检查 MACD 列是否存在

freqtrade/templates/FreqaiExampleStrategy.py

@@ -78,6 +78,11 @@ class FreqaiExampleStrategy(IStrategy):
         dataframe["macd"] = macd["macd"]
         dataframe["macdsignal"] = macd["macdsignal"]
 
+        # 确保 MACD 列存在
+        if "macd" not in dataframe.columns or "macdsignal" not in dataframe.columns:
+            logger.error("MACD 或 MACD 信号列缺失，无法生成买入信号")
+            raise ValueError("DataFrame 缺少必要的 MACD 列")
+
         # 保留布林带相关特征
         bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
         dataframe["bb_lowerband"] = bollinger["lower"]
@@ -143,6 +148,10 @@ class FreqaiExampleStrategy(IStrategy):
             if dataframe["up_or_down"].ndim == 1:
                 dataframe["up_or_down"] = dataframe["up_or_down"].values.reshape(-1, 1)
 
+            # 检查并处理 NaN 或无限值
+            dataframe["up_or_down"] = dataframe["up_or_down"].replace([np.inf, -np.inf], np.nan)
+            dataframe["up_or_down"] = dataframe["up_or_down"].ffill().fillna(0)
+
             # 生成 %-volatility 特征
             dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20).std()
 
@@ -272,6 +281,11 @@ class FreqaiExampleStrategy(IStrategy):
         return df
     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
+        if "macd" not in df.columns or "macdsignal" not in df.columns:
+            logger.error("MACD 或 MACD 信号列缺失，无法生成买入信号")
+            raise ValueError("DataFrame 缺少必要的 MACD 列")
+
         enter_long_conditions = [
             (df["rsi"] < df["buy_rsi_pred"]),  # RSI 低于买入阈值
             (df["volume"] > df["volume"].rolling(window=10).mean() * 1.2),  # 成交量高于近期均值20%