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backtest支持参数化使用其他策略

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zhangkun9038@dingtalk.com 2025-10-14 00:40:04 +08:00
parent 1dfdf2ac70
commit eb7ffa8348
1 changed files with 12 additions and 19 deletions
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31
tools/backtest.sh
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@ -205,31 +205,26 @@ if [ -n "$CONFIG_ARG" ]; then
echo "Overriding config with command line parameter: $CONFIG_FILE"
fi
# 检查指定的配置文件是否存在，如果不存在则使用默认配置
echo "Checking config file: freqtrade/templates/$CONFIG_FILE"
if [ ! -f "../freqtrade/templates/$CONFIG_FILE" ]; then
echo "Warning: Config file freqtrade/templates/$CONFIG_FILE not found, using default configuration"
CONFIG_FILE="basic.json"
else
echo "Config file found: freqtrade/templates/$CONFIG_FILE"
fi
cd ../
source .venv/bin/activate
rm -rf user_data/models/*
rm -rf ./freqtrade/user_data/data/backtest_results/*
rm -fr ./user_data/dryrun_results/*
rm result/*
# 根据策略名称确定对应的配置文件
# 每个策略类对应两个配置文件：
# 1. 策略文件 (.py) 在 freqtrade/templates/ 目录下
# 2. 配置文件 (.json) 在 config_examples/ 和 freqtrade/templates/ 目录下
STRATEGY_CONFIG_FILE="${STRATEGY_NAME%.py}.json"
# 检查配置文件是否存在，如果不存在则使用默认配置
if [ ! -f "../config_examples/$STRATEGY_CONFIG_FILE" ]; then
echo "Warning: Strategy config file ../config_examples/$STRATEGY_CONFIG_FILE not found, using default configuration"
STRATEGY_CONFIG_FILE="basic.json"
fi
rm -f result/*
echo "docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
--logfile /freqtrade/user_data/logs/freqtrade.log \
--freqaimodel LightGBMRegressorMultiTarget \
--config /freqtrade/config_examples/$CONFIG_FILE \
--config /freqtrade/config_examples/$STRATEGY_CONFIG_FILE \
--config /freqtrade/templates/$STRATEGY_CONFIG_FILE \
--config /freqtrade/templates/$CONFIG_FILE \
--strategy-path /freqtrade/templates \
--strategy $STRATEGY_NAME \
--timerange $START_DATE-$END_DATE \
@ -240,9 +235,7 @@ echo "docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
--logfile /freqtrade/user_data/logs/freqtrade.log \
--freqaimodel LightGBMRegressorMultiTarget \
--config /freqtrade/config_examples/$CONFIG_FILE \
--config /freqtrade/config_examples/$STRATEGY_CONFIG_FILE \
--config /freqtrade/templates/$STRATEGY_CONFIG_FILE \
--config /freqtrade/templates/$CONFIG_FILE \
--strategy-path /freqtrade/templates \
--enable-protections \
--strategy $STRATEGY_NAME \