diff --git a/config_examples/freqaiprimer.json b/config_examples/freqaiprimer.json index 4d28854e..80da78d6 100644 --- a/config_examples/freqaiprimer.json +++ b/config_examples/freqaiprimer.json @@ -3,6 +3,7 @@ "redis": { "url": "redis://192.168.1.215:6379/0" }, + "enable_strategy_logs": true, "trading_mode": "spot", "margin_mode": "isolated", "max_open_trades": 5, diff --git a/config_examples/nolog.json b/config_examples/nolog.json new file mode 100644 index 00000000..a639c271 --- /dev/null +++ b/config_examples/nolog.json @@ -0,0 +1,4 @@ +{ + "enable_strategy_logs": false + +} \ No newline at end of file diff --git a/freqtrade/templates/freqaiprimer.py b/freqtrade/templates/freqaiprimer.py index 132c3ba0..678ad7c2 100644 --- a/freqtrade/templates/freqaiprimer.py +++ b/freqtrade/templates/freqaiprimer.py @@ -225,29 +225,29 @@ class FreqaiPrimer(IStrategy): can_short = False # 禁用做空 # 自定义指标参数 - 使用Hyperopt可优化参数 - bb_length = IntParameter(10, 30, default=20, optimize=True, load=True, space='buy') - bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=True, load=True, space='buy') - rsi_length = IntParameter(7, 21, default=14, optimize=True, load=True, space='buy') - rsi_oversold = IntParameter(30, 50, default=42, optimize=True, load=True, space='buy') + bb_length = IntParameter(10, 30, default=20, optimize=False, load=True, space='buy') + bb_std = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=False, load=True, space='buy') + rsi_length = IntParameter(7, 21, default=14, optimize=False, load=True, space='buy') + rsi_oversold = IntParameter(30, 50, default=42, optimize=False, load=True, space='buy') # 入场条件阈值参数 - bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.03, optimize=True, load=True, space='buy') - rsi_bull_threshold = IntParameter(45, 55, default=50, optimize=True, load=True, space='buy') - stochrsi_bull_threshold = IntParameter(30, 40, default=35, optimize=True, load=True, space='buy') - stochrsi_neutral_threshold = IntParameter(20, 30, default=25, optimize=True, load=True, space='buy') - volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.5, optimize=True, load=True, space='buy') - bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.02, optimize=True, load=True, space='buy') - min_condition_count = IntParameter(2, 4, default=3, optimize=True, load=True, space='buy') + bb_lower_deviation = DecimalParameter(1.01, 1.05, decimals=2, default=1.03, optimize=False, load=True, space='buy') + rsi_bull_threshold = IntParameter(45, 55, default=50, optimize=False, load=True, space='buy') + stochrsi_bull_threshold = IntParameter(30, 40, default=35, optimize=False, load=True, space='buy') + stochrsi_neutral_threshold = IntParameter(20, 30, default=25, optimize=False, load=True, space='buy') + volume_multiplier = DecimalParameter(1.2, 2.0, decimals=1, default=1.5, optimize=False, load=True, space='buy') + bb_width_threshold = DecimalParameter(0.01, 0.03, decimals=3, default=0.02, optimize=False, load=True, space='buy') + min_condition_count = IntParameter(2, 4, default=3, optimize=False, load=True, space='buy') # 剧烈拉升检测参数 - 使用Hyperopt可优化参数 - h1_max_candles = IntParameter(100, 300, default=200, optimize=True, load=True, space='buy') - h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.11, optimize=True, load=True, space='buy') - h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=True, load=True, space='buy') + h1_max_candles = IntParameter(100, 300, default=200, optimize=False, load=True, space='buy') + h1_rapid_rise_threshold = DecimalParameter(0.05, 0.15, decimals=3, default=0.11, optimize=Fal se, load=True, space='buy') + h1_max_consecutive_candles = IntParameter(1, 4, default=2, optimize=False, load=True, space='buy') # 入场间隔控制参数（分钟） - entry_interval_minutes = IntParameter(20, 200, default=42, optimize=True, load=True, space='buy') + entry_interval_minutes = IntParameter(20, 200, default=42, optimize=False, load=True, space='buy') # ML 审核官：entry_signal 拒绝入场的阈值（越高越宽松，越低越严格） ml_entry_signal_threshold = DecimalParameter(0.05, 0.85, decimals=2, default=0.55, optimize=True, load=True, space='buy') @@ -259,7 +259,7 @@ class FreqaiPrimer(IStrategy): freqai_entry_up_percent = DecimalParameter(0.3, 2.0, decimals=2, default=0.5, optimize=True, load=True, space='buy') # FreqAI 标签定义：exit_signal 的洛底下跌幅度（%） - freqai_exit_down_percent = DecimalParameter(0.3, 2.0, decimals=2, default=0.5, optimize=True, load=True, space='buy') + freqai_exit_down_percent = DecimalParameter(0.3, 2.0, decimals=2, default=0.5, optimize=Truw, load=True, space='buy') # 定义可优化参数 # 初始入场金额: 75.00 @@ -280,20 +280,30 @@ class FreqaiPrimer(IStrategy): stake_divisor = DecimalParameter(2.0, 12.0, decimals=2, default=9.3, optimize=False, load=True, space='buy') # 加仓金额分母（小数类型，保留2位小数） # 线性ROI参数 - 用于线性函数: y = (a * (x + k)) + t - roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.0001, optimize=True, load=True, space='sell') # 系数a - roi_param_k = IntParameter(20, 150, default=50, optimize=True, load=True, space='sell') # 偏移量k - roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.06, optimize=True, load=True, space='sell') # 常数项t + roi_param_a = DecimalParameter(-0.0002, -0.00005, decimals=5, default=-0.0001, optimize=False, load=True, space='sell') # 系数a + roi_param_k = IntParameter(20, 150, default=50, optimize=False, load=True, space='sell') # 偏移量k + roi_param_t = DecimalParameter(0.02, 0.18, decimals=3, default=0.06, optimize=False, load=True, space='sell') # 常数项t # 出场条件阈值参数 - exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1.0, optimize=True, load=True, space='sell') - exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=True, load=True, space='sell') + exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=1.0, optimize=False, load=True, space='sell') + exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=2.0, optimize=False, load=True, space='sell') - rsi_overbought = IntParameter(50, 70, default=58, optimize=True, load=True, space='sell') + rsi_overbought = IntParameter(50, 70, default=58, optimize=False, load=True, space='sell') def informative_pairs(self): pairs = self.dp.current_whitelist() return [(pair, '15m') for pair in pairs] + [(pair, '1h') for pair in pairs] + def log_info(self, message: str): + """ + 条件化的 INFO 日志输出，通过 config 中的 enable_strategy_logs 控制 + 用法：self.log_info(f"[{pair}] 一些信息") + """ + # 从 config 中读取日志开关，默认开启 + enable_logs = self.config.get('enable_strategy_logs', True) + if enable_logs: + logger.info(message) + def _validate_dataframe_columns(self, dataframe: DataFrame, required_columns: list, metadata: dict): """ 验证数据框中是否包含所有需要的列。 @@ -808,17 +818,17 @@ class FreqaiPrimer(IStrategy): allow_trade = False # 检查2：检查是否处于剧烈拉升的不稳固区域 - if allow_trade: - is_unstable_region = self.detect_h1_rapid_rise(pair) - if is_unstable_region: - #logger.info(f"[{pair}] 由于检测到剧烈拉升，取消入场交易") - allow_trade = False + # if allow_trade: + # is_unstable_region = self.detect_h1_rapid_rise(pair) + # if is_unstable_region: + # #logger.info(f"[{pair}] 由于检测到剧烈拉升，取消入场交易") + # allow_trade = False # 检查3：ML 审核官（FreqAI 过滤低质量入场） # 逻辑：用 entry_signal 概率来判断——若"容易上涨概率"低，则拒绝入场 if allow_trade: try: - df, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) + df, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe if len(df) > 0: last_row = df.iloc[-1] entry_prob = None @@ -843,10 +853,10 @@ class FreqaiPrimer(IStrategy): entry_prob = max(0.0, min(1.0, entry_prob)) entry_threshold = self.ml_entry_signal_threshold.value if entry_prob < entry_threshold: - logger.info(f"[{pair}] ML 审核官拒绝入场: entry_signal 概率 {entry_prob:.2f} < 阈值 {entry_threshold:.2f}（上涨概率低，不宜入场）") + self.log_info(f"[{pair}] ML 审核官拒绝入场: entry_signal 概率 {entry_prob:.2f} < 阈值 {entry_threshold:.2f}（上涨概率低，不宜入场）") allow_trade = False else: - logger.info(f"[{pair}] ML 审核官允许入场: entry_signal 概率 {entry_prob:.2f} >= 阈值 {entry_threshold:.2f}") + self.log_info(f"[{pair}] ML 审核官允许入场: entry_signal 概率 {entry_prob:.2f} >= 阈值 {entry_threshold:.2f}") except Exception as e: logger.warning(f"[{pair}] ML 审核官检查失败，忽略 ML 过滤: {e}") diff --git a/tools/hyperopt_org.sh b/tools/hyperopt_org.sh index 6c1f5a23..73b67332 100755 --- a/tools/hyperopt_org.sh +++ b/tools/hyperopt_org.sh @@ -494,6 +494,7 @@ docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \ --strategy $STRATEGY_CLASS_NAME \ --config /freqtrade/config_examples/$CONFIG_FILE \ --config /freqtrade/templates/${PARAMS_NAME}.json \ + --config /freqtrade/config_example/nolog.json \ --enable-protections \ --strategy-path /freqtrade/templates \ --timerange ${START_DATE}-${END_DATE} \