From da6d3fe292ceb46622eabcd344e29dc678438c31 Mon Sep 17 00:00:00 2001
From: "zhangkun9038@dingtalk.com" <zhangkun9038@dingtalk.com>
Date: Fri, 8 Aug 2025 21:53:23 +0800
Subject: [PATCH] =?UTF-8?q?hyperopt=20=E9=9C=80=E8=A6=81=E6=90=BA=E5=B8=A6?=
 =?UTF-8?q?=E4=B8=A4=E4=B8=AA=E6=97=A5=E6=9C=9F=E5=8F=82=E6=95=B0,?=
 =?UTF-8?q?=E7=B1=BB=E4=BC=BC:=20'2025-06-02=2008:00'=20'2025-06-04=2008:0?=
 =?UTF-8?q?0'?=
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Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 tools/hyperopt.sh | 295 +++++++++++++++++++++++++++++++++++-----------
 1 file changed, 226 insertions(+), 69 deletions(-)

diff --git a/tools/hyperopt.sh b/tools/hyperopt.sh
index 3a12f1c..6ace3de 100755
--- a/tools/hyperopt.sh
+++ b/tools/hyperopt.sh
@@ -4,10 +4,10 @@
 if [ ! -f ".env" ]; then
   echo "⚠️ 本地缺少 .env 文件，请创建并配置。示例内容如下："
   echo ""
-  echo "STRATEGY_NAME=FreqaiPrimer"
-  echo "CONFIG_FILE=FreqaiPrimer.json"
-  echo "TEST_BRANCH=freqaiprimer-deviation-test"
-  echo "DRYRUN_BRANCH=freqaiprimer-deviation-dryrun"
+  echo "STRATEGY_NAME=TheForceV7"
+  echo "CONFIG_FILE=basic.json"
+  echo "TEST_BRANCH=theforce-noai-test"
+  echo "DRYRUN_BRANCH=theforce-noai-dryrun"
   echo ""
   exit 1
 fi
@@ -15,101 +15,258 @@ fi
 # 加载 .env 文件中的变量
 export $(grep -v '^#' .env | xargs)
 # 设置默认值
-STRATEGY_NAME=${STRATEGY_NAME:-FreqaiPrimer}
-CONFIG_FILE=${CONFIG_FILE:-FreqaiPrimer.json}
-PARAMS_NAME=$(echo "$STRATEGY_NAME" | tr '[:upper:]' '[:lower:]')
+STRATEGY_NAME=${STRATEGY_NAME:-TheForceV7}
+CONFIG_FILE=${CONFIG_FILE:-basic.json}
 
 echo "Using strategy: $STRATEGY_NAME"
 echo "Using config: $CONFIG_FILE"
 echo "Using testBranch: $TEST_BRANCH"
-# Parse command line arguments
-START_DATE=${1:-$(date -d "2 days ago" +"%Y%m%d")}
-END_DATE=${2:-$(date -d "tomorrow" +"%Y%m%d")}
-# Parse command line arguments
-START_DATE_RAW=${1:-$(date -d "2 days ago" +"%Y-%m-%d %H:%M:%S")}
-END_DATE_RAW=${2:-$(date -d "tomorrow" +"%Y-%m-%d %H:%M:%S")}
 
-# Parse command line arguments
-START_DATE_RAW=${1:-$(date -d "2 days ago" +"%Y-%m-%d 00:00")}
-END_DATE_RAW=${2:-$(date -d "today" +"%Y-%m-%d 00:00")}
+# Function to extract the value of a parameter
+get_param_value() {
+  local param="$1"
+  shift
+  local args=("$@")
+  local i=0
 
-# Convert raw date strings to timestamps
+  while [ $i -lt ${#args[@]} ]; do
+    case "${args[$i]}" in
+    $param=*)
+      echo "${args[$i]#*=}"
+      return 0
+      ;;
+    $param)
+      # Check if the next argument exists and does not start with a dash
+      if [ $((i + 1)) -lt ${#args[@]} ] && [[ "${args[$((i + 1))]}" != -* ]]; then
+        echo "${args[$((i + 1))]}"
+        return 0
+      else
+        echo "Error: Missing value for parameter $param" >&2
+        exit 1
+      fi
+      ;;
+    esac
+    i=$((i + 1))
+  done
+  return 0
+}
+
+# Check if we have named parameters
+HAS_NAMED_PARAMS=false
+for arg in "$@"; do
+  if [[ "$arg" == --* ]]; then
+    HAS_NAMED_PARAMS=true
+    break
+  fi
+done
+
+# Initialize variables
+START_DATE_RAW=""
+END_DATE_RAW=""
+PAIRS_ARG=""
+PAIR_REMOTE_LIST_URL=""
+
+# Parse parameters based on whether we have named parameters
+if [ "$HAS_NAMED_PARAMS" = true ]; then
+  # Use named parameter parsing
+  START_DATE_RAW=$(get_param_value "--start-date" "$@")
+  END_DATE_RAW=$(get_param_value "--end-date" "$@")
+  PAIRS_ARG=$(get_param_value "--pairs" "$@")
+  PAIR_REMOTE_LIST_URL=$(get_param_value "--pairRemoteList" "$@")
+else
+  # Use positional parameter parsing
+  if [ $# -gt 0 ]; then
+    START_DATE_RAW="$1"
+  fi
+  if [ $# -gt 1 ]; then
+    END_DATE_RAW="$2"
+  fi
+  if [ $# -gt 2 ]; then
+    THIRD_PARAM="$3"
+    # Check if it's a URL
+    if [[ "$THIRD_PARAM" == http://* ]] || [[ "$THIRD_PARAM" == https://* ]]; then
+      PAIR_REMOTE_LIST_URL="$THIRD_PARAM"
+      echo "Detected URL parameter: $PAIR_REMOTE_LIST_URL"
+    # Check if it's a pair like "*/USDT"
+    elif [[ "$THIRD_PARAM" == */USDT ]] || [[ "$THIRD_PARAM" == */BUSD ]] || [[ "$THIRD_PARAM" == */USDC ]]; then
+      PAIRS_ARG="$THIRD_PARAM"
+      echo "Detected pair parameter: $PAIRS_ARG"
+    else
+      echo "Warning: Third parameter '$THIRD_PARAM' is neither a URL nor a pair"
+    fi
+  fi
+fi
+
+# Set default values if parameters not provided
+if [ -z "$START_DATE_RAW" ]; then
+  START_DATE_RAW=$(date -d "2 days ago" +"%Y-%m-%d %H:%M:%S")
+fi
+
+if [ -z "$END_DATE_RAW" ]; then
+  END_DATE_RAW=$(date -d "tomorrow" +"%Y-%m-%d %H:%M:%S")
+fi
+
+# Parse dates
 if [[ "$START_DATE_RAW" == *" "* ]]; then
   START_DATE=$(date -d "$START_DATE_RAW" +"%s")
 else
-  START_DATE=$(date -d "${START_DATE_RAW} 00:00:00" +"%s")
+  # 兼容旧格式：20250616 -> 转换为 2025-06-16 00:00:00 再转为时间戳
+  START_DATE=$(date -d "${START_DATE_RAW:0:4}-${START_DATE_RAW:4:2}-${START_DATE_RAW:6:2} 00:00:00" +"%s")
 fi
 
 if [[ "$END_DATE_RAW" == *" "* ]]; then
   END_DATE=$(date -d "$END_DATE_RAW" +"%s")
 else
-  END_DATE=$(date -d "${END_DATE_RAW} 00:00:00" +"%s")
+  END_DATE=$(date -d "${END_DATE_RAW:0:4}-${END_DATE_RAW:4:2}-${END_DATE_RAW:6:2} 00:00:00" +"%s")
+fi
+
+# Format end_date for URL parameter (YYYY-MM-DD format)
+END_DATE_FORMATTED=$(date -d "@$END_DATE" "+%Y-%m-%d")
+
+# 处理交易对参数：优先级为 --pairRemoteList > --pairs > 默认值
+if [ -n "$PAIR_REMOTE_LIST_URL" ]; then
+  # 从远程API获取交易对列表
+  echo "Fetching pairs from remote URL: $PAIR_REMOTE_LIST_URL"
+  pairs_json=$(curl -s "$PAIR_REMOTE_LIST_URL")
+
+  # 检查API响应是否成功
+  if [[ $? -ne 0 || -z "$pairs_json" ]]; then
+    echo "Error: Failed to fetch pairs from remote URL, using --pairs parameter or default"
+    if [ -n "$PAIRS_ARG" ]; then
+      PAIRS_FLAG="--pairs $PAIRS_ARG"
+      echo "Using pairs from --pairs parameter: $PAIRS_ARG"
+    else
+      # 使用默认的交易对列表
+      DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT DOGE/USDT WCT/USDT TRUMP/USDT SUI/USDT PEPE/USDT TRB/USDT MASK/USDT UNI/USDT KAITO/USDT"
+      PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
+      echo "Using default pairs: $DEFAULT_PAIRS"
+    fi
+  else
+    # 解析JSON并提取交易对，将连字符替换为斜杠
+    remote_pairs=$(echo "$pairs_json" | python3 -c "
+import sys, json
+data = json.load(sys.stdin)
+pairs = [pair.replace('-', '/') for pair in data.get('pairlist', [])]
+print(' '.join(pairs) if pairs else '')
+")
+
+    # 如果解析成功且有交易对
+    if [[ -n "$remote_pairs" ]]; then
+      PAIRS_FLAG="--pairs $remote_pairs"
+      echo "Successfully fetched $(echo "$remote_pairs" | wc -w) pairs from remote URL"
+      echo "Pairs: $remote_pairs"
+    else
+      echo "Error: Failed to parse or empty pairlist from remote URL, using --pairs parameter or default"
+      if [ -n "$PAIRS_ARG" ]; then
+        PAIRS_FLAG="--pairs $PAIRS_ARG"
+        echo "Using pairs from --pairs parameter: $PAIRS_ARG"
+      else
+        # 使用默认的交易对列表
+        DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT DOGE/USDT WCT/USDT TRUMP/USDT SUI/USDT PEPE/USDT TRB/USDT MASK/USDT UNI/USDT KAITO/USDT"
+        PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
+        echo "Using default pairs: $DEFAULT_PAIRS"
+      fi
+    fi
+  fi
+elif [ -n "$PAIRS_ARG" ]; then
+  # 使用 --pairs 参数提供的交易对
+  PAIRS_FLAG="--pairs $PAIRS_ARG"
+  echo "Using pairs from --pairs parameter: $PAIRS_ARG"
+  echo "Number of pairs: $(echo "$PAIRS_ARG" | wc -w)"
+else
+  # 优先从指定URL获取交易对列表
+  echo "Fetching pairs from primary URL with date parameter..."
+  PRIMARY_URL="http://pairlist.xl.home/api/pairlist?mute=true&count=30&date=${END_DATE_FORMATTED}"
+  echo "Requesting: $PRIMARY_URL"
+
+  pairs_json=$(curl -s "$PRIMARY_URL")
+
+  # 检查API响应是否成功
+  if [[ $? -ne 0 || -z "$pairs_json" ]]; then
+    echo "Error: Failed to fetch pairs from primary URL, using default pairs"
+    # 使用默认的交易对列表
+    DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT DOGE/USDT WCT/USDT TRUMP/USDT SUI/USDT PEPE/USDT TRB/USDT MASK/USDT UNI/USDT KAITO/USDT"
+    PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
+    echo "Using default pairs: $DEFAULT_PAIRS"
+  else
+    # 解析JSON并提取交易对，将连字符替换为斜杠
+    remote_pairs=$(echo "$pairs_json" | python3 -c "
+import sys, json
+data = json.load(sys.stdin)
+pairs = [pair.replace('-', '/') for pair in data.get('pairlist', [])]
+print(' '.join(pairs) if pairs else '')
+")
+
+    # 如果解析成功且有交易对
+    if [[ -n "$remote_pairs" ]]; then
+      PAIRS_FLAG="--pairs $remote_pairs"
+      echo "Successfully fetched $(echo "$remote_pairs" | wc -w) pairs from primary URL"
+      echo "Pairs: $remote_pairs"
+    else
+      echo "Error: Failed to parse or empty pairlist from primary URL, using default pairs"
+      # 使用默认的交易对列表
+      DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT DOGE/USDT WCT/USDT TRUMP/USDT SUI/USDT PEPE/USDT TRB/USDT MASK/USDT UNI/USDT KAITO/USDT"
+      PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
+      echo "Using default pairs: $DEFAULT_PAIRS"
+    fi
+  fi
 fi
 
-echo "Start timestamp: $START_TIMESTAMP"
-echo "End timestamp: $END_TIMESTAMP"
 cd ../
 source .venv/bin/activate
 rm -rf user_data/models/*
 rm -rf ./freqtrade/user_data/data/backtest_results/*
 rm -fr ./user_data/dryrun_results/*
+rm result/*
 
-#docker-compose -f docker-compose_backtest.yml run --rm freqtrade >output.log 2>&1
-echo "docker-compose run --rm freqtrade hyperopt \
+hyperopt_config="${STRATEGY_NAME%.py}.json"
+
+echo "docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
   --logfile /freqtrade/user_data/logs/freqtrade.log \
   --freqaimodel LightGBMRegressorMultiTarget \
-  --strategy $STRATEGY_NAME \
   --config /freqtrade/config_examples/$CONFIG_FILE \
-  --config /freqtrade/templates/${PARAMS_NAME}.json \
   --strategy-path /freqtrade/templates \
-  --timerange ${START_DATE}-${END_DATE} \
-  -e 100 \
-  -j 4 \
-  --hyperopt-loss ShortTradeDurHyperOptLoss \
-  --spaces buy sell trailing \
-  --fee 0.0016"
-docker-compose run --rm freqtrade hyperopt \
+  --strategy $STRATEGY_NAME \
+  --timerange $START_DATE-$END_DATE \
+  --fee 0.0008 \
+  --breakdown day \
+  --cache none >output.log"
+
+docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
   --logfile /freqtrade/user_data/logs/freqtrade.log \
   --freqaimodel LightGBMRegressorMultiTarget \
-  --strategy $STRATEGY_NAME \
   --config /freqtrade/config_examples/$CONFIG_FILE \
-  --config /freqtrade/templates/${PARAMS_NAME}.json \
   --strategy-path /freqtrade/templates \
-  --timerange ${START_DATE}-${END_DATE} \
-  -e 100 \
-  -j 4 \
-  --hyperopt-loss SharpeHyperOptLoss \
-  --spaces buy sell trailing \
-  --fee 0.0016
+  --strategy $STRATEGY_NAME \
+  --timerange $START_DATE-$END_DATE \
+  --fee 0.0008 \
+  --breakdown day \
+  --cache none >output.log 2>&1
 
-#>output.log 2>&1
-#sed -i 's/\x1B\[[0-9;]*m//g' output.log
+sed -i 's/\x1B\[[0-9;]*m//g' output.log
 
-#python3 tools/filter.py
+rm ./result/*.json -fr
+rm ./result/*.py -fr
+mv ./user_data/backtest_results/* ./result/
 
-# rm ./result/*.json -fr
-# rm ./result/*.py -fr
-# mv ./user_data/backtest_results/* ./result/
-#
-# cd ./result
-# # 查找当前目录下的所有 zip 文件
-# zip_files=(*.zip)
-#
-# # 检查是否只有一个 zip 文件
-# if [ ${#zip_files[@]} -eq 1 ]; then
-#   # 解压缩该 zip 文件到当前目录
-#   unzip "${zip_files[0]}"
-#   rm *.zip
-#   rm *.feather
-# else
-#   echo "当前目录下没有 zip 文件或者有多个 zip 文件，无法操作。"
-# fi
-#
-# cd -
-# sed -i 's/\x1B\[[0-9;]*m//g' output.log
-# #python3 ../filter.py
-# cp output.log result/ -f
-# cd tools/
-# python tradestocsv.py
-# python analytic.py >../result/analytic.log
-# cd ../
+cd ./result
+# 查找当前目录下的所有 zip 文件
+zip_files=(*.zip)
+
+# 检查是否只有一个 zip 文件
+if [ ${#zip_files[@]} -eq 1 ]; then
+  # 解压缩该 zip 文件到当前目录
+  unzip "${zip_files[0]}"
+  rm *.zip
+  rm *.feather
+else
+  echo "当前目录下没有 zip 文件或者有多个 zip 文件，无法操作。"
+fi
+
+cd -
+sed -i 's/\x1B\[[0-9;]*m//g' output.log
+cp output.log result/ -f
+cd tools/
+python tradestocsv.py
+python analytic.py >../result/analytic.log
+cd ../