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zhangkun 2026-02-14 21:11:07 +08:00
parent 5632077af6
commit fc10ad0108
3 changed files with 113 additions and 85 deletions
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62
config_examples/freqaiprimer.json
View File

@ -72,56 +72,72 @@
"data_kitchen": {
"fillna": "ffill"
},
"freqaimodel": "XGBoostRegressorMultiTarget",
"purge_old_models": 2,
"train_period_days": 12,
"train_period_days": 14,
"backtest_period_days": 2,
"live_retrain_hours": 2,
"outlier_detection": {
"method": "IsolationForest",
"contamination": 0.1
"contamination": 0.2
},
"feature_selection": {
"method": "recursive_elimination"
"method": "recursive_elimination",
"feature_number": 15
},
"feature_parameters": {
"include_timeframes": [
"3m",
"15m",
"1h"
"1h",
"4h"
],
"include_corr_pairlist": [
"BTC/USDT",
"SOL/USDT"
"XAUT/USDT",
],
"outlier_protection_percentage": 0.1,
"outlier_protection_percentage": 0.2,
"label_period_candles": 100,
"include_shifted_candles": 3,
"include_shifted_candles": 2,
"DI_threshold": 0.5,
"weight_factor": 0.9,
"principal_component_analysis": false,
"weight_factor": 0.7,
"principal_component_analysis": true,
"n_components": 0.85,
"use_SVM_to_remove_outliers": true,
"indicator_periods_candles": [
10,
20,
50
],
"plot_feature_importances": 10
"plot_feature_importances": 10,
"shuffle_after_split": false,
"buffer_train_data_candles": 0,
"smooth_features": true,
"smooth_window": 5
},
"data_split_parameters": {
"test_size": 0.15,
"shuffle": false
"test_size": 0.25,
"shuffle": false
},
"model_training_parameters": {
"n_estimators": 600,
"learning_rate": 0.02,
"num_leaves": 60,
"max_depth": 12,
"min_data_in_leaf": 15,
"feature_fraction": 0.8,
"bagging_fraction": 0.8,
"bagging_freq": 5,
"verbose": -1
}
"n_estimators": 150,
"learning_rate": 0.025,
"max_depth": 4,
"min_child_weight": 5,
"subsample": 0.6,
"colsample_bytree": 0.6,
"reg_alpha": 0.5,
"reg_lambda": 2.0,
"verbosity": 0
},
"identifier": "live-freqai",
"write_metrics_to_disk": false,
"conv_width": 1,
"expiration_hours": 0,
"save_backtest_models": false,
"activate_tensorboard": true,
"wait_for_training_iteration_on_reload": true,
"continual_learning": false,
"keras": false
},
"api_server": {
"enabled": true,

128
config_examples/live_XGBoostRegressorMultiTarget.json
View File

@ -71,64 +71,76 @@
"use_order_book": false
},
"freqai": {
"enabled": true,
"data_kitchen": {
"fillna": "ffill"
},
"freqaimodel": "XGBoostRegressorMultiTarget",
"purge_old_models": 2,
"identifier": "live-freqai",
"train_period_days": 18,
"backtest_period_days": 2,
"live_retrain_hours": 2,
"outlier_detection": {
"method": "IsolationForest",
"contamination": 0.15
},
"feature_selection": {
"method": "recursive_elimination",
"feature_number": 20
},
"feature_parameters": {
"include_timeframes": [
"3m",
"15m",
"1h",
"4h"
],
"include_corr_pairlist": [
"XAUT/USDT",
"BTC/USDT"
],
"outlier_protection_percentage": 0.1,
"label_period_candles": 100,
"include_shifted_candles": 2,
"DI_threshold": 0.5,
"weight_factor": 0.9,
"principal_component_analysis": true,
"use_SVM_to_remove_outliers": true,
"indicator_periods_candles": [
10,
20,
50
],
"plot_feature_importances": 10
},
"data_split_parameters": {
"test_size": 0.2,
"shuffle": false
},
"model_training_parameters": {
"n_estimators": 200,
"learning_rate": 0.05,
"max_depth": 5,
"min_child_weight": 3,
"subsample": 0.7,
"colsample_bytree": 0.7,
"verbosity": 0,
"reg_alpha": 0.1,
"reg_lambda": 1.0
}
"enabled": true,
"data_kitchen": {
"fillna": "ffill"
},
"freqaimodel": "XGBoostRegressorMultiTarget",
"purge_old_models": 2,
"train_period_days": 14,
"backtest_period_days": 2,
"live_retrain_hours": 2,
"outlier_detection": {
"method": "IsolationForest",
"contamination": 0.2
},
"feature_selection": {
"method": "recursive_elimination",
"feature_number": 15
},
"feature_parameters": {
"include_timeframes": [
"3m",
"15m",
"1h",
"4h"
],
"include_corr_pairlist": [
"XAUT/USDT",
],
"outlier_protection_percentage": 0.2,
"label_period_candles": 100,
"include_shifted_candles": 2,
"DI_threshold": 0.5,
"weight_factor": 0.7,
"principal_component_analysis": true,
"n_components": 0.85,
"use_SVM_to_remove_outliers": true,
"indicator_periods_candles": [
10,
20,
50
],
"plot_feature_importances": 10,
"shuffle_after_split": false,
"buffer_train_data_candles": 0,
"smooth_features": true,
"smooth_window": 5
},
"data_split_parameters": {
"test_size": 0.25,
"shuffle": false
},
"model_training_parameters": {
"n_estimators": 150,
"learning_rate": 0.025,
"max_depth": 4,
"min_child_weight": 5,
"subsample": 0.6,
"colsample_bytree": 0.6,
"reg_alpha": 0.5,
"reg_lambda": 2.0,
"verbosity": 0
},
"identifier": "live-freqai",
"write_metrics_to_disk": false,
"conv_width": 1,
"expiration_hours": 0,
"save_backtest_models": false,
"activate_tensorboard": true,
"wait_for_training_iteration_on_reload": true,
"continual_learning": false,
"keras": false
},
"fee": 0.0008,
"api_server": {

8
tools/backtest.sh
View File

@ -136,7 +136,7 @@ if [ -n "$PAIR_REMOTE_LIST_URL" ]; then
echo "Using pairs from --pairs parameter: $PAIRS_ARG"
else
# 使用默认的交易对列表
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 XAUT/USDT"
DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT WCT/USDT TRUMP/USDT SUI/USDT PEPE/USDT TRB/USDT MASK/USDT UNI/USDT KAITO/USDT XAUT/USDT"
PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
echo "Using default pairs: $DEFAULT_PAIRS"
fi
@ -161,7 +161,7 @@ print(' '.join(pairs) if pairs else '')
echo "Using pairs from --pairs parameter: $PAIRS_ARG"
else
# 使用默认的交易对列表
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 XAUT/USDT"
DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT WCT/USDT TRUMP/USDT SUI/USDT PEPE/USDT TRB/USDT MASK/USDT UNI/USDT KAITO/USDT XAUT/USDT"
PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
echo "Using default pairs: $DEFAULT_PAIRS"
fi
@ -173,7 +173,7 @@ elif [ -n "$PAIRS_ARG" ]; then
echo "Using pairs from --pairs parameter: $PAIRS_ARG"
else
# 没有提供任何交易对参数，使用默认值
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 XAUT/USDT"
DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT TRUMP/USDT SUI/USDT UNI/USDT XAUT/USDT"
PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
echo "No pairs parameter provided, using default pairs: $DEFAULT_PAIRS"
fi
@ -203,7 +203,7 @@ echo "docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
--logfile /freqtrade/user_data/logs/freqtrade.log \
--freqaimodel $FREQAI_MODEL \
--config /freqtrade/config_examples/freqaiprimer_${FREQAI_MODEL}.json \
--config /freqtrade/config_examples/freqaiprimer.json \
--config /freqtrade/config_examples/$CONFIG_FILE \
--config /freqtrade/templates/freqaiprimer_${FREQAI_MODEL}.json \
--strategy-path /freqtrade/templates \