phyer/myTestFreqAI
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调整入场逻辑

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Ubuntu 2025-08-31 19:38:30 +08:00
parent 3210610282
commit dc5a388731
1 changed files with 16 additions and 13 deletions
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29
freqtrade/templates/freqaiprimer.py
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@ -192,8 +192,8 @@ class FreqaiPrimer(IStrategy):
df_1h['stochrsi_k_1h'] = stochrsi_1h['STOCHRSIk_14_14_3_3']
df_1h['stochrsi_d_1h'] = stochrsi_1h['STOCHRSId_14_14_3_3']
# 将 1h 数据重新索引到主时间框架 (3m)
df_1h = df_1h.set_index('date').reindex(dataframe['date']).reset_index()
# 将 1h 数据重新索引到主时间框架 (3m)，并填充缺失值
df_1h = df_1h.set_index('date').reindex(dataframe['date']).ffill().bfill().reset_index()
df_1h = df_1h.rename(columns={'index': 'date'})
# Include macd_1h and macd_signal_1h in the column selection
df_1h = df_1h[['date', 'rsi_1h', 'trend_1h', 'ema_50_1h', 'ema_200_1h', 'bb_lower_1h', 'bb_upper_1h', 'stochrsi_k_1h', 'stochrsi_d_1h', 'macd_1h', 'macd_signal_1h']].ffill()
@ -393,10 +393,10 @@ class FreqaiPrimer(IStrategy):
close_to_bb_lower_1h = (dataframe['close'] <= dataframe['bb_lower_1h'] * 1.02)
# 条件2: RSI 不高于阈值（更严格）
rsi_condition_1h = dataframe['rsi_1h'] < 45 # 更严格的 RSI 阈值
rsi_condition_1h = dataframe['rsi_1h'] < 40 # 进一步收紧 RSI 阈值
# 条件3: StochRSI 处于超卖区域（更严格）
stochrsi_condition_1h = (dataframe['stochrsi_k_1h'] < 25) & (dataframe['stochrsi_d_1h'] < 25) # 更严格的 StochRSI 阈值
stochrsi_condition_1h = (dataframe['stochrsi_k_1h'] < 20) & (dataframe['stochrsi_d_1h'] < 20) # 进一步收紧 StochRSI 阈值
# 条件4: MACD 上升趋势
macd_condition_1h = dataframe['macd_1h'] > dataframe['macd_signal_1h']
@ -411,6 +411,9 @@ class FreqaiPrimer(IStrategy):
# 辅助条件: 3m 和 15m 趋势确认
trend_confirmation = (dataframe['trend_3m'] == 1) & (dataframe['trend_15m'] == 1)
# 增加布林带宽度过滤器，避免窄幅震荡市场
bb_width_condition = (dataframe['bb_upper_1h'] - dataframe['bb_lower_1h']) / dataframe['close'] > 0.03 # 布林带宽度大于3%
# 合并所有条件（增加成交量和布林带宽度过滤）
final_condition = (
close_to_bb_lower_1h &
@ -594,12 +597,12 @@ class FreqaiPrimer(IStrategy):
current_state = dataframe['market_state'].iloc[-1] if 'market_state' in dataframe.columns else 'unknown'
# 更激进的渐进式止损策略
if current_profit > 0.04: # 利润超过4%时
return -2.0 * atr / current_rate # 大幅扩大止损范围，让利润奔跑
elif current_profit > 0.025: # 利润超过2.5%时
return -1.7 * atr / current_rate # 中等扩大止损范围
if current_profit > 0.05: # 利润超过5%时
return -3.0 * atr / current_rate # 更大幅扩大止损范围，让利润奔跑
elif current_profit > 0.03: # 利润超过3%时
return -2.5 * atr / current_rate # 更中等扩大止损范围
elif current_profit > 0.01: # 利润超过1%时
return -1.3 * atr / current_rate # 轻微扩大止损范围
return -2.0 * atr / current_rate # 更轻微扩大止损范围
# 在强劲牛市中，即使小亏损也可以容忍更大回调
if current_state == 'strong_bull' and current_profit > -0.01:
@ -632,10 +635,10 @@ class FreqaiPrimer(IStrategy):
# 定义更激进的渐进式止盈水平，提高收益上限
profit_levels = {
# 状态: [(止盈触发利润, 止盈比例)]
'strong_bull': [(0.03, 0.2), (0.06, 0.35), (0.09, 0.5), (0.12, 0.65), (0.15, 0.8)], # 强劲牛市的渐进止盈，提高目标
'weak_bull': [(0.02, 0.25), (0.04, 0.45), (0.07, 0.7), (0.10, 0.9)], # 弱牛市的渐进止盈
'neutral': [(0.015, 0.35), (0.03, 0.6), (0.05, 0.85)], # 中性市场的渐进止盈
'bear': [(0.01, 0.6), (0.02, 0.9), (0.03, 1.0)] # 熊市的渐进止盈（更保守）
'strong_bull': [(0.04, 0.2), (0.08, 0.4), (0.12, 0.6), (0.16, 0.8), (0.20, 1.0)], # 强劲牛市的渐进止盈，提高目标
'weak_bull': [(0.03, 0.3), (0.06, 0.5), (0.09, 0.7), (0.12, 0.9)], # 弱牛市的渐进止盈
'neutral': [(0.02, 0.4), (0.04, 0.6), (0.06, 0.8), (0.08, 1.0)], # 中性市场的渐进止盈
'bear': [(0.01, 0.6), (0.02, 0.8), (0.03, 1.0)] # 熊市的渐进止盈（更保守）
}
# 默认使用中性市场的止盈设置