phyer/myTestFreqAI
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有交易了,陪的不多
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zhangkun9038@dingtalk.com 2025-04-28 17:09:28 +08:00
parent 8f4c374e6b
commit c0d0e0290f
1 changed files with 22 additions and 2 deletions
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24
freqtrade/templates/FreqaiExampleStrategy.py
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@ -85,6 +85,21 @@ class FreqaiExampleStrategy(IStrategy):
dataframe["macd"] = np.nan
dataframe["macdsignal"] = np.nan
# 检查并填充 NaN 值
if "macd" in dataframe.columns and "macdsignal" in dataframe.columns:
dataframe["macd"] = dataframe["macd"].fillna(method='ffill').fillna(0)
dataframe["macdsignal"] = dataframe["macdsignal"].fillna(method='ffill').fillna(0)
else:
logger.error("MACD 或 MACD 信号列缺失，无法生成买入信号。尝试重新计算 MACD 列。")
try:
macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9)
dataframe["macd"] = macd["macd"].fillna(method='ffill').fillna(0)
dataframe["macdsignal"] = macd["macdsignal"].fillna(method='ffill').fillna(0)
logger.info("MACD 列已成功重新计算。")
except Exception as e:
logger.error(f"重新计算 MACD 列时出错：{str(e)}")
raise ValueError("DataFrame 缺少必要的 MACD 列且无法重新计算。")
# 检查 MACD 列是否存在
if "macd" not in dataframe.columns or "macdsignal" not in dataframe.columns:
logger.error("MACD 或 MACD 信号列缺失，无法生成买入信号")
@ -283,7 +298,9 @@ class FreqaiExampleStrategy(IStrategy):
exit_long_conditions = [
(df["rsi"] > df["sell_rsi_pred"]), # RSI 高于卖出阈值
(df["volume"] > df["volume"].rolling(window=10).mean()), # 成交量高于近期均值
(df["close"] < df["bb_middleband"]) # 价格低于布林带中轨
(df["close"] < df["bb_middleband"]), # 价格低于布林带中轨
(df["close"] < df["bb_lowerband"].shift(1)), # 当前价格低于上一周期的布林带下轨
(df["volume"] < df["volume"].shift(1) * 0.9) # 当前成交量低于上一周期的10%
]
if exit_long_conditions:
df.loc[
@ -309,12 +326,15 @@ class FreqaiExampleStrategy(IStrategy):
enter_long_conditions = [
(df["rsi"] < df["buy_rsi_pred"]), # RSI 低于买入阈值
(df["volume"] > df["volume"].rolling(window=10).mean() * 1.2), # 成交量高于近期均值20%
(df["close"] > df["bb_middleband"]) # 价格高于布林带中轨
(df["close"] > df["bb_middleband"]), # 价格高于布林带中轨
(df["close"] > df["bb_upperband"].shift(1)), # 当前价格高于上一周期的布林带上轨
(df["volume"] > df["volume"].shift(1) * 1.1) # 当前成交量高于上一周期的10%
]
# 如果 MACD 列存在，则添加 MACD 金叉条件
if "macd" in df.columns and "macdsignal" in df.columns:
enter_long_conditions.append((df["macd"] > df["macdsignal"]))
enter_long_conditions.append((df["macd"] > df["macd"].shift(1))) # MACD 上升趋势
# 确保模型预测为买入
enter_long_conditions.append((df["do_predict"] == 1))