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- Datetime: 2025-05-05 10:06:53
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- Model: _qwen3/qwen-plus-latest
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- Selected files:
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- neo-tree filesystem [1]
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- result/backtest-result-2025-05-04_18-41-05.json
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- result/backtest-result-2025-05-04_18-41-05.meta.json
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- result/backtest-result-2025-05-04_18-41-05_OKXRegressionStrategy.py
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- result/backtest-result-2025-05-04_18-41-05_config.json
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- result/output_filted.log
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> 请根据log中的运行结果,对策略,配置的表现进行点评, 参考依据可以从下面的官方文档中查看
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>
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> 自定义策略: https://www.freqtrade.io/en/stable/strategy-customization/
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> freqai 特征工程 : https://www.freqtrade.io/en/stable/freqai-feature-engineering/
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> freqai 参数表: https://www.freqtrade.io/en/stable/freqai-parameter-table/
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> freqai 配置: https://www.freqtrade.io/en/stable/freqai-configuration/
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> freaai 运行: https://www.freqtrade.io/en/stable/freqai-running/
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> freqai 开发手册: https://www.freqtrade.io/en/stable/freqai-developers/
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根据提供的 backtest 运行结果和策略代码,以下是对策略表现的点评及优化建议:
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---
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## 📊 **整体表现分析**
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### 1. **交易统计**
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- **总交易数**: 38 笔
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- **胜率 (Win Rate)**: 50%(19 胜 / 19 败)
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- **平均盈利**: -0.16%
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- **总亏损**: -1.225 USDT
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- **最大回撤 (Max Drawdown)**: -2.52 USDT(占账户的 0.25%)
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**问题点**:
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- 尽管胜率达到了 50%,但总体仍为小幅亏损。
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- 平均盈利为负,说明即使在赢的情况下,盈利幅度也小于亏损。
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### 2. **退出机制分析**
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- 所有退出都基于 `exit_signal`,没有使用 trailing stop loss 或 take profit。
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- 然而从日志来看,trailing_stop_loss 曾被启用,但在最新修改中已被注释掉。
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**结论**:
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- 当前退出逻辑可能过于依赖单一信号,缺乏动态止盈止损机制来保护利润或控制风险。
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---
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## 🔍 **策略配置与特征工程分析**
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### 1. **FreqAI 配置**
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```python
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freqai_config = {
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"enabled": True,
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"identifier": "okx_regression_v1",
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"model_training_parameters": {
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"n_estimators": 100,
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"learning_rate": 0.05,
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"max_depth": 6
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},
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"feature_parameters": {
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"include_timeframes": ["5m", "15m", "1h"],
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"include_corr_pairlist": ["BTC/USDT", "ETH/USDT"],
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"label_period_candles": 12,
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"include_shifted_candles": 2,
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"principal_component_analysis": True
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},
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"data_split_parameters": {
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"test_size": 0.2,
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"random_state": 42,
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"shuffle": False
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},
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"train_period_days": 90,
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"backtest_period_days": 30,
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"purge_old_models": True
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}
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```
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#### ✅ 合理之处
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- 使用了多时间框架(5m, 15m, 1h)和相关币种(BTC/USDT, ETH/USDT),有助于捕捉市场联动性。
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- PCA 降维可以减少过拟合风险。
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- 每 90 天重新训练模型,适应市场变化。
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#### ⚠️ 可改进之处
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- `label_period_candles`: 12 根 K 线预测未来价格变动。对于 OKB/USDT 这类波动较大的币种,这个周期可能偏长,导致模型难以准确预测短期反转。
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- `test_size=0.2`:测试集占比合理,但未看到是否使用交叉验证(CV),可考虑加入以提高模型稳定性评估。
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---
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### 2. **特征工程**
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```python
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def feature_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: Dict, **kwargs) -> DataFrame:
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# RSI, MACD, Bollinger Bands, Volume MA
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```
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#### ✅ 合理之处
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- 常用技术指标(RSI、MACD、布林带、成交量均线)是合理的起点。
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- 数据清洗(ffill + fillna(0))避免 NaN 导致模型不稳定。
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#### ⚠️ 可改进之处
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- 缺乏高阶特征(如趋势强度、波动率变化、动量衰减等),可参考 [FreqAI 特征工程文档](https://www.freqtrade.io/en/stable/freqai-feature-engineering/)
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- ATR 和 ADX 的使用较为基础,可结合更多衍生特征(如 ADX 斜率、ATR 波动百分位)提升模型识别能力
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---
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## 🧠 **模型训练表现**
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### 1. **RMSE 指标**
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- 训练 RMSE: ~0.33
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- 测试 RMSE: ~0.15–0.17
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#### ✅ 合理之处
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- 测试 RMSE 接近训练 RMSE,说明模型泛化能力尚可。
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#### ⚠️ 可改进之处
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- 模型参数中包含 `min_depth`,但 XGBoost 报告该参数未被使用,应移除无效参数。
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- 可尝试其他模型(如 LightGBM、CatBoost)进行对比实验。
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---
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## 🛠️ **入场逻辑分析**
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```python
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def populate_entry_trend(self, dataframe: DataFrame, metadata: Dict) -> DataFrame:
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dataframe.loc[
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(
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(dataframe["&-s_close"] > 0.01) &
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(dataframe["do_predict"] == 1) &
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(dataframe["%-%-rsi-14"] < dataframe["&-buy_rsi_pred"])
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),
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"enter_long"
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] = 1
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```
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#### ✅ 合理之处
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- 入场基于 AI 预测 (`&-s_close`) + 动态 RSI 阈值,符合趋势跟踪逻辑。
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#### ⚠️ 可改进之处
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- `&-s_close > 0.01` 是一个固定阈值,可考虑使用动态阈值(如历史分位数)来适配不同波动率币种。
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- `do_predict == 1` 表示只在模型预测可靠时入场,但未看到如何定义“可靠性”,可增加置信度过滤(如 `&-s_close_conf`)。
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---
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## 🛑 **出场逻辑分析**
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```python
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def _dynamic_stop_loss(...)
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def _dynamic_take_profit(...)
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```
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#### ✅ 合理之处
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- 使用 ATR 和 ADX 判断市场状态(趋势 vs 震荡),并据此调整止损/止盈距离,是一个良好的自适应思路。
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#### ⚠️ 可改进之处
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- 最新版本已注释掉 `_dynamic_stop_loss(...)`,仅保留 `_dynamic_take_profit(...)`,这可能导致部分本应止损的交易最终亏损。
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- OKB/USDT 属于高波动资产,当前 ATR multiplier 固定为 2.0,可能不适合所有市场状态。建议使用波动率百分位动态调整 ATR multiplier。
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---
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## 📈 **绩效指标分析**
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| 指标 | 数值 | 分析 |
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|------|------|------|
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| CAGR | -0.20% | 收益曲线下降,长期持有将亏损 |
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| Sharpe | -0.37 | 收益风险比为负,说明风险大于收益 |
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| Sortino | -0.62 | 下行风险较大 |
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| Calmar | -4.11 | 回撤远大于收益,资金曲线不健康 |
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| SQN | -0.71 | 低于 1.0,系统不具备统计优势 |
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---
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## 📦 **配置文件分析**
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```json
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"freqai": {
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"enabled": true,
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"identifier": "test175",
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"freqaimodel": "XGBoostRegressor",
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"train_period_days": 60,
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"backtest_period_days": 10,
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...
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}
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```
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#### ✅ 合理之处
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- 使用 XGBoostRegressor 是回归任务的标准选择。
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- 每 60 天训练一次,适合中长期趋势识别。
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#### ⚠️ 可改进之处
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- `backtest_period_days=10` 偏短,建议延长至 30 天以上,以更准确评估模型表现。
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- `early_stopping_rounds=50` 设置较高,可适当降低以加快训练速度。
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---
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## 📉 **回撤分析**
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- **最大回撤**: -2.52 USDT(发生在 2024-10-01 至 2025-01-27)
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- **最长连续亏损笔数**: 5 笔
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- **最大单笔亏损**: -3.10%
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#### ✅ 合理之处
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- 回撤监控完整,包括起止时间和高低点。
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#### ⚠️ 可改进之处
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- 回撤过大说明模型对趋势反转反应迟钝,需加强回调止损逻辑。
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- 可引入 Volatility Stop Loss(如 Chandelier Exit)替代简单 ATR 止损。
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---
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## 📌 **总结与优化建议**
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### ✅ 策略优点
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- 使用 FreqAI 实现了完整的 AI 交易闭环(特征提取 → 模型训练 → 动态买卖)
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- 包含市场状态判断(ADX)和波动率调整(ATR)
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- 日志记录完整,便于调试和迭代
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### ⚠️ 主要问题
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| 问题 | 影响 | 建议 |
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|------|------|--------|
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| 胜率虽为 50%,但总体仍亏损 | 盈亏比失衡 | 引入动态 ROI 或强化止盈逻辑 |
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| 最大回撤过高 | 资金曲线不稳定 | 加强回调止损逻辑(如 Chandelier Exit) |
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| 单一退出方式(exit_signal) | 无法及时止损 | 恢复并优化 trailing stop loss |
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| 固定 ATR multiplier | 不适应不同波动率 | 使用波动率百分位动态调整 |
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| 无交叉验证 | 模型稳定性未知 | 加入 CV 验证防止过拟合 |
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---
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## 📚 参考文档建议
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- [FreqAI Feature Engineering](https://www.freqtrade.io/en/stable/freqai-feature-engineering/):添加更多高级特征(如波动率斜率、趋势强度)
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- [FreqAI Parameter Table](https://www.freqtrade.io/en/stable/freqai-parameter-table/):检查参数有效性,去除冗余参数
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- [FreqAI Running](https://www.freqtrade.io/en/stable/freqai-running/):确保模型定期更新,避免数据漂移
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- [Strategy Customization](https://www.freqtrade.io/en/stable/strategy-customization/):优化 exit logic,结合多个退出条件(signal + trailing stop + callback)
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---
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## ✅ 下一步行动建议
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1. **恢复并优化 trailing stop loss**,使用 ADX 和波动率百分位动态调整 ATR multiplier
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2. **引入回调止损逻辑**(callback stop loss),防止趋势中途反转造成大幅回撤
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3. **动态 ROI 调整**,根据 ADX 判断趋势强度,设置不同 ROI 阈值
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4. **加入交叉验证**(CV),提高模型稳定性
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5. **运行新的 backtest**,观察 exit_signal vs dynamic stop loss 的实际效果
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@ -2,17 +2,17 @@
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"$schema": "https://schema.freqtrade.io/schema.json",
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"trading_mode": "spot",
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"margin_mode": "isolated",
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"max_open_trades": 4,
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"max_open_trades": 5,
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"stake_currency": "USDT",
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"stake_amount": 150,
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"stake_amount": 200,
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"startup_candle_count": 30,
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"tradable_balance_ratio": 1,
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"fiat_display_currency": "USD",
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"dry_run": true,
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"timeframe": "3m",
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"timeframe": "5m",
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"dry_run_wallet": 1000,
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"cancel_open_orders_on_exit": true,
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"stoploss": -0.05,
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"stoploss": -0.25,
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"unfilledtimeout": {
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"entry": 5,
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"exit": 15
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@ -35,19 +35,18 @@
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"timeout": 20000
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},
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"pair_whitelist": [
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"OKB/USDT",
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"TON/USDT"
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"OKB/USDT"
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],
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"pair_blacklist": []
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},
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"entry_pricing": {
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"price_side": "same",
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"use_order_book": true,
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"order_book_top": 1,
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"order_book_top": 2,
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"price_last_balance": 0.0,
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"check_depth_of_market": {
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"enabled": false,
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"bids_to_ask_delta": 1
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"enabled": true,
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"bids_to_ask_delta": 1.5
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}
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},
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"exit_pricing": {
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@ -65,7 +64,7 @@
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"identifier": "test175",
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"freqaimodel": "XGBoostRegressor",
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"purge_old_models": 2,
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"train_period_days": 90,
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"train_period_days": 60,
|
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"backtest_period_days": 10,
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"live_retrain_hours": 0,
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"data_kitchen": {
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@ -76,14 +75,15 @@
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||||
}
|
||||
},
|
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"feature_parameters": {
|
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"include_timeframes": ["3m"],
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"include_timeframes": ["5m", "15m", "1h"],
|
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"include_corr_pairlist": ["BTC/USDT", "ETH/USDT"],
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"label_period_candles": 12,
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"label_period_candles": 8,
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||||
"include_shifted_candles": 3,
|
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"indicator_periods_candles": [10, 20, 50],
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"indicator_periods_candles": [5, 10, 20, 50, 100],
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||||
"plot_feature_importances": 1,
|
||||
"feature_selection": {
|
||||
"method": "none"
|
||||
"method": "PCA",
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||||
"n_components": 0.8
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||||
}
|
||||
},
|
||||
"data_split_parameters": {
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||||
@ -92,16 +92,18 @@
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"random_state": 42
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||||
},
|
||||
"model_training_parameters": {
|
||||
"n_estimators": 300,
|
||||
"learning_rate": 0.015,
|
||||
"n_estimators": 100,
|
||||
"learning_rate": 0.05,
|
||||
"max_depth": 6,
|
||||
"subsample": 0.9,
|
||||
"colsample_bytree": 0.9,
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"min_depth": 3,
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"subsample": 0.8,
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"colsample_bytree": 0.8,
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"objective": "reg:squarederror",
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"eval_metric": "rmse",
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"early_stopping_rounds": 150,
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"reg_alpha": 0.1,
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||||
"reg_lambda": 1.0
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||||
"early_stopping_rounds": 50,
|
||||
"min_child_weight": 3,
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||||
"reg_alpha": 0.5,
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||||
"reg_lambda": 2.0
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||||
}
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||||
},
|
||||
"api_server": {
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@ -70,6 +70,6 @@ services:
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--config /freqtrade/config_examples/config_freqai.okx.json
|
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--strategy-path /freqtrade/templates
|
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--strategy OKXRegressionStrategy
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||||
--timerange 20250407-20250415
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--timerange 20240901-20250415
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--fee 0.0008
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||||
--cache none
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||||
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@ -463,7 +463,7 @@ class OKXRegressionStrategy(IStrategy):
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dataframe['ATR_14'] = 0.0
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||||
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||||
# 应用动态止损和止盈逻辑
|
||||
# dataframe = self._dynamic_stop_loss(dataframe, metadata)
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dataframe = self._dynamic_stop_loss(dataframe, metadata)
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dataframe = self._dynamic_take_profit(dataframe, metadata)
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||||
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return dataframe
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||||
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||||
3824
output.log
3824
output.log
File diff suppressed because it is too large
Load Diff
@ -1,142 +1,729 @@
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||||
Creating freqtrade_freqtrade_run ...
|
||||
Creating freqtrade_freqtrade_run ... done
|
||||
2025-05-04 12:38:01,174 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-04 12:38:01,380 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-04 12:38:02,816 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
|
||||
2025-05-04 12:38:02,818 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-04 12:38:02,818 - root - INFO - Logfile configured
|
||||
2025-05-04 12:38:02,819 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-04 12:38:02,819 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-04 12:38:02,819 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-04 12:38:02,820 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-04 12:38:02,820 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250407-20250415 ...
|
||||
2025-05-04 12:38:02,846 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-04 12:38:02,846 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-04 12:38:02,847 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-04 12:38:02,847 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250407-20250415
|
||||
2025-05-04 12:38:02,848 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-04 12:38:02,849 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-04 12:38:02,855 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-04 12:38:02,856 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-04 12:38:02,856 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 12:38:02,858 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-04 12:38:02,859 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-04 12:38:02,859 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-04 12:38:02,859 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-04 12:38:02,864 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-04 12:38:02,870 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-04 12:38:05,789 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-04 12:38:05,841 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
|
||||
2025-05-04 12:38:05,842 - freqtrade.strategy.hyper - INFO - Found no parameter file.
|
||||
2025-05-04 12:38:05,842 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-04 12:38:05,843 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-04 12:38:05,843 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-04 12:38:05,843 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-04 12:38:05,844 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-04 12:38:05,844 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
2025-05-04 17:52:04,269 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-04 17:52:04,479 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-04 17:52:05,926 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
|
||||
2025-05-04 17:52:05,928 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-04 17:52:05,929 - root - INFO - Logfile configured
|
||||
2025-05-04 17:52:05,929 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-04 17:52:05,930 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-04 17:52:05,930 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 5 ...
|
||||
2025-05-04 17:52:05,930 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-04 17:52:05,931 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20240901-20250415 ...
|
||||
2025-05-04 17:52:05,956 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-04 17:52:05,957 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-04 17:52:05,957 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-04 17:52:05,958 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20240901-20250415
|
||||
2025-05-04 17:52:05,958 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-04 17:52:05,959 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-04 17:52:05,965 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-04 17:52:05,966 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-04 17:52:05,966 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 17:52:05,968 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-04 17:52:05,969 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-04 17:52:05,969 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-04 17:52:05,969 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-04 17:52:05,975 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-04 17:52:05,980 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-04 17:52:08,561 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-04 17:52:08,614 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
|
||||
2025-05-04 17:52:08,615 - freqtrade.strategy.hyper - INFO - Found no parameter file.
|
||||
2025-05-04 17:52:08,615 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 5m.
|
||||
2025-05-04 17:52:08,616 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.25.
|
||||
2025-05-04 17:52:08,616 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-04 17:52:08,617 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 200.
|
||||
2025-05-04 17:52:08,617 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-04 17:52:08,617 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
'minutes'}.
|
||||
2025-05-04 12:38:05,844 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-04 12:38:05,845 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
|
||||
2025-05-04 12:38:05,845 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-04 12:38:05,845 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-04 12:38:05,846 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-04 12:38:05,846 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-04 12:38:05,846 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
|
||||
2025-05-04 12:38:05,847 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-04 12:38:05,847 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-04 12:38:05,847 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-04 12:38:05,848 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
2025-05-04 17:52:08,618 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 5.
|
||||
2025-05-04 17:52:08,618 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
|
||||
2025-05-04 17:52:08,619 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 5m
|
||||
2025-05-04 17:52:08,619 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.25
|
||||
2025-05-04 17:52:08,619 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-04 17:52:08,620 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.07
|
||||
2025-05-04 17:52:08,620 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
|
||||
2025-05-04 17:52:08,620 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-04 17:52:08,621 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-04 17:52:08,621 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-04 17:52:08,621 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
'stoploss_on_exchange_interval': 60}
|
||||
2025-05-04 12:38:05,848 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-04 12:38:05,848 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-04 12:38:05,849 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-04 12:38:05,849 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-04 12:38:05,849 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-04 12:38:05,850 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-04 12:38:05,850 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-04 12:38:05,850 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-04 12:38:05,851 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-04 12:38:05,851 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-04 12:38:05,851 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-04 12:38:05,852 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-04 12:38:05,852 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-04 12:38:05,852 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-04 12:38:05,853 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 12:38:05,857 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-04 12:38:05,862 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-04 12:38:05,863 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 12:38:05,863 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-04 12:38:06,006 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-06 21:30:00 up to 2025-04-15 00:00:00 (98 days).
|
||||
2025-05-04 12:38:06,007 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-04 12:38:06,008 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
|
||||
2025-05-04 12:38:07,597 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-04 12:38:07,798 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-04 12:38:07,799 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-04 12:38:07,799 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-04 12:38:07,799 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT', 'TON/USDT']
|
||||
2025-05-04 12:38:07,800 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
|
||||
2025-05-04 12:38:07,801 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
|
||||
2025-05-04 12:38:07,801 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
|
||||
2025-05-04 12:38:07,802 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
|
||||
2025-05-04 12:38:07,802 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-04 12:38:07,808 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 12:38:07,809 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 12:38:07,810 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743984000_prediction.feather
|
||||
2025-05-04 12:38:08,058 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 12:38:08,059 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 12:38:08,253 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 12:38:08,254 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning: DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
dataframe = dataframe.fillna(method="ffill").fillna(0)
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning: DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
dataframe = dataframe.fillna(method="ffill").fillna(0)
|
||||
2025-05-04 12:38:14,204 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000
|
||||
2025-05-04 12:38:14,205 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 12:38:14,334 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 12:38:14,334 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 12:38:14,391 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 12:38:14,444 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 12:38:14,444 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.09103 validation_1-rmse:0.09003
|
||||
2025-05-04 12:41:04,061 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (169.86 secs) --------------------
|
||||
2025-05-04 12:41:04,283 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000--s_close.html
|
||||
2025-05-04 12:41:04,283 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 12:41:04,345 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 12:41:04,441 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 12:41:04,442 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 12:41:04,443 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1743984000_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
2025-05-04 17:52:08,621 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-04 17:52:08,622 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-04 17:52:08,622 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 200
|
||||
2025-05-04 17:52:08,622 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-04 17:52:08,623 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-04 17:52:08,623 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-04 17:52:08,623 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-04 17:52:08,624 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-04 17:52:08,624 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-04 17:52:08,624 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-04 17:52:08,625 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-04 17:52:08,625 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-04 17:52:08,625 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-04 17:52:08,625 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 5
|
||||
2025-05-04 17:52:08,626 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 17:52:08,629 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-04 17:52:08,635 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-04 17:52:08,636 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 17380
|
||||
2025-05-04 17:52:08,637 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 17380 ...
|
||||
2025-05-04 17:52:08,727 - freqtrade.optimize.backtesting - INFO - Loading data from 2024-07-02 15:40:00 up to 2025-04-15 00:00:00 (286 days).
|
||||
2025-05-04 17:52:08,728 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-04 17:52:08,728 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
|
||||
2025-05-04 17:52:10,325 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-04 17:52:10,527 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-04 17:52:10,527 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-04 17:52:10,528 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-04 17:52:10,528 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT']
|
||||
2025-05-04 17:52:10,529 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
|
||||
2025-05-04 17:52:10,529 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
|
||||
2025-05-04 17:52:10,530 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
|
||||
2025-05-04 17:52:10,530 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
|
||||
2025-05-04 17:52:10,530 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-04 17:52:10,539 - freqtrade.freqai.freqai_interface - INFO - Training 23 timeranges
|
||||
2025-05-04 17:52:10,541 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-07-03 00:00:00 to 2024-09-01 00:00:00, 1/23 trains
|
||||
2025-05-04 17:52:10,541 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1725148800_prediction.feather
|
||||
2025-05-04 17:52:10,934 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 5860
|
||||
2025-05-04 17:52:10,935 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 15m from 2024-07-01 23:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 17:52:11,178 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 1540
|
||||
2025-05-04 17:52:11,178 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 1h from 2024-06-28 20:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 17:52:12,227 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 17380
|
||||
2025-05-04 17:52:12,228 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2024-07-02 15:40:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 17:52:12,750 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 5860
|
||||
2025-05-04 17:52:12,750 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 15m from 2024-07-01 23:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 17:52:13,198 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 1540
|
||||
2025-05-04 17:52:13,198 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2024-06-28 20:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 17:52:13,834 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 17380
|
||||
2025-05-04 17:52:13,835 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2024-07-02 15:40:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 17:52:14,536 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 5860
|
||||
2025-05-04 17:52:14,536 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 15m from 2024-07-01 23:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 17:52:15,162 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 1540
|
||||
2025-05-04 17:52:15,162 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2024-06-28 20:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 17:52:25,150 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1725148800/cb_okb_1725148800
|
||||
2025-05-04 17:52:25,151 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 17:52:25,404 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 17:52:25,405 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-07-03 to 2024-08-31 --------------------
|
||||
2025-05-04 17:52:25,511 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 17:52:25,603 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 17:52:25,604 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning: [17:52:26] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
warnings.warn(smsg, UserWarning)
|
||||
[99] validation_0-rmse:0.33065 validation_1-rmse:0.15964
|
||||
2025-05-04 17:53:51,578 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (86.43 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
[17:53:51] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 12:41:10,679 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000
|
||||
2025-05-04 12:41:10,680 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 12:41:10,811 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 12:41:10,812 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 12:41:10,870 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 12:41:10,921 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 12:41:10,922 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.12193 validation_1-rmse:0.12248
|
||||
2025-05-04 12:44:08,729 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (178.05 secs) --------------------
|
||||
2025-05-04 12:44:08,769 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000--s_close.html
|
||||
2025-05-04 12:44:08,769 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 12:44:08,831 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 12:44:08,923 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-07 00:00:00 up to 2025-04-15 00:00:00 (8 days).
|
||||
2025-05-04 12:44:09,123 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-04_12-44-09.meta.json"
|
||||
2025-05-04 17:53:51,796 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1725148800/cb_okb_1725148800--s_close.html
|
||||
2025-05-04 17:53:51,796 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 17:53:51,963 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 17:53:51,979 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-07-13 00:00:00 to 2024-09-11 00:00:00, 2/23 trains
|
||||
2025-05-04 17:53:51,980 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1726012800_prediction.feather
|
||||
2025-05-04 17:54:02,713 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1726012800/cb_okb_1726012800
|
||||
2025-05-04 17:54:02,714 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 17:54:02,961 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 17:54:02,961 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-07-13 to 2024-09-10 --------------------
|
||||
2025-05-04 17:54:03,073 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 17:54:03,170 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 17:54:03,171 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[17:54:03] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.34002 validation_1-rmse:0.15782
|
||||
2025-05-04 17:55:29,632 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (86.92 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[17:55:29] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 17:55:29,667 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1726012800/cb_okb_1726012800--s_close.html
|
||||
2025-05-04 17:55:29,668 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 17:55:29,829 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 17:55:29,845 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-07-23 00:00:00 to 2024-09-21 00:00:00, 3/23 trains
|
||||
2025-05-04 17:55:29,846 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1726876800_prediction.feather
|
||||
2025-05-04 17:55:41,964 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1726876800/cb_okb_1726876800
|
||||
2025-05-04 17:55:41,965 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 17:55:42,208 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 17:55:42,209 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-07-23 to 2024-09-20 --------------------
|
||||
2025-05-04 17:55:42,320 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 17:55:42,411 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 17:55:42,411 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[17:55:42] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.31813 validation_1-rmse:0.15834
|
||||
2025-05-04 17:57:11,408 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (89.44 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[17:57:11] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 17:57:11,444 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1726876800/cb_okb_1726876800--s_close.html
|
||||
2025-05-04 17:57:11,445 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 17:57:11,610 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 17:57:11,627 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-08-02 00:00:00 to 2024-10-01 00:00:00, 4/23 trains
|
||||
2025-05-04 17:57:11,628 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1727740800_prediction.feather
|
||||
2025-05-04 17:57:25,102 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1727740800/cb_okb_1727740800
|
||||
2025-05-04 17:57:25,103 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 17:57:25,345 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 17:57:25,346 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-08-02 to 2024-09-30 --------------------
|
||||
2025-05-04 17:57:25,454 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 17:57:25,543 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 17:57:25,543 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[17:57:26] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.34013 validation_1-rmse:0.14966
|
||||
2025-05-04 17:58:54,939 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (89.84 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[17:58:54] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 17:58:54,974 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1727740800/cb_okb_1727740800--s_close.html
|
||||
2025-05-04 17:58:54,974 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 17:58:55,138 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 17:58:55,154 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-08-12 00:00:00 to 2024-10-11 00:00:00, 5/23 trains
|
||||
2025-05-04 17:58:55,155 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1728604800_prediction.feather
|
||||
2025-05-04 17:59:10,147 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1728604800/cb_okb_1728604800
|
||||
2025-05-04 17:59:10,147 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 17:59:10,396 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 17:59:10,396 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-08-12 to 2024-10-10 --------------------
|
||||
2025-05-04 17:59:10,509 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 17:59:10,603 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 17:59:10,604 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[17:59:11] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.33624 validation_1-rmse:0.15946
|
||||
2025-05-04 18:00:44,601 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (94.45 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:00:44] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:00:44,637 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1728604800/cb_okb_1728604800--s_close.html
|
||||
2025-05-04 18:00:44,638 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:00:44,807 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:00:44,823 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-08-22 00:00:00 to 2024-10-21 00:00:00, 6/23 trains
|
||||
2025-05-04 18:00:44,824 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1729468800_prediction.feather
|
||||
2025-05-04 18:01:01,308 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1729468800/cb_okb_1729468800
|
||||
2025-05-04 18:01:01,309 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:01:01,551 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:01:01,552 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-08-22 to 2024-10-20 --------------------
|
||||
2025-05-04 18:01:01,661 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:01:01,749 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:01:01,750 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:01:02] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.40467 validation_1-rmse:0.15840
|
||||
2025-05-04 18:02:36,259 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (94.95 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:02:36] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:02:36,295 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1729468800/cb_okb_1729468800--s_close.html
|
||||
2025-05-04 18:02:36,295 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:02:36,469 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:02:36,485 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-09-01 00:00:00 to 2024-10-31 00:00:00, 7/23 trains
|
||||
2025-05-04 18:02:36,486 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1730332800_prediction.feather
|
||||
2025-05-04 18:02:54,250 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1730332800/cb_okb_1730332800
|
||||
2025-05-04 18:02:54,251 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:02:54,499 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:02:54,500 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-09-01 to 2024-10-30 --------------------
|
||||
2025-05-04 18:02:54,609 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:02:54,703 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:02:54,703 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:02:55] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.37677 validation_1-rmse:0.16302
|
||||
2025-05-04 18:04:36,078 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (101.83 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:04:36] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:04:36,115 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1730332800/cb_okb_1730332800--s_close.html
|
||||
2025-05-04 18:04:36,116 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:04:36,280 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:04:36,297 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-09-11 00:00:00 to 2024-11-10 00:00:00, 8/23 trains
|
||||
2025-05-04 18:04:36,298 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1731196800_prediction.feather
|
||||
2025-05-04 18:04:55,625 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1731196800/cb_okb_1731196800
|
||||
2025-05-04 18:04:55,625 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:04:55,877 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:04:55,878 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-09-11 to 2024-11-09 --------------------
|
||||
2025-05-04 18:04:55,987 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:04:56,077 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:04:56,078 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:04:56] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.35627 validation_1-rmse:0.16846
|
||||
2025-05-04 18:06:34,128 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (98.50 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:06:34] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:06:34,164 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1731196800/cb_okb_1731196800--s_close.html
|
||||
2025-05-04 18:06:34,164 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:06:34,314 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:06:34,331 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-09-21 00:00:00 to 2024-11-20 00:00:00, 9/23 trains
|
||||
2025-05-04 18:06:34,331 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1732060800_prediction.feather
|
||||
2025-05-04 18:06:55,070 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1732060800/cb_okb_1732060800
|
||||
2025-05-04 18:06:55,071 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:06:55,330 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:06:55,331 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-09-21 to 2024-11-19 --------------------
|
||||
2025-05-04 18:06:55,436 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:06:55,522 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:06:55,522 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:06:56] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.37519 validation_1-rmse:0.16656
|
||||
2025-05-04 18:08:33,343 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (98.27 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:08:33] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:08:33,381 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1732060800/cb_okb_1732060800--s_close.html
|
||||
2025-05-04 18:08:33,381 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:08:33,532 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:08:33,549 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-10-01 00:00:00 to 2024-11-30 00:00:00, 10/23 trains
|
||||
2025-05-04 18:08:33,550 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1732924800_prediction.feather
|
||||
2025-05-04 18:08:55,782 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1732924800/cb_okb_1732924800
|
||||
2025-05-04 18:08:55,782 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:08:56,029 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:08:56,030 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-10-01 to 2024-11-29 --------------------
|
||||
2025-05-04 18:08:56,145 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:08:56,237 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:08:56,237 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:08:56] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.32828 validation_1-rmse:0.17188
|
||||
2025-05-04 18:10:35,538 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (99.76 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:10:35] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:10:35,574 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1732924800/cb_okb_1732924800--s_close.html
|
||||
2025-05-04 18:10:35,574 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:10:35,736 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:10:35,754 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-10-11 00:00:00 to 2024-12-10 00:00:00, 11/23 trains
|
||||
2025-05-04 18:10:35,755 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1733788800_prediction.feather
|
||||
2025-05-04 18:10:59,461 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1733788800/cb_okb_1733788800
|
||||
2025-05-04 18:10:59,462 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:10:59,712 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:10:59,713 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-10-11 to 2024-12-09 --------------------
|
||||
2025-05-04 18:10:59,827 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:10:59,917 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:10:59,918 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:11:00] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.32618 validation_1-rmse:0.16696
|
||||
2025-05-04 18:12:39,002 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (99.54 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:12:39] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:12:39,038 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1733788800/cb_okb_1733788800--s_close.html
|
||||
2025-05-04 18:12:39,038 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:12:39,194 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:12:39,211 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-10-21 00:00:00 to 2024-12-20 00:00:00, 12/23 trains
|
||||
2025-05-04 18:12:39,212 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1734652800_prediction.feather
|
||||
2025-05-04 18:13:04,536 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1734652800/cb_okb_1734652800
|
||||
2025-05-04 18:13:04,537 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:13:04,795 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:13:04,796 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-10-21 to 2024-12-19 --------------------
|
||||
2025-05-04 18:13:04,911 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:13:05,004 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:13:05,005 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:13:05] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.31102 validation_1-rmse:0.16650
|
||||
2025-05-04 18:14:46,548 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (102.01 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:14:46] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:14:46,584 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1734652800/cb_okb_1734652800--s_close.html
|
||||
2025-05-04 18:14:46,584 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:14:46,751 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:14:46,768 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-10-31 00:00:00 to 2024-12-30 00:00:00, 13/23 trains
|
||||
2025-05-04 18:14:46,769 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1735516800_prediction.feather
|
||||
2025-05-04 18:15:13,777 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1735516800/cb_okb_1735516800
|
||||
2025-05-04 18:15:13,778 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:15:14,027 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:15:14,028 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-10-31 to 2024-12-29 --------------------
|
||||
2025-05-04 18:15:14,142 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:15:14,236 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:15:14,237 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:15:14] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.29734 validation_1-rmse:0.16338
|
||||
2025-05-04 18:16:56,074 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (102.30 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:16:56] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:16:56,110 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1735516800/cb_okb_1735516800--s_close.html
|
||||
2025-05-04 18:16:56,110 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:16:56,277 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:16:56,294 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-11-10 00:00:00 to 2025-01-09 00:00:00, 14/23 trains
|
||||
2025-05-04 18:16:56,294 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1736380800_prediction.feather
|
||||
2025-05-04 18:17:24,414 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1736380800/cb_okb_1736380800
|
||||
2025-05-04 18:17:24,415 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:17:24,662 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:17:24,663 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-11-10 to 2025-01-08 --------------------
|
||||
2025-05-04 18:17:24,775 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:17:24,867 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:17:24,868 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:17:25] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.31580 validation_1-rmse:0.16580
|
||||
2025-05-04 18:19:06,444 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (102.03 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:19:06] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:19:06,479 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1736380800/cb_okb_1736380800--s_close.html
|
||||
2025-05-04 18:19:06,480 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:19:06,647 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:19:06,664 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-11-20 00:00:00 to 2025-01-19 00:00:00, 15/23 trains
|
||||
2025-05-04 18:19:06,665 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1737244800_prediction.feather
|
||||
2025-05-04 18:19:38,102 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1737244800/cb_okb_1737244800
|
||||
2025-05-04 18:19:38,103 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:19:38,361 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:19:38,361 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-11-20 to 2025-01-18 --------------------
|
||||
2025-05-04 18:19:38,474 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:19:38,568 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:19:38,568 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:19:39] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.31480 validation_1-rmse:0.16785
|
||||
2025-05-04 18:21:22,838 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (104.73 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:21:22] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:21:22,873 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1737244800/cb_okb_1737244800--s_close.html
|
||||
2025-05-04 18:21:22,874 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:21:23,045 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:21:23,063 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-11-30 00:00:00 to 2025-01-29 00:00:00, 16/23 trains
|
||||
2025-05-04 18:21:23,063 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1738108800_prediction.feather
|
||||
2025-05-04 18:21:54,836 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1738108800/cb_okb_1738108800
|
||||
2025-05-04 18:21:54,837 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:21:55,087 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:21:55,088 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-11-30 to 2025-01-28 --------------------
|
||||
2025-05-04 18:21:55,198 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:21:55,289 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:21:55,290 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:21:55] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.32907 validation_1-rmse:0.16280
|
||||
2025-05-04 18:23:40,388 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (105.55 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:23:40] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:23:40,423 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1738108800/cb_okb_1738108800--s_close.html
|
||||
2025-05-04 18:23:40,424 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:23:40,575 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:23:40,592 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-12-10 00:00:00 to 2025-02-08 00:00:00, 17/23 trains
|
||||
2025-05-04 18:23:40,593 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1738972800_prediction.feather
|
||||
2025-05-04 18:24:17,699 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1738972800/cb_okb_1738972800
|
||||
2025-05-04 18:24:17,700 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:24:17,987 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:24:17,988 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-12-10 to 2025-02-07 --------------------
|
||||
2025-05-04 18:24:18,100 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:24:18,211 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:24:18,211 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:24:18] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.32980 validation_1-rmse:0.15919
|
||||
2025-05-04 18:26:04,227 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (106.53 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:26:04] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:26:04,262 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1738972800/cb_okb_1738972800--s_close.html
|
||||
2025-05-04 18:26:04,262 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:26:04,430 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:26:04,448 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-12-20 00:00:00 to 2025-02-18 00:00:00, 18/23 trains
|
||||
2025-05-04 18:26:04,449 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1739836800_prediction.feather
|
||||
2025-05-04 18:26:40,642 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1739836800/cb_okb_1739836800
|
||||
2025-05-04 18:26:40,643 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:26:40,907 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:26:40,908 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-12-20 to 2025-02-17 --------------------
|
||||
2025-05-04 18:26:41,023 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:26:41,113 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:26:41,114 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:26:41] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.34329 validation_1-rmse:0.16094
|
||||
2025-05-04 18:28:27,476 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (106.83 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:28:27] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:28:27,513 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1739836800/cb_okb_1739836800--s_close.html
|
||||
2025-05-04 18:28:27,513 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:28:27,681 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:28:27,700 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-12-30 00:00:00 to 2025-02-28 00:00:00, 19/23 trains
|
||||
2025-05-04 18:28:27,701 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1740700800_prediction.feather
|
||||
2025-05-04 18:29:07,011 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1740700800/cb_okb_1740700800
|
||||
2025-05-04 18:29:07,012 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:29:07,257 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:29:07,257 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-12-30 to 2025-02-27 --------------------
|
||||
2025-05-04 18:29:07,370 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:29:07,461 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:29:07,461 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:29:08] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.33217 validation_1-rmse:0.15560
|
||||
2025-05-04 18:30:57,407 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (110.40 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:30:57] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:30:57,443 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1740700800/cb_okb_1740700800--s_close.html
|
||||
2025-05-04 18:30:57,443 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:30:57,607 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:30:57,625 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-09 00:00:00 to 2025-03-10 00:00:00, 20/23 trains
|
||||
2025-05-04 18:30:57,626 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1741564800_prediction.feather
|
||||
2025-05-04 18:31:37,820 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1741564800/cb_okb_1741564800
|
||||
2025-05-04 18:31:37,821 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:31:38,073 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:31:38,074 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-09 to 2025-03-09 --------------------
|
||||
2025-05-04 18:31:38,189 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:31:38,285 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:31:38,285 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:31:38] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.30418 validation_1-rmse:0.15485
|
||||
2025-05-04 18:33:27,503 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (109.68 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:33:27] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:33:27,540 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1741564800/cb_okb_1741564800--s_close.html
|
||||
2025-05-04 18:33:27,541 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:33:27,711 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:33:27,729 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-19 00:00:00 to 2025-03-20 00:00:00, 21/23 trains
|
||||
2025-05-04 18:33:27,730 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1742428800_prediction.feather
|
||||
2025-05-04 18:34:09,301 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1742428800/cb_okb_1742428800
|
||||
2025-05-04 18:34:09,302 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:34:09,563 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:34:09,564 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-19 to 2025-03-19 --------------------
|
||||
2025-05-04 18:34:09,672 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:34:09,765 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:34:09,765 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:34:10] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.33219 validation_1-rmse:0.15969
|
||||
2025-05-04 18:35:57,529 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (108.23 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:35:57] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:35:57,565 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1742428800/cb_okb_1742428800--s_close.html
|
||||
2025-05-04 18:35:57,565 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:35:57,738 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:35:57,755 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-29 00:00:00 to 2025-03-30 00:00:00, 22/23 trains
|
||||
2025-05-04 18:35:57,755 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743292800_prediction.feather
|
||||
2025-05-04 18:36:40,747 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743292800/cb_okb_1743292800
|
||||
2025-05-04 18:36:40,748 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:36:41,047 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:36:41,048 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-29 to 2025-03-29 --------------------
|
||||
2025-05-04 18:36:41,160 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:36:41,253 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:36:41,254 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:36:41] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.35996 validation_1-rmse:0.15388
|
||||
2025-05-04 18:38:31,198 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (110.45 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:38:31] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:38:31,233 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743292800/cb_okb_1743292800--s_close.html
|
||||
2025-05-04 18:38:31,234 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:38:31,398 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:38:31,415 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-02-08 00:00:00 to 2025-04-09 00:00:00, 23/23 trains
|
||||
2025-05-04 18:38:31,416 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1744156800_prediction.feather
|
||||
2025-05-04 18:39:14,167 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1744156800/cb_okb_1744156800
|
||||
2025-05-04 18:39:14,168 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:39:14,432 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:39:14,432 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-02-08 to 2025-04-08 --------------------
|
||||
2025-05-04 18:39:14,542 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:39:14,638 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:39:14,639 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:39:15] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.37399 validation_1-rmse:0.15603
|
||||
2025-05-04 18:41:04,529 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (110.36 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:41:04] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:41:04,564 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1744156800/cb_okb_1744156800--s_close.html
|
||||
2025-05-04 18:41:04,564 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:41:04,707 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:41:05,197 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2024-09-01 00:00:00 up to 2025-04-15 00:00:00 (226 days).
|
||||
2025-05-04 18:41:06,012 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-04_18-41-05.meta.json"
|
||||
Result for strategy OKXRegressionStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKB/USDT │ 6 │ 0.6 │ 0.718 │ 0.07 │ 0:34:00 │ 4 0 2 66.7 │
|
||||
│ TON/USDT │ 3 │ -0.1 │ -0.062 │ -0.01 │ 0:02:00 │ 1 0 2 33.3 │
|
||||
│ TOTAL │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │
|
||||
│ OKB/USDT │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │
|
||||
│ TOTAL │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
LEFT OPEN TRADES REPORT
|
||||
┏━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
@ -148,79 +735,77 @@ Result for strategy OKXRegressionStrategy
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OTHER │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │
|
||||
│ TOTAL │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │
|
||||
│ OTHER │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │
|
||||
│ TOTAL │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │
|
||||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ exit_signal │ 3 │ 1.34 │ 0.803 │ 0.08 │ 1:01:00 │ 3 0 0 100 │
|
||||
│ trailing_stop_loss │ 6 │ -0.12 │ -0.147 │ -0.01 │ 0:04:00 │ 2 0 4 33.3 │
|
||||
│ TOTAL │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │
|
||||
└────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ │ exit_signal │ 3 │ 1.34 │ 0.803 │ 0.08 │ 1:01:00 │ 3 0 0 100 │
|
||||
│ │ trailing_stop_loss │ 6 │ -0.12 │ -0.147 │ -0.01 │ 0:04:00 │ 2 0 4 33.3 │
|
||||
│ TOTAL │ │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │
|
||||
└───────────┴────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ exit_signal │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │
|
||||
│ TOTAL │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │
|
||||
└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ │ exit_signal │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │
|
||||
│ TOTAL │ │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │
|
||||
└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Metric ┃ Value ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Backtesting from │ 2025-04-07 00:00:00 │
|
||||
│ Backtesting from │ 2024-09-01 00:00:00 │
|
||||
│ Backtesting to │ 2025-04-15 00:00:00 │
|
||||
│ Trading Mode │ Spot │
|
||||
│ Max open trades │ 2 │
|
||||
│ Max open trades │ 1 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 9 / 1.12 │
|
||||
│ Total/Daily Avg Trades │ 38 / 0.17 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 1000.656 USDT │
|
||||
│ Absolute profit │ 0.656 USDT │
|
||||
│ Total profit % │ 0.07% │
|
||||
│ CAGR % │ 3.04% │
|
||||
│ Sortino │ 40.69 │
|
||||
│ Sharpe │ 8.15 │
|
||||
│ Calmar │ 979.41 │
|
||||
│ SQN │ 1.07 │
|
||||
│ Profit factor │ 2.64 │
|
||||
│ Expectancy (Ratio) │ 0.07 (0.73) │
|
||||
│ Avg. daily profit % │ 0.01% │
|
||||
│ Avg. stake amount │ 20.003 USDT │
|
||||
│ Total trade volume │ 361.294 USDT │
|
||||
│ Final balance │ 998.775 USDT │
|
||||
│ Absolute profit │ -1.225 USDT │
|
||||
│ Total profit % │ -0.12% │
|
||||
│ CAGR % │ -0.20% │
|
||||
│ Sortino │ -0.62 │
|
||||
│ Sharpe │ -0.37 │
|
||||
│ Calmar │ -4.11 │
|
||||
│ SQN │ -0.71 │
|
||||
│ Profit factor │ 0.76 │
|
||||
│ Expectancy (Ratio) │ -0.03 (-0.12) │
|
||||
│ Avg. daily profit % │ -0.00% │
|
||||
│ Avg. stake amount │ 19.971 USDT │
|
||||
│ Total trade volume │ 1518.974 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ OKB/USDT 0.07% │
|
||||
│ Worst Pair │ TON/USDT -0.01% │
|
||||
│ Best trade │ OKB/USDT 2.13% │
|
||||
│ Worst trade │ OKB/USDT -0.71% │
|
||||
│ Best day │ 0.332 USDT │
|
||||
│ Worst day │ 0 USDT │
|
||||
│ Days win/draw/lose │ 3 / 3 / 0 │
|
||||
│ Avg. Duration Winners │ 0:39:00 │
|
||||
│ Avg. Duration Loser │ 0:04:00 │
|
||||
│ Max Consecutive Wins / Loss │ 2 / 2 │
|
||||
│ Best Pair │ OKB/USDT -0.12% │
|
||||
│ Worst Pair │ OKB/USDT -0.12% │
|
||||
│ Best trade │ OKB/USDT 2.10% │
|
||||
│ Worst trade │ OKB/USDT -3.10% │
|
||||
│ Best day │ 0.532 USDT │
|
||||
│ Worst day │ -0.62 USDT │
|
||||
│ Days win/draw/lose │ 13 / 164 / 15 │
|
||||
│ Avg. Duration Winners │ 2:21:00 │
|
||||
│ Avg. Duration Loser │ 4:31:00 │
|
||||
│ Max Consecutive Wins / Loss │ 5 / 5 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 999.84 USDT │
|
||||
│ Max balance │ 1000.656 USDT │
|
||||
│ Max % of account underwater │ 0.02% │
|
||||
│ Absolute Drawdown (Account) │ 0.02% │
|
||||
│ Absolute Drawdown │ 0.16 USDT │
|
||||
│ Drawdown high │ -0.039 USDT │
|
||||
│ Drawdown low │ -0.16 USDT │
|
||||
│ Drawdown Start │ 2025-04-07 07:06:00 │
|
||||
│ Drawdown End │ 2025-04-07 07:24:00 │
|
||||
│ Market change │ -0.70% │
|
||||
│ Min balance │ 997.48 USDT │
|
||||
│ Max balance │ 999.767 USDT │
|
||||
│ Max % of account underwater │ 0.25% │
|
||||
│ Absolute Drawdown (Account) │ 0.25% │
|
||||
│ Absolute Drawdown │ 2.52 USDT │
|
||||
│ Drawdown high │ -0.233 USDT │
|
||||
│ Drawdown low │ -2.52 USDT │
|
||||
│ Drawdown Start │ 2024-10-01 17:25:00 │
|
||||
│ Drawdown End │ 2025-01-27 03:45:00 │
|
||||
│ Market change │ 40.90% │
|
||||
└─────────────────────────────┴─────────────────────┘
|
||||
|
||||
Backtested 2025-04-07 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 2
|
||||
Backtested 2024-09-01 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 1
|
||||
STRATEGY SUMMARY
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKXRegressionStrategy │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │ 0.16 USDT 0.02% │
|
||||
│ OKXRegressionStrategy │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │ 2.52 USDT 0.25% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴──────────────────┘
|
||||
|
||||
File diff suppressed because one or more lines are too long
@ -1 +0,0 @@
|
||||
{"OKXRegressionStrategy":{"run_id":"ba6bbc90aba8ad2f31e1ac23d54cca8263b3b93d","backtest_start_time":1746362286,"timeframe":"3m","timeframe_detail":null,"backtest_start_ts":1743984000,"backtest_end_ts":1744675200}}
|
||||
@ -1 +0,0 @@
|
||||
{"$schema":"https://schema.freqtrade.io/schema.json","trading_mode":"spot","margin_mode":"isolated","max_open_trades":4,"stake_currency":"USDT","stake_amount":150,"startup_candle_count":30,"tradable_balance_ratio":1,"fiat_display_currency":"USD","dry_run":true,"timeframe":"3m","dry_run_wallet":1000,"cancel_open_orders_on_exit":true,"stoploss":-0.05,"unfilledtimeout":{"entry":5,"exit":15},"exchange":{"name":"okx","key":"REDACTED","secret":"REDACTED","enable_ws":false,"ccxt_config":{"enableRateLimit":true,"rateLimit":500,"options":{"defaultType":"spot"}},"ccxt_async_config":{"enableRateLimit":true,"rateLimit":500,"timeout":20000},"pair_whitelist":["OKB/USDT","TON/USDT"],"pair_blacklist":[]},"entry_pricing":{"price_side":"same","use_order_book":true,"order_book_top":1,"price_last_balance":0.0,"check_depth_of_market":{"enabled":false,"bids_to_ask_delta":1}},"exit_pricing":{"price_side":"other","use_order_book":true,"order_book_top":1},"pairlists":[{"method":"StaticPairList"}],"freqai":{"enabled":true,"identifier":"test175","freqaimodel":"XGBoostRegressor","purge_old_models":2,"train_period_days":90,"backtest_period_days":10,"live_retrain_hours":0,"data_kitchen":{"fillna":"ffill","feature_parameters":{"DI_threshold":0.5,"weight_factor":0.9}},"feature_parameters":{"include_timeframes":["3m"],"include_corr_pairlist":["BTC/USDT","ETH/USDT"],"label_period_candles":12,"include_shifted_candles":3,"indicator_periods_candles":[10,20,50],"plot_feature_importances":1,"feature_selection":{"method":"none"}},"data_split_parameters":{"test_size":0.2,"shuffle":false,"random_state":42},"model_training_parameters":{"n_estimators":300,"learning_rate":0.015,"max_depth":6,"subsample":0.9,"colsample_bytree":0.9,"objective":"reg:squarederror","eval_metric":"rmse","early_stopping_rounds":150,"reg_alpha":0.1,"reg_lambda":1.0}},"api_server":{"enabled":true,"listen_ip_address":"0.0.0.0","listen_port":8080,"verbosity":"error","enable_openapi":false,"jwt_secret_key":"6a599ab046dbb419014807dffd7b8823bfa7e5df56b17d545485deb87331b4ca","ws_token":"6O5pBDiRigiZrmIsofaE2rkKMJtf9h8zVQ","CORS_origins":[],"username":"freqAdmin","password":"REDACTED"},"bot_name":"freqtrade","initial_state":"running","force_entry_enable":false,"internals":{"process_throttle_secs":5,"heartbeat_interval":20,"loglevel":"DEBUG"},"config_files":["/freqtrade/config_examples/config_freqai.okx.json"]}
|
||||
2
result/backtest-result-2025-05-04_18-41-05.json
Normal file
2
result/backtest-result-2025-05-04_18-41-05.json
Normal file
File diff suppressed because one or more lines are too long
1
result/backtest-result-2025-05-04_18-41-05.meta.json
Normal file
1
result/backtest-result-2025-05-04_18-41-05.meta.json
Normal file
@ -0,0 +1 @@
|
||||
{"OKXRegressionStrategy":{"run_id":"906b05a2b4c8c9d88d0ab45312741963d6fbe1bf","backtest_start_time":1746381128,"timeframe":"5m","timeframe_detail":null,"backtest_start_ts":1725148800,"backtest_end_ts":1744675200}}
|
||||
@ -29,7 +29,7 @@ class OKXRegressionStrategy(IStrategy):
|
||||
|
||||
# 策略元数据(建议通过 config.json 配置)
|
||||
trailing_stop = True
|
||||
trailing_stop_positive = 0.01
|
||||
trailing_stop_positive = 0.07
|
||||
max_open_trades = 3
|
||||
stake_amount = 'dynamic'
|
||||
atr_period = CategoricalParameter([7, 14, 21], default=14, space='buy')
|
||||
@ -162,16 +162,6 @@ class OKXRegressionStrategy(IStrategy):
|
||||
|
||||
# 定义币对特定的ADX阈值和止损/ROI范围
|
||||
pair_thresholds = {
|
||||
"DOGE/USDT": {
|
||||
"adx_trend": 20, # 趋势市场ADX阈值
|
||||
"adx_oscillation": 15, # 震荡市场ADX阈值
|
||||
"stoploss_trend": -0.08, # 趋势市场止损:-8%
|
||||
"stoploss_oscillation": -0.04, # 震荡市场止损:-4%
|
||||
"stoploss_mid": -0.06, # 中间状态止损:-6%
|
||||
"roi_trend": 0.06, # 趋势市场ROI:6%
|
||||
"roi_oscillation": 0.025, # 震荡市场ROI:2.5%
|
||||
"roi_mid": 0.04 # 中间状态ROI:4%
|
||||
},
|
||||
"BTC/USDT": {
|
||||
"adx_trend": 25,
|
||||
"adx_oscillation": 20,
|
||||
@ -201,6 +191,26 @@ class OKXRegressionStrategy(IStrategy):
|
||||
"roi_trend": 0.045,
|
||||
"roi_oscillation": 0.02,
|
||||
"roi_mid": 0.03
|
||||
},
|
||||
"XRP/USDT": {
|
||||
"adx_trend": 22,
|
||||
"adx_oscillation": 18,
|
||||
"stoploss_trend": -0.06,
|
||||
"stoploss_oscillation": -0.03,
|
||||
"stoploss_mid": -0.045,
|
||||
"roi_trend": 0.045,
|
||||
"roi_oscillation": 0.02,
|
||||
"roi_mid": 0.03
|
||||
},
|
||||
"OKB/USDT": {
|
||||
"adx_trend": 36, # 放松趋势识别,更低的 ADX 阈值 (原值 x2)
|
||||
"adx_oscillation": 24, # 更低的震荡识别阈值 (原值 x2)
|
||||
"stoploss_trend": -0.20, # 更宽松的趋势止损 (原值 x2)
|
||||
"stoploss_oscillation": -0.12, # 更宽松的震荡止损 (原值 x2)
|
||||
"stoploss_mid": -0.16, # 中间状态止损也放宽 (原值 x2)
|
||||
"roi_trend": 0.14, # 提高趋势 ROI 目标 (原值 x2)
|
||||
"roi_oscillation": 0.08, # 提高震荡 ROI 目标 (原值 x2)
|
||||
"roi_mid": 0.10 # 中间状态 ROI 适度提高 (原值 x2)
|
||||
}
|
||||
}
|
||||
|
||||
@ -243,7 +253,8 @@ class OKXRegressionStrategy(IStrategy):
|
||||
|
||||
# 数据清洗
|
||||
dataframe = dataframe.replace([np.inf, -np.inf], np.nan)
|
||||
dataframe = dataframe.fillna(method="ffill").fillna(0)
|
||||
#dataframe = dataframe.fillna(method="ffill").fillna(0)
|
||||
dataframe = dataframe.ffill()
|
||||
|
||||
# 验证目标
|
||||
required_targets = ["&-s_close", "&-roi_0", "&-buy_rsi_pred", "&-stoploss_pred", "&-roi_0_pred"]
|
||||
@ -361,11 +372,20 @@ class OKXRegressionStrategy(IStrategy):
|
||||
dataframe['entry_price'] = dataframe['open'].where(dataframe['enter_long'] == 1).ffill()
|
||||
dataframe['stop_loss_line'] = dataframe['entry_price'] - dataframe[atr_col] * stop_loss_multiplier
|
||||
|
||||
# 应用止损逻辑
|
||||
dataframe.loc[
|
||||
(dataframe['close'] < dataframe['stop_loss_line']),
|
||||
'exit_long'
|
||||
] = 1
|
||||
# 应用止损逻辑(OKB/USDT 使用更平滑的退出)
|
||||
if metadata.get('pair') == 'OKB/USDT':
|
||||
# 对 OKB 添加缓冲区,避免频繁触发
|
||||
buffer_ratio = 0.005 # 0.5% 缓冲
|
||||
buffered_stop_loss = dataframe['stop_loss_line'] * (1 - buffer_ratio)
|
||||
dataframe.loc[
|
||||
(dataframe['close'] < buffered_stop_loss),
|
||||
'exit_long'
|
||||
] = 1
|
||||
else:
|
||||
dataframe.loc[
|
||||
(dataframe['close'] < dataframe['stop_loss_line']),
|
||||
'exit_long'
|
||||
] = 1
|
||||
|
||||
return dataframe
|
||||
|
||||
@ -476,13 +496,13 @@ class OKXRegressionStrategy(IStrategy):
|
||||
avg_atr_window = 20
|
||||
dataframe['avg_atr'] = dataframe['ATR_14'].rolling(window=avg_atr_window).mean()
|
||||
|
||||
# 获取最新数据
|
||||
latest_row = dataframe.iloc[-1].copy()
|
||||
|
||||
# 计算当前ATR在历史窗口中的百分位
|
||||
historical_atr = dataframe['avg_atr'].dropna().values
|
||||
if len(historical_atr) < avg_atr_window:
|
||||
return None
|
||||
# 根据交易对调整基础ATR值
|
||||
pair_specific_atr = {
|
||||
"BTC/USDT": latest_row['ATR_14'],
|
||||
"ETH/USDT": latest_row['ATR_14'],
|
||||
"OKB/USDT": latest_row['ATR_14'], # 使用更长周期 ATR 减少波动影响
|
||||
"TON/USDT": latest_row['ATR_7']
|
||||
}
|
||||
|
||||
current_atr = latest_row['avg_atr']
|
||||
percentile = (np.sum(historical_atr < current_atr) / len(historical_atr)) * 100
|
||||
@ -495,11 +515,11 @@ class OKXRegressionStrategy(IStrategy):
|
||||
else: # 正常波动市场
|
||||
atr_multiplier = 2.0
|
||||
|
||||
# 根据交易对调整基础ATR值
|
||||
# 根据交易对调整基础ATR值
|
||||
pair_specific_atr = {
|
||||
"BTC/USDT": latest_row['ATR_14'],
|
||||
"ETH/USDT": latest_row['ATR_14'],
|
||||
"OKB/USDT": latest_row['ATR_7'],
|
||||
"OKB/USDT": latest_row['ATR_14'], # 使用更长周期 ATR 减少波动影响
|
||||
"TON/USDT": latest_row['ATR_7']
|
||||
}
|
||||
|
||||
@ -583,21 +603,54 @@ class OKXRegressionStrategy(IStrategy):
|
||||
except Exception as e:
|
||||
logger.error(f"FreqAI fit 失败:{str(e)}")
|
||||
raise
|
||||
def _callback_stop_loss(self, dataframe: DataFrame, metadata: dict, callback_percent: float = 0.015) -> DataFrame:
|
||||
def _callback_stop_loss(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
"""
|
||||
回调止损逻辑:当价格从近期高点回撤超过指定百分比,
|
||||
并结合 RSI 或布林带信号,同时考虑高时间框架趋势。
|
||||
动态回调止损逻辑:基于ATR调整回撤阈值,并结合RSI和布林带过滤信号。
|
||||
"""
|
||||
pair = metadata.get('pair', 'unknown')
|
||||
|
||||
# 计算滚动最高价(过去 N 根K线内的最高点)
|
||||
# 设置默认参数
|
||||
atr_col = 'ATR_14'
|
||||
rolling_high_period = 20
|
||||
dataframe['rolling_high'] = dataframe['close'].rolling(window=rolling_high_period).max()
|
||||
|
||||
# 计算当前价格相对于最近高点的回撤比例
|
||||
dataframe['callback_ratio'] = (dataframe['close'] - dataframe['rolling_high']) / dataframe['rolling_high']
|
||||
|
||||
# 获取 RSI 和布林带信息
|
||||
rsi_overbought = 70
|
||||
|
||||
# 设置不同币种的回调乘数
|
||||
callback_multipliers = {
|
||||
"BTC/USDT": 1.5,
|
||||
"ETH/USDT": 2.0,
|
||||
"OKB/USDT": 1.3,
|
||||
"TON/USDT": 2.0,
|
||||
}
|
||||
callback_multiplier = callback_multipliers.get(pair, 2.0)
|
||||
|
||||
# 确保ATR列存在
|
||||
if atr_col not in dataframe.columns:
|
||||
dataframe[atr_col] = ta.ATR(dataframe['high'], dataframe['low'], dataframe['close'], timeperiod=14)
|
||||
|
||||
# 计算动态回调百分比(基于ATR)
|
||||
dataframe['callback_threshold'] = dataframe[atr_col] * callback_multiplier
|
||||
|
||||
# 计算ATR
|
||||
if 'ATR_14' not in dataframe.columns:
|
||||
dataframe['ATR_14'] = ta.ATR(dataframe['high'], dataframe['low'], dataframe['close'], timeperiod=14)
|
||||
|
||||
# 计算最近高点
|
||||
dataframe['rolling_high'] = dataframe['close'].rolling(window=20).max()
|
||||
|
||||
# 计算回调阈值
|
||||
dataframe['take_profit_line'] = dataframe['entry_price'] + dataframe['ATR_14'] * callback_multiplier
|
||||
|
||||
# 应用止盈逻辑
|
||||
dataframe.loc[
|
||||
(dataframe['close'] > dataframe['take_profit_line']),
|
||||
'exit_long'
|
||||
] = 1
|
||||
|
||||
# 计算当前价格相对于最近高点的回撤比例(使用ATR标准化)
|
||||
dataframe['callback_ratio'] = (dataframe['close'] - dataframe['rolling_high']) / dataframe['rolling_high']
|
||||
dataframe['callback_condition_atr'] = (dataframe['close'] - dataframe['rolling_high']) <= -dataframe['callback_threshold']
|
||||
|
||||
# 获取RSI和布林带信息
|
||||
dataframe['in_overbought'] = dataframe['rsi'] > rsi_overbought
|
||||
dataframe['below_bb_upper'] = dataframe['close'] < dataframe['bb_upper']
|
||||
|
||||
@ -605,14 +658,11 @@ class OKXRegressionStrategy(IStrategy):
|
||||
dataframe['trend_up'] = dataframe['close'] > dataframe['trend_1h']
|
||||
dataframe['trend_down'] = dataframe['close'] < dataframe['trend_1h']
|
||||
|
||||
# 回调止损条件:
|
||||
# 1. 当前价格回撤超过设定的百分比
|
||||
# 2. RSI 处于超买状态 OR 价格跌破布林带上轨
|
||||
# 3. 当前处于下降趋势(高时间框架确认)
|
||||
# 综合回调止损条件
|
||||
callback_condition = (
|
||||
(dataframe['callback_ratio'] <= -callback_percent) &
|
||||
dataframe['callback_condition_atr'] &
|
||||
((dataframe['in_overbought'] | (~dataframe['below_bb_upper']))) &
|
||||
(dataframe['trend_down'])
|
||||
dataframe['trend_down']
|
||||
)
|
||||
|
||||
# 应用回调止损逻辑
|
||||
1
result/backtest-result-2025-05-04_18-41-05_config.json
Normal file
1
result/backtest-result-2025-05-04_18-41-05_config.json
Normal file
@ -0,0 +1 @@
|
||||
{"$schema":"https://schema.freqtrade.io/schema.json","trading_mode":"spot","margin_mode":"isolated","max_open_trades":5,"stake_currency":"USDT","stake_amount":200,"startup_candle_count":30,"tradable_balance_ratio":1,"fiat_display_currency":"USD","dry_run":true,"timeframe":"5m","dry_run_wallet":1000,"cancel_open_orders_on_exit":true,"stoploss":-0.25,"unfilledtimeout":{"entry":5,"exit":15},"exchange":{"name":"okx","key":"REDACTED","secret":"REDACTED","enable_ws":false,"ccxt_config":{"enableRateLimit":true,"rateLimit":500,"options":{"defaultType":"spot"}},"ccxt_async_config":{"enableRateLimit":true,"rateLimit":500,"timeout":20000},"pair_whitelist":["OKB/USDT"],"pair_blacklist":[]},"entry_pricing":{"price_side":"same","use_order_book":true,"order_book_top":2,"price_last_balance":0.0,"check_depth_of_market":{"enabled":true,"bids_to_ask_delta":1.5}},"exit_pricing":{"price_side":"other","use_order_book":true,"order_book_top":1},"pairlists":[{"method":"StaticPairList"}],"freqai":{"enabled":true,"identifier":"test175","freqaimodel":"XGBoostRegressor","purge_old_models":2,"train_period_days":60,"backtest_period_days":10,"live_retrain_hours":0,"data_kitchen":{"fillna":"ffill","feature_parameters":{"DI_threshold":0.5,"weight_factor":0.9}},"feature_parameters":{"include_timeframes":["5m","15m","1h"],"include_corr_pairlist":["BTC/USDT","ETH/USDT"],"label_period_candles":8,"include_shifted_candles":3,"indicator_periods_candles":[5,10,20,50,100],"plot_feature_importances":1,"feature_selection":{"method":"PCA","n_components":0.8}},"data_split_parameters":{"test_size":0.2,"shuffle":false,"random_state":42},"model_training_parameters":{"n_estimators":100,"learning_rate":0.05,"max_depth":6,"min_depth":3,"subsample":0.8,"colsample_bytree":0.8,"objective":"reg:squarederror","eval_metric":"rmse","early_stopping_rounds":50,"min_child_weight":3,"reg_alpha":0.5,"reg_lambda":2.0}},"api_server":{"enabled":true,"listen_ip_address":"0.0.0.0","listen_port":8080,"verbosity":"error","enable_openapi":false,"jwt_secret_key":"6a599ab046dbb419014807dffd7b8823bfa7e5df56b17d545485deb87331b4ca","ws_token":"6O5pBDiRigiZrmIsofaE2rkKMJtf9h8zVQ","CORS_origins":[],"username":"freqAdmin","password":"REDACTED"},"bot_name":"freqtrade","initial_state":"running","force_entry_enable":false,"internals":{"process_throttle_secs":5,"heartbeat_interval":20,"loglevel":"DEBUG"},"config_files":["/freqtrade/config_examples/config_freqai.okx.json"]}
|
||||
@ -1,142 +1,729 @@
|
||||
Creating freqtrade_freqtrade_run ...
|
||||
Creating freqtrade_freqtrade_run ... done
|
||||
2025-05-04 12:38:01,174 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-04 12:38:01,380 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-04 12:38:02,816 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
|
||||
2025-05-04 12:38:02,818 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-04 12:38:02,818 - root - INFO - Logfile configured
|
||||
2025-05-04 12:38:02,819 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-04 12:38:02,819 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-04 12:38:02,819 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-04 12:38:02,820 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-04 12:38:02,820 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250407-20250415 ...
|
||||
2025-05-04 12:38:02,846 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-04 12:38:02,846 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-04 12:38:02,847 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-04 12:38:02,847 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250407-20250415
|
||||
2025-05-04 12:38:02,848 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-04 12:38:02,849 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-04 12:38:02,855 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-04 12:38:02,856 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-04 12:38:02,856 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 12:38:02,858 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-04 12:38:02,859 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-04 12:38:02,859 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-04 12:38:02,859 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-04 12:38:02,864 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-04 12:38:02,870 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-04 12:38:05,789 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-04 12:38:05,841 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
|
||||
2025-05-04 12:38:05,842 - freqtrade.strategy.hyper - INFO - Found no parameter file.
|
||||
2025-05-04 12:38:05,842 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-04 12:38:05,843 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-04 12:38:05,843 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-04 12:38:05,843 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-04 12:38:05,844 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-04 12:38:05,844 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
2025-05-04 17:52:04,269 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-04 17:52:04,479 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-04 17:52:05,926 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
|
||||
2025-05-04 17:52:05,928 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-04 17:52:05,929 - root - INFO - Logfile configured
|
||||
2025-05-04 17:52:05,929 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-04 17:52:05,930 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-04 17:52:05,930 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 5 ...
|
||||
2025-05-04 17:52:05,930 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-04 17:52:05,931 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20240901-20250415 ...
|
||||
2025-05-04 17:52:05,956 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-04 17:52:05,957 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-04 17:52:05,957 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-04 17:52:05,958 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20240901-20250415
|
||||
2025-05-04 17:52:05,958 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-04 17:52:05,959 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-04 17:52:05,965 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-04 17:52:05,966 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-04 17:52:05,966 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 17:52:05,968 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-04 17:52:05,969 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-04 17:52:05,969 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-04 17:52:05,969 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-04 17:52:05,975 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-04 17:52:05,980 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-04 17:52:08,561 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-04 17:52:08,614 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
|
||||
2025-05-04 17:52:08,615 - freqtrade.strategy.hyper - INFO - Found no parameter file.
|
||||
2025-05-04 17:52:08,615 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 5m.
|
||||
2025-05-04 17:52:08,616 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.25.
|
||||
2025-05-04 17:52:08,616 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-04 17:52:08,617 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 200.
|
||||
2025-05-04 17:52:08,617 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-04 17:52:08,617 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
'minutes'}.
|
||||
2025-05-04 12:38:05,844 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-04 12:38:05,845 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
|
||||
2025-05-04 12:38:05,845 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-04 12:38:05,845 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-04 12:38:05,846 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-04 12:38:05,846 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-04 12:38:05,846 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
|
||||
2025-05-04 12:38:05,847 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-04 12:38:05,847 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-04 12:38:05,847 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-04 12:38:05,848 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
2025-05-04 17:52:08,618 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 5.
|
||||
2025-05-04 17:52:08,618 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
|
||||
2025-05-04 17:52:08,619 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 5m
|
||||
2025-05-04 17:52:08,619 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.25
|
||||
2025-05-04 17:52:08,619 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-04 17:52:08,620 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.07
|
||||
2025-05-04 17:52:08,620 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
|
||||
2025-05-04 17:52:08,620 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-04 17:52:08,621 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-04 17:52:08,621 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-04 17:52:08,621 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
'stoploss_on_exchange_interval': 60}
|
||||
2025-05-04 12:38:05,848 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-04 12:38:05,848 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-04 12:38:05,849 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-04 12:38:05,849 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-04 12:38:05,849 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-04 12:38:05,850 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-04 12:38:05,850 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-04 12:38:05,850 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-04 12:38:05,851 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-04 12:38:05,851 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-04 12:38:05,851 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-04 12:38:05,852 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-04 12:38:05,852 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-04 12:38:05,852 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-04 12:38:05,853 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 12:38:05,857 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-04 12:38:05,862 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-04 12:38:05,863 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 12:38:05,863 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-04 12:38:06,006 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-06 21:30:00 up to 2025-04-15 00:00:00 (98 days).
|
||||
2025-05-04 12:38:06,007 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-04 12:38:06,008 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
|
||||
2025-05-04 12:38:07,597 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-04 12:38:07,798 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-04 12:38:07,799 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-04 12:38:07,799 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-04 12:38:07,799 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT', 'TON/USDT']
|
||||
2025-05-04 12:38:07,800 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
|
||||
2025-05-04 12:38:07,801 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
|
||||
2025-05-04 12:38:07,801 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
|
||||
2025-05-04 12:38:07,802 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
|
||||
2025-05-04 12:38:07,802 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-04 12:38:07,808 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 12:38:07,809 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 12:38:07,810 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743984000_prediction.feather
|
||||
2025-05-04 12:38:08,058 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 12:38:08,059 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 12:38:08,253 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 12:38:08,254 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning: DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
dataframe = dataframe.fillna(method="ffill").fillna(0)
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning: DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
dataframe = dataframe.fillna(method="ffill").fillna(0)
|
||||
2025-05-04 12:38:14,204 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000
|
||||
2025-05-04 12:38:14,205 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 12:38:14,334 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 12:38:14,334 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 12:38:14,391 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 12:38:14,444 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 12:38:14,444 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.09103 validation_1-rmse:0.09003
|
||||
2025-05-04 12:41:04,061 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (169.86 secs) --------------------
|
||||
2025-05-04 12:41:04,283 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000--s_close.html
|
||||
2025-05-04 12:41:04,283 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 12:41:04,345 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 12:41:04,441 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 12:41:04,442 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 12:41:04,443 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1743984000_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
2025-05-04 17:52:08,621 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-04 17:52:08,622 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-04 17:52:08,622 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 200
|
||||
2025-05-04 17:52:08,622 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-04 17:52:08,623 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-04 17:52:08,623 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-04 17:52:08,623 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-04 17:52:08,624 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-04 17:52:08,624 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-04 17:52:08,624 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-04 17:52:08,625 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-04 17:52:08,625 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-04 17:52:08,625 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-04 17:52:08,625 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 5
|
||||
2025-05-04 17:52:08,626 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 17:52:08,629 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-04 17:52:08,635 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-04 17:52:08,636 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 17380
|
||||
2025-05-04 17:52:08,637 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 17380 ...
|
||||
2025-05-04 17:52:08,727 - freqtrade.optimize.backtesting - INFO - Loading data from 2024-07-02 15:40:00 up to 2025-04-15 00:00:00 (286 days).
|
||||
2025-05-04 17:52:08,728 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-04 17:52:08,728 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
|
||||
2025-05-04 17:52:10,325 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-04 17:52:10,527 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-04 17:52:10,527 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-04 17:52:10,528 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-04 17:52:10,528 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT']
|
||||
2025-05-04 17:52:10,529 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
|
||||
2025-05-04 17:52:10,529 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
|
||||
2025-05-04 17:52:10,530 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
|
||||
2025-05-04 17:52:10,530 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
|
||||
2025-05-04 17:52:10,530 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-04 17:52:10,539 - freqtrade.freqai.freqai_interface - INFO - Training 23 timeranges
|
||||
2025-05-04 17:52:10,541 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-07-03 00:00:00 to 2024-09-01 00:00:00, 1/23 trains
|
||||
2025-05-04 17:52:10,541 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1725148800_prediction.feather
|
||||
2025-05-04 17:52:10,934 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 5860
|
||||
2025-05-04 17:52:10,935 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 15m from 2024-07-01 23:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 17:52:11,178 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 1540
|
||||
2025-05-04 17:52:11,178 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 1h from 2024-06-28 20:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 17:52:12,227 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 17380
|
||||
2025-05-04 17:52:12,228 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2024-07-02 15:40:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 17:52:12,750 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 5860
|
||||
2025-05-04 17:52:12,750 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 15m from 2024-07-01 23:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 17:52:13,198 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 1540
|
||||
2025-05-04 17:52:13,198 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2024-06-28 20:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 17:52:13,834 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 17380
|
||||
2025-05-04 17:52:13,835 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2024-07-02 15:40:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 17:52:14,536 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 5860
|
||||
2025-05-04 17:52:14,536 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 15m from 2024-07-01 23:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 17:52:15,162 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 1540
|
||||
2025-05-04 17:52:15,162 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2024-06-28 20:00:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 17:52:25,150 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1725148800/cb_okb_1725148800
|
||||
2025-05-04 17:52:25,151 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 17:52:25,404 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 17:52:25,405 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-07-03 to 2024-08-31 --------------------
|
||||
2025-05-04 17:52:25,511 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 17:52:25,603 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 17:52:25,604 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning: [17:52:26] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
warnings.warn(smsg, UserWarning)
|
||||
[99] validation_0-rmse:0.33065 validation_1-rmse:0.15964
|
||||
2025-05-04 17:53:51,578 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (86.43 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
[17:53:51] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 12:41:10,679 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000
|
||||
2025-05-04 12:41:10,680 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 12:41:10,811 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 12:41:10,812 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 12:41:10,870 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 12:41:10,921 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 12:41:10,922 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.12193 validation_1-rmse:0.12248
|
||||
2025-05-04 12:44:08,729 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (178.05 secs) --------------------
|
||||
2025-05-04 12:44:08,769 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000--s_close.html
|
||||
2025-05-04 12:44:08,769 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 12:44:08,831 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 12:44:08,923 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-07 00:00:00 up to 2025-04-15 00:00:00 (8 days).
|
||||
2025-05-04 12:44:09,123 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-04_12-44-09.meta.json"
|
||||
2025-05-04 17:53:51,796 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1725148800/cb_okb_1725148800--s_close.html
|
||||
2025-05-04 17:53:51,796 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 17:53:51,963 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 17:53:51,979 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-07-13 00:00:00 to 2024-09-11 00:00:00, 2/23 trains
|
||||
2025-05-04 17:53:51,980 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1726012800_prediction.feather
|
||||
2025-05-04 17:54:02,713 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1726012800/cb_okb_1726012800
|
||||
2025-05-04 17:54:02,714 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 17:54:02,961 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 17:54:02,961 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-07-13 to 2024-09-10 --------------------
|
||||
2025-05-04 17:54:03,073 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 17:54:03,170 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 17:54:03,171 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[17:54:03] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.34002 validation_1-rmse:0.15782
|
||||
2025-05-04 17:55:29,632 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (86.92 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[17:55:29] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 17:55:29,667 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1726012800/cb_okb_1726012800--s_close.html
|
||||
2025-05-04 17:55:29,668 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 17:55:29,829 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 17:55:29,845 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-07-23 00:00:00 to 2024-09-21 00:00:00, 3/23 trains
|
||||
2025-05-04 17:55:29,846 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1726876800_prediction.feather
|
||||
2025-05-04 17:55:41,964 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1726876800/cb_okb_1726876800
|
||||
2025-05-04 17:55:41,965 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 17:55:42,208 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 17:55:42,209 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-07-23 to 2024-09-20 --------------------
|
||||
2025-05-04 17:55:42,320 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 17:55:42,411 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 17:55:42,411 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[17:55:42] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.31813 validation_1-rmse:0.15834
|
||||
2025-05-04 17:57:11,408 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (89.44 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[17:57:11] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 17:57:11,444 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1726876800/cb_okb_1726876800--s_close.html
|
||||
2025-05-04 17:57:11,445 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 17:57:11,610 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 17:57:11,627 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-08-02 00:00:00 to 2024-10-01 00:00:00, 4/23 trains
|
||||
2025-05-04 17:57:11,628 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1727740800_prediction.feather
|
||||
2025-05-04 17:57:25,102 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1727740800/cb_okb_1727740800
|
||||
2025-05-04 17:57:25,103 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 17:57:25,345 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 17:57:25,346 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-08-02 to 2024-09-30 --------------------
|
||||
2025-05-04 17:57:25,454 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 17:57:25,543 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 17:57:25,543 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[17:57:26] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.34013 validation_1-rmse:0.14966
|
||||
2025-05-04 17:58:54,939 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (89.84 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[17:58:54] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 17:58:54,974 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1727740800/cb_okb_1727740800--s_close.html
|
||||
2025-05-04 17:58:54,974 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 17:58:55,138 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 17:58:55,154 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-08-12 00:00:00 to 2024-10-11 00:00:00, 5/23 trains
|
||||
2025-05-04 17:58:55,155 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1728604800_prediction.feather
|
||||
2025-05-04 17:59:10,147 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1728604800/cb_okb_1728604800
|
||||
2025-05-04 17:59:10,147 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 17:59:10,396 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 17:59:10,396 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-08-12 to 2024-10-10 --------------------
|
||||
2025-05-04 17:59:10,509 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 17:59:10,603 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 17:59:10,604 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[17:59:11] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.33624 validation_1-rmse:0.15946
|
||||
2025-05-04 18:00:44,601 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (94.45 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:00:44] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:00:44,637 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1728604800/cb_okb_1728604800--s_close.html
|
||||
2025-05-04 18:00:44,638 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:00:44,807 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:00:44,823 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-08-22 00:00:00 to 2024-10-21 00:00:00, 6/23 trains
|
||||
2025-05-04 18:00:44,824 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1729468800_prediction.feather
|
||||
2025-05-04 18:01:01,308 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1729468800/cb_okb_1729468800
|
||||
2025-05-04 18:01:01,309 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:01:01,551 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:01:01,552 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-08-22 to 2024-10-20 --------------------
|
||||
2025-05-04 18:01:01,661 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:01:01,749 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:01:01,750 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:01:02] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.40467 validation_1-rmse:0.15840
|
||||
2025-05-04 18:02:36,259 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (94.95 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:02:36] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:02:36,295 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1729468800/cb_okb_1729468800--s_close.html
|
||||
2025-05-04 18:02:36,295 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:02:36,469 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:02:36,485 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-09-01 00:00:00 to 2024-10-31 00:00:00, 7/23 trains
|
||||
2025-05-04 18:02:36,486 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1730332800_prediction.feather
|
||||
2025-05-04 18:02:54,250 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1730332800/cb_okb_1730332800
|
||||
2025-05-04 18:02:54,251 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:02:54,499 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:02:54,500 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-09-01 to 2024-10-30 --------------------
|
||||
2025-05-04 18:02:54,609 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:02:54,703 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:02:54,703 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:02:55] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.37677 validation_1-rmse:0.16302
|
||||
2025-05-04 18:04:36,078 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (101.83 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:04:36] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:04:36,115 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1730332800/cb_okb_1730332800--s_close.html
|
||||
2025-05-04 18:04:36,116 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:04:36,280 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:04:36,297 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-09-11 00:00:00 to 2024-11-10 00:00:00, 8/23 trains
|
||||
2025-05-04 18:04:36,298 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1731196800_prediction.feather
|
||||
2025-05-04 18:04:55,625 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1731196800/cb_okb_1731196800
|
||||
2025-05-04 18:04:55,625 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:04:55,877 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:04:55,878 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-09-11 to 2024-11-09 --------------------
|
||||
2025-05-04 18:04:55,987 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:04:56,077 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:04:56,078 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:04:56] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.35627 validation_1-rmse:0.16846
|
||||
2025-05-04 18:06:34,128 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (98.50 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:06:34] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:06:34,164 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1731196800/cb_okb_1731196800--s_close.html
|
||||
2025-05-04 18:06:34,164 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:06:34,314 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:06:34,331 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-09-21 00:00:00 to 2024-11-20 00:00:00, 9/23 trains
|
||||
2025-05-04 18:06:34,331 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1732060800_prediction.feather
|
||||
2025-05-04 18:06:55,070 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1732060800/cb_okb_1732060800
|
||||
2025-05-04 18:06:55,071 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:06:55,330 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:06:55,331 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-09-21 to 2024-11-19 --------------------
|
||||
2025-05-04 18:06:55,436 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:06:55,522 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:06:55,522 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:06:56] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.37519 validation_1-rmse:0.16656
|
||||
2025-05-04 18:08:33,343 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (98.27 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:08:33] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:08:33,381 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1732060800/cb_okb_1732060800--s_close.html
|
||||
2025-05-04 18:08:33,381 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:08:33,532 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:08:33,549 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-10-01 00:00:00 to 2024-11-30 00:00:00, 10/23 trains
|
||||
2025-05-04 18:08:33,550 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1732924800_prediction.feather
|
||||
2025-05-04 18:08:55,782 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1732924800/cb_okb_1732924800
|
||||
2025-05-04 18:08:55,782 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:08:56,029 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:08:56,030 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-10-01 to 2024-11-29 --------------------
|
||||
2025-05-04 18:08:56,145 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:08:56,237 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:08:56,237 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:08:56] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.32828 validation_1-rmse:0.17188
|
||||
2025-05-04 18:10:35,538 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (99.76 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:10:35] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:10:35,574 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1732924800/cb_okb_1732924800--s_close.html
|
||||
2025-05-04 18:10:35,574 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:10:35,736 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:10:35,754 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-10-11 00:00:00 to 2024-12-10 00:00:00, 11/23 trains
|
||||
2025-05-04 18:10:35,755 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1733788800_prediction.feather
|
||||
2025-05-04 18:10:59,461 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1733788800/cb_okb_1733788800
|
||||
2025-05-04 18:10:59,462 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:10:59,712 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:10:59,713 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-10-11 to 2024-12-09 --------------------
|
||||
2025-05-04 18:10:59,827 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:10:59,917 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:10:59,918 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:11:00] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.32618 validation_1-rmse:0.16696
|
||||
2025-05-04 18:12:39,002 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (99.54 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:12:39] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:12:39,038 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1733788800/cb_okb_1733788800--s_close.html
|
||||
2025-05-04 18:12:39,038 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:12:39,194 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:12:39,211 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-10-21 00:00:00 to 2024-12-20 00:00:00, 12/23 trains
|
||||
2025-05-04 18:12:39,212 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1734652800_prediction.feather
|
||||
2025-05-04 18:13:04,536 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1734652800/cb_okb_1734652800
|
||||
2025-05-04 18:13:04,537 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:13:04,795 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:13:04,796 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-10-21 to 2024-12-19 --------------------
|
||||
2025-05-04 18:13:04,911 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:13:05,004 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:13:05,005 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:13:05] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.31102 validation_1-rmse:0.16650
|
||||
2025-05-04 18:14:46,548 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (102.01 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:14:46] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:14:46,584 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1734652800/cb_okb_1734652800--s_close.html
|
||||
2025-05-04 18:14:46,584 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:14:46,751 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:14:46,768 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-10-31 00:00:00 to 2024-12-30 00:00:00, 13/23 trains
|
||||
2025-05-04 18:14:46,769 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1735516800_prediction.feather
|
||||
2025-05-04 18:15:13,777 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1735516800/cb_okb_1735516800
|
||||
2025-05-04 18:15:13,778 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:15:14,027 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:15:14,028 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-10-31 to 2024-12-29 --------------------
|
||||
2025-05-04 18:15:14,142 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:15:14,236 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:15:14,237 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:15:14] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.29734 validation_1-rmse:0.16338
|
||||
2025-05-04 18:16:56,074 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (102.30 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:16:56] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:16:56,110 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1735516800/cb_okb_1735516800--s_close.html
|
||||
2025-05-04 18:16:56,110 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:16:56,277 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:16:56,294 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-11-10 00:00:00 to 2025-01-09 00:00:00, 14/23 trains
|
||||
2025-05-04 18:16:56,294 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1736380800_prediction.feather
|
||||
2025-05-04 18:17:24,414 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1736380800/cb_okb_1736380800
|
||||
2025-05-04 18:17:24,415 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:17:24,662 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:17:24,663 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-11-10 to 2025-01-08 --------------------
|
||||
2025-05-04 18:17:24,775 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:17:24,867 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:17:24,868 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:17:25] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.31580 validation_1-rmse:0.16580
|
||||
2025-05-04 18:19:06,444 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (102.03 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:19:06] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:19:06,479 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1736380800/cb_okb_1736380800--s_close.html
|
||||
2025-05-04 18:19:06,480 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:19:06,647 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:19:06,664 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-11-20 00:00:00 to 2025-01-19 00:00:00, 15/23 trains
|
||||
2025-05-04 18:19:06,665 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1737244800_prediction.feather
|
||||
2025-05-04 18:19:38,102 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1737244800/cb_okb_1737244800
|
||||
2025-05-04 18:19:38,103 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:19:38,361 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:19:38,361 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-11-20 to 2025-01-18 --------------------
|
||||
2025-05-04 18:19:38,474 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:19:38,568 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:19:38,568 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:19:39] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.31480 validation_1-rmse:0.16785
|
||||
2025-05-04 18:21:22,838 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (104.73 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:21:22] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:21:22,873 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1737244800/cb_okb_1737244800--s_close.html
|
||||
2025-05-04 18:21:22,874 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:21:23,045 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:21:23,063 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-11-30 00:00:00 to 2025-01-29 00:00:00, 16/23 trains
|
||||
2025-05-04 18:21:23,063 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1738108800_prediction.feather
|
||||
2025-05-04 18:21:54,836 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1738108800/cb_okb_1738108800
|
||||
2025-05-04 18:21:54,837 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:21:55,087 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:21:55,088 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-11-30 to 2025-01-28 --------------------
|
||||
2025-05-04 18:21:55,198 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:21:55,289 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:21:55,290 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:21:55] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.32907 validation_1-rmse:0.16280
|
||||
2025-05-04 18:23:40,388 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (105.55 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:23:40] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:23:40,423 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1738108800/cb_okb_1738108800--s_close.html
|
||||
2025-05-04 18:23:40,424 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:23:40,575 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:23:40,592 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-12-10 00:00:00 to 2025-02-08 00:00:00, 17/23 trains
|
||||
2025-05-04 18:23:40,593 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1738972800_prediction.feather
|
||||
2025-05-04 18:24:17,699 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1738972800/cb_okb_1738972800
|
||||
2025-05-04 18:24:17,700 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:24:17,987 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:24:17,988 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-12-10 to 2025-02-07 --------------------
|
||||
2025-05-04 18:24:18,100 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:24:18,211 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:24:18,211 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:24:18] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.32980 validation_1-rmse:0.15919
|
||||
2025-05-04 18:26:04,227 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (106.53 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:26:04] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:26:04,262 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1738972800/cb_okb_1738972800--s_close.html
|
||||
2025-05-04 18:26:04,262 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:26:04,430 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:26:04,448 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-12-20 00:00:00 to 2025-02-18 00:00:00, 18/23 trains
|
||||
2025-05-04 18:26:04,449 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1739836800_prediction.feather
|
||||
2025-05-04 18:26:40,642 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1739836800/cb_okb_1739836800
|
||||
2025-05-04 18:26:40,643 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:26:40,907 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:26:40,908 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-12-20 to 2025-02-17 --------------------
|
||||
2025-05-04 18:26:41,023 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:26:41,113 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:26:41,114 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:26:41] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.34329 validation_1-rmse:0.16094
|
||||
2025-05-04 18:28:27,476 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (106.83 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:28:27] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:28:27,513 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1739836800/cb_okb_1739836800--s_close.html
|
||||
2025-05-04 18:28:27,513 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:28:27,681 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:28:27,700 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2024-12-30 00:00:00 to 2025-02-28 00:00:00, 19/23 trains
|
||||
2025-05-04 18:28:27,701 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1740700800_prediction.feather
|
||||
2025-05-04 18:29:07,011 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1740700800/cb_okb_1740700800
|
||||
2025-05-04 18:29:07,012 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:29:07,257 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:29:07,257 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-12-30 to 2025-02-27 --------------------
|
||||
2025-05-04 18:29:07,370 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:29:07,461 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:29:07,461 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:29:08] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.33217 validation_1-rmse:0.15560
|
||||
2025-05-04 18:30:57,407 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (110.40 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:30:57] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:30:57,443 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1740700800/cb_okb_1740700800--s_close.html
|
||||
2025-05-04 18:30:57,443 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:30:57,607 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:30:57,625 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-09 00:00:00 to 2025-03-10 00:00:00, 20/23 trains
|
||||
2025-05-04 18:30:57,626 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1741564800_prediction.feather
|
||||
2025-05-04 18:31:37,820 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1741564800/cb_okb_1741564800
|
||||
2025-05-04 18:31:37,821 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:31:38,073 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:31:38,074 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-09 to 2025-03-09 --------------------
|
||||
2025-05-04 18:31:38,189 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:31:38,285 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:31:38,285 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:31:38] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.30418 validation_1-rmse:0.15485
|
||||
2025-05-04 18:33:27,503 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (109.68 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:33:27] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:33:27,540 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1741564800/cb_okb_1741564800--s_close.html
|
||||
2025-05-04 18:33:27,541 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:33:27,711 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:33:27,729 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-19 00:00:00 to 2025-03-20 00:00:00, 21/23 trains
|
||||
2025-05-04 18:33:27,730 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1742428800_prediction.feather
|
||||
2025-05-04 18:34:09,301 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1742428800/cb_okb_1742428800
|
||||
2025-05-04 18:34:09,302 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:34:09,563 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:34:09,564 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-19 to 2025-03-19 --------------------
|
||||
2025-05-04 18:34:09,672 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:34:09,765 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:34:09,765 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:34:10] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.33219 validation_1-rmse:0.15969
|
||||
2025-05-04 18:35:57,529 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (108.23 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:35:57] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:35:57,565 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1742428800/cb_okb_1742428800--s_close.html
|
||||
2025-05-04 18:35:57,565 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:35:57,738 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:35:57,755 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-29 00:00:00 to 2025-03-30 00:00:00, 22/23 trains
|
||||
2025-05-04 18:35:57,755 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743292800_prediction.feather
|
||||
2025-05-04 18:36:40,747 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743292800/cb_okb_1743292800
|
||||
2025-05-04 18:36:40,748 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:36:41,047 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:36:41,048 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-29 to 2025-03-29 --------------------
|
||||
2025-05-04 18:36:41,160 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:36:41,253 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:36:41,254 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:36:41] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.35996 validation_1-rmse:0.15388
|
||||
2025-05-04 18:38:31,198 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (110.45 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:38:31] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:38:31,233 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743292800/cb_okb_1743292800--s_close.html
|
||||
2025-05-04 18:38:31,234 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:38:31,398 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:38:31,415 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-02-08 00:00:00 to 2025-04-09 00:00:00, 23/23 trains
|
||||
2025-05-04 18:38:31,416 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1744156800_prediction.feather
|
||||
2025-05-04 18:39:14,167 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1744156800/cb_okb_1744156800
|
||||
2025-05-04 18:39:14,168 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 18:39:14,432 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 17280.
|
||||
2025-05-04 18:39:14,432 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-02-08 to 2025-04-08 --------------------
|
||||
2025-05-04 18:39:14,542 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 18:39:14,638 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 901 features
|
||||
2025-05-04 18:39:14,639 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 13824 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:39:15] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.37399 validation_1-rmse:0.15603
|
||||
2025-05-04 18:41:04,529 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (110.36 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[18:41:04] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "min_depth" } are not used.
|
||||
|
||||
|
||||
2025-05-04 18:41:04,564 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1744156800/cb_okb_1744156800--s_close.html
|
||||
2025-05-04 18:41:04,564 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 18:41:04,707 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 18:41:05,197 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2024-09-01 00:00:00 up to 2025-04-15 00:00:00 (226 days).
|
||||
2025-05-04 18:41:06,012 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-04_18-41-05.meta.json"
|
||||
Result for strategy OKXRegressionStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKB/USDT │ 6 │ 0.6 │ 0.718 │ 0.07 │ 0:34:00 │ 4 0 2 66.7 │
|
||||
│ TON/USDT │ 3 │ -0.1 │ -0.062 │ -0.01 │ 0:02:00 │ 1 0 2 33.3 │
|
||||
│ TOTAL │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │
|
||||
│ OKB/USDT │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │
|
||||
│ TOTAL │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
LEFT OPEN TRADES REPORT
|
||||
┏━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
@ -148,79 +735,77 @@ Result for strategy OKXRegressionStrategy
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OTHER │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │
|
||||
│ TOTAL │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │
|
||||
│ OTHER │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │
|
||||
│ TOTAL │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │
|
||||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ exit_signal │ 3 │ 1.34 │ 0.803 │ 0.08 │ 1:01:00 │ 3 0 0 100 │
|
||||
│ trailing_stop_loss │ 6 │ -0.12 │ -0.147 │ -0.01 │ 0:04:00 │ 2 0 4 33.3 │
|
||||
│ TOTAL │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │
|
||||
└────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ │ exit_signal │ 3 │ 1.34 │ 0.803 │ 0.08 │ 1:01:00 │ 3 0 0 100 │
|
||||
│ │ trailing_stop_loss │ 6 │ -0.12 │ -0.147 │ -0.01 │ 0:04:00 │ 2 0 4 33.3 │
|
||||
│ TOTAL │ │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │
|
||||
└───────────┴────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ exit_signal │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │
|
||||
│ TOTAL │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │
|
||||
└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ │ exit_signal │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │
|
||||
│ TOTAL │ │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │
|
||||
└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Metric ┃ Value ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Backtesting from │ 2025-04-07 00:00:00 │
|
||||
│ Backtesting from │ 2024-09-01 00:00:00 │
|
||||
│ Backtesting to │ 2025-04-15 00:00:00 │
|
||||
│ Trading Mode │ Spot │
|
||||
│ Max open trades │ 2 │
|
||||
│ Max open trades │ 1 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 9 / 1.12 │
|
||||
│ Total/Daily Avg Trades │ 38 / 0.17 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 1000.656 USDT │
|
||||
│ Absolute profit │ 0.656 USDT │
|
||||
│ Total profit % │ 0.07% │
|
||||
│ CAGR % │ 3.04% │
|
||||
│ Sortino │ 40.69 │
|
||||
│ Sharpe │ 8.15 │
|
||||
│ Calmar │ 979.41 │
|
||||
│ SQN │ 1.07 │
|
||||
│ Profit factor │ 2.64 │
|
||||
│ Expectancy (Ratio) │ 0.07 (0.73) │
|
||||
│ Avg. daily profit % │ 0.01% │
|
||||
│ Avg. stake amount │ 20.003 USDT │
|
||||
│ Total trade volume │ 361.294 USDT │
|
||||
│ Final balance │ 998.775 USDT │
|
||||
│ Absolute profit │ -1.225 USDT │
|
||||
│ Total profit % │ -0.12% │
|
||||
│ CAGR % │ -0.20% │
|
||||
│ Sortino │ -0.62 │
|
||||
│ Sharpe │ -0.37 │
|
||||
│ Calmar │ -4.11 │
|
||||
│ SQN │ -0.71 │
|
||||
│ Profit factor │ 0.76 │
|
||||
│ Expectancy (Ratio) │ -0.03 (-0.12) │
|
||||
│ Avg. daily profit % │ -0.00% │
|
||||
│ Avg. stake amount │ 19.971 USDT │
|
||||
│ Total trade volume │ 1518.974 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ OKB/USDT 0.07% │
|
||||
│ Worst Pair │ TON/USDT -0.01% │
|
||||
│ Best trade │ OKB/USDT 2.13% │
|
||||
│ Worst trade │ OKB/USDT -0.71% │
|
||||
│ Best day │ 0.332 USDT │
|
||||
│ Worst day │ 0 USDT │
|
||||
│ Days win/draw/lose │ 3 / 3 / 0 │
|
||||
│ Avg. Duration Winners │ 0:39:00 │
|
||||
│ Avg. Duration Loser │ 0:04:00 │
|
||||
│ Max Consecutive Wins / Loss │ 2 / 2 │
|
||||
│ Best Pair │ OKB/USDT -0.12% │
|
||||
│ Worst Pair │ OKB/USDT -0.12% │
|
||||
│ Best trade │ OKB/USDT 2.10% │
|
||||
│ Worst trade │ OKB/USDT -3.10% │
|
||||
│ Best day │ 0.532 USDT │
|
||||
│ Worst day │ -0.62 USDT │
|
||||
│ Days win/draw/lose │ 13 / 164 / 15 │
|
||||
│ Avg. Duration Winners │ 2:21:00 │
|
||||
│ Avg. Duration Loser │ 4:31:00 │
|
||||
│ Max Consecutive Wins / Loss │ 5 / 5 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 999.84 USDT │
|
||||
│ Max balance │ 1000.656 USDT │
|
||||
│ Max % of account underwater │ 0.02% │
|
||||
│ Absolute Drawdown (Account) │ 0.02% │
|
||||
│ Absolute Drawdown │ 0.16 USDT │
|
||||
│ Drawdown high │ -0.039 USDT │
|
||||
│ Drawdown low │ -0.16 USDT │
|
||||
│ Drawdown Start │ 2025-04-07 07:06:00 │
|
||||
│ Drawdown End │ 2025-04-07 07:24:00 │
|
||||
│ Market change │ -0.70% │
|
||||
│ Min balance │ 997.48 USDT │
|
||||
│ Max balance │ 999.767 USDT │
|
||||
│ Max % of account underwater │ 0.25% │
|
||||
│ Absolute Drawdown (Account) │ 0.25% │
|
||||
│ Absolute Drawdown │ 2.52 USDT │
|
||||
│ Drawdown high │ -0.233 USDT │
|
||||
│ Drawdown low │ -2.52 USDT │
|
||||
│ Drawdown Start │ 2024-10-01 17:25:00 │
|
||||
│ Drawdown End │ 2025-01-27 03:45:00 │
|
||||
│ Market change │ 40.90% │
|
||||
└─────────────────────────────┴─────────────────────┘
|
||||
|
||||
Backtested 2025-04-07 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 2
|
||||
Backtested 2024-09-01 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 1
|
||||
STRATEGY SUMMARY
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKXRegressionStrategy │ 9 │ 0.36 │ 0.656 │ 0.07 │ 0:23:00 │ 5 0 4 55.6 │ 0.16 USDT 0.02% │
|
||||
│ OKXRegressionStrategy │ 38 │ -0.16 │ -1.225 │ -0.12 │ 3:26:00 │ 19 0 19 50.0 │ 2.52 USDT 0.25% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴──────────────────┘
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user