放宽参数空间

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zhangkun9038@dingtalk.com 2025-11-20 09:38:04 +08:00
parent 9cb9a86c5f
commit eb5e561818

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@ -106,28 +106,28 @@ class FreqaiPrimer(IStrategy):
# [/propertiesGrp]
# [propertiesGrp id="4" name="第四轮优化" epochs="100" space="buy" description="加仓精准度与金额管理"]
add_rsi_oversold_threshold = IntParameter(20, 35, default=25, optimize=True, load=True, space='buy') # 加仓RSI超卖阈值
add_stochrsi_oversold = IntParameter(10, 25, default=15, optimize=True, load=True, space='buy') # 加仓StochRSI超卖阈值
add_bb_lower_proximity = DecimalParameter(0.95, 1.02, decimals=3, default=0.98, optimize=True, load=True, space='buy') # 加仓布林带下轨接近度
add_position_decrease_ratio = DecimalParameter(0.5, 1.0, decimals=2, default=0.75, optimize=True, load=True, space='buy') # 加仓金额递减比例
max_entry_adjustments = IntParameter(2, 5, default=4, optimize=True, load=True, space='buy') # 最大加仓次数
adjust_multiplier = DecimalParameter(0.05, 0.6, decimals=2, default=0.59, optimize=True, load=True, space='buy') # 加仓金额系数
add_rsi_oversold_threshold = IntParameter(15, 40, default=25, optimize=True, load=True, space='buy') # 加仓RSI超卖阈值(扩大范围)
add_stochrsi_oversold = IntParameter(5, 30, default=15, optimize=True, load=True, space='buy') # 加仓StochRSI超卖阈值(扩大范围)
add_bb_lower_proximity = DecimalParameter(0.90, 1.10, decimals=3, default=0.98, optimize=True, load=True, space='buy') # 加仓布林带下轨接近度(扩大范围)
add_position_decrease_ratio = DecimalParameter(0.4, 1.0, decimals=2, default=0.75, optimize=True, load=True, space='buy') # 加仓金额递减比例(扩大范围)
max_entry_adjustments = IntParameter(1, 6, default=4, optimize=True, load=True, space='buy') # 最大加仓次数(扩大范围)
adjust_multiplier = DecimalParameter(0.03, 0.8, decimals=2, default=0.59, optimize=True, load=True, space='buy') # 加仓金额系数(扩大范围)
# [/propertiesGrp]
# [propertiesGrp id="5" name="第五轮优化" epochs="110" space="sell" description="出场条件与分级止盈"]
exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=0.99, optimize=True, load=True, space='sell') # 出场BB上轨偏差
exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.2, optimize=True, load=True, space='sell') # 出场成交量倍数
exit_rsi_threshold = IntParameter(55, 70, default=58, optimize=True, load=True, space='sell') # 出场RSI超买阈值
exit_profit_tier1 = DecimalParameter(0.03, 0.08, decimals=3, default=0.05, optimize=True, load=True, space='sell') # 第1级止盈利润
exit_reduce_tier1 = DecimalParameter(0.3, 0.6, decimals=2, default=0.5, optimize=True, load=True, space='sell') # 第1级减仓比例
exit_profit_tier2 = DecimalParameter(0.08, 0.15, decimals=3, default=0.10, optimize=True, load=True, space='sell') # 第2级止盈利润
exit_reduce_tier2 = DecimalParameter(0.2, 0.4, decimals=2, default=0.3, optimize=True, load=True, space='sell') # 第2级减仓比例
exit_bb_upper_deviation = DecimalParameter(0.95, 1.05, decimals=2, default=0.99, optimize=True, load=True, space='sell') # 出场BB上轨偏差(扩大范围)
exit_volume_multiplier = DecimalParameter(1.2, 4.0, decimals=1, default=2.2, optimize=True, load=True, space='sell') # 出场成交量倍数(扩大范围)
exit_rsi_threshold = IntParameter(50, 75, default=58, optimize=True, load=True, space='sell') # 出场RSI超买阈值(扩大范围)
exit_profit_tier1 = DecimalParameter(0.02, 0.12, decimals=3, default=0.05, optimize=True, load=True, space='sell') # 第1级止盈利润(扩大范围)
exit_reduce_tier1 = DecimalParameter(0.2, 0.7, decimals=2, default=0.5, optimize=True, load=True, space='sell') # 第1级减仓比例(扩大范围)
exit_profit_tier2 = DecimalParameter(0.05, 0.20, decimals=3, default=0.10, optimize=True, load=True, space='sell') # 第2级止盈利润(扩大范围)
exit_reduce_tier2 = DecimalParameter(0.1, 0.5, decimals=2, default=0.3, optimize=True, load=True, space='sell') # 第2级减仓比例(扩大范围)
# [/propertiesGrp]
# [propertiesGrp id="6" name="第六轮优化" epochs="60" space="sell" description="减仓与风险管理"]
reduce_profit_base = DecimalParameter(0.05, 0.12, default=0.05, space='sell', optimize=True) # 减仓基础盈利阈值
reduce_coefficient = DecimalParameter(0.1, 0.6, default=0.289, space='sell', optimize=True) # 减仓金额系数
max_reduce_adjustments = IntParameter(1, 3, default=3, space='sell', optimize=True) # 最大减仓次数
reduce_profit_base = DecimalParameter(0.03, 0.15, default=0.05, space='sell', optimize=True) # 减仓基础盈利阈值(扩大范围)
reduce_coefficient = DecimalParameter(0.05, 0.8, default=0.289, space='sell', optimize=True) # 减仓金额系数(扩大范围)
max_reduce_adjustments = IntParameter(1, 5, default=3, space='sell', optimize=True) # 最大减仓次数(扩大范围)
# [/propertiesGrp]
# [/propertiesGrp_List]-----------------------------------------------------------------------------------------------------------------------------