为LightGBMRegressorMultiTargMultiTarget和XGBoostRegressorMultiTarget定制了双份的配置,启动脚本的时候加aimodel名字会自动挂载
This commit is contained in:
parent
4918795d2a
commit
ea7010cfb8
136
config_examples/dryrun_LightGBMRegressorMultiTarget.json
Normal file
136
config_examples/dryrun_LightGBMRegressorMultiTarget.json
Normal file
@ -0,0 +1,136 @@
|
||||
{
|
||||
"exchange": {
|
||||
"name": "okx",
|
||||
"key": "cbda9fde-b9e3-4a2d-94f9-e5c3705dfb5c",
|
||||
"secret": "CD3B7DB459CBBD540E0926E5C48150E1",
|
||||
"password": "c^-d:g;P2S9?Q#^",
|
||||
"enable_strategy_log": true,
|
||||
"enable_ws": false,
|
||||
"ccxt_config": {
|
||||
"enableRateLimit": true,
|
||||
"rateLimit": 500,
|
||||
"options": {
|
||||
"defaultType": "spot"
|
||||
}
|
||||
},
|
||||
"ccxt_async_config": {
|
||||
"enableRateLimit": true,
|
||||
"rateLimit": 3000,
|
||||
"timeout": 20000
|
||||
},
|
||||
"pair_whitelist": [
|
||||
"ADA/USDT",
|
||||
"AVAX/USDT",
|
||||
"BNB/USDT",
|
||||
"BTC/USDT",
|
||||
"DOGE/USDT",
|
||||
"DOT/USDT",
|
||||
"ETH/USDT",
|
||||
"LINK/USDT",
|
||||
"LTC/USDT",
|
||||
"PEPE/USDT",
|
||||
"SOL/USDT",
|
||||
"SUI/USDT",
|
||||
"TON/USDT",
|
||||
"TRB/USDT",
|
||||
"TRUMP/USDT",
|
||||
"TRX/USDT",
|
||||
"UNI/USDT",
|
||||
"WLD/USDT",
|
||||
"XLM/USDT",
|
||||
"XRP/USDT"
|
||||
],
|
||||
"pair_blacklist": [
|
||||
"OKB/USDT"
|
||||
]
|
||||
},
|
||||
"pairlists": [
|
||||
{
|
||||
"method": "StaticPairList"
|
||||
}
|
||||
],
|
||||
"order_types": {
|
||||
"entry": "market",
|
||||
"exit": "market",
|
||||
"stoploss": "limit",
|
||||
"stoploss_on_exchange": false
|
||||
},
|
||||
"order_time_in_force": {
|
||||
"entry": "gtc",
|
||||
"exit": "gtc"
|
||||
},
|
||||
"entry_pricing": {
|
||||
"price_side": "other",
|
||||
"use_order_book": false,
|
||||
"price_last_balance": 0
|
||||
},
|
||||
"exit_pricing": {
|
||||
"price_side": "other",
|
||||
"use_order_book": false
|
||||
},
|
||||
"freqai": {
|
||||
"enabled": true,
|
||||
"data_kitchen": {
|
||||
"fillna": "ffill"
|
||||
},
|
||||
"freqaimodel": "LightGBMRegressorMultiTarget",
|
||||
"purge_old_models": 2,
|
||||
"identifier": "dryrun-freqai",
|
||||
"train_period_days": 18,
|
||||
"backtest_period_days": 2,
|
||||
"live_retrain_hours": 2,
|
||||
"outlier_detection": {
|
||||
"method": "IsolationForest",
|
||||
"contamination": 0.1
|
||||
},
|
||||
"feature_selection": {
|
||||
"method": "recursive_elimination"
|
||||
},
|
||||
"feature_parameters": {
|
||||
"include_timeframes": [
|
||||
"3m",
|
||||
"15m",
|
||||
"1h",
|
||||
"4h"
|
||||
],
|
||||
"include_corr_pairlist": [
|
||||
"ETH/USDT",
|
||||
"SOL/USDT"
|
||||
],
|
||||
"outlier_protection_percentage": 0.1,
|
||||
"label_period_candles": 100,
|
||||
"include_shifted_candles": 3,
|
||||
"DI_threshold": 0.5,
|
||||
"weight_factor": 0.9,
|
||||
"principal_component_analysis": false,
|
||||
"use_SVM_to_remove_outliers": true,
|
||||
"indicator_periods_candles": [
|
||||
10,
|
||||
20,
|
||||
50,
|
||||
100
|
||||
],
|
||||
"plot_feature_importances": 10
|
||||
},
|
||||
"data_split_parameters": {
|
||||
"test_size": 0.15,
|
||||
"shuffle": false
|
||||
},
|
||||
"model_training_parameters": {
|
||||
"n_estimators": 400,
|
||||
"learning_rate": 0.01,
|
||||
"num_leaves": 40,
|
||||
"max_depth": 10,
|
||||
"min_data_in_leaf": 20,
|
||||
"feature_fraction": 0.8,
|
||||
"bagging_fraction": 0.8,
|
||||
"bagging_freq": 5
|
||||
}
|
||||
},
|
||||
"fee": 0.0008,
|
||||
"api_server": {
|
||||
"enabled": true,
|
||||
"listen_ip_address": "0.0.0.0",
|
||||
"listen_port": 8080
|
||||
}
|
||||
}
|
||||
135
config_examples/dryrun_XGBoostRegressorMultiTarget.json
Normal file
135
config_examples/dryrun_XGBoostRegressorMultiTarget.json
Normal file
@ -0,0 +1,135 @@
|
||||
{
|
||||
"exchange": {
|
||||
"name": "okx",
|
||||
"key": "cbda9fde-b9e3-4a2d-94f9-e5c3705dfb5c",
|
||||
"secret": "CD3B7DB459CBBD540E0926E5C48150E1",
|
||||
"password": "c^-d:g;P2S9?Q#^",
|
||||
"enable_strategy_log": true,
|
||||
"enable_ws": false,
|
||||
"ccxt_config": {
|
||||
"enableRateLimit": true,
|
||||
"rateLimit": 500,
|
||||
"options": {
|
||||
"defaultType": "spot"
|
||||
}
|
||||
},
|
||||
"ccxt_async_config": {
|
||||
"enableRateLimit": true,
|
||||
"rateLimit": 3000,
|
||||
"timeout": 20000
|
||||
},
|
||||
"pair_whitelist": [
|
||||
"ADA/USDT",
|
||||
"AVAX/USDT",
|
||||
"BNB/USDT",
|
||||
"BTC/USDT",
|
||||
"DOGE/USDT",
|
||||
"DOT/USDT",
|
||||
"ETH/USDT",
|
||||
"LINK/USDT",
|
||||
"LTC/USDT",
|
||||
"PEPE/USDT",
|
||||
"SOL/USDT",
|
||||
"SUI/USDT",
|
||||
"TON/USDT",
|
||||
"TRB/USDT",
|
||||
"TRUMP/USDT",
|
||||
"TRX/USDT",
|
||||
"UNI/USDT",
|
||||
"WLD/USDT",
|
||||
"XLM/USDT",
|
||||
"XRP/USDT"
|
||||
],
|
||||
"pair_blacklist": [
|
||||
"OKB/USDT"
|
||||
]
|
||||
},
|
||||
"pairlists": [
|
||||
{
|
||||
"method": "StaticPairList"
|
||||
}
|
||||
],
|
||||
"order_types": {
|
||||
"entry": "market",
|
||||
"exit": "market",
|
||||
"stoploss": "limit",
|
||||
"stoploss_on_exchange": false
|
||||
},
|
||||
"order_time_in_force": {
|
||||
"entry": "gtc",
|
||||
"exit": "gtc"
|
||||
},
|
||||
"entry_pricing": {
|
||||
"price_side": "other",
|
||||
"use_order_book": false,
|
||||
"price_last_balance": 0
|
||||
},
|
||||
"exit_pricing": {
|
||||
"price_side": "other",
|
||||
"use_order_book": false
|
||||
},
|
||||
"freqai": {
|
||||
"enabled": true,
|
||||
"data_kitchen": {
|
||||
"fillna": "ffill"
|
||||
},
|
||||
"freqaimodel": "XGBoostRegressorMultiTarget",
|
||||
"purge_old_models": 2,
|
||||
"identifier": "dryrun-freqai",
|
||||
"train_period_days": 18,
|
||||
"backtest_period_days": 2,
|
||||
"live_retrain_hours": 2,
|
||||
"outlier_detection": {
|
||||
"method": "IsolationForest",
|
||||
"contamination": 0.1
|
||||
},
|
||||
"feature_selection": {
|
||||
"method": "recursive_elimination"
|
||||
},
|
||||
"feature_parameters": {
|
||||
"include_timeframes": [
|
||||
"3m",
|
||||
"15m",
|
||||
"1h",
|
||||
"4h"
|
||||
],
|
||||
"include_corr_pairlist": [
|
||||
"ETH/USDT",
|
||||
"SOL/USDT"
|
||||
],
|
||||
"outlier_protection_percentage": 0.1,
|
||||
"label_period_candles": 100,
|
||||
"include_shifted_candles": 3,
|
||||
"DI_threshold": 0.5,
|
||||
"weight_factor": 0.9,
|
||||
"principal_component_analysis": false,
|
||||
"use_SVM_to_remove_outliers": true,
|
||||
"indicator_periods_candles": [
|
||||
10,
|
||||
20,
|
||||
50,
|
||||
100
|
||||
],
|
||||
"plot_feature_importances": 10
|
||||
},
|
||||
"data_split_parameters": {
|
||||
"test_size": 0.15,
|
||||
"shuffle": false
|
||||
},
|
||||
"model_training_parameters": {
|
||||
"n_estimators": 200,
|
||||
"learning_rate": 0.01,
|
||||
"max_depth": 6,
|
||||
"min_child_weight": 1,
|
||||
"subsample": 0.8,
|
||||
"colsample_bytree": 0.8,
|
||||
"verbosity": 0
|
||||
}
|
||||
},
|
||||
"fee": 0.0008,
|
||||
"api_server": {
|
||||
"enabled": true,
|
||||
"listen_ip_address": "0.0.0.0",
|
||||
"listen_port": 8080
|
||||
}
|
||||
}
|
||||
148
config_examples/freqaiprimer_LightGBMRegressorMultiTarget.json
Normal file
148
config_examples/freqaiprimer_LightGBMRegressorMultiTarget.json
Normal file
@ -0,0 +1,148 @@
|
||||
{
|
||||
"$schema": "https://schema.freqtrade.io/schema.json",
|
||||
"redis": {
|
||||
"url": "redis://192.168.1.215:6379/0"
|
||||
},
|
||||
"trading_mode": "spot",
|
||||
"margin_mode": "isolated",
|
||||
"max_open_trades": 5,
|
||||
"stake_currency": "USDT",
|
||||
"stake_amount": 350,
|
||||
"tradable_balance_ratio": 1,
|
||||
"process_only_new_candles": true,
|
||||
"fiat_display_currency": "USD",
|
||||
"dry_run": true,
|
||||
"enable_strategy_log": true,
|
||||
"timeframe": "3m",
|
||||
"additional_timeframes": ["4h"],
|
||||
"dry_run_wallet": 2000,
|
||||
"cancel_open_orders_on_exit": true,
|
||||
"stoploss": -0.14,
|
||||
"max_entry_position_adjustment": 3,
|
||||
"position_adjustment_enable": true,
|
||||
"amount_reserve_percent": 0.05,
|
||||
"unfilledtimeout": {
|
||||
"entry": 5,
|
||||
"exit": 15
|
||||
},
|
||||
"dry_run": false,
|
||||
"startup_candle_count": 200,
|
||||
"exchange": {
|
||||
"name": "okx",
|
||||
"key": "314e75b0-1113-47e8-ad01-1fca7e3c0496",
|
||||
"secret": "9C8B170390F46EA6FB87592AD46F5A34",
|
||||
"password": "nekFoylf:Om0",
|
||||
"enable_ws": false,
|
||||
"ccxt_config": {
|
||||
"enableRateLimit": true,
|
||||
"rateLimit": 500,
|
||||
"options": {
|
||||
"defaultType": "spot"
|
||||
}
|
||||
},
|
||||
"ccxt_async_config": {
|
||||
"enableRateLimit": true,
|
||||
"rateLimit": 3000,
|
||||
"timeout": 20000
|
||||
},
|
||||
"pair_whitelist": ["BTC/USDT", "TON/USDT", "DOT/USDT", "XRP/USDT", "OKB/USDT", "SOL/USDT", "DOGE/USDT", "WCT/USDT", "TRUMP/USDT", "SUI/USDT", "PEPE/USDT", "TRB/USDT", "MASK/USDT", "UNI/USDT", "KAITO/USDT"],
|
||||
"pair_blacklist": ["DORA/USDT"]
|
||||
},
|
||||
"entry_pricing": {
|
||||
"price_side": "same",
|
||||
"use_order_book": true,
|
||||
"order_book_top": 1,
|
||||
"price_last_balance": 0.0,
|
||||
"check_depth_of_market": {
|
||||
"enabled": false,
|
||||
"bids_to_ask_delta": 1
|
||||
}
|
||||
},
|
||||
"exit_pricing": {
|
||||
"price_side": "other",
|
||||
"use_order_book": true,
|
||||
"order_book_top": 1
|
||||
},
|
||||
"pairlists": [
|
||||
{
|
||||
"method": "StaticPairList"
|
||||
}
|
||||
],
|
||||
"freqai": {
|
||||
"enabled": true,
|
||||
"data_kitchen": {
|
||||
"fillna": "ffill"
|
||||
},
|
||||
"freqaimodel": "LightGBMRegressorMultiTarget",
|
||||
"purge_old_models": 2,
|
||||
"train_period_days": 12,
|
||||
"backtest_period_days": 2,
|
||||
"live_retrain_hours": 2,
|
||||
"outlier_detection": {
|
||||
"method": "IsolationForest",
|
||||
"contamination": 0.1
|
||||
},
|
||||
"feature_selection": {
|
||||
"method": "recursive_elimination"
|
||||
},
|
||||
"feature_parameters": {
|
||||
"include_timeframes": [
|
||||
"3m",
|
||||
"15m",
|
||||
"1h"
|
||||
],
|
||||
"include_corr_pairlist": [
|
||||
"BTC/USDT",
|
||||
"SOL/USDT"
|
||||
],
|
||||
"outlier_protection_percentage": 0.1,
|
||||
"label_period_candles": 100,
|
||||
"include_shifted_candles": 3,
|
||||
"DI_threshold": 0.5,
|
||||
"weight_factor": 0.9,
|
||||
"principal_component_analysis": false,
|
||||
"use_SVM_to_remove_outliers": true,
|
||||
"indicator_periods_candles": [
|
||||
10,
|
||||
20,
|
||||
50
|
||||
],
|
||||
"plot_feature_importances": 10
|
||||
},
|
||||
"data_split_parameters": {
|
||||
"test_size": 0.15,
|
||||
"shuffle": false
|
||||
},
|
||||
"model_training_parameters": {
|
||||
"n_estimators": 400,
|
||||
"learning_rate": 0.01,
|
||||
"num_leaves": 40,
|
||||
"max_depth": 10,
|
||||
"min_data_in_leaf": 20,
|
||||
"feature_fraction": 0.8,
|
||||
"bagging_fraction": 0.8,
|
||||
"bagging_freq": 5,
|
||||
"verbose": -1
|
||||
}
|
||||
},
|
||||
"api_server": {
|
||||
"enabled": true,
|
||||
"listen_ip_address": "0.0.0.0",
|
||||
"listen_port": 8080,
|
||||
"verbosity": "error",
|
||||
"enable_openapi": false,
|
||||
"jwt_secret_key": "6a599ab046dbb419014807dffd7b8823bfa7e5df56b17d545485deb87331b4ca",
|
||||
"ws_token": "6O5pBDiRigiZrmIsofaE2rkKMJtf9h8zVQ",
|
||||
"CORS_origins": [],
|
||||
"username": "freqAdmin",
|
||||
"password": "admin"
|
||||
},
|
||||
"bot_name": "freqtrade",
|
||||
"initial_state": "running",
|
||||
"force_entry_enable": false,
|
||||
"internals": {
|
||||
"process_throttle_secs": 5,
|
||||
"heartbeat_interval": 20,
|
||||
"loglevel": "DEBUG"
|
||||
}
|
||||
}
|
||||
146
config_examples/freqaiprimer_XGBoostRegressorMultiTarget.json
Normal file
146
config_examples/freqaiprimer_XGBoostRegressorMultiTarget.json
Normal file
@ -0,0 +1,146 @@
|
||||
{
|
||||
"$schema": "https://schema.freqtrade.io/schema.json",
|
||||
"redis": {
|
||||
"url": "redis://192.168.1.215:6379/0"
|
||||
},
|
||||
"trading_mode": "spot",
|
||||
"margin_mode": "isolated",
|
||||
"max_open_trades": 5,
|
||||
"stake_currency": "USDT",
|
||||
"stake_amount": 350,
|
||||
"tradable_balance_ratio": 1,
|
||||
"process_only_new_candles": true,
|
||||
"fiat_display_currency": "USD",
|
||||
"dry_run": true,
|
||||
"enable_strategy_log": true,
|
||||
"timeframe": "3m",
|
||||
"additional_timeframes": ["4h"],
|
||||
"dry_run_wallet": 2000,
|
||||
"cancel_open_orders_on_exit": true,
|
||||
"stoploss": -0.14,
|
||||
"max_entry_position_adjustment": 3,
|
||||
"position_adjustment_enable": true,
|
||||
"amount_reserve_percent": 0.05,
|
||||
"unfilledtimeout": {
|
||||
"entry": 5,
|
||||
"exit": 15
|
||||
},
|
||||
"dry_run": false,
|
||||
"startup_candle_count": 200,
|
||||
"exchange": {
|
||||
"name": "okx",
|
||||
"key": "314e75b0-1113-47e8-ad01-1fca7e3c0496",
|
||||
"secret": "9C8B170390F46EA6FB87592AD46F5A34",
|
||||
"password": "nekFoylf:Om0",
|
||||
"enable_ws": false,
|
||||
"ccxt_config": {
|
||||
"enableRateLimit": true,
|
||||
"rateLimit": 500,
|
||||
"options": {
|
||||
"defaultType": "spot"
|
||||
}
|
||||
},
|
||||
"ccxt_async_config": {
|
||||
"enableRateLimit": true,
|
||||
"rateLimit": 3000,
|
||||
"timeout": 20000
|
||||
},
|
||||
"pair_whitelist": ["BTC/USDT", "TON/USDT", "DOT/USDT", "XRP/USDT", "OKB/USDT", "SOL/USDT", "DOGE/USDT", "WCT/USDT", "TRUMP/USDT", "SUI/USDT", "PEPE/USDT", "TRB/USDT", "MASK/USDT", "UNI/USDT", "KAITO/USDT"],
|
||||
"pair_blacklist": ["DORA/USDT"]
|
||||
},
|
||||
"entry_pricing": {
|
||||
"price_side": "same",
|
||||
"use_order_book": true,
|
||||
"order_book_top": 1,
|
||||
"price_last_balance": 0.0,
|
||||
"check_depth_of_market": {
|
||||
"enabled": false,
|
||||
"bids_to_ask_delta": 1
|
||||
}
|
||||
},
|
||||
"exit_pricing": {
|
||||
"price_side": "other",
|
||||
"use_order_book": true,
|
||||
"order_book_top": 1
|
||||
},
|
||||
"pairlists": [
|
||||
{
|
||||
"method": "StaticPairList"
|
||||
}
|
||||
],
|
||||
"freqai": {
|
||||
"enabled": true,
|
||||
"data_kitchen": {
|
||||
"fillna": "ffill"
|
||||
},
|
||||
"freqaimodel": "XGBoostRegressorMultiTarget",
|
||||
"purge_old_models": 2,
|
||||
"train_period_days": 12,
|
||||
"backtest_period_days": 2,
|
||||
"live_retrain_hours": 2,
|
||||
"outlier_detection": {
|
||||
"method": "IsolationForest",
|
||||
"contamination": 0.1
|
||||
},
|
||||
"feature_selection": {
|
||||
"method": "recursive_elimination"
|
||||
},
|
||||
"feature_parameters": {
|
||||
"include_timeframes": [
|
||||
"3m",
|
||||
"15m",
|
||||
"1h"
|
||||
],
|
||||
"include_corr_pairlist": [
|
||||
"BTC/USDT",
|
||||
"SOL/USDT"
|
||||
],
|
||||
"outlier_protection_percentage": 0.1,
|
||||
"label_period_candles": 100,
|
||||
"include_shifted_candles": 3,
|
||||
"DI_threshold": 0.5,
|
||||
"weight_factor": 0.9,
|
||||
"principal_component_analysis": false,
|
||||
"use_SVM_to_remove_outliers": true,
|
||||
"indicator_periods_candles": [
|
||||
10,
|
||||
20,
|
||||
50
|
||||
],
|
||||
"plot_feature_importances": 10
|
||||
},
|
||||
"data_split_parameters": {
|
||||
"test_size": 0.15,
|
||||
"shuffle": false
|
||||
},
|
||||
"model_training_parameters": {
|
||||
"n_estimators": 200,
|
||||
"learning_rate": 0.01,
|
||||
"max_depth": 6,
|
||||
"min_child_weight": 1,
|
||||
"subsample": 0.8,
|
||||
"colsample_bytree": 0.8,
|
||||
"verbosity": 0
|
||||
}
|
||||
},
|
||||
"api_server": {
|
||||
"enabled": true,
|
||||
"listen_ip_address": "0.0.0.0",
|
||||
"listen_port": 8080,
|
||||
"verbosity": "error",
|
||||
"enable_openapi": false,
|
||||
"jwt_secret_key": "6a599ab046dbb419014807dffd7b8823bfa7e5df56b17d545485deb87331b4ca",
|
||||
"ws_token": "6O5pBDiRigiZrmIsofaE2rkKMJtf9h8zVQ",
|
||||
"CORS_origins": [],
|
||||
"username": "freqAdmin",
|
||||
"password": "admin"
|
||||
},
|
||||
"bot_name": "freqtrade",
|
||||
"initial_state": "running",
|
||||
"force_entry_enable": false,
|
||||
"internals": {
|
||||
"process_throttle_secs": 5,
|
||||
"heartbeat_interval": 20,
|
||||
"loglevel": "DEBUG"
|
||||
}
|
||||
}
|
||||
136
config_examples/live_LightGBMRegressorMultiTarget.json
Normal file
136
config_examples/live_LightGBMRegressorMultiTarget.json
Normal file
@ -0,0 +1,136 @@
|
||||
{
|
||||
"stake_amount": 50,
|
||||
"exchange": {
|
||||
"name": "okx",
|
||||
"key": "cbda9fde-b9e3-4a2d-94f9-e5c3705dfb5c",
|
||||
"secret": "CD3B7DB459CBBD540E0926E5C48150E1",
|
||||
"password": "c^-d:g;P2S9?Q#^",
|
||||
"enable_ws": false,
|
||||
"ccxt_config": {
|
||||
"enableRateLimit": true,
|
||||
"rateLimit": 500,
|
||||
"options": {
|
||||
"defaultType": "spot"
|
||||
}
|
||||
},
|
||||
"ccxt_async_config": {
|
||||
"enableRateLimit": true,
|
||||
"rateLimit": 3000,
|
||||
"timeout": 20000
|
||||
},
|
||||
"pair_whitelist": [
|
||||
"ADA/USDT",
|
||||
"AVAX/USDT",
|
||||
"BNB/USDT",
|
||||
"BTC/USDT",
|
||||
"DOGE/USDT",
|
||||
"DOT/USDT",
|
||||
"ETH/USDT",
|
||||
"LINK/USDT",
|
||||
"LTC/USDT",
|
||||
"PEPE/USDT",
|
||||
"SOL/USDT",
|
||||
"SUI/USDT",
|
||||
"TON/USDT",
|
||||
"TRB/USDT",
|
||||
"TRUMP/USDT",
|
||||
"TRX/USDT",
|
||||
"UNI/USDT",
|
||||
"WLD/USDT",
|
||||
"XLM/USDT",
|
||||
"XRP/USDT"
|
||||
],
|
||||
"pair_blacklist": [
|
||||
"OKB/USDT"
|
||||
]
|
||||
},
|
||||
"pairlists": [
|
||||
{
|
||||
"method": "StaticPairList"
|
||||
}
|
||||
],
|
||||
"order_types": {
|
||||
"entry": "limit",
|
||||
"exit": "limit",
|
||||
"stoploss": "limit",
|
||||
"stoploss_on_exchange": false
|
||||
},
|
||||
"order_time_in_force": {
|
||||
"entry": "gtc",
|
||||
"exit": "gtc"
|
||||
},
|
||||
"entry_pricing": {
|
||||
"price_side": "other",
|
||||
"use_order_book": false,
|
||||
"price_last_balance": 0
|
||||
},
|
||||
"exit_pricing": {
|
||||
"price_side": "other",
|
||||
"use_order_book": false
|
||||
},
|
||||
"freqai": {
|
||||
"enabled": true,
|
||||
"data_kitchen": {
|
||||
"fillna": "ffill"
|
||||
},
|
||||
"freqaimodel": "LightGBMRegressorMultiTarget",
|
||||
"purge_old_models": 2,
|
||||
"identifier": "live-freqai",
|
||||
"train_period_days": 18,
|
||||
"backtest_period_days": 2,
|
||||
"live_retrain_hours": 2,
|
||||
"outlier_detection": {
|
||||
"method": "IsolationForest",
|
||||
"contamination": 0.1
|
||||
},
|
||||
"feature_selection": {
|
||||
"method": "recursive_elimination"
|
||||
},
|
||||
"feature_parameters": {
|
||||
"include_timeframes": [
|
||||
"3m",
|
||||
"15m",
|
||||
"1h",
|
||||
"4h"
|
||||
],
|
||||
"include_corr_pairlist": [
|
||||
"ETH/USDT",
|
||||
"SOL/USDT"
|
||||
],
|
||||
"outlier_protection_percentage": 0.1,
|
||||
"label_period_candles": 100,
|
||||
"include_shifted_candles": 3,
|
||||
"DI_threshold": 0.5,
|
||||
"weight_factor": 0.9,
|
||||
"principal_component_analysis": false,
|
||||
"use_SVM_to_remove_outliers": true,
|
||||
"indicator_periods_candles": [
|
||||
10,
|
||||
20,
|
||||
50,
|
||||
100
|
||||
],
|
||||
"plot_feature_importances": 10
|
||||
},
|
||||
"data_split_parameters": {
|
||||
"test_size": 0.15,
|
||||
"shuffle": false
|
||||
},
|
||||
"model_training_parameters": {
|
||||
"n_estimators": 400,
|
||||
"learning_rate": 0.01,
|
||||
"num_leaves": 40,
|
||||
"max_depth": 10,
|
||||
"min_data_in_leaf": 20,
|
||||
"feature_fraction": 0.8,
|
||||
"bagging_fraction": 0.8,
|
||||
"bagging_freq": 5
|
||||
}
|
||||
},
|
||||
"fee": 0.0008,
|
||||
"api_server": {
|
||||
"enabled": true,
|
||||
"listen_ip_address": "0.0.0.0",
|
||||
"listen_port": 8080
|
||||
}
|
||||
}
|
||||
135
config_examples/live_XGBoostRegressorMultiTarget.json
Normal file
135
config_examples/live_XGBoostRegressorMultiTarget.json
Normal file
@ -0,0 +1,135 @@
|
||||
{
|
||||
"stake_amount": 50,
|
||||
"exchange": {
|
||||
"name": "okx",
|
||||
"key": "cbda9fde-b9e3-4a2d-94f9-e5c3705dfb5c",
|
||||
"secret": "CD3B7DB459CBBD540E0926E5C48150E1",
|
||||
"password": "c^-d:g;P2S9?Q#^",
|
||||
"enable_ws": false,
|
||||
"ccxt_config": {
|
||||
"enableRateLimit": true,
|
||||
"rateLimit": 500,
|
||||
"options": {
|
||||
"defaultType": "spot"
|
||||
}
|
||||
},
|
||||
"ccxt_async_config": {
|
||||
"enableRateLimit": true,
|
||||
"rateLimit": 3000,
|
||||
"timeout": 20000
|
||||
},
|
||||
"pair_whitelist": [
|
||||
"ADA/USDT",
|
||||
"AVAX/USDT",
|
||||
"BNB/USDT",
|
||||
"BTC/USDT",
|
||||
"DOGE/USDT",
|
||||
"DOT/USDT",
|
||||
"ETH/USDT",
|
||||
"LINK/USDT",
|
||||
"LTC/USDT",
|
||||
"PEPE/USDT",
|
||||
"SOL/USDT",
|
||||
"SUI/USDT",
|
||||
"TON/USDT",
|
||||
"TRB/USDT",
|
||||
"TRUMP/USDT",
|
||||
"TRX/USDT",
|
||||
"UNI/USDT",
|
||||
"WLD/USDT",
|
||||
"XLM/USDT",
|
||||
"XRP/USDT"
|
||||
],
|
||||
"pair_blacklist": [
|
||||
"OKB/USDT"
|
||||
]
|
||||
},
|
||||
"pairlists": [
|
||||
{
|
||||
"method": "StaticPairList"
|
||||
}
|
||||
],
|
||||
"order_types": {
|
||||
"entry": "limit",
|
||||
"exit": "limit",
|
||||
"stoploss": "limit",
|
||||
"stoploss_on_exchange": false
|
||||
},
|
||||
"order_time_in_force": {
|
||||
"entry": "gtc",
|
||||
"exit": "gtc"
|
||||
},
|
||||
"entry_pricing": {
|
||||
"price_side": "other",
|
||||
"use_order_book": false,
|
||||
"price_last_balance": 0
|
||||
},
|
||||
"exit_pricing": {
|
||||
"price_side": "other",
|
||||
"use_order_book": false
|
||||
},
|
||||
"freqai": {
|
||||
"enabled": true,
|
||||
"data_kitchen": {
|
||||
"fillna": "ffill"
|
||||
},
|
||||
"freqaimodel": "XGBoostRegressorMultiTarget",
|
||||
"purge_old_models": 2,
|
||||
"identifier": "live-freqai",
|
||||
"train_period_days": 18,
|
||||
"backtest_period_days": 2,
|
||||
"live_retrain_hours": 2,
|
||||
"outlier_detection": {
|
||||
"method": "IsolationForest",
|
||||
"contamination": 0.1
|
||||
},
|
||||
"feature_selection": {
|
||||
"method": "recursive_elimination"
|
||||
},
|
||||
"feature_parameters": {
|
||||
"include_timeframes": [
|
||||
"3m",
|
||||
"15m",
|
||||
"1h",
|
||||
"4h"
|
||||
],
|
||||
"include_corr_pairlist": [
|
||||
"ETH/USDT",
|
||||
"SOL/USDT"
|
||||
],
|
||||
"outlier_protection_percentage": 0.1,
|
||||
"label_period_candles": 100,
|
||||
"include_shifted_candles": 3,
|
||||
"DI_threshold": 0.5,
|
||||
"weight_factor": 0.9,
|
||||
"principal_component_analysis": false,
|
||||
"use_SVM_to_remove_outliers": true,
|
||||
"indicator_periods_candles": [
|
||||
10,
|
||||
20,
|
||||
50,
|
||||
100
|
||||
],
|
||||
"plot_feature_importances": 10
|
||||
},
|
||||
"data_split_parameters": {
|
||||
"test_size": 0.15,
|
||||
"shuffle": false
|
||||
},
|
||||
"model_training_parameters": {
|
||||
"n_estimators": 200,
|
||||
"learning_rate": 0.01,
|
||||
"max_depth": 6,
|
||||
"min_child_weight": 1,
|
||||
"subsample": 0.8,
|
||||
"colsample_bytree": 0.8,
|
||||
"verbosity": 0
|
||||
}
|
||||
},
|
||||
"fee": 0.0008,
|
||||
"api_server": {
|
||||
"enabled": true,
|
||||
"listen_ip_address": "0.0.0.0",
|
||||
"listen_port": 8080
|
||||
}
|
||||
}
|
||||
@ -0,0 +1,62 @@
|
||||
{
|
||||
"strategy_name": "FreqaiPrimer",
|
||||
"params": {
|
||||
"roi": {},
|
||||
"stoploss": {
|
||||
"stoploss": -0.14
|
||||
},
|
||||
"trailing": {
|
||||
"trailing_stop": true,
|
||||
"trailing_stop_positive": 0.0075,
|
||||
"trailing_stop_positive_offset": 0.0225,
|
||||
"trailing_only_offset_is_reached": false
|
||||
},
|
||||
"max_open_trades": {
|
||||
"max_open_trades": 5
|
||||
},
|
||||
"buy": {
|
||||
"add_position_callback": 0.043,
|
||||
"add_position_growth": 4.5,
|
||||
"add_position_multiplier": 1.15,
|
||||
"max_entry_adjustments": 4,
|
||||
"stake_divisor": 9.3,
|
||||
"bb_length": 30,
|
||||
"bb_lower_deviation": 1.01,
|
||||
"bb_std": 1.6,
|
||||
"bb_width_threshold": 0.016,
|
||||
"h1_max_candles": 213,
|
||||
"h1_max_consecutive_candles": 3,
|
||||
"h1_rapid_rise_threshold": 0.118,
|
||||
"min_condition_count": 3,
|
||||
"rsi_bull_threshold": 45,
|
||||
"rsi_length": 18,
|
||||
"rsi_oversold": 31,
|
||||
"stochrsi_bull_threshold": 31,
|
||||
"stochrsi_neutral_threshold": 27,
|
||||
"volume_multiplier": 1.2
|
||||
},
|
||||
"sell": {
|
||||
"exit_bb_upper_deviation": 0.99,
|
||||
"exit_volume_multiplier": 2.4,
|
||||
"roi_param_a": -6e-05,
|
||||
"roi_param_k": 108,
|
||||
"roi_param_t": 0.101,
|
||||
"rsi_overbought": 70
|
||||
},
|
||||
"protection": {}
|
||||
},
|
||||
"freqai": {
|
||||
"model_training_parameters": {
|
||||
"n_estimators": 400,
|
||||
"learning_rate": 0.01,
|
||||
"num_leaves": 40,
|
||||
"max_depth": 10,
|
||||
"min_data_in_leaf": 20,
|
||||
"feature_fraction": 0.8,
|
||||
"bagging_fraction": 0.8,
|
||||
"bagging_freq": 5
|
||||
}
|
||||
},
|
||||
"ft_stratparam_v": 1,
|
||||
"export_time": "2025-12-15 14:19:00.824138+00:00"
|
||||
}
|
||||
@ -0,0 +1,61 @@
|
||||
{
|
||||
"strategy_name": "FreqaiPrimer",
|
||||
"params": {
|
||||
"roi": {},
|
||||
"stoploss": {
|
||||
"stoploss": -0.14
|
||||
},
|
||||
"trailing": {
|
||||
"trailing_stop": true,
|
||||
"trailing_stop_positive": 0.0075,
|
||||
"trailing_stop_positive_offset": 0.0225,
|
||||
"trailing_only_offset_is_reached": false
|
||||
},
|
||||
"max_open_trades": {
|
||||
"max_open_trades": 5
|
||||
},
|
||||
"buy": {
|
||||
"add_position_callback": 0.043,
|
||||
"add_position_growth": 4.5,
|
||||
"add_position_multiplier": 1.15,
|
||||
"max_entry_adjustments": 4,
|
||||
"stake_divisor": 9.3,
|
||||
"bb_length": 30,
|
||||
"bb_lower_deviation": 1.01,
|
||||
"bb_std": 1.6,
|
||||
"bb_width_threshold": 0.016,
|
||||
"h1_max_candles": 213,
|
||||
"h1_max_consecutive_candles": 3,
|
||||
"h1_rapid_rise_threshold": 0.118,
|
||||
"min_condition_count": 3,
|
||||
"rsi_bull_threshold": 45,
|
||||
"rsi_length": 18,
|
||||
"rsi_oversold": 31,
|
||||
"stochrsi_bull_threshold": 31,
|
||||
"stochrsi_neutral_threshold": 27,
|
||||
"volume_multiplier": 1.2
|
||||
},
|
||||
"sell": {
|
||||
"exit_bb_upper_deviation": 0.99,
|
||||
"exit_volume_multiplier": 2.4,
|
||||
"roi_param_a": -6e-05,
|
||||
"roi_param_k": 108,
|
||||
"roi_param_t": 0.101,
|
||||
"rsi_overbought": 70
|
||||
},
|
||||
"protection": {}
|
||||
},
|
||||
"freqai": {
|
||||
"model_training_parameters": {
|
||||
"n_estimators": 200,
|
||||
"learning_rate": 0.01,
|
||||
"max_depth": 6,
|
||||
"min_child_weight": 1,
|
||||
"subsample": 0.8,
|
||||
"colsample_bytree": 0.8,
|
||||
"verbosity": 0
|
||||
}
|
||||
},
|
||||
"ft_stratparam_v": 1,
|
||||
"export_time": "2025-12-15 14:19:00.824138+00:00"
|
||||
}
|
||||
@ -190,8 +190,9 @@ hyperopt_config="${STRATEGY_NAME%.py}.json"
|
||||
echo "docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
|
||||
--logfile /freqtrade/user_data/logs/freqtrade.log \
|
||||
--freqaimodel $FREQAI_MODEL \
|
||||
--config /freqtrade/config_examples/freqaiprimer_${FREQAI_MODEL}.json \
|
||||
--config /freqtrade/config_examples/$CONFIG_FILE \
|
||||
--config /freqtrade/templates/freqaiprimer.json \
|
||||
--config /freqtrade/templates/freqaiprimer_${FREQAI_MODEL}.json \
|
||||
--strategy-path /freqtrade/templates \
|
||||
--strategy $STRATEGY_NAME \
|
||||
--timerange $START_DATE-$END_DATE \
|
||||
@ -202,8 +203,9 @@ echo "docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
|
||||
docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
|
||||
--logfile /freqtrade/user_data/logs/freqtrade.log \
|
||||
--freqaimodel $FREQAI_MODEL \
|
||||
--config /freqtrade/config_examples/freqaiprimer_${FREQAI_MODEL}.json \
|
||||
--config /freqtrade/config_examples/$CONFIG_FILE \
|
||||
--config /freqtrade/templates/freqaiprimer.json \
|
||||
--config /freqtrade/templates/freqaiprimer_${FREQAI_MODEL}.json \
|
||||
--strategy-path /freqtrade/templates \
|
||||
--enable-protections \
|
||||
--strategy $STRATEGY_NAME \
|
||||
|
||||
@ -307,7 +307,8 @@ docker run -d --restart=always \
|
||||
--dry-run \
|
||||
--freqaimodel $FREQAI_MODEL \
|
||||
--config /freqtrade/config_examples/$CONFIG_FILE \
|
||||
--config /freqtrade/config_examples/dryrun.json \
|
||||
--config /freqtrade/templates/freqaiprimer_${FREQAI_MODEL}.json \
|
||||
--config /freqtrade/config_examples/dryrun_${FREQAI_MODEL}.json \
|
||||
--strategy $STRATEGY_NAME \
|
||||
--fee 0.0008 \
|
||||
--strategy-path /freqtrade/templates
|
||||
|
||||
@ -359,8 +359,9 @@ docker run -d --restart=always \
|
||||
--freqaimodel $FREQAI_MODEL \
|
||||
--fee 0.0008 \
|
||||
--config /freqtrade/config_examples/$CONFIG_FILE \
|
||||
--config /freqtrade/templates/freqaiprimer_${FREQAI_MODEL}.json \
|
||||
--config /freqtrade/templates/${PARAMS_NAME}.json \
|
||||
--config /freqtrade/config_examples/live.json \
|
||||
--config /freqtrade/config_examples/live_${FREQAI_MODEL}.json \
|
||||
--strategy $STRATEGY_NAME \
|
||||
--strategy-path /freqtrade/templates
|
||||
RUN_RESULT=$?
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user