diff --git a/result/backtest-result-2025-05-05_13-27-40_market_change.feather b/result/backtest-result-2025-05-05_13-27-40_market_change.feather deleted file mode 100644 index 880ba712..00000000 Binary files a/result/backtest-result-2025-05-05_13-27-40_market_change.feather and /dev/null differ diff --git a/result/output_filted.log b/result/output_filted.log new file mode 100644 index 00000000..4b8a196d --- /dev/null +++ b/result/output_filted.log @@ -0,0 +1,418 @@ +Creating freqtrade_freqtrade_run ... +Creating freqtrade_freqtrade_run ... done +2025-05-05 13:08:51,051 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b +2025-05-05 13:08:51,258 - numexpr.utils - INFO - NumExpr defaulting to 12 threads. +2025-05-05 13:08:52,690 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ... +2025-05-05 13:08:52,693 - freqtrade.loggers - INFO - Enabling colorized output. +2025-05-05 13:08:52,693 - root - INFO - Logfile configured +2025-05-05 13:08:52,693 - freqtrade.loggers - INFO - Verbosity set to 0 +2025-05-05 13:08:52,694 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates +2025-05-05 13:08:52,694 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ... +2025-05-05 13:08:52,694 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ... +2025-05-05 13:08:52,695 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250415 ... +2025-05-05 13:08:52,711 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ... +2025-05-05 13:08:52,712 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ... +2025-05-05 13:08:52,712 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ... +2025-05-05 13:08:52,713 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250415 +2025-05-05 13:08:52,713 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor +2025-05-05 13:08:52,714 - freqtrade.exchange.check_exchange - INFO - Checking exchange... +2025-05-05 13:08:52,720 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team. +2025-05-05 13:08:52,721 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration. +2025-05-05 13:08:52,721 - freqtrade.configuration.config_validation - INFO - Validating configuration ... +2025-05-05 13:08:52,723 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode +2025-05-05 13:08:52,724 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled +2025-05-05 13:08:52,724 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77 +2025-05-05 13:08:52,724 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}} +2025-05-05 13:08:52,730 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000} +2025-05-05 13:08:52,736 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX" +2025-05-05 13:08:55,369 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'... +2025-05-05 13:08:55,423 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'... +2025-05-05 13:08:55,423 - freqtrade.strategy.hyper - INFO - Found no parameter file. +2025-05-05 13:08:55,424 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m. +2025-05-05 13:08:55,424 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05. +2025-05-05 13:08:55,425 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT. +2025-05-05 13:08:55,425 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150. +2025-05-05 13:08:55,425 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30. +2025-05-05 13:08:55,426 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': +'minutes'}. +2025-05-05 13:08:55,426 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4. +2025-05-05 13:08:55,427 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {} +2025-05-05 13:08:55,427 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m +2025-05-05 13:08:55,427 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05 +2025-05-05 13:08:55,428 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True +2025-05-05 13:08:55,428 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01 +2025-05-05 13:08:55,429 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0 +2025-05-05 13:08:55,429 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False +2025-05-05 13:08:55,429 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False +2025-05-05 13:08:55,430 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True +2025-05-05 13:08:55,430 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False, +'stoploss_on_exchange_interval': 60} +2025-05-05 13:08:55,430 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'} +2025-05-05 13:08:55,431 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT +2025-05-05 13:08:55,431 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150 +2025-05-05 13:08:55,431 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30 +2025-05-05 13:08:55,431 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'} +2025-05-05 13:08:55,432 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True +2025-05-05 13:08:55,432 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False +2025-05-05 13:08:55,432 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False +2025-05-05 13:08:55,433 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0 +2025-05-05 13:08:55,433 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False +2025-05-05 13:08:55,433 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0 +2025-05-05 13:08:55,434 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False +2025-05-05 13:08:55,434 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1 +2025-05-05 13:08:55,434 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4 +2025-05-05 13:08:55,435 - freqtrade.configuration.config_validation - INFO - Validating configuration ... +2025-05-05 13:08:55,438 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'... +2025-05-05 13:08:55,444 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config. +2025-05-05 13:08:55,445 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250 +2025-05-05 13:08:55,445 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ... +2025-05-05 13:08:55,595 - freqtrade.optimize.backtesting - INFO - Loading data from 2024-12-31 21:30:00 up to 2025-04-15 00:00:00 (104 days). +2025-05-05 13:08:55,595 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators +2025-05-05 13:08:55,596 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy +2025-05-05 13:08:57,168 - matplotlib.font_manager - INFO - generated new fontManager +2025-05-05 13:08:57,369 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'... +2025-05-05 13:08:57,369 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch +2025-05-05 13:08:57,370 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch +2025-05-05 13:08:57,370 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT', 'TON/USDT'] +2025-05-05 13:08:57,371 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values. +2025-05-05 13:08:57,371 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14 +2025-05-05 13:08:57,372 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values. +2025-05-05 13:08:57,372 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0 +2025-05-05 13:08:57,372 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values. +2025-05-05 13:08:57,377 - OKXRegressionStrategy - DEBUG - 缺少以下列，跳过输出：['&-s_close', 'pred_upper', 'pred_lower'] +2025-05-05 13:08:57,377 - OKXRegressionStrategy - DEBUG - FreqAI 对象： +2025-05-05 13:08:57,380 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges +2025-05-05 13:08:57,381 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2025-01-01 00:00:00 to 2025-04-01 00:00:00, 1/2 trains +2025-05-05 13:08:57,381 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at +/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743465600_prediction.feather +2025-05-05 13:08:57,404 - OKXRegressionStrategy - DEBUG - 周期 10 特征：['%-%-rsi-10', '%-%-macd-10', '%-%-macdsignal-10', '%-%-bb_width-10', '%-%-volume_ma-10'] +2025-05-05 13:08:57,427 - OKXRegressionStrategy - DEBUG - 周期 20 特征：['%-%-rsi-20', '%-%-macd-20', '%-%-macdsignal-20', '%-%-bb_width-20', '%-%-volume_ma-20'] +2025-05-05 13:08:57,450 - OKXRegressionStrategy - DEBUG - 周期 50 特征：['%-%-rsi-50', '%-%-macd-50', '%-%-macdsignal-50', '%-%-bb_width-50', '%-%-volume_ma-50'] +2025-05-05 13:08:57,547 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690 +2025-05-05 13:08:57,548 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00 +2025-05-05 13:08:57,570 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_10 +2025-05-05 13:08:57,574 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_20 +2025-05-05 13:08:57,577 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_50 +2025-05-05 13:08:57,636 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210 +2025-05-05 13:08:57,637 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00 +2025-05-05 13:08:57,653 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_10 +2025-05-05 13:08:57,656 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_20 +2025-05-05 13:08:57,660 - OKXRegressionStrategy - DEBUG - 使用缓存特征：OKB/USDT_50 +2025-05-05 13:08:57,985 - OKXRegressionStrategy - DEBUG - 全局特征：['%-%-rsi-10_10_OKB/USDT_3m', '%-%-macd-10_10_OKB/USDT_3m', '%-%-macdsignal-10_10_OKB/USDT_3m', '%-%-bb_width-10_10_OKB/USDT_3m', +'%-%-volume_ma-10_10_OKB/USDT_3m', '%-%-rsi-20_20_OKB/USDT_3m', '%-%-macd-20_20_OKB/USDT_3m', '%-%-macdsignal-20_20_OKB/USDT_3m', '%-%-bb_width-20_20_OKB/USDT_3m', '%-%-volume_ma-20_20_OKB/USDT_3m', +'%-%-rsi-50_50_OKB/USDT_3m', '%-%-macd-50_50_OKB/USDT_3m', '%-%-macdsignal-50_50_OKB/USDT_3m', '%-%-bb_width-50_50_OKB/USDT_3m', '%-%-volume_ma-50_50_OKB/USDT_3m', '%-%-rsi-10_10_shift-1_OKB/USDT_3m', +'%-%-macd-10_10_shift-1_OKB/USDT_3m', '%-%-macdsignal-10_10_shift-1_OKB/USDT_3m', '%-%-bb_width-10_10_shift-1_OKB/USDT_3m', '%-%-volume_ma-10_10_shift-1_OKB/USDT_3m', +'%-%-rsi-20_20_shift-1_OKB/USDT_3m', '%-%-macd-20_20_shift-1_OKB/USDT_3m', '%-%-macdsignal-20_20_shift-1_OKB/USDT_3m', '%-%-bb_width-20_20_shift-1_OKB/USDT_3m', +'%-%-volume_ma-20_20_shift-1_OKB/USDT_3m', '%-%-rsi-50_50_shift-1_OKB/USDT_3m', '%-%-macd-50_50_shift-1_OKB/USDT_3m', '%-%-macdsignal-50_50_shift-1_OKB/USDT_3m', +'%-%-bb_width-50_50_shift-1_OKB/USDT_3m', '%-%-volume_ma-50_50_shift-1_OKB/USDT_3m', '%-%-rsi-10_10_shift-2_OKB/USDT_3m', '%-%-macd-10_10_shift-2_OKB/USDT_3m', +'%-%-macdsignal-10_10_shift-2_OKB/USDT_3m', '%-%-bb_width-10_10_shift-2_OKB/USDT_3m', '%-%-volume_ma-10_10_shift-2_OKB/USDT_3m', '%-%-rsi-20_20_shift-2_OKB/USDT_3m', +'%-%-macd-20_20_shift-2_OKB/USDT_3m', '%-%-macdsignal-20_20_shift-2_OKB/USDT_3m', '%-%-bb_width-20_20_shift-2_OKB/USDT_3m', '%-%-volume_ma-20_20_shift-2_OKB/USDT_3m', +'%-%-rsi-50_50_shift-2_OKB/USDT_3m', '%-%-macd-50_50_shift-2_OKB/USDT_3m', '%-%-macdsignal-50_50_shift-2_OKB/USDT_3m', '%-%-bb_width-50_50_shift-2_OKB/USDT_3m', +'%-%-volume_ma-50_50_shift-2_OKB/USDT_3m', '%-%-rsi-10_10_shift-3_OKB/USDT_3m', '%-%-macd-10_10_shift-3_OKB/USDT_3m', '%-%-macdsignal-10_10_shift-3_OKB/USDT_3m', +'%-%-bb_width-10_10_shift-3_OKB/USDT_3m', '%-%-volume_ma-10_10_shift-3_OKB/USDT_3m', '%-%-rsi-20_20_shift-3_OKB/USDT_3m', '%-%-macd-20_20_shift-3_OKB/USDT_3m', +'%-%-macdsignal-20_20_shift-3_OKB/USDT_3m', '%-%-bb_width-20_20_shift-3_OKB/USDT_3m', '%-%-volume_ma-20_20_shift-3_OKB/USDT_3m', '%-%-rsi-50_50_shift-3_OKB/USDT_3m', +'%-%-macd-50_50_shift-3_OKB/USDT_3m', '%-%-macdsignal-50_50_shift-3_OKB/USDT_3m', '%-%-bb_width-50_50_shift-3_OKB/USDT_3m', '%-%-volume_ma-50_50_shift-3_OKB/USDT_3m', '%-%-rsi-10_10_OKB/USDT_15m', +'%-%-macd-10_10_OKB/USDT_15m', '%-%-macdsignal-10_10_OKB/USDT_15m', '%-%-bb_width-10_10_OKB/USDT_15m', '%-%-volume_ma-10_10_OKB/USDT_15m', '%-%-rsi-20_20_OKB/USDT_15m', '%-%-macd-20_20_OKB/USDT_15m', +'%-%-macdsignal-20_20_OKB/USDT_15m', '%-%-bb_width-20_20_OKB/USDT_15m', '%-%-volume_ma-20_20_OKB/USDT_15m', '%-%-rsi-50_50_OKB/USDT_15m', '%-%-macd-50_50_OKB/USDT_15m', +'%-%-macdsignal-50_50_OKB/USDT_15m', '%-%-bb_width-50_50_OKB/USDT_15m', '%-%-volume_ma-50_50_OKB/USDT_15m', '%-%-rsi-10_10_shift-1_OKB/USDT_15m', '%-%-macd-10_10_shift-1_OKB/USDT_15m', +'%-%-macdsignal-10_10_shift-1_OKB/USDT_15m', '%-%-bb_width-10_10_shift-1_OKB/USDT_15m', '%-%-volume_ma-10_10_shift-1_OKB/USDT_15m', '%-%-rsi-20_20_shift-1_OKB/USDT_15m', +'%-%-macd-20_20_shift-1_OKB/USDT_15m', '%-%-macdsignal-20_20_shift-1_OKB/USDT_15m', '%-%-bb_width-20_20_shift-1_OKB/USDT_15m', '%-%-volume_ma-20_20_shift-1_OKB/USDT_15m', +'%-%-rsi-50_50_shift-1_OKB/USDT_15m', '%-%-macd-50_50_shift-1_OKB/USDT_15m', '%-%-macdsignal-50_50_shift-1_OKB/USDT_15m', '%-%-bb_width-50_50_shift-1_OKB/USDT_15m', +'%-%-volume_ma-50_50_shift-1_OKB/USDT_15m', '%-%-rsi-10_10_shift-2_OKB/USDT_15m', '%-%-macd-10_10_shift-2_OKB/USDT_15m', '%-%-macdsignal-10_10_shift-2_OKB/USDT_15m', +'%-%-bb_width-10_10_shift-2_OKB/USDT_15m', '%-%-volume_ma-10_10_shift-2_OKB/USDT_15m', '%-%-rsi-20_20_shift-2_OKB/USDT_15m', '%-%-macd-20_20_shift-2_OKB/USDT_15m', +'%-%-macdsignal-20_20_shift-2_OKB/USDT_15m', '%-%-bb_width-20_20_shift-2_OKB/USDT_15m', '%-%-volume_ma-20_20_shift-2_OKB/USDT_15m', '%-%-rsi-50_50_shift-2_OKB/USDT_15m', +'%-%-macd-50_50_shift-2_OKB/USDT_15m', '%-%-macdsignal-50_50_shift-2_OKB/USDT_15m', '%-%-bb_width-50_50_shift-2_OKB/USDT_15m', '%-%-volume_ma-50_50_shift-2_OKB/USDT_15m', +'%-%-rsi-10_10_shift-3_OKB/USDT_15m', '%-%-macd-10_10_shift-3_OKB/USDT_15m', '%-%-macdsignal-10_10_shift-3_OKB/USDT_15m', '%-%-bb_width-10_10_shift-3_OKB/USDT_15m', +'%-%-volume_ma-10_10_shift-3_OKB/USDT_15m', '%-%-rsi-20_20_shift-3_OKB/USDT_15m', '%-%-macd-20_20_shift-3_OKB/USDT_15m', '%-%-macdsignal-20_20_shift-3_OKB/USDT_15m', +'%-%-bb_width-20_20_shift-3_OKB/USDT_15m', '%-%-volume_ma-20_20_shift-3_OKB/USDT_15m', '%-%-rsi-50_50_shift-3_OKB/USDT_15m', '%-%-macd-50_50_shift-3_OKB/USDT_15m', +'%-%-macdsignal-50_50_shift-3_OKB/USDT_15m', '%-%-bb_width-50_50_shift-3_OKB/USDT_15m', '%-%-volume_ma-50_50_shift-3_OKB/USDT_15m', '%-%-rsi-10_10_OKB/USDT_1h', '%-%-macd-10_10_OKB/USDT_1h', +'%-%-macdsignal-10_10_OKB/USDT_1h', '%-%-bb_width-10_10_OKB/USDT_1h', '%-%-volume_ma-10_10_OKB/USDT_1h', '%-%-rsi-20_20_OKB/USDT_1h', '%-%-macd-20_20_OKB/USDT_1h', '%-%-macdsignal-20_20_OKB/USDT_1h', +'%-%-bb_width-20_20_OKB/USDT_1h', '%-%-volume_ma-20_20_OKB/USDT_1h', '%-%-rsi-50_50_OKB/USDT_1h', '%-%-macd-50_50_OKB/USDT_1h', '%-%-macdsignal-50_50_OKB/USDT_1h', '%-%-bb_width-50_50_OKB/USDT_1h', +'%-%-volume_ma-50_50_OKB/USDT_1h', '%-%-rsi-10_10_shift-1_OKB/USDT_1h', '%-%-macd-10_10_shift-1_OKB/USDT_1h', '%-%-macdsignal-10_10_shift-1_OKB/USDT_1h', '%-%-bb_width-10_10_shift-1_OKB/USDT_1h', +'%-%-volume_ma-10_10_shift-1_OKB/USDT_1h', '%-%-rsi-20_20_shift-1_OKB/USDT_1h', '%-%-macd-20_20_shift-1_OKB/USDT_1h', '%-%-macdsignal-20_20_shift-1_OKB/USDT_1h', +'%-%-bb_width-20_20_shift-1_OKB/USDT_1h', '%-%-volume_ma-20_20_shift-1_OKB/USDT_1h', '%-%-rsi-50_50_shift-1_OKB/USDT_1h', '%-%-macd-50_50_shift-1_OKB/USDT_1h', +'%-%-macdsignal-50_50_shift-1_OKB/USDT_1h', '%-%-bb_width-50_50_shift-1_OKB/USDT_1h', '%-%-volume_ma-50_50_shift-1_OKB/USDT_1h', '%-%-rsi-10_10_shift-2_OKB/USDT_1h', +'%-%-macd-10_10_shift-2_OKB/USDT_1h', '%-%-macdsignal-10_10_shift-2_OKB/USDT_1h', '%-%-bb_width-10_10_shift-2_OKB/USDT_1h', '%-%-volume_ma-10_10_shift-2_OKB/USDT_1h', +'%-%-rsi-20_20_shift-2_OKB/USDT_1h', '%-%-macd-20_20_shift-2_OKB/USDT_1h', '%-%-macdsignal-20_20_shift-2_OKB/USDT_1h', '%-%-bb_width-20_20_shift-2_OKB/USDT_1h', +'%-%-volume_ma-20_20_shift-2_OKB/USDT_1h', '%-%-rsi-50_50_shift-2_OKB/USDT_1h', '%-%-macd-50_50_shift-2_OKB/USDT_1h', '%-%-macdsignal-50_50_shift-2_OKB/USDT_1h', +'%-%-bb_width-50_50_shift-2_OKB/USDT_1h', '%-%-volume_ma-50_50_shift-2_OKB/USDT_1h', '%-%-rsi-10_10_shift-3_OKB/USDT_1h', '%-%-macd-10_10_shift-3_OKB/USDT_1h', +'%-%-macdsignal-10_10_shift-3_OKB/USDT_1h', '%-%-bb_width-10_10_shift-3_OKB/USDT_1h', '%-%-volume_ma-10_10_shift-3_OKB/USDT_1h', '%-%-rsi-20_20_shift-3_OKB/USDT_1h', +'%-%-macd-20_20_shift-3_OKB/USDT_1h', '%-%-macdsignal-20_20_shift-3_OKB/USDT_1h', '%-%-bb_width-20_20_shift-3_OKB/USDT_1h', '%-%-volume_ma-20_20_shift-3_OKB/USDT_1h', +'%-%-rsi-50_50_shift-3_OKB/USDT_1h', '%-%-macd-50_50_shift-3_OKB/USDT_1h', '%-%-macdsignal-50_50_shift-3_OKB/USDT_1h', '%-%-bb_width-50_50_shift-3_OKB/USDT_1h', +'%-%-volume_ma-50_50_shift-3_OKB/USDT_1h'] +2025-05-05 13:08:58,029 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250 +2025-05-05 13:08:58,030 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2024-12-31 21:30:00 to 2025-04-15 00:00:00 +2025-05-05 13:08:58,091 - OKXRegressionStrategy - DEBUG - 周期 10 特征：['%-%-rsi-10', '%-%-macd-10', '%-%-macdsignal-10', '%-%-bb_width-10', '%-%-volume_ma-10'] +2025-05-05 13:08:58,106 - OKXRegressionStrategy - DEBUG - 周期 20 特征：['%-%-rsi-20', '%-%-macd-20', '%-%-macdsignal-20', '%-%-bb_width-20', '%-%-volume_ma-20'] +2025-05-05 13:08:58,124 - OKXRegressionStrategy - DEBUG - 周期 50 特征：['%-%-rsi-50', '%-%-macd-50', '%-%-macdsignal-50', '%-%-bb_width-50', '%-%-volume_ma-50'] +2025-05-05 13:08:58,256 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690 +2025-05-05 13:08:58,256 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00 +2025-05-05 13:08:58,279 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_10 +2025-05-05 13:08:58,283 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_20 +2025-05-05 13:08:58,287 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_50 +2025-05-05 13:08:58,421 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210 +2025-05-05 13:08:58,421 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00 +2025-05-05 13:08:58,437 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_10 +2025-05-05 13:08:58,440 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_20 +2025-05-05 13:08:58,443 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_50 +2025-05-05 13:08:58,663 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250 +2025-05-05 13:08:58,663 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2024-12-31 21:30:00 to 2025-04-15 00:00:00 +2025-05-05 13:08:58,724 - OKXRegressionStrategy - DEBUG - 周期 10 特征：['%-%-rsi-10', '%-%-macd-10', '%-%-macdsignal-10', '%-%-bb_width-10', '%-%-volume_ma-10'] +2025-05-05 13:08:58,739 - OKXRegressionStrategy - DEBUG - 周期 20 特征：['%-%-rsi-20', '%-%-macd-20', '%-%-macdsignal-20', '%-%-bb_width-20', '%-%-volume_ma-20'] +2025-05-05 13:08:58,756 - OKXRegressionStrategy - DEBUG - 周期 50 特征：['%-%-rsi-50', '%-%-macd-50', '%-%-macdsignal-50', '%-%-bb_width-50', '%-%-volume_ma-50'] +2025-05-05 13:08:58,936 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690 +2025-05-05 13:08:58,937 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00 +2025-05-05 13:08:58,959 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_10 +2025-05-05 13:08:58,962 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_20 +2025-05-05 13:08:58,966 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_50 +2025-05-05 13:08:59,172 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210 +2025-05-05 13:08:59,173 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00 +2025-05-05 13:08:59,189 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_10 +2025-05-05 13:08:59,192 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_20 +2025-05-05 13:08:59,195 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_50 +2025-05-05 13:09:07,268 - OKXRegressionStrategy - DEBUG - 目标初始化完成。DataFrame 形状：(43250, 556) +2025-05-05 13:09:16,317 - OKXRegressionStrategy - DEBUG - 目标初始化完成。DataFrame 形状：(48050, 556) +2025-05-05 13:09:16,710 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743465600/cb_okb_1743465600 +2025-05-05 13:09:16,711 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT -------------------- +2025-05-05 13:09:16,927 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 51 training points due to NaNs in populated dataset 43200. +2025-05-05 13:09:16,928 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-01 to 2025-03-31 -------------------- +2025-05-05 13:09:17,080 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day'] +2025-05-05 13:09:17,213 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 541 features +2025-05-05 13:09:17,214 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34519 data points +[99] validation_0-rmse:0.30487 validation_1-rmse:0.25744 +2025-05-05 13:15:56,705 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (399.99 secs) -------------------- +2025-05-05 13:15:56,925 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743465600/cb_okb_1743465600--s_close.html +2025-05-05 13:15:56,926 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk. +2025-05-05 13:15:57,085 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None +2025-05-05 13:15:57,100 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2025-01-11 00:00:00 to 2025-04-11 00:00:00, 2/2 trains +2025-05-05 13:15:57,100 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at +/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1744329600_prediction.feather +2025-05-05 13:16:06,031 - OKXRegressionStrategy - DEBUG - 目标初始化完成。DataFrame 形状：(48050, 556) +2025-05-05 13:16:15,580 - OKXRegressionStrategy - DEBUG - 目标初始化完成。DataFrame 形状：(49970, 556) +2025-05-05 13:16:15,971 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1744329600/cb_okb_1744329600 +2025-05-05 13:16:15,972 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT -------------------- +2025-05-05 13:16:16,189 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 12 training points due to NaNs in populated dataset 43200. +2025-05-05 13:16:16,190 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-11 to 2025-04-10 -------------------- +2025-05-05 13:16:16,342 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day'] +2025-05-05 13:16:16,471 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 541 features +2025-05-05 13:16:16,472 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34550 data points +[99] validation_0-rmse:0.31083 validation_1-rmse:0.25246 +2025-05-05 13:22:25,711 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (369.74 secs) -------------------- +2025-05-05 13:22:25,750 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1744329600/cb_okb_1744329600--s_close.html +2025-05-05 13:22:25,751 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk. +2025-05-05 13:22:25,844 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None +2025-05-05 13:22:26,021 - OKXRegressionStrategy - DEBUG - populate_indicators 完成 +2025-05-05 13:22:26,025 - OKXRegressionStrategy - WARNING - ⚠️ 缺少以下预测列：['pred_upper', 'pred_lower'] +2025-05-05 13:22:26,025 - OKXRegressionStrategy - DEBUG - dataframe_1h columns: 未使用 +2025-05-05 13:22:26,031 - OKXRegressionStrategy - DEBUG - 缺少以下列，跳过输出：['&-s_close', 'pred_upper', 'pred_lower'] +2025-05-05 13:22:26,032 - OKXRegressionStrategy - DEBUG - FreqAI 对象： +2025-05-05 13:22:26,033 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges +2025-05-05 13:22:26,035 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2025-01-01 00:00:00 to 2025-04-01 00:00:00, 1/2 trains +2025-05-05 13:22:26,035 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at +/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1743465600_prediction.feather +2025-05-05 13:22:26,046 - OKXRegressionStrategy - DEBUG - 周期 10 特征：['%-%-rsi-10', '%-%-macd-10', '%-%-macdsignal-10', '%-%-bb_width-10', '%-%-volume_ma-10'] +2025-05-05 13:22:26,061 - OKXRegressionStrategy - DEBUG - 周期 20 特征：['%-%-rsi-20', '%-%-macd-20', '%-%-macdsignal-20', '%-%-bb_width-20', '%-%-volume_ma-20'] +2025-05-05 13:22:26,077 - OKXRegressionStrategy - DEBUG - 周期 50 特征：['%-%-rsi-50', '%-%-macd-50', '%-%-macdsignal-50', '%-%-bb_width-50', '%-%-volume_ma-50'] +2025-05-05 13:22:26,144 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690 +2025-05-05 13:22:26,144 - freqtrade.data.dataprovider - INFO - Loading data for TON/USDT 15m from 2024-12-31 11:30:00 to 2025-04-15 00:00:00 +2025-05-05 13:22:26,165 - OKXRegressionStrategy - DEBUG - 使用缓存特征：TON/USDT_10 +2025-05-05 13:22:26,169 - OKXRegressionStrategy - DEBUG - 使用缓存特征：TON/USDT_20 +2025-05-05 13:22:26,173 - OKXRegressionStrategy - DEBUG - 使用缓存特征：TON/USDT_50 +2025-05-05 13:22:26,221 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210 +2025-05-05 13:22:26,222 - freqtrade.data.dataprovider - INFO - Loading data for TON/USDT 1h from 2024-12-29 22:00:00 to 2025-04-15 00:00:00 +2025-05-05 13:22:26,237 - OKXRegressionStrategy - DEBUG - 使用缓存特征：TON/USDT_10 +2025-05-05 13:22:26,240 - OKXRegressionStrategy - DEBUG - 使用缓存特征：TON/USDT_20 +2025-05-05 13:22:26,243 - OKXRegressionStrategy - DEBUG - 使用缓存特征：TON/USDT_50 +2025-05-05 13:22:26,583 - OKXRegressionStrategy - DEBUG - 全局特征：['%-%-rsi-10_10_TON/USDT_3m', '%-%-macd-10_10_TON/USDT_3m', '%-%-macdsignal-10_10_TON/USDT_3m', '%-%-bb_width-10_10_TON/USDT_3m', +'%-%-volume_ma-10_10_TON/USDT_3m', '%-%-rsi-20_20_TON/USDT_3m', '%-%-macd-20_20_TON/USDT_3m', '%-%-macdsignal-20_20_TON/USDT_3m', '%-%-bb_width-20_20_TON/USDT_3m', '%-%-volume_ma-20_20_TON/USDT_3m', +'%-%-rsi-50_50_TON/USDT_3m', '%-%-macd-50_50_TON/USDT_3m', '%-%-macdsignal-50_50_TON/USDT_3m', '%-%-bb_width-50_50_TON/USDT_3m', '%-%-volume_ma-50_50_TON/USDT_3m', '%-%-rsi-10_10_shift-1_TON/USDT_3m', +'%-%-macd-10_10_shift-1_TON/USDT_3m', '%-%-macdsignal-10_10_shift-1_TON/USDT_3m', '%-%-bb_width-10_10_shift-1_TON/USDT_3m', '%-%-volume_ma-10_10_shift-1_TON/USDT_3m', +'%-%-rsi-20_20_shift-1_TON/USDT_3m', '%-%-macd-20_20_shift-1_TON/USDT_3m', '%-%-macdsignal-20_20_shift-1_TON/USDT_3m', '%-%-bb_width-20_20_shift-1_TON/USDT_3m', +'%-%-volume_ma-20_20_shift-1_TON/USDT_3m', '%-%-rsi-50_50_shift-1_TON/USDT_3m', '%-%-macd-50_50_shift-1_TON/USDT_3m', '%-%-macdsignal-50_50_shift-1_TON/USDT_3m', +'%-%-bb_width-50_50_shift-1_TON/USDT_3m', '%-%-volume_ma-50_50_shift-1_TON/USDT_3m', '%-%-rsi-10_10_shift-2_TON/USDT_3m', '%-%-macd-10_10_shift-2_TON/USDT_3m', +'%-%-macdsignal-10_10_shift-2_TON/USDT_3m', '%-%-bb_width-10_10_shift-2_TON/USDT_3m', '%-%-volume_ma-10_10_shift-2_TON/USDT_3m', '%-%-rsi-20_20_shift-2_TON/USDT_3m', +'%-%-macd-20_20_shift-2_TON/USDT_3m', '%-%-macdsignal-20_20_shift-2_TON/USDT_3m', '%-%-bb_width-20_20_shift-2_TON/USDT_3m', '%-%-volume_ma-20_20_shift-2_TON/USDT_3m', +'%-%-rsi-50_50_shift-2_TON/USDT_3m', '%-%-macd-50_50_shift-2_TON/USDT_3m', '%-%-macdsignal-50_50_shift-2_TON/USDT_3m', '%-%-bb_width-50_50_shift-2_TON/USDT_3m', +'%-%-volume_ma-50_50_shift-2_TON/USDT_3m', '%-%-rsi-10_10_shift-3_TON/USDT_3m', '%-%-macd-10_10_shift-3_TON/USDT_3m', '%-%-macdsignal-10_10_shift-3_TON/USDT_3m', +'%-%-bb_width-10_10_shift-3_TON/USDT_3m', '%-%-volume_ma-10_10_shift-3_TON/USDT_3m', '%-%-rsi-20_20_shift-3_TON/USDT_3m', '%-%-macd-20_20_shift-3_TON/USDT_3m', +'%-%-macdsignal-20_20_shift-3_TON/USDT_3m', '%-%-bb_width-20_20_shift-3_TON/USDT_3m', '%-%-volume_ma-20_20_shift-3_TON/USDT_3m', '%-%-rsi-50_50_shift-3_TON/USDT_3m', +'%-%-macd-50_50_shift-3_TON/USDT_3m', '%-%-macdsignal-50_50_shift-3_TON/USDT_3m', '%-%-bb_width-50_50_shift-3_TON/USDT_3m', '%-%-volume_ma-50_50_shift-3_TON/USDT_3m', '%-%-rsi-10_10_TON/USDT_15m', +'%-%-macd-10_10_TON/USDT_15m', '%-%-macdsignal-10_10_TON/USDT_15m', '%-%-bb_width-10_10_TON/USDT_15m', '%-%-volume_ma-10_10_TON/USDT_15m', '%-%-rsi-20_20_TON/USDT_15m', '%-%-macd-20_20_TON/USDT_15m', +'%-%-macdsignal-20_20_TON/USDT_15m', '%-%-bb_width-20_20_TON/USDT_15m', '%-%-volume_ma-20_20_TON/USDT_15m', '%-%-rsi-50_50_TON/USDT_15m', '%-%-macd-50_50_TON/USDT_15m', +'%-%-macdsignal-50_50_TON/USDT_15m', '%-%-bb_width-50_50_TON/USDT_15m', '%-%-volume_ma-50_50_TON/USDT_15m', '%-%-rsi-10_10_shift-1_TON/USDT_15m', '%-%-macd-10_10_shift-1_TON/USDT_15m', +'%-%-macdsignal-10_10_shift-1_TON/USDT_15m', '%-%-bb_width-10_10_shift-1_TON/USDT_15m', '%-%-volume_ma-10_10_shift-1_TON/USDT_15m', '%-%-rsi-20_20_shift-1_TON/USDT_15m', +'%-%-macd-20_20_shift-1_TON/USDT_15m', '%-%-macdsignal-20_20_shift-1_TON/USDT_15m', '%-%-bb_width-20_20_shift-1_TON/USDT_15m', '%-%-volume_ma-20_20_shift-1_TON/USDT_15m', +'%-%-rsi-50_50_shift-1_TON/USDT_15m', '%-%-macd-50_50_shift-1_TON/USDT_15m', '%-%-macdsignal-50_50_shift-1_TON/USDT_15m', '%-%-bb_width-50_50_shift-1_TON/USDT_15m', +'%-%-volume_ma-50_50_shift-1_TON/USDT_15m', '%-%-rsi-10_10_shift-2_TON/USDT_15m', '%-%-macd-10_10_shift-2_TON/USDT_15m', '%-%-macdsignal-10_10_shift-2_TON/USDT_15m', +'%-%-bb_width-10_10_shift-2_TON/USDT_15m', '%-%-volume_ma-10_10_shift-2_TON/USDT_15m', '%-%-rsi-20_20_shift-2_TON/USDT_15m', '%-%-macd-20_20_shift-2_TON/USDT_15m', +'%-%-macdsignal-20_20_shift-2_TON/USDT_15m', '%-%-bb_width-20_20_shift-2_TON/USDT_15m', '%-%-volume_ma-20_20_shift-2_TON/USDT_15m', '%-%-rsi-50_50_shift-2_TON/USDT_15m', +'%-%-macd-50_50_shift-2_TON/USDT_15m', '%-%-macdsignal-50_50_shift-2_TON/USDT_15m', '%-%-bb_width-50_50_shift-2_TON/USDT_15m', '%-%-volume_ma-50_50_shift-2_TON/USDT_15m', +'%-%-rsi-10_10_shift-3_TON/USDT_15m', '%-%-macd-10_10_shift-3_TON/USDT_15m', '%-%-macdsignal-10_10_shift-3_TON/USDT_15m', '%-%-bb_width-10_10_shift-3_TON/USDT_15m', +'%-%-volume_ma-10_10_shift-3_TON/USDT_15m', '%-%-rsi-20_20_shift-3_TON/USDT_15m', '%-%-macd-20_20_shift-3_TON/USDT_15m', '%-%-macdsignal-20_20_shift-3_TON/USDT_15m', +'%-%-bb_width-20_20_shift-3_TON/USDT_15m', '%-%-volume_ma-20_20_shift-3_TON/USDT_15m', '%-%-rsi-50_50_shift-3_TON/USDT_15m', '%-%-macd-50_50_shift-3_TON/USDT_15m', +'%-%-macdsignal-50_50_shift-3_TON/USDT_15m', '%-%-bb_width-50_50_shift-3_TON/USDT_15m', '%-%-volume_ma-50_50_shift-3_TON/USDT_15m', '%-%-rsi-10_10_TON/USDT_1h', '%-%-macd-10_10_TON/USDT_1h', +'%-%-macdsignal-10_10_TON/USDT_1h', '%-%-bb_width-10_10_TON/USDT_1h', '%-%-volume_ma-10_10_TON/USDT_1h', '%-%-rsi-20_20_TON/USDT_1h', '%-%-macd-20_20_TON/USDT_1h', '%-%-macdsignal-20_20_TON/USDT_1h', +'%-%-bb_width-20_20_TON/USDT_1h', '%-%-volume_ma-20_20_TON/USDT_1h', '%-%-rsi-50_50_TON/USDT_1h', '%-%-macd-50_50_TON/USDT_1h', '%-%-macdsignal-50_50_TON/USDT_1h', '%-%-bb_width-50_50_TON/USDT_1h', +'%-%-volume_ma-50_50_TON/USDT_1h', '%-%-rsi-10_10_shift-1_TON/USDT_1h', '%-%-macd-10_10_shift-1_TON/USDT_1h', '%-%-macdsignal-10_10_shift-1_TON/USDT_1h', '%-%-bb_width-10_10_shift-1_TON/USDT_1h', +'%-%-volume_ma-10_10_shift-1_TON/USDT_1h', '%-%-rsi-20_20_shift-1_TON/USDT_1h', '%-%-macd-20_20_shift-1_TON/USDT_1h', '%-%-macdsignal-20_20_shift-1_TON/USDT_1h', +'%-%-bb_width-20_20_shift-1_TON/USDT_1h', '%-%-volume_ma-20_20_shift-1_TON/USDT_1h', '%-%-rsi-50_50_shift-1_TON/USDT_1h', '%-%-macd-50_50_shift-1_TON/USDT_1h', +'%-%-macdsignal-50_50_shift-1_TON/USDT_1h', '%-%-bb_width-50_50_shift-1_TON/USDT_1h', '%-%-volume_ma-50_50_shift-1_TON/USDT_1h', '%-%-rsi-10_10_shift-2_TON/USDT_1h', +'%-%-macd-10_10_shift-2_TON/USDT_1h', '%-%-macdsignal-10_10_shift-2_TON/USDT_1h', '%-%-bb_width-10_10_shift-2_TON/USDT_1h', '%-%-volume_ma-10_10_shift-2_TON/USDT_1h', +'%-%-rsi-20_20_shift-2_TON/USDT_1h', '%-%-macd-20_20_shift-2_TON/USDT_1h', '%-%-macdsignal-20_20_shift-2_TON/USDT_1h', '%-%-bb_width-20_20_shift-2_TON/USDT_1h', +'%-%-volume_ma-20_20_shift-2_TON/USDT_1h', '%-%-rsi-50_50_shift-2_TON/USDT_1h', '%-%-macd-50_50_shift-2_TON/USDT_1h', '%-%-macdsignal-50_50_shift-2_TON/USDT_1h', +'%-%-bb_width-50_50_shift-2_TON/USDT_1h', '%-%-volume_ma-50_50_shift-2_TON/USDT_1h', '%-%-rsi-10_10_shift-3_TON/USDT_1h', '%-%-macd-10_10_shift-3_TON/USDT_1h', +'%-%-macdsignal-10_10_shift-3_TON/USDT_1h', '%-%-bb_width-10_10_shift-3_TON/USDT_1h', '%-%-volume_ma-10_10_shift-3_TON/USDT_1h', '%-%-rsi-20_20_shift-3_TON/USDT_1h', +'%-%-macd-20_20_shift-3_TON/USDT_1h', '%-%-macdsignal-20_20_shift-3_TON/USDT_1h', '%-%-bb_width-20_20_shift-3_TON/USDT_1h', '%-%-volume_ma-20_20_shift-3_TON/USDT_1h', +'%-%-rsi-50_50_shift-3_TON/USDT_1h', '%-%-macd-50_50_shift-3_TON/USDT_1h', '%-%-macdsignal-50_50_shift-3_TON/USDT_1h', '%-%-bb_width-50_50_shift-3_TON/USDT_1h', +'%-%-volume_ma-50_50_shift-3_TON/USDT_1h'] +2025-05-05 13:22:26,625 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_10 +2025-05-05 13:22:26,631 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_20 +2025-05-05 13:22:26,638 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_50 +2025-05-05 13:22:26,752 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_10 +2025-05-05 13:22:26,756 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_20 +2025-05-05 13:22:26,759 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_50 +2025-05-05 13:22:26,885 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_10 +2025-05-05 13:22:26,888 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_20 +2025-05-05 13:22:26,891 - OKXRegressionStrategy - DEBUG - 使用缓存特征：BTC/USDT_50 +2025-05-05 13:22:27,103 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_10 +2025-05-05 13:22:27,109 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_20 +2025-05-05 13:22:27,116 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_50 +2025-05-05 13:22:27,281 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_10 +2025-05-05 13:22:27,285 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_20 +2025-05-05 13:22:27,288 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_50 +2025-05-05 13:22:27,480 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_10 +2025-05-05 13:22:27,484 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_20 +2025-05-05 13:22:27,486 - OKXRegressionStrategy - DEBUG - 使用缓存特征：ETH/USDT_50 +2025-05-05 13:22:32,103 - OKXRegressionStrategy - DEBUG - 目标初始化完成。DataFrame 形状：(43250, 556) +2025-05-05 13:22:37,178 - OKXRegressionStrategy - DEBUG - 目标初始化完成。DataFrame 形状：(48050, 556) +2025-05-05 13:22:37,568 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1743465600/cb_ton_1743465600 +2025-05-05 13:22:37,569 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT -------------------- +2025-05-05 13:22:37,776 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 51 training points due to NaNs in populated dataset 43200. +2025-05-05 13:22:37,776 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-01 to 2025-03-31 -------------------- +2025-05-05 13:22:37,920 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day'] +2025-05-05 13:22:38,041 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 541 features +2025-05-05 13:22:38,042 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34519 data points +[99] validation_0-rmse:0.15115 validation_1-rmse:0.14546 +2025-05-05 13:25:03,597 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (146.03 secs) -------------------- +2025-05-05 13:25:03,634 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1743465600/cb_ton_1743465600--s_close.html +2025-05-05 13:25:03,634 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk. +2025-05-05 13:25:03,752 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None +2025-05-05 13:25:03,765 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2025-01-11 00:00:00 to 2025-04-11 00:00:00, 2/2 trains +2025-05-05 13:25:03,766 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at +/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1744329600_prediction.feather +2025-05-05 13:25:08,692 - OKXRegressionStrategy - DEBUG - 目标初始化完成。DataFrame 形状：(48050, 556) +2025-05-05 13:25:14,043 - OKXRegressionStrategy - DEBUG - 目标初始化完成。DataFrame 形状：(49970, 556) +2025-05-05 13:25:14,436 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1744329600/cb_ton_1744329600 +2025-05-05 13:25:14,436 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT -------------------- +2025-05-05 13:25:14,641 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 12 training points due to NaNs in populated dataset 43200. +2025-05-05 13:25:14,642 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-11 to 2025-04-10 -------------------- +2025-05-05 13:25:14,793 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day'] +2025-05-05 13:25:14,920 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 541 features +2025-05-05 13:25:14,921 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34550 data points +[99] validation_0-rmse:0.12103 validation_1-rmse:0.12139 +2025-05-05 13:27:39,735 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (145.30 secs) -------------------- +2025-05-05 13:27:39,773 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1744329600/cb_ton_1744329600--s_close.html +2025-05-05 13:27:39,774 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk. +2025-05-05 13:27:39,862 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None +2025-05-05 13:27:40,035 - OKXRegressionStrategy - DEBUG - populate_indicators 完成 +2025-05-05 13:27:40,039 - OKXRegressionStrategy - WARNING - ⚠️ 缺少以下预测列：['pred_upper', 'pred_lower'] +2025-05-05 13:27:40,039 - OKXRegressionStrategy - DEBUG - dataframe_1h columns: 未使用 +2025-05-05 13:27:40,048 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-15 00:00:00 (14 days). +2025-05-05 13:27:40,054 - OKXRegressionStrategy - DEBUG - 生成 91.0 个做多信号 +2025-05-05 13:27:40,072 - OKXRegressionStrategy - DEBUG - 生成 4.0 个做多信号 +2025-05-05 13:27:40,293 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-05_13-27-40.meta.json" +Result for strategy OKXRegressionStrategy + BACKTESTING REPORT +┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ +┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ +│ OKB/USDT │ 17 │ 0.04 │ 0.131 │ 0.01 │ 0:49:00 │ 8 0 9 47.1 │ +│ TON/USDT │ 2 │ -0.9 │ -0.359 │ -0.04 │ 0:04:00 │ 0 0 2 0 │ +│ TOTAL │ 19 │ -0.06 │ -0.228 │ -0.02 │ 0:45:00 │ 8 0 11 42.1 │ +└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘ + LEFT OPEN TRADES REPORT +┏━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ +┡━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ +│ TOTAL │ 0 │ 0.0 │ 0.000 │ 0.0 │ 0:00 │ 0 0 0 0 │ +└───────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘ + ENTER TAG STATS +┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ +┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ +│ OTHER │ 19 │ -0.06 │ -0.228 │ -0.02 │ 0:45:00 │ 8 0 11 42.1 │ +│ TOTAL │ 19 │ -0.06 │ -0.228 │ -0.02 │ 0:45:00 │ 8 0 11 42.1 │ +└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘ + EXIT REASON STATS +┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ +┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ +│ exit_signal │ 6 │ 0.86 │ 1.033 │ 0.1 │ 1:46:00 │ 5 0 1 83.3 │ +│ trailing_stop_loss │ 13 │ -0.48 │ -1.261 │ -0.13 │ 0:16:00 │ 3 0 10 23.1 │ +│ TOTAL │ 19 │ -0.06 │ -0.228 │ -0.02 │ 0:45:00 │ 8 0 11 42.1 │ +└────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘ + MIXED TAG STATS +┏━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓ +┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ +┡━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩ +│ │ exit_signal │ 6 │ 0.86 │ 1.033 │ 0.1 │ 1:46:00 │ 5 0 1 83.3 │ +│ │ trailing_stop_loss │ 13 │ -0.48 │ -1.261 │ -0.13 │ 0:16:00 │ 3 0 10 23.1 │ +│ TOTAL │ │ 19 │ -0.06 │ -0.228 │ -0.02 │ 0:45:00 │ 8 0 11 42.1 │ +└───────────┴────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘ + SUMMARY METRICS +┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓ +┃ Metric ┃ Value ┃ +┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩ +│ Backtesting from │ 2025-04-01 00:00:00 │ +│ Backtesting to │ 2025-04-15 00:00:00 │ +│ Trading Mode │ Spot │ +│ Max open trades │ 2 │ +│ │ │ +│ Total/Daily Avg Trades │ 19 / 1.36 │ +│ Starting balance │ 1000 USDT │ +│ Final balance │ 999.772 USDT │ +│ Absolute profit │ -0.228 USDT │ +│ Total profit % │ -0.02% │ +│ CAGR % │ -0.59% │ +│ Sortino │ -5.98 │ +│ Sharpe │ -1.55 │ +│ Calmar │ -30.55 │ +│ SQN │ -0.25 │ +│ Profit factor │ 0.87 │ +│ Expectancy (Ratio) │ -0.01 (-0.08) │ +│ Avg. daily profit % │ -0.00% │ +│ Avg. stake amount │ 19.989 USDT │ +│ Total trade volume │ 760.556 USDT │ +│ │ │ +│ Best Pair │ OKB/USDT 0.01% │ +│ Worst Pair │ TON/USDT -0.04% │ +│ Best trade │ OKB/USDT 2.30% │ +│ Worst trade │ OKB/USDT -1.16% │ +│ Best day │ 0.41 USDT │ +│ Worst day │ -0.7 USDT │ +│ Days win/draw/lose │ 4 / 4 / 2 │ +│ Avg. Duration Winners │ 1:08:00 │ +│ Avg. Duration Loser │ 0:28:00 │ +│ Max Consecutive Wins / Loss │ 3 / 5 │ +│ Rejected Entry signals │ 0 │ +│ Entry/Exit Timeouts │ 0 / 0 │ +│ │ │ +│ Min balance │ 999.02 USDT │ +│ Max balance │ 1000.039 USDT │ +│ Max % of account underwater │ 0.10% │ +│ Absolute Drawdown (Account) │ 0.10% │ +│ Absolute Drawdown │ 1.018 USDT │ +│ Drawdown high │ 0.039 USDT │ +│ Drawdown low │ -0.98 USDT │ +│ Drawdown Start │ 2025-04-01 02:51:00 │ +│ Drawdown End │ 2025-04-06 18:24:00 │ +│ Market change │ -10.45% │ +└─────────────────────────────┴─────────────────────┘ + +Backtested 2025-04-01 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 2 + STRATEGY SUMMARY +┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┓ +┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃ +┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━┩ +│ OKXRegressionStrategy │ 19 │ -0.06 │ -0.228 │ -0.02 │ 0:45:00 │ 8 0 11 42.1 │ 1.018 USDT 0.10% │ +└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴───────────────────┘