跟特征数量没关系

config_examples/config_freqai.okx.json

@@ -78,7 +78,7 @@
             "include_corr_pairlist": ["BTC/USDT"],
             "label_period_candles": 10,
             "include_shifted_candles": 1,
-            "DI_threshold": 0.3,
+            "DI_threshold": 1.5,
             "weight_factor": 0.9,
             "principal_component_analysis": false,
             "use_SVM_to_remove_outliers": false,

freqtrade/templates/FreqaiExampleStrategy.py

@@ -179,9 +179,10 @@ class FreqaiExampleStrategy(IStrategy):
             label_period = self.freqai_info["feature_parameters"]["label_period_candles"]
 
             # 生成更复杂的目标变量 up_or_down
-            dataframe["up_or_down"] = np.where(
-                dataframe["close"].shift(-label_period) > dataframe["close"], 1, 0
-            )
+        # Ensure the target variable is reshaped correctly
+        dataframe["up_or_down"] = np.where(
+            dataframe["close"].shift(-label_period) > dataframe["close"], 1, 0
+        ).reshape(-1, 1)  # Reshape to 2D array
 
             # 生成 %-volatility 特征
             dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20).std()
@@ -202,6 +203,8 @@ class FreqaiExampleStrategy(IStrategy):
             logger.error(f"创建 FreqAI 目标失败：{str(e)}")
             raise
 
+        # Log the shape of the target variable for debugging
+        logger.info(f"目标列形状：{dataframe['up_or_down'].shape}")
         logger.info(f"目标列预览：\n{dataframe[['up_or_down', '&-buy_rsi']].head().to_string()}")
         return dataframe