重新定价

This commit is contained in:
zhangkun9038@dingtalk.com 2025-06-01 15:00:55 +00:00
parent 4b57b8e281
commit e1459c2deb

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@ -358,11 +358,7 @@ class FreqaiPrimer(IStrategy):
if len(recent_trades) > 0:
logger.info(f"[{pair}] 5分钟内有近期交易{len(recent_trades)} 笔),跳过本次入场")
return False
# 调整买入价格:比当前报价低 0.5%
adjusted_rate = rate * (1 - 0.0025)
logger.debug(f"[{pair}] 原始买入价:{rate:.6f},调整后买入价:{adjusted_rate:.6f}")
self.trailing_stop_enabled = False
return True
@ -374,3 +370,18 @@ class FreqaiPrimer(IStrategy):
logger.info(f"[{pair}] 退出交易,原因:{exit_reason}, 原始利润:{trade.calc_profit_ratio(rate):.2%}"
f"调整后卖出价:{adjusted_rate:.6f}")
return True
### 1⃣ 自定义买入价格:`custom_entry_price()`
def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float, entry_tag: str, side: str, **kwargs) -> float:
# 比当前市场价低 0.5% 下单
adjusted_rate = proposed_rate * (1 - 0.0025)
logger.debug(f"[{pair}] 自定义买入价:{adjusted_rate:.6f}(原价:{proposed_rate:.6f}")
return adjusted_rate
### 2⃣ 自定义卖出价格:`custom_exit_price()`
def custom_exit_price(self, pair: str, current_time: datetime, proposed_rate: float, trade: Trade, side: str, **kwargs) -> float:
# 比当前市场价高 0.25% 下单
adjusted_rate = proposed_rate * (1 + 0.0025)
logger.debug(f"[{pair}] 自定义卖出价:{adjusted_rate:.6f}(原价:{proposed_rate:.6f}")
return adjusted_rate