修复了一个bug, 然后手动改了改参数, 让风险降低一些, 哪怕少赚点

This commit is contained in:
zhangkun9038@dingtalk.com 2025-10-26 07:00:54 +00:00
parent 8d89b5ec3d
commit e736766556
2 changed files with 4 additions and 4 deletions

View File

@ -24,7 +24,7 @@
"rsi_length": 16,
"stochrsi_bull_threshold": 36,
"volume_multiplier": 1.6,
"add_position_callback": 0.028,
"add_position_callback": 36,
"bb_length": 14,
"bb_lower_deviation": 1.05,
"h1_rapid_rise_threshold": 0.065,

View File

@ -101,7 +101,7 @@ class FreqaiPrimer(IStrategy):
h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.065, optimize=False, load=True, space='buy')
# 第二步 buy 空间优化参数 7个:
# --- 资金管理与加仓 ---
add_position_callback = IntParameter(30, 60, default=28, optimize=True, load=True, space='buy')
add_position_callback = IntParameter(30, 60, default=31, optimize=True, load=True, space='buy')
# 合并step_coefficient和stake_divisor为multiplier参数
adjust_multiplier = DecimalParameter(0.15, 0.6, decimals=2, default=0.52, optimize=True, load=True, space='buy')
@ -618,12 +618,12 @@ class FreqaiPrimer(IStrategy):
initial_price = trade.open_rate
if initial_price == 0:
return 0.0
if current_profit > - self.add_position_callback.value / 100 :
if (current_profit/entry_count) > - self.add_position_callback.value / 1000 :
return 0.0
price_diff_pct = (current_rate - initial_price) / initial_price
if (price_diff_pct/(entry_count)) <= - self.add_position_callback.value / 100 :
if (price_diff_pct/(entry_count)) <= - self.add_position_callback.value / 1000 :
initial_stake = trade.orders[0].cost
additional_stake = (self.adjust_multiplier.value * initial_stake) ** (entry_count)
additional_stake = max(min_stake, min(additional_stake, max_stake - trade.stake_amount))