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zhangkun9038@dingtalk.com 2025-05-01 18:02:14 +08:00
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commit ef3b1045b2
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freqtrade/templates/MLBasedSentimentStrategy.py
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@ -20,6 +20,11 @@ class MLBasedSentimentStrategy(IStrategy):
# 市场情绪参数 # 市场情绪参数
sentiment_weight = DecimalParameter(low=0.1, high=0.9, default=0.5, space="buy", optimize=True, load=True) sentiment_weight = DecimalParameter(low=0.1, high=0.9, default=0.5, space="buy", optimize=True, load=True)
# ROI 参数
roi_0 = DecimalParameter(low=0.01, high=0.2, default=0.05, space="buy", optimize=True, load=True)
roi_15 = DecimalParameter(low=0.01, high=0.15, default=0.03, space="buy", optimize=True, load=True)
roi_30 = DecimalParameter(low=0.01, high=0.1, default=0.02, space="buy", optimize=True, load=True)
def feature_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: dict, **kwargs) -> DataFrame: def feature_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: dict, **kwargs) -> DataFrame:
# 保留关键的技术指标 # 保留关键的技术指标
dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)