stable1 6
This commit is contained in:
parent
bb7a4af33a
commit
e10821a4fc
@ -295,19 +295,19 @@ class FreqaiExampleStrategy(IStrategy):
|
||||
|
||||
return dataframe
|
||||
|
||||
def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
|
||||
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
# 改进卖出信号条件
|
||||
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
|
||||
(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
|
||||
]
|
||||
if exit_long_conditions:
|
||||
df.loc[
|
||||
dataframe.loc[
|
||||
reduce(lambda x, y: x & y, exit_long_conditions),
|
||||
"exit_long"
|
||||
] = 1
|
||||
return df
|
||||
return dataframe
|
||||
def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
|
||||
# 改进买入信号条件
|
||||
# 检查 MACD 列是否存在
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user