hyperopt 需要携带两个日期参数,类似: '2025-06-02 08:00' '2025-06-04 08:00'
This commit is contained in:
zhangkun9038@dingtalk.com
parent
3a04501be6
commit
da6d3fe292
@ -4,10 +4,10 @@
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if [ ! -f ".env" ]; then
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echo "⚠️ 本地缺少 .env 文件，请创建并配置。示例内容如下："
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echo ""
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echo "STRATEGY_NAME=FreqaiPrimer"
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echo "CONFIG_FILE=FreqaiPrimer.json"
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echo "TEST_BRANCH=freqaiprimer-deviation-test"
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echo "DRYRUN_BRANCH=freqaiprimer-deviation-dryrun"
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echo "STRATEGY_NAME=TheForceV7"
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echo "CONFIG_FILE=basic.json"
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echo "TEST_BRANCH=theforce-noai-test"
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echo "DRYRUN_BRANCH=theforce-noai-dryrun"
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echo ""
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exit 1
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fi
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@ -15,101 +15,258 @@ fi
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# 加载 .env 文件中的变量
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export $(grep -v '^#' .env | xargs)
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# 设置默认值
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STRATEGY_NAME=${STRATEGY_NAME:-FreqaiPrimer}
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CONFIG_FILE=${CONFIG_FILE:-FreqaiPrimer.json}
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PARAMS_NAME=$(echo "$STRATEGY_NAME" | tr '[:upper:]' '[:lower:]')
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STRATEGY_NAME=${STRATEGY_NAME:-TheForceV7}
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CONFIG_FILE=${CONFIG_FILE:-basic.json}
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echo "Using strategy: $STRATEGY_NAME"
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echo "Using config: $CONFIG_FILE"
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echo "Using testBranch: $TEST_BRANCH"
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# Parse command line arguments
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START_DATE=${1:-$(date -d "2 days ago" +"%Y%m%d")}
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END_DATE=${2:-$(date -d "tomorrow" +"%Y%m%d")}
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# Parse command line arguments
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START_DATE_RAW=${1:-$(date -d "2 days ago" +"%Y-%m-%d %H:%M:%S")}
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END_DATE_RAW=${2:-$(date -d "tomorrow" +"%Y-%m-%d %H:%M:%S")}
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# Parse command line arguments
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START_DATE_RAW=${1:-$(date -d "2 days ago" +"%Y-%m-%d 00:00")}
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END_DATE_RAW=${2:-$(date -d "today" +"%Y-%m-%d 00:00")}
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# Function to extract the value of a parameter
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get_param_value() {
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local param="$1"
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shift
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local args=("$@")
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local i=0
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# Convert raw date strings to timestamps
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while [ $i -lt ${#args[@]} ]; do
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case "${args[$i]}" in
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$param=*)
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echo "${args[$i]#*=}"
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return 0
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;;
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$param)
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# Check if the next argument exists and does not start with a dash
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if [ $((i + 1)) -lt ${#args[@]} ] && [[ "${args[$((i + 1))]}" != -* ]]; then
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echo "${args[$((i + 1))]}"
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return 0
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else
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echo "Error: Missing value for parameter $param" >&2
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exit 1
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fi
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;;
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esac
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i=$((i + 1))
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done
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return 0
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}
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# Check if we have named parameters
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HAS_NAMED_PARAMS=false
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for arg in "$@"; do
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if [[ "$arg" == --* ]]; then
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HAS_NAMED_PARAMS=true
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break
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fi
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done
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# Initialize variables
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START_DATE_RAW=""
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END_DATE_RAW=""
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PAIRS_ARG=""
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PAIR_REMOTE_LIST_URL=""
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# Parse parameters based on whether we have named parameters
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if [ "$HAS_NAMED_PARAMS" = true ]; then
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# Use named parameter parsing
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START_DATE_RAW=$(get_param_value "--start-date" "$@")
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END_DATE_RAW=$(get_param_value "--end-date" "$@")
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PAIRS_ARG=$(get_param_value "--pairs" "$@")
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PAIR_REMOTE_LIST_URL=$(get_param_value "--pairRemoteList" "$@")
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else
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# Use positional parameter parsing
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if [ $# -gt 0 ]; then
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START_DATE_RAW="$1"
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fi
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if [ $# -gt 1 ]; then
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END_DATE_RAW="$2"
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fi
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if [ $# -gt 2 ]; then
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THIRD_PARAM="$3"
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# Check if it's a URL
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if [[ "$THIRD_PARAM" == http://* ]] || [[ "$THIRD_PARAM" == https://* ]]; then
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PAIR_REMOTE_LIST_URL="$THIRD_PARAM"
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echo "Detected URL parameter: $PAIR_REMOTE_LIST_URL"
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# Check if it's a pair like "*/USDT"
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elif [[ "$THIRD_PARAM" == */USDT ]] || [[ "$THIRD_PARAM" == */BUSD ]] || [[ "$THIRD_PARAM" == */USDC ]]; then
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PAIRS_ARG="$THIRD_PARAM"
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echo "Detected pair parameter: $PAIRS_ARG"
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else
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echo "Warning: Third parameter '$THIRD_PARAM' is neither a URL nor a pair"
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fi
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fi
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fi
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# Set default values if parameters not provided
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if [ -z "$START_DATE_RAW" ]; then
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START_DATE_RAW=$(date -d "2 days ago" +"%Y-%m-%d %H:%M:%S")
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fi
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if [ -z "$END_DATE_RAW" ]; then
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END_DATE_RAW=$(date -d "tomorrow" +"%Y-%m-%d %H:%M:%S")
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fi
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# Parse dates
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if [[ "$START_DATE_RAW" == *" "* ]]; then
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START_DATE=$(date -d "$START_DATE_RAW" +"%s")
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else
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START_DATE=$(date -d "${START_DATE_RAW} 00:00:00" +"%s")
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# 兼容旧格式：20250616 -> 转换为 2025-06-16 00:00:00 再转为时间戳
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START_DATE=$(date -d "${START_DATE_RAW:0:4}-${START_DATE_RAW:4:2}-${START_DATE_RAW:6:2} 00:00:00" +"%s")
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fi
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if [[ "$END_DATE_RAW" == *" "* ]]; then
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END_DATE=$(date -d "$END_DATE_RAW" +"%s")
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else
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END_DATE=$(date -d "${END_DATE_RAW} 00:00:00" +"%s")
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END_DATE=$(date -d "${END_DATE_RAW:0:4}-${END_DATE_RAW:4:2}-${END_DATE_RAW:6:2} 00:00:00" +"%s")
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fi
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# Format end_date for URL parameter (YYYY-MM-DD format)
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END_DATE_FORMATTED=$(date -d "@$END_DATE" "+%Y-%m-%d")
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# 处理交易对参数：优先级为 --pairRemoteList > --pairs > 默认值
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if [ -n "$PAIR_REMOTE_LIST_URL" ]; then
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# 从远程API获取交易对列表
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echo "Fetching pairs from remote URL: $PAIR_REMOTE_LIST_URL"
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pairs_json=$(curl -s "$PAIR_REMOTE_LIST_URL")
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# 检查API响应是否成功
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if [[ $? -ne 0 || -z "$pairs_json" ]]; then
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echo "Error: Failed to fetch pairs from remote URL, using --pairs parameter or default"
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if [ -n "$PAIRS_ARG" ]; then
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PAIRS_FLAG="--pairs $PAIRS_ARG"
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echo "Using pairs from --pairs parameter: $PAIRS_ARG"
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else
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# 使用默认的交易对列表
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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"
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PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
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echo "Using default pairs: $DEFAULT_PAIRS"
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fi
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else
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# 解析JSON并提取交易对，将连字符替换为斜杠
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remote_pairs=$(echo "$pairs_json" | python3 -c "
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import sys, json
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data = json.load(sys.stdin)
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pairs = [pair.replace('-', '/') for pair in data.get('pairlist', [])]
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print(' '.join(pairs) if pairs else '')
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")
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# 如果解析成功且有交易对
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if [[ -n "$remote_pairs" ]]; then
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PAIRS_FLAG="--pairs $remote_pairs"
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echo "Successfully fetched $(echo "$remote_pairs" | wc -w) pairs from remote URL"
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echo "Pairs: $remote_pairs"
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else
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echo "Error: Failed to parse or empty pairlist from remote URL, using --pairs parameter or default"
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if [ -n "$PAIRS_ARG" ]; then
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PAIRS_FLAG="--pairs $PAIRS_ARG"
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echo "Using pairs from --pairs parameter: $PAIRS_ARG"
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else
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# 使用默认的交易对列表
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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"
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PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
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echo "Using default pairs: $DEFAULT_PAIRS"
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fi
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fi
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fi
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elif [ -n "$PAIRS_ARG" ]; then
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# 使用 --pairs 参数提供的交易对
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PAIRS_FLAG="--pairs $PAIRS_ARG"
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echo "Using pairs from --pairs parameter: $PAIRS_ARG"
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echo "Number of pairs: $(echo "$PAIRS_ARG" | wc -w)"
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else
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# 优先从指定URL获取交易对列表
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echo "Fetching pairs from primary URL with date parameter..."
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PRIMARY_URL="http://pairlist.xl.home/api/pairlist?mute=true&count=30&date=${END_DATE_FORMATTED}"
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echo "Requesting: $PRIMARY_URL"
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pairs_json=$(curl -s "$PRIMARY_URL")
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# 检查API响应是否成功
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if [[ $? -ne 0 || -z "$pairs_json" ]]; then
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echo "Error: Failed to fetch pairs from primary URL, using default pairs"
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# 使用默认的交易对列表
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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"
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PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
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echo "Using default pairs: $DEFAULT_PAIRS"
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else
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# 解析JSON并提取交易对，将连字符替换为斜杠
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remote_pairs=$(echo "$pairs_json" | python3 -c "
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import sys, json
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data = json.load(sys.stdin)
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pairs = [pair.replace('-', '/') for pair in data.get('pairlist', [])]
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print(' '.join(pairs) if pairs else '')
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")
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# 如果解析成功且有交易对
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if [[ -n "$remote_pairs" ]]; then
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PAIRS_FLAG="--pairs $remote_pairs"
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echo "Successfully fetched $(echo "$remote_pairs" | wc -w) pairs from primary URL"
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echo "Pairs: $remote_pairs"
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else
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echo "Error: Failed to parse or empty pairlist from primary URL, using default pairs"
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# 使用默认的交易对列表
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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"
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PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
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echo "Using default pairs: $DEFAULT_PAIRS"
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fi
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fi
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fi
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echo "Start timestamp: $START_TIMESTAMP"
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echo "End timestamp: $END_TIMESTAMP"
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cd ../
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source .venv/bin/activate
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rm -rf user_data/models/*
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rm -rf ./freqtrade/user_data/data/backtest_results/*
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rm -fr ./user_data/dryrun_results/*
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rm result/*
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#docker-compose -f docker-compose_backtest.yml run --rm freqtrade >output.log 2>&1
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echo "docker-compose run --rm freqtrade hyperopt \
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hyperopt_config="${STRATEGY_NAME%.py}.json"
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echo "docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
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--logfile /freqtrade/user_data/logs/freqtrade.log \
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--freqaimodel LightGBMRegressorMultiTarget \
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--strategy $STRATEGY_NAME \
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--config /freqtrade/config_examples/$CONFIG_FILE \
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--config /freqtrade/templates/${PARAMS_NAME}.json \
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--strategy-path /freqtrade/templates \
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--timerange ${START_DATE}-${END_DATE} \
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-e 100 \
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-j 4 \
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--hyperopt-loss ShortTradeDurHyperOptLoss \
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--spaces buy sell trailing \
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--fee 0.0016"
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docker-compose run --rm freqtrade hyperopt \
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--strategy $STRATEGY_NAME \
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--timerange $START_DATE-$END_DATE \
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--fee 0.0008 \
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--breakdown day \
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--cache none >output.log"
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docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
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--logfile /freqtrade/user_data/logs/freqtrade.log \
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--freqaimodel LightGBMRegressorMultiTarget \
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--strategy $STRATEGY_NAME \
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--config /freqtrade/config_examples/$CONFIG_FILE \
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--config /freqtrade/templates/${PARAMS_NAME}.json \
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--strategy-path /freqtrade/templates \
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--timerange ${START_DATE}-${END_DATE} \
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-e 100 \
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-j 4 \
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--hyperopt-loss SharpeHyperOptLoss \
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--spaces buy sell trailing \
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--fee 0.0016
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--strategy $STRATEGY_NAME \
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--timerange $START_DATE-$END_DATE \
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--fee 0.0008 \
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--breakdown day \
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--cache none >output.log 2>&1
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#>output.log 2>&1
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#sed -i 's/\x1B\[[0-9;]*m//g' output.log
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sed -i 's/\x1B\[[0-9;]*m//g' output.log
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#python3 tools/filter.py
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rm ./result/*.json -fr
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rm ./result/*.py -fr
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mv ./user_data/backtest_results/* ./result/
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# rm ./result/*.json -fr
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# rm ./result/*.py -fr
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# mv ./user_data/backtest_results/* ./result/
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#
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# cd ./result
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# # 查找当前目录下的所有 zip 文件
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# zip_files=(*.zip)
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#
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# # 检查是否只有一个 zip 文件
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# if [ ${#zip_files[@]} -eq 1 ]; then
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# # 解压缩该 zip 文件到当前目录
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# unzip "${zip_files[0]}"
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# rm *.zip
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# rm *.feather
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# else
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# echo "当前目录下没有 zip 文件或者有多个 zip 文件，无法操作。"
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# fi
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#
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# cd -
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# sed -i 's/\x1B\[[0-9;]*m//g' output.log
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# #python3 ../filter.py
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# cp output.log result/ -f
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# cd tools/
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# python tradestocsv.py
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# python analytic.py >../result/analytic.log
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# cd ../
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cd ./result
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# 查找当前目录下的所有 zip 文件
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zip_files=(*.zip)
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# 检查是否只有一个 zip 文件
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if [ ${#zip_files[@]} -eq 1 ]; then
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# 解压缩该 zip 文件到当前目录
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unzip "${zip_files[0]}"
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rm *.zip
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rm *.feather
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else
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echo "当前目录下没有 zip 文件或者有多个 zip 文件，无法操作。"
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fi
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cd -
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sed -i 's/\x1B\[[0-9;]*m//g' output.log
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cp output.log result/ -f
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cd tools/
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python tradestocsv.py
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python analytic.py >../result/analytic.log
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cd ../
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