 500, "rateLimit": 500,
"timeout": 20000 "timeout": 20000
}, },
"pair_whitelist": [ "pair_whitelist": [
"BTC/USDT", "BTC/USDT",
"SOL/USDT" "SOL/USDT",
"ETH/USDT"
], ],
"pair_blacklist": [] "pair_blacklist": []
}, },
@ -66,35 +67,39 @@
}, },
"freqaimodel": "XGBoostRegressor", "freqaimodel": "XGBoostRegressor",
"model_training_parameters": { "model_training_parameters": {
"n_estimators": 100, "n_estimators": 200,
"learning_rate": 0.05, "learning_rate": 0.05,
"max_depth": 5 "max_depth": 6,
"subsample": 0.8,
"colsample_bytree": 0.8,
"reg_lambda": 1.0,
"objective": "reg:squarederror",
"eval_metric": "rmse",
"early_stopping_rounds": 20
}, },
"train_period_days": 180, "train_period_days": 365,
"backtest_period_days": 60, "backtest_period_days": 90,
"live_retrain_hours": 0, "live_retrain_hours": 0,
"feature_selection": { "feature_selection": {
"method": "recursive_elimination" "method": "recursive_elimination"
}, },
"feature_parameters": { "feature_parameters": {
"include_timeframes": ["15m"], "include_timeframes": ["15m", "1h", "4h"],
"include_corr_pairlist": ["BTC/USDT"], "include_corr_pairlist": ["BTC/USDT", "SOL/USDT"],
"label_period_candles": 10, "label_period_candles": 10,
"include_shifted_candles": 1, "include_shifted_candles": 2,
"weight_factor": 0.9, "weight_factor": 0.9,
"principal_component_analysis": false, "principal_component_analysis": false,
"use_SVM_to_remove_outliers": false, "use_SVM_to_remove_outliers": true,
"indicator_periods_candles": [14], "SVM_parameters": {
"nu": 0.1
},
"indicator_periods_candles": [14, 20]
}, },
"data_split_parameters": { "data_split_parameters": {
"test_size": 0.2 "test_size": 0.2,
}, "shuffle": true
"model_training_parameters": { }
"n_estimators": 100,
"learning_rate": 0.05,
"max_depth": 5
}
}, },
"api_server": { "api_server": {
"enabled": true, "enabled": true,
@ -117,3 +122,5 @@
"loglevel": "DEBUG" "loglevel": "DEBUG"
} }
} }

20
docker-compose.yml
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@ -61,13 +61,13 @@ services:
# --spaces roi stoploss # --spaces roi stoploss
# -e 200 # -e 200
command: > command: >
backtesting backtesting
--logfile /freqtrade/user_data/logs/freqtrade.log --logfile /freqtrade/user_data/logs/freqtrade.log
--freqaimodel XGBoostRegressor --freqaimodel XGBoostRegressor
--config /freqtrade/config_examples/config_freqai.okx.json --config /freqtrade/config_examples/config_freqai.okx.json
--config /freqtrade/templates/FreqaiExampleStrategy.json --config /freqtrade/templates/FreqaiExampleStrategy.json
--strategy-path /freqtrade/templates --strategy-path /freqtrade/templates
--strategy FreqaiExampleStrategy --strategy FreqaiExampleStrategy
--timerange 20250320-20250420 --timerange 20250320-20250420
--cache none --cache none

1
freqtrade/templates/FreqaiExampleStrategy.py
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@ -366,3 +366,4 @@ class FreqaiExampleStrategy(IStrategy):
if rate > (last_candle["close"] * (1 + 0.0025)): if rate > (last_candle["close"] * (1 + 0.0025)):
return False return False
return True return True