stable1 6

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zhangkun9038@dingtalk.com 2025-04-28 18:02:14 +08:00
parent e10821a4fc
commit de13e2e144

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@ -281,12 +281,13 @@ class FreqaiExampleStrategy(IStrategy):
self.trailing_stop_positive = 0.05 # 追踪止损触发点
self.trailing_stop_positive_offset = 0.1 # 追踪止损偏移量
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_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%
(dataframe["rsi"] > dataframe["sell_rsi_pred"]), # RSI 高于卖出阈值
(dataframe["volume"] > dataframe["volume"].rolling(window=10).mean()), # 成交量高于近期均值
(dataframe["close"] < dataframe["bb_middleband"]), # 价格低于布林带中轨
(dataframe["close"] < dataframe["bb_lowerband"].shift(1)), # 当前价格低于上一周期的布林带下轨
(dataframe["volume"] < dataframe["volume"].shift(1) * 0.9) # 当前成交量低于上一周期的10%
]
```
dataframe.ffill(inplace=True)
dataframe.fillna(0, inplace=True)