hyperopt_org 使用静态币对列表
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@ -243,7 +243,7 @@ docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \
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--enable-protections \
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--strategy-path /freqtrade/templates \
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--timerange ${START_DATE}-${END_DATE} \
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-e 400 \
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-e 500 \
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-j 4 \
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--hyperopt-loss SharpeHyperOptLossDaily \
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--spaces buy sell \
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172
tools/hyperopt_org.sh
Executable file
172
tools/hyperopt_org.sh
Executable file
@ -0,0 +1,172 @@
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#!/bin/bash
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# 检查 .env 文件
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if [ ! -f ".env" ]; then
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echo "⚠️ 本地缺少 .env 文件,请创建并配置。示例内容如下:"
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echo ""
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echo "STRATEGY_NAME=TheForceV7"
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echo "CONFIG_FILE=basic.json"
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echo "TEST_BRANCH=theforce-noai-test"
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echo "DRYRUN_BRANCH=theforce-noai-dryrun"
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echo ""
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exit 1
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fi
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# 加载 .env 文件中的变量
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export $(grep -v '^#' .env | xargs)
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# 设置默认值
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STRATEGY_NAME=${STRATEGY_NAME:-TheForceV7}
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CONFIG_FILE=${CONFIG_FILE:-basic.json}
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echo "Using strategy: $STRATEGY_NAME"
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echo "Using config: $CONFIG_FILE"
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echo "Using testBranch: $TEST_BRANCH"
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# Function to extract the value of a parameter
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get_param_value() {
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local param="$1"
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shift
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local args=("$@")
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local i=0
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while [ $i -lt ${#args[@]} ]; do
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case "${args[$i]}" in
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$param=*)
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echo "${args[$i]#*=}"
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return 0
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;;
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$param)
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# Check if the next argument exists and does not start with a dash
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if [ $((i + 1)) -lt ${#args[@]} ] && [[ "${args[$((i + 1))]}" != -* ]]; then
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echo "${args[$((i + 1))]}"
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return 0
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else
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echo "Error: Missing value for parameter $param" >&2
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exit 1
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fi
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;;
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esac
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i=$((i + 1))
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done
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return 0
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}
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# Check if we have named parameters
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HAS_NAMED_PARAMS=false
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for arg in "$@"; do
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if [[ "$arg" == --* ]]; then
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HAS_NAMED_PARAMS=true
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break
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fi
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done
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# Initialize variables
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START_DATE_RAW=""
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END_DATE_RAW=""
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PAIRS_ARG=""
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PAIR_REMOTE_LIST_URL=""
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# Parse parameters based on whether we have named parameters
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if [ "$HAS_NAMED_PARAMS" = true ]; then
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# Use named parameter parsing
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START_DATE_RAW=$(get_param_value "--start-date" "$@")
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END_DATE_RAW=$(get_param_value "--end-date" "$@")
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PAIRS_ARG=$(get_param_value "--pairs" "$@")
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PAIR_REMOTE_LIST_URL=$(get_param_value "--pairRemoteList" "$@")
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else
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# Use positional parameter parsing
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if [ $# -gt 0 ]; then
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START_DATE_RAW="$1"
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fi
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if [ $# -gt 1 ]; then
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END_DATE_RAW="$2"
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fi
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if [ $# -gt 2 ]; then
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THIRD_PARAM="$3"
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# Check if it's a URL
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if [[ "$THIRD_PARAM" == http://* ]] || [[ "$THIRD_PARAM" == https://* ]]; then
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PAIR_REMOTE_LIST_URL="$THIRD_PARAM"
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echo "Detected URL parameter: $PAIR_REMOTE_LIST_URL"
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# Check if it's a pair like "*/USDT"
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elif [[ "$THIRD_PARAM" == */USDT ]] || [[ "$THIRD_PARAM" == */BUSD ]] || [[ "$THIRD_PARAM" == */USDC ]]; then
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PAIRS_ARG="$THIRD_PARAM"
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echo "Detected pair parameter: $PAIRS_ARG"
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else
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echo "Warning: Third parameter '$THIRD_PARAM' is neither a URL nor a pair"
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fi
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fi
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fi
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# Set default values if parameters not provided
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if [ -z "$START_DATE_RAW" ]; then
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START_DATE_RAW=$(date -d "2 days ago" +"%Y-%m-%d %H:%M:%S")
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fi
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if [ -z "$END_DATE_RAW" ]; then
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END_DATE_RAW=$(date -d "tomorrow" +"%Y-%m-%d %H:%M:%S")
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fi
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# Parse dates
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if [[ "$START_DATE_RAW" == *" "* ]]; then
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START_DATE=$(date -d "$START_DATE_RAW" +"%s")
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else
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# 兼容旧格式:20250616 -> 转换为 2025-06-16 00:00:00 再转为时间戳
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START_DATE=$(date -d "${START_DATE_RAW:0:4}-${START_DATE_RAW:4:2}-${START_DATE_RAW:6:2} 00:00:00" +"%s")
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fi
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if [[ "$END_DATE_RAW" == *" "* ]]; then
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END_DATE=$(date -d "$END_DATE_RAW" +"%s")
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else
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END_DATE=$(date -d "${END_DATE_RAW:0:4}-${END_DATE_RAW:4:2}-${END_DATE_RAW:6:2} 00:00:00" +"%s")
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fi
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# Format end_date for URL parameter (YYYY-MM-DD format)
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END_DATE_FORMATTED=$(date -d "@$END_DATE" "+%Y-%m-%d")
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# 处理交易对参数:优先级为 --pairRemoteList > --pairs > 默认值
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# 使用 --pairs 参数提供的交易对
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PAIRS_FLAG="--pairs $PAIRS_ARG"
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echo "Using pairs from --pairs parameter: $PAIRS_ARG"
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echo "Number of pairs: $(echo "$PAIRS_ARG" | wc -w)"
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# 使用默认的交易对列表
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DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT DOGE/USDT WCT/USDT TRUMP/USDT SUI/USDT PEPE/USDT TRB/USDT MASK/USDT UNI/USDT KAITO/USDT"
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PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
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echo "Using default pairs: $DEFAULT_PAIRS"
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cd ../
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source .venv/bin/activate
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rm -rf user_data/models/*
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rm -rf ./freqtrade/user_data/data/backtest_results/*
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rm -fr ./user_data/dryrun_results/*
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rm result/*
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PARAMS_NAME=freqaiprimer
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hyperopt_config="${STRATEGY_NAME%.py}.json"
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echo "docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \
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--logfile /freqtrade/user_data/logs/freqtrade.log \
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--freqaimodel LightGBMRegressorMultiTarget \
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--strategy $STRATEGY_NAME \
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--config /freqtrade/config_examples/$CONFIG_FILE \
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--config /freqtrade/templates/${PARAMS_NAME}.json \
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--enable-protections \
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--strategy-path /freqtrade/templates \
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--timerange ${START_DATE}-${END_DATE} \
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-e 100 \
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-j 4 \
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--hyperopt-loss ShortTradeDurHyperOptLoss \
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--spaces buy sell trailing \
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--fee 0.0016"
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docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \
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--logfile /freqtrade/user_data/logs/freqtrade.log \
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--freqaimodel LightGBMRegressorMultiTarget \
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--strategy $STRATEGY_NAME \
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--config /freqtrade/config_examples/$CONFIG_FILE \
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--config /freqtrade/templates/${PARAMS_NAME}.json \
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--enable-protections \
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--strategy-path /freqtrade/templates \
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--timerange ${START_DATE}-${END_DATE} \
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-e 500 \
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-j 4 \
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--hyperopt-loss SharpeHyperOptLossDaily \
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--spaces buy sell \
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--fee 0.0016
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