phyer/myTestFreqAI
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zhangkun9038@dingtalk.com 2025-04-28 12:16:22 +08:00
parent 456ae1fde0
commit e0884d4349
1 changed files with 15 additions and 6 deletions
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21
freqtrade/templates/FreqaiExampleStrategy.py
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@ -87,9 +87,17 @@ class FreqaiExampleStrategy(IStrategy):
dataframe["%-pct-change"] = dataframe["close"].pct_change()
dataframe["%-raw_volume"] = dataframe["volume"]
dataframe["%-raw_price"] = dataframe["close"]
dataframe.replace([np.inf, -np.inf], 0, inplace=True)
dataframe.fillna(method='ffill', inplace=True)
dataframe.fillna(0, inplace=True)
# 数据清理逻辑
for col in dataframe.columns:
if dataframe[col].dtype in ["float64", "int64"]:
dataframe[col] = dataframe[col].replace([np.inf, -np.inf], 0)
dataframe[col] = dataframe[col].ffill()
dataframe[col] = dataframe[col].fillna(0)
# 检查是否仍有无效值
if dataframe[col].isna().any() or np.isinf(dataframe[col]).any():
logger.warning(f"列 {col} 仍包含无效值，已填充为默认值")
dataframe[col] = dataframe[col].fillna(0)
return dataframe
def feature_engineering_standard(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame:
@ -117,9 +125,10 @@ class FreqaiExampleStrategy(IStrategy):
# 数据清理
for col in ["&-buy_rsi", "%-volatility"]:
dataframe[col].replace([np.inf, -np.inf], 0, inplace=True)
dataframe[col].fillna(method='ffill', inplace=True)
dataframe[col].fillna(0, inplace=True)
# 使用直接操作避免链式赋值
dataframe[col] = dataframe[col].replace([np.inf, -np.inf], 0)
dataframe[col] = dataframe[col].ffill() # 替代 fillna(method='ffill')
dataframe[col] = dataframe[col].fillna(0)
if dataframe[col].isna().any():
logger.warning(f"目标列 {col} 仍包含 NaN，检查数据生成逻辑")
except Exception as e: