4个月盈利58%, 目前最高盈利; stake_amount改成自动随amount成比例更新

config_examples/freqaiprimer.json

@@ -7,14 +7,14 @@
     "margin_mode": "isolated",
     "max_open_trades": 5,
     "stake_currency": "USDT",
-    "stake_amount": 75,
+    "stake_amount": 91,
     "tradable_balance_ratio": 1,
     "process_only_new_candles": false,
     "fiat_display_currency": "USD",
     "dry_run": true,
     "timeframe": "3m",
     "additional_timeframes": ["4h"],
-    "dry_run_wallet": 2000,
+    "dry_run_wallet": 2450,
     "cancel_open_orders_on_exit": true,
     "stoploss": -0.14,
     "max_entry_position_adjustment": 3,

doc/mark.md

@@ -56,3 +56,4 @@
 │ Drawdown End                │ 2025-05-24 17:27:00 │
 │ Market change               │ 0.81%               │
 └─────────────────────────────┴─────────────────────┘
+

freqtrade/templates/freqaiprimer.json

@@ -15,23 +15,24 @@
       "max_open_trades": 5
     },
     "buy": {
-      "add_position_callback": 0.053,
-      "bb_length": 13,
-      "bb_lower_deviation": 1.04,
       "bb_std": 3.0,
       "bb_width_threshold": 0.012,
       "h1_max_candles": 200,
       "h1_max_consecutive_candles": 3,
-      "h1_rapid_rise_threshold": 0.064,
       "max_entry_adjustments": 4,
-      "min_condition_count": 2,
       "rsi_bull_threshold": 54,
       "rsi_length": 16,
-      "rsi_oversold": 47,
       "stochrsi_bull_threshold": 36,
-      "stochrsi_neutral_threshold": 30,
       "volume_multiplier": 1.6,
-      "stake_divisor": 2.719
+      "add_position_callback": 0.053,
+      "bb_length": 14,
+      "bb_lower_deviation": 1.05,
+      "h1_rapid_rise_threshold": 0.065,
+      "min_condition_count": 2,
+      "rsi_oversold": 42,
+      "stake_divisor": 2.793,
+      "step_coefficient": 1.45,
+      "stochrsi_neutral_threshold": 29
     },
     "sell": {
       "exit_bb_upper_deviation": 0.99,
@@ -44,5 +45,5 @@
     "protection": {}
   },
   "ft_stratparam_v": 1,
-  "export_time": "2025-10-01 07:04:56.228084+00:00"
+  "export_time": "2025-10-05 16:38:39.948030+00:00"
 }

freqtrade/templates/freqaiprimer.py

@@ -8,6 +8,7 @@ import pandas_ta as ta
 from freqtrade.persistence import Trade
 import numpy as np
 import datetime
+import pandas as pd
 import math
 
 logger = logging.getLogger(__name__)
@@ -130,7 +131,20 @@ class FreqaiPrimer(IStrategy):
         missing_columns = [col for col in required_columns if col not in dataframe.columns]
         if missing_columns:
             logger.warning(f"[{metadata['pair']}] 数据框中缺少以下列: {missing_columns}")
-    
+  
+    def custom_stake_amount(self, pair: str, current_time: pd.Timestamp,
+                        current_rate: float,
+                        proposed_stake: float,
+                        min_stake: float,
+                        max_stake: float,
+                        **kwargs) -> float:
+        # 获取初始资金（回测中固定为dry_run_wallet的值）
+        initial_balance = self.config.get('dry_run_wallet', 10000)
+        # 始终以初始资金的3.75%计算
+        desired_stake = initial_balance * 0.0375
+        desired_stake = math.floor(desired_stake)  # 取整，去掉小数点后的数字
+        return max(min(desired_stake, max_stake), min_stake)
+
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         # 计算 3m 周期的指标
         bb_length_value = self.bb_length.value
@@ -296,9 +310,9 @@ class FreqaiPrimer(IStrategy):
         dataframe['prev_market_state'] = dataframe['prev_market_state'].fillna('neutral')
         
         # 记录当前的市场状态
-        if len(dataframe) > 0:
-            current_score = dataframe['market_score'].iloc[-1]
-            current_state = dataframe['market_state'].iloc[-1]
+        # if len(dataframe) > 0:
+        #     current_score = dataframe['market_score'].iloc[-1]
+        #     current_state = dataframe['market_state'].iloc[-1]
             #logger.info(f"[{metadata['pair']}] 熊牛得分: {current_score:.1f}, 市场状态: {current_state}")
             #logger.info(f"[{metadata['pair']}] 各时间框架趋势: 3m={'牛' if dataframe['trend_3m'].iloc[-1] == 1 else '熊'}, \
                        # 15m={'牛' if dataframe['trend_15m'].iloc[-1] == 1 else '熊'}, \

tools/hyperopt_org.sh

@@ -167,7 +167,7 @@ docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \
   --timerange ${START_DATE}-${END_DATE} \
   --random-state 42 \
   -e 2500 \
-  -j 6 \
+  -j 5 \
   --hyperopt-loss SharpeHyperOptLossDaily \
   --spaces buy \
   --fee 0.0016