zhangkun9038@dingtalk.com
|
fde1738eaa
|
enable es log
|
2026-01-18 19:41:02 +08:00 |
|
zhangkun9038@dingtalk.com
|
ebdf75b5b3
|
live配置更新
|
2026-01-18 15:49:41 +08:00 |
|
zhangkun9038@dingtalk.com
|
35450174f3
|
端到端深度学习框架处理标签不平衡
|
2026-01-18 15:02:13 +08:00 |
|
zhangkun9038@dingtalk.com
|
ef52b6cce3
|
改回LightGBMRegressorMultiTarget
|
2026-01-18 04:28:53 +08:00 |
|
zhangkun9038@dingtalk.com
|
2cc4a9a34f
|
改回LightGBMMultiTargetRegressor
|
2026-01-18 04:09:58 +08:00 |
|
zhangkun9038@dingtalk.com
|
58bacb4a94
|
live.sh freqaimodel 冲突
|
2026-01-18 03:51:22 +08:00 |
|
zhangkun9038@dingtalk.com
|
285d0f8139
|
移除了对不存在的 sma 列的引用
|
2026-01-18 03:10:39 +08:00 |
|
zhangkun9038@dingtalk.com
|
c5baa8f899
|
up
|
2026-01-18 02:35:34 +08:00 |
|
zhangkun9038@dingtalk.com
|
35f497e6c7
|
已经将模型改回 LightGBMClassifier, 包含各个启动脚本
|
2026-01-18 02:19:36 +08:00 |
|
zhangkun9038@dingtalk.com
|
3b4f84305f
|
使用es记录log而非redis
|
2026-01-17 11:10:31 +08:00 |
|
zhangkun9038@dingtalk.com
|
3e90c85c3e
|
live入场金额从350改成35
|
2026-01-17 10:55:12 +08:00 |
|
zhangkun9038@dingtalk.com
|
8d71ef0942
|
震荡过滤器将只做监控记录，不再真正拦截入场信号; 入场金额从350改成35
|
2026-01-17 10:20:43 +08:00 |
|
zhangkun9038@dingtalk.com
|
30c4c750af
|
使用es记录log而非redis
|
2026-01-17 01:58:35 +08:00 |
|
zhangkun9038@dingtalk.com
|
0ca20a1126
|
redis记录关键log
|
2026-01-16 22:33:51 +08:00 |
|
zhangkun9038@dingtalk.com
|
c0f5727996
|
下跌反弹确认机制,放宽止损距离：-1.2 → -1.5 倍 ATR,order:limit
|
2026-01-16 08:38:34 +08:00 |
|
zhangkun9038@dingtalk.com
|
a7d4255320
|
修改配置降低live下训练过程的内存占用
|
2026-01-16 02:11:39 +08:00 |
|
Ubuntu
|
790228fe61
|
live下 freqai config 细化
|
2026-01-06 12:41:41 +00:00 |
|
zhangkun
|
ebdb3adb78
|
docker restart always; freqai config update; 调整价格，低买高卖
|
2026-01-06 00:40:03 +08:00 |
|
zhangkun
|
42bbf4846d
|
log info 封装
|
2026-01-05 10:42:14 +08:00 |
|
zhangkun9038@dingtalk.com
|
0818437caf
|
freqai config update: model_training_parameters.feature_fraction 和 bagging_fraction
|
2026-01-05 09:31:25 +08:00 |
|
Ubuntu
|
fa319c66b3
|
live模式freqai参数使用精确计算训练, 其他模式使用简易入门训练参数
|
2026-01-01 18:21:42 +00:00 |
|
zhangkun9038@dingtalk.com
|
98bda169d0
|
freqai 强化训练
|
2026-01-02 00:53:03 +08:00 |
|
Ubuntu
|
28b49b0551
|
优化freqai config, 结果range7 2177.66
|
2026-01-01 12:17:42 +00:00 |
|
Ubuntu
|
d2fe0d8660
|
更改freqai config
|
2026-01-01 08:37:34 +00:00 |
|
zhangkun9038@dingtalk.com
|
2a119a011a
|
预测时长：100 × 3 分钟 = 300 分钟 = 5 小时
|
2025-12-28 13:16:12 +08:00 |
|
zhangkun9038@dingtalk.com
|
9aeab27e05
|
预测时长：100 × 3 分钟 = 300 分钟 = 5 小时
|
2025-12-28 12:57:38 +08:00 |
|
zhangkun9038@dingtalk.com
|
528b5eafa0
|
n_estimators: 700（比原来的 600 多 100 棵树，+16.7%）
|
2025-12-28 12:43:46 +08:00 |
|
zhangkun9038@dingtalk.com
|
6fa5bbaab7
|
可以学习更复杂的市场特征,参数提高后可能过拟合训练数据，需要回测验证
|
2025-12-28 12:25:48 +08:00 |
|
zhangkun9038@dingtalk.com
|
9ef22842b0
|
learning_rate: 0.03 → 0.025
|
2025-12-24 00:29:15 +08:00 |
|
zhangkun9038@dingtalk.com
|
e48eb1552c
|
模型之前略微欠拟合，500棵树比400棵捕捉到了更多有效模式
|
2025-12-24 00:08:40 +08:00 |
|
zhangkun9038@dingtalk.com
|
a57d1ae2e9
|
第一版小调整完成-revert and change n_estimators
|
2025-12-23 23:50:38 +08:00 |
|
zhangkun9038@dingtalk.com
|
09cad2b017
|
第一版小调整完成：加入 random_state: 42
|
2025-12-23 23:23:16 +08:00 |
|
zhangkun9038@dingtalk.com
|
d01c05b984
|
更改 freqai config, 让模型学到的东西更有确定性-revert
|
2025-12-23 23:09:13 +08:00 |
|
zhangkun9038@dingtalk.com
|
78a26130e9
|
更改 freqai config, 让模型学到的东西更有确定性
|
2025-12-23 22:41:13 +08:00 |
|
zhangkun9038@dingtalk.com
|
3de52bb392
|
process_only_new_candles = true
|
2025-12-23 17:14:27 +08:00 |
|
zhangkun9038@dingtalk.com
|
c862416d84
|
出场置信度+入场置信度+log+6
|
2025-12-23 14:43:33 +08:00 |
|
Ubuntu
|
88a8530f6b
|
此配置加仓间隔曲线为轻度放量发散,运行回测5个月最高SQN2.92表现不错,收益CAGR:55.58%较为平庸
|
2025-09-29 22:21:16 +08:00 |
|
Ubuntu
|
434407dbd6
|
process_only_new_candles: false
|
2025-08-31 17:37:29 +08:00 |
|
zhangkun9038@dingtalk.com
|
b2cda90741
|
剧烈拉升过滤器没起作用, 只能手动拉黑dora
|
2025-08-28 20:46:37 +08:00 |
|
zhangkun9038@dingtalk.com
|
124a2c0c4b
|
disable custom stoploss
|
2025-08-28 11:36:56 +08:00 |
|
zhangkun9038@dingtalk.com
|
43a0070351
|
自定义两个protections
|
2025-08-27 14:05:18 +08:00 |
|
zhangkun9038@dingtalk.com
|
0207db2da5
|
protections config
|
2025-08-21 00:28:34 +08:00 |
|
zhangkun9038@dingtalk.com
|
a85cfda5c8
|
protections config
|
2025-08-21 00:23:01 +08:00 |
|
zhangkun9038@dingtalk.com
|
b47cd7cf21
|
v
|
2025-08-20 16:07:10 +08:00 |
|
zhangkun9038@dingtalk.com
|
fe14f21626
|
恢复之前的config
|
2025-08-17 03:32:54 +08:00 |
|
zhangkun9038@dingtalk.com
|
42ecd2bbcd
|
freqai同时优化回归和分类参数
|
2025-08-17 03:08:29 +08:00 |
|
Ubuntu
|
9e4ed2be25
|
fix dryrun.sh & import redis
|
2025-08-14 21:35:22 +08:00 |
|
Ubuntu
|
b71ebae4bd
|
redis config
|
2025-08-14 20:20:52 +08:00 |
|
zhangkun9038@dingtalk.com
|
c7e568a779
|
尝试写reredis配置到config“
|
2025-08-14 19:50:56 +08:00 |
|
|
|
390fa5f406
|
fix live.sh
|
2025-08-14 11:09:34 +08:00 |
|
