From eeec332ea4a8a5dc128855bc21e31247176f681c Mon Sep 17 00:00:00 2001 From: "zhangkun9038@dingtalk.com" Date: Fri, 6 Jun 2025 07:10:14 +0800 Subject: [PATCH] 0520-0525: 1006 --- config_examples/freqaiprimer.json | 15 ++++++++++----- tools/backtest.sh | 4 ++-- tools/dryrun.sh | 4 ++-- tools/hyperopt.sh | 4 ++-- 4 files changed, 16 insertions(+), 11 deletions(-) diff --git a/config_examples/freqaiprimer.json b/config_examples/freqaiprimer.json index 11f92eb4..960f003b 100644 --- a/config_examples/freqaiprimer.json +++ b/config_examples/freqaiprimer.json @@ -100,6 +100,7 @@ 20, 50 ], + "outlier_protection_percentage": 0.15, "plot_feature_importances": 10 }, "data_split_parameters": { @@ -107,11 +108,15 @@ "shuffle": false }, "model_training_parameters": { - "n_estimators": 60, - "learning_rate": 0.1, - "num_leaves": 31, - "verbose": 1, - "max_depth": 4 + "n_estimators": 400, + "learning_rate": 0.03, + "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": { diff --git a/tools/backtest.sh b/tools/backtest.sh index 3e4ddf11..a2356a1b 100755 --- a/tools/backtest.sh +++ b/tools/backtest.sh @@ -38,7 +38,7 @@ hyperopt_config="${STRATEGY_NAME%.py}.json" echo "docker-compose run --rm freqtrade backtesting \ --logfile /freqtrade/user_data/logs/freqtrade.log \ - --freqaimodel XGBoostRegressorMultiTarget \ + --freqaimodel LightGBMRegressorMultiTarget \ --config /freqtrade/config_examples/$CONFIG_FILE \ --strategy-path /freqtrade/templates \ --config /freqtrade/templates/${PARAMS_NAME}.json \ @@ -49,7 +49,7 @@ echo "docker-compose run --rm freqtrade backtesting \ #LightGBMRegressorMultiTarget docker-compose run --rm freqtrade backtesting \ --logfile /freqtrade/user_data/logs/freqtrade.log \ - --freqaimodel XGBoostRegressorMultiTarget \ + --freqaimodel LightGBMRegressorMultiTarget \ --config /freqtrade/config_examples/$CONFIG_FILE \ --strategy-path /freqtrade/templates \ --config /freqtrade/templates/${PARAMS_NAME}.json \ diff --git a/tools/dryrun.sh b/tools/dryrun.sh index e234e84e..1d7bb864 100755 --- a/tools/dryrun.sh +++ b/tools/dryrun.sh @@ -75,7 +75,7 @@ echo "docker-compose run -d --rm --name freqtrade-dryrun-${GIT_COMMIT_SHORT} -p --logfile /freqtrade/user_data/logs/freqtrade.log \ --db-url sqlite:////freqtrade/user_data/tradesv3.sqlite \ --dry-run \ - --freqaimodel XGBoostRegressorMultiTarget \ + --freqaimodel LightGBMRegressorMultiTarget \ --config /freqtrade/config_examples/$CONFIG_FILE \ --config /freqtrade/templates/${PARAMS_NAME}.json \ --strategy $STRATEGY_NAME \ @@ -87,7 +87,7 @@ docker-compose run -d --rm --name freqtrade-dryrun-${GIT_COMMIT_SHORT} -p 8080:8 --logfile /freqtrade/user_data/logs/freqtrade.log \ --db-url sqlite:////freqtrade/user_data/tradesv3.sqlite \ --dry-run \ - --freqaimodel XGBoostRegressorMultiTarget \ + --freqaimodel LightGBMRegressorMultiTarget \ --config /freqtrade/config_examples/$CONFIG_FILE \ --config /freqtrade/templates/${PARAMS_NAME}.json \ --strategy $STRATEGY_NAME \ diff --git a/tools/hyperopt.sh b/tools/hyperopt.sh index d6b77a9c..8febc34e 100755 --- a/tools/hyperopt.sh +++ b/tools/hyperopt.sh @@ -35,7 +35,7 @@ rm -fr ./user_data/dryrun_results/* #docker-compose -f docker-compose_backtest.yml run --rm freqtrade >output.log 2>&1 echo "docker-compose run --rm freqtrade hyperopt \ --logfile /freqtrade/user_data/logs/freqtrade.log \ - --freqaimodel XGBoostRegressorMultiTarget \ + --freqaimodel LightGBMRegressorMultiTarget \ --strategy $STRATEGY_NAME \ --config /freqtrade/config_examples/$CONFIG_FILE \ --config /freqtrade/templates/${PARAMS_NAME}.json \ @@ -47,7 +47,7 @@ echo "docker-compose run --rm freqtrade hyperopt \ --fee 0.0016" docker-compose run --rm freqtrade hyperopt \ --logfile /freqtrade/user_data/logs/freqtrade.log \ - --freqaimodel XGBoostRegressorMultiTarget \ + --freqaimodel LightGBMRegressorMultiTarget \ --strategy $STRATEGY_NAME \ --config /freqtrade/config_examples/$CONFIG_FILE \ --config /freqtrade/templates/${PARAMS_NAME}.json \