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@ -295,19 +295,19 @@ class FreqaiExampleStrategy(IStrategy):
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return dataframe
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return dataframe
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def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
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def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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# 改进卖出信号条件
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# 改进卖出信号条件
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exit_long_conditions = [
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exit_long_conditions = [
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(df["rsi"] > df["sell_rsi_pred"]), # RSI 高于卖出阈值
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(dataframe["rsi"] > dataframe["sell_rsi_pred"]), # RSI 高于卖出阈值
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(df["volume"] > df["volume"].rolling(window=10).mean()), # 成交量高于近期均值
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(dataframe["volume"] > dataframe["volume"].rolling(window=10).mean()), # 成交量高于近期均值
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(df["close"] < df["bb_middleband"]) # 价格低于布林带中轨
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(dataframe["close"] < dataframe["bb_middleband"]) # 价格低于布林带中轨
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]
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]
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if exit_long_conditions:
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if exit_long_conditions:
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df.loc[
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dataframe.loc[
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reduce(lambda x, y: x & y, exit_long_conditions),
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reduce(lambda x, y: x & y, exit_long_conditions),
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"exit_long"
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"exit_long"
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] = 1
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] = 1
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return df
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return dataframe
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def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
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def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
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# 改进买入信号条件
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# 改进买入信号条件
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# 检查 MACD 列是否存在
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# 检查 MACD 列是否存在
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