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检查 MACD 列是否存在
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zhangkun9038@dingtalk.com 2025-04-28 16:51:18 +08:00
parent e5cc226c01
commit ff7aff8ee7
1 changed files with 12 additions and 0 deletions
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freqtrade/templates/FreqaiExampleStrategy.py
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@ -74,10 +74,17 @@ class FreqaiExampleStrategy(IStrategy):
def featcaure_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: dict, **kwargs) -> DataFrame:
# 保留关键的技术指标
dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
# 确保 MACD 列被正确计算并保留
macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9)
dataframe["macd"] = macd["macd"]
dataframe["macdsignal"] = macd["macdsignal"]
# 检查 MACD 列是否存在
if "macd" not in dataframe.columns or "macdsignal" not in dataframe.columns:
logger.error("MACD 或 MACD 信号列缺失，无法生成买入信号")
raise ValueError("DataFrame 缺少必要的 MACD 列")
# 确保 MACD 列存在
if "macd" not in dataframe.columns or "macdsignal" not in dataframe.columns:
logger.error("MACD 或 MACD 信号列缺失，无法生成买入信号")
@ -286,6 +293,11 @@ class FreqaiExampleStrategy(IStrategy):
logger.error("MACD 或 MACD 信号列缺失，无法生成买入信号")
raise ValueError("DataFrame 缺少必要的 MACD 列")
# 检查 MACD 列是否存在
if "macd" not in df.columns or "macdsignal" not in df.columns:
logger.error("MACD 或 MACD 信号列缺失，无法生成买入信号")
raise ValueError("DataFrame 缺少必要的 MACD 列")
enter_long_conditions = [
(df["rsi"] < df["buy_rsi_pred"]), # RSI 低于买入阈值
(df["volume"] > df["volume"].rolling(window=10).mean() * 1.2), # 成交量高于近期均值20%