Hyperopt参数更新 - 阶段:3 | VM:lisa | ResponseID:UVoLvJmvoklv | 2025-11-27 11:54:00
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@ -39,11 +39,11 @@
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"4000": 0
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},
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"sell": {
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"exit_bb_upper_deviation": 0.99,
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"exit_volume_multiplier": 1.7,
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"max_reduce_adjustments": 3,
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"reduce_coefficient": 0.289,
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"reduce_profit_base": 0.05,
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"exit_bb_upper_deviation": 0.986,
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"exit_volume_multiplier": 1.846,
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"max_reduce_adjustments": 1,
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"reduce_coefficient": 0.406,
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"reduce_profit_base": 0.117,
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"rsi_overbought": 58
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},
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"stoploss": {
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@ -108,12 +108,12 @@ class FreqaiPrimer(IStrategy):
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# [/propertiesGrp]
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# [propertiesGrp id="4" name="第四轮优化" epochs="150" space="sell" description="出场与减仓策略优化"]
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exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=0.99, optimize=True, load=True, space='sell')
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exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=1.238, optimize=True, load=True, space='sell')
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exit_bb_upper_deviation = DecimalParameter(0.98, 1.02, decimals=2, default=0.986, optimize=True, load=True, space='sell')
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exit_volume_multiplier = DecimalParameter(1.5, 3.0, decimals=1, default=1.846, optimize=True, load=True, space='sell')
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rsi_overbought = IntParameter(57, 59, default=58, optimize=True, load=True, space='sell')
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reduce_profit_base = DecimalParameter(0.05, 0.12, default=0.05, space='sell', optimize=True) # 减仓基础盈利阈值(触发门槛,默认7.5%)
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reduce_coefficient = DecimalParameter(0.1, 0.6, default=0.289, space='sell', optimize=True) # 减仓金额系数(默认0.25,控制初始金额)
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max_reduce_adjustments = IntParameter(1, 3, default=3, space='sell', optimize=True) # 最大减仓次数(默认1次,避免过度减仓)
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reduce_profit_base = DecimalParameter(0.05, 0.12, default=0.117, space='sell', optimize=True) # 减仓基础盈利阈值(触发门槛,默认7.5%)
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reduce_coefficient = DecimalParameter(0.1, 0.6, default=0.406, space='sell', optimize=True) # 减仓金额系数(默认0.25,控制初始金额)
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max_reduce_adjustments = IntParameter(1, 3, default=1, space='sell', optimize=True) # 最大减仓次数(默认1次,避免过度减仓)
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# [/propertiesGrp]
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# [/propertiesGrp_List]-----------------------------------------------------------------------------------------------------------------------------
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