有交易了,陪的不多

freqtrade/templates/FreqaiExampleStrategy.py

@@ -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))