zhangkun9038@dingtalk.com
|
9ac0cad5f8
|
重大发现：ML数据新鲜度问题
|
2026-02-08 03:04:33 +08:00 |
|
zhangkun9038@dingtalk.com
|
7213923f58
|
正确调用 datetime.now() 获取当前时间
range-2025-06-01_2025-06-15_profit=0.006_9500
range-2025-06-15_2025-06-30_profit=-0.0173_2710
range-2025-07-01_2025-07-15_profit=0.050300000000000004_7120
range-2025-07-15_2025-07-31_profit=0.1207_1823
range-2025-08-01_2025-08-15_profit=0.04650000000000001_6470
range-2025-08-15_2025-08-31_profit=-0.0313_1310
range-2025-09-15_2025-09-30_profit=0.056799999999999996_8181
range-2025-10-01_2025-10-15_profit=0_4997
range-2025-10-15_2025-10-31_profit=0.0258_8276
range-2025-11-01_2025-11-15_profit=0.0452_2569
range-2025-11-15_2025-11-30_profit=0.023399999999999997_3304
range-2025-12-01_2025-12-15_profit=0.0209_8787
range-2026-01-01_2026-01-15_profit=0.0043_1764
|
2026-02-04 22:03:24 +08:00 |
|
zhangkun9038@dingtalk.com
|
3cee732ab4
|
live: stake_amount:3
|
2026-02-04 20:42:24 +08:00 |
|
zhangkun9038@dingtalk.com
|
bb64aaa669
|
rate limit to 1000
range-2025-12-15_2025-12-31_profit=0.028900000000000002_2579
range-2025-06-01_2025-06-15_profit=0.006_8175
range-2025-06-15_2025-06-30_profit=-0.0173_4642
range-2025-07-01_2025-07-15_profit=0.050300000000000004_1035
range-2025-07-15_2025-07-31_profit=0.1207_9172
range-2025-08-01_2025-08-15_profit=0.04650000000000001_6212
range-2025-08-15_2025-08-31_profit=-0.0313_5098
range-2025-09-01_2025-09-15_profit=0.010700000000000001_1490
range-2025-09-15_2025-09-30_profit=0.056799999999999996_5432
range-2025-10-01_2025-10-15_profit=0_9601
range-2025-10-15_2025-10-31_profit=0.0258_7182
range-2025-11-01_2025-11-15_profit=0.0452_1658
range-2025-11-15_2025-11-30_profit=0.023399999999999997_2955
range-2025-12-01_2025-12-15_profit=0.0209_6098
range-2025-12-15_2025-12-31_profit=-0.016200000000000003_3828
range-2026-01-01_2026-01-15_profit=0.0043_3659
|
2026-02-03 01:14:54 +08:00 |
|
zhangkun9038@dingtalk.com
|
c861f08b48
|
up
range-2025-11-01_2025-11-15_profit=0.0472_4994
|
2026-02-02 15:38:58 +08:00 |
|
zhangkun9038@dingtalk.com
|
1532193638
|
入场tag分类，出场分别处置；在不同市场环境下对不同入场类型采取差异化退出策略
|
2026-02-02 15:34:20 +08:00 |
|
zhangkun9038@dingtalk.com
|
3ee798c24e
|
limit on live
|
2026-02-02 12:22:04 +08:00 |
|
zhangkun9038@dingtalk.com
|
c8616c3175
|
添加了全面的量价关系指标，包括成交量趋势指标和量价关系指标
range-2025-06-01_2025-06-15_profit=0_7506
range-2025-06-15_2025-06-30_profit=0_1324
range-2025-07-01_2025-07-15_profit=0_2017
range-2025-07-15_2025-07-31_profit=0_5653
range-2025-08-01_2025-08-15_profit=0_9087
range-2025-08-15_2025-08-31_profit=0_3101
range-2025-09-15_2025-09-30_profit=0_1459
range-2025-10-01_2025-10-15_profit=0_3001
range-2025-10-15_2025-10-31_profit=0_9332
range-2025-11-15_2025-11-30_profit=0_2095
range-2025-12-01_2025-12-15_profit=0_2305
range-2025-12-15_2025-12-31_profit=0_6399
range-2026-01-01_2026-01-15_profit=0_1536
|
2026-02-02 08:36:13 +08:00 |
|
zhangkun9038@dingtalk.com
|
45c3c0f1fc
|
趋势判断逻辑全面改进总结
range-2025-06-01_2025-06-15_profit=0_3176
range-2025-06-15_2025-06-30_profit=0_1379
range-2025-07-01_2025-07-15_profit=0_1344
range-2025-07-15_2025-07-31_profit=0_7436
range-2025-08-01_2025-08-15_profit=0_9850
range-2025-08-15_2025-08-31_profit=0_6356
range-2025-09-01_2025-09-15_profit=0_3947
range-2025-09-15_2025-09-30_profit=0_2012
range-2025-10-01_2025-10-15_profit=0_9869
range-2025-10-15_2025-10-31_profit=0_4830
range-2025-11-15_2025-11-30_profit=0_8401
range-2025-12-15_2025-12-31_profit=0_2848
range-2025-11-01_2025-11-15_profit=0.0458_5250
range-2025-12-01_2025-12-05_profit=0_9147
range-2025-08-01_2025-08-15_profit=0_1433
range-2025-09-01_2025-09-15_profit=0_9124
range-2026-01-01_2026-01-15_profit=0_8236
range-2025-10-01_2025-10-15_profit=0_5031
range-2025-09-15_2025-09-30_profit=0_5372
range-2025-12-15_2025-12-31_profit=0_9294
range-2025-08-15_2025-08-31_profit=0_8694
range-2025-10-15_2025-10-31_profit=0.0256_4412
range-2025-08-01_2025-08-15_profit=0_3876
range-2025-09-01_2025-09-15_profit=0_2889
range-2026-01-01_2026-01-15_profit=0_3976
range-2025-10-01_2025-10-15_profit=0_1970
range-2025-09-15_2025-09-30_profit=0_3469
range-2025-08-15_2025-08-31_profit=0_2394
range-2025-12-15_2025-12-31_profit=-0.0178_1469
|
2026-02-02 08:10:13 +08:00 |
|
zhangkun9038@dingtalk.com
|
85964fd1da
|
移除了冷启动保护逻辑
range-2025-06-01_2025-06-15_profit=0_3621
range-2025-07-01_2025-07-15_profit=0_1400
range-2025-08-01_2025-08-15_profit=0_3838
range-2025-09-01_2025-09-15_profit=0_2185
range-2025-09-15_2025-09-30_profit=0_2602
range-2025-10-01_2025-10-15_profit=0_5671
range-2025-10-15_2025-10-31_profit=0_2386
range-2025-11-01_2025-11-15_profit=0_1095
range-2025-11-15_2025-11-30_profit=0_8152
range-2025-12-01_2025-12-15_profit=0_3136
range-2025-12-15_2025-12-31_profit=0_1835
range-2026-01-01_2026-01-15_profit=0_5585
range-2025-06-15_2025-06-30_profit=0.0177_8388
|
2026-02-02 07:57:46 +08:00 |
|
zhangkun9038@dingtalk.com
|
4872a2626a
|
加入kdj
range-2025-06-01_2025-06-15_profit=0.12050000000000001_8333
range-2025-07-01_2025-07-15_profit=0.1232_9802
range-2025-08-01_2025-08-15_profit=0.159_4224
range-2025-07-15_2025-07-31_profit=0.20190000000000002_1228
range-2025-08-15_2025-08-31_profit=0.0305_6868
range-2025-10-01_2025-10-15_profit=0_8926
range-2025-10-15_2025-10-31_profit=0_6566
range-2025-11-01_2025-11-15_profit=0_1209
range-2025-11-15_2025-11-30_profit=0_5264
range-2025-12-01_2025-12-15_profit=0_4714
range-2025-09-15_2025-09-30_profit=0.0696_5192
range-2025-09-01_2025-09-15_profit=0.1153_1745
range-2026-01-01_2026-01-15_profit=0.0913_7227
range-2025-11-01_2025-11-15_profit=0_9505
range-2025-12-15_2025-12-31_profit=0_9208
range-2025-10-15_2025-10-31_profit=0_7576
range-2025-12-01_2025-12-05_profit=0.0437_9633
range-2025-09-01_2025-09-15_profit=0_4626
range-2025-11-01_2025-11-15_profit=0_3784
range-2025-10-01_2025-10-15_profit=0_9896
range-2025-12-15_2025-12-31_profit=0_5080
range-2025-10-15_2025-10-31_profit=0_1740
range-2025-10-01_2025-10-15_profit=0_7793
range-2025-09-01_2025-09-15_profit=0.10679999999999999_8920
range-2025-12-15_2025-12-31_profit=0.0352_2421
range-2025-11-01_2025-11-15_profit=0.1461_5884
range-2025-10-15_2025-10-31_profit=-0.0089_5137
|
2026-01-30 20:01:45 +08:00 |
|
zhangkun9038@dingtalk.com
|
d4e4cfc603
|
移除调价代码+；20分钟内不下单
range-2025-12-10_2025-12-15_profit=-0.0174_1449
range-2025-12-01_2025-12-15_profit=0.0827_5844
range-2025-12-01_2025-12-05_profit=0.0529_1493
range-2025-12-01_2025-12-15_profit=0.0827_8367
range-2025-12-01_2025-12-05_profit=0.0529_1023
range-2025-05-01_2025-05-15_profit=0.24109999999999998_4192
range-2025-06-01_2025-06-15_profit=0.1568_7672
range-2025-06-01_2025-06-15_profit=0.1568_8512
range-2025-06-16_2025-06-30_profit=0.061399999999999996_2487
range-2025-06-16_2025-06-30_profit=0.0424_3414
range-2025-07-16_2025-07-31_profit=0.1637_4937
range-2025-08-01_2025-08-15_profit=0.1593_6724
range-2025-08-16_2025-08-31_profit=0.0176_2639
range-2025-09-01_2025-09-15_profit=0_7024
range-2025-10-16_2025-10-31_profit=0_1945
range-2025-11-01_2025-11-15_profit=0_7559
range-2025-11-16_2025-11-30_profit=0_2356
range-2025-12-01_2025-12-15_profit=0_2087
range-2025-12-16_2025-12-31_profit=0.0875_1244
range-2025-07-01_2025-07-15_profit=0.1472_3379
range-2025-07-16_2025-07-31_profit=0.1902_4771
range-2025-08-01_2025-08-15_profit=0.15710000000000002_1996
range-2025-08-01_2025-08-15_profit=0_8211
range-2025-08-15_2025-08-31_profit=0.0241_8064
range-2025-09-01_2025-09-15_profit=0_2754
range-2025-09-15_2025-09-30_profit=0_9286
range-2025-10-01_2025-10-15_profit=0_5440
range-2025-10-15_2025-10-31_profit=0.0048_1676
range-2025-11-01_2025-11-15_profit=0.1707_1052
range-2025-11-15_2025-11-30_profit=0_1605
range-2025-12-01_2025-12-15_profit=0.0785_3034
range-2025-12-15_2025-12-31_profit=0.0658_9200
range-2026-01-01_2026-01-15_profit=0.11460000000000001_6522
range-2025-06-01_2025-06-15_profit=0.1568_3069
range-2025-07-01_2025-07-15_profit=0.1485_7904
range-2025-10-01_2025-10-15_profit=0_8226
range-2025-09-15_2025-09-30_profit=0.0711_8295
range-2025-09-01_2025-09-15_profit=0_4494
range-2025-10-01_2025-10-15_profit=0_5228
range-2025-10-01_2025-10-15_profit=0_5029
|
2026-01-15 19:57:49 +08:00 |
|
zhangkun9038@dingtalk.com
|
f121b7cb79
|
移除调价代码
range-2025-12-01_2025-12-05_profit=0.0484_1612
range-2025-12-10_2025-12-15_profit=-0.022099999999999998_9205
range-2024-12-10_2024-12-15_profit=0.0067_9206
range-2024-08-10_2024-12-15_profit=0_8571
range-2025-12-01_2025-12-05_profit=0_9839
range-2025-12-10_2025-12-15_profit=0_2197
range-2025-09-01_2025-09-15_profit=0_9654
range-2026-01-01_2026-01-15_profit=0_5918
range-2025-10-01_2025-10-15_profit=0_6666
range-2025-09-15_2025-09-30_profit=0_1823
range-2025-12-15_2025-12-31_profit=0_9759
range-2025-10-15_2025-10-31_profit=0_9740
range-2025-11-01_2025-11-15_profit=0.068_6388
range-2025-08-01_2025-08-15_profit=0_9508
range-2025-09-01_2025-09-15_profit=0_1391
range-2026-01-01_2026-01-15_profit=0_9114
range-2025-12-15_2025-12-31_profit=0_9145
range-2025-10-15_2025-10-31_profit=0_1280
range-2025-08-15_2025-08-31_profit=0_5347
range-2025-08-01_2025-08-15_profit=0_5923
range-2025-09-01_2025-09-15_profit=0_1717
range-2025-09-15_2025-09-30_profit=0_5978
range-2025-12-15_2025-12-31_profit=0_9226
range-2025-10-15_2025-10-31_profit=0_8735
range-2025-08-15_2025-08-31_profit=0_1466
|
2026-01-15 15:20:16 +08:00 |
|
zhangkun9038@dingtalk.com
|
a2752faa0e
|
backest.sh去掉live配置
|
2026-01-15 06:43:30 +00:00 |
|
zhangkun9038@dingtalk.com
|
38241423b2
|
只要当前EMA5在EMA20之上就满足条件
range-2025-09-01_2025-11-15_profit=0.3102_3632
range-2025-12-01_2025-12-05_profit=0.0355_9645
range-2025-12-10_2025-12-15_profit=-0.0241_1072
种子25
range-2025-12-01_2026-01-05_profit=0.165_3173
range-2025-06-01_2025-9-15_profit=0.7115_8887
range-2025-05-01_2025-05-15_profit=0_4843
range-2025-05-01_2025-05-15_profit=0.17129999999999998_2875
range-2025-05-16_2025-05-31_profit=0.09029999999999999_4917
range-2025-06-01_2025-06-15_profit=0.048799999999999996_4970
range-2025-06-16_2025-06-30_profit=0.0_4528
range-2025-06-01_2025-06-15_profit=0.057800000000000004_3167
range-2025-06-16_2025-06-30_profit=0.0_8021
range-2025-07-01_2025-07-15_profit=0.1183_6985
range-2025-07-16_2025-07-31_profit=0.1643_7239
range-2025-08-01_2025-08-15_profit=0.1318_9372
range-2025-07-01_2025-07-15_profit=0.1159_2403
range-2025-08-16_2025-08-31_profit=-0.0054_3406
range-2025-09-16_2025-09-30_profit=0_4293
range-2025-10-01_2025-10-15_profit=0_8965
range-2025-11-01_2025-11-15_profit=0_2761
range-2025-11-16_2025-11-30_profit=0_6138
range-2025-12-01_2025-12-15_profit=0_8852
range-2025-12-16_2025-12-31_profit=0.0674_2991
range-2026-01-01_2026-01-15_profit=0.0958_6671
range-2025-07-16_2025-07-31_profit=0.1943_7147
range-2025-08-01_2025-08-15_profit=0.1288_5682
range-2025-08-16_2025-08-31_profit=0_7004
range-2025-08-01_2025-08-15_profit=0_4687
range-2025-08-15_2025-08-31_profit=-0.0017000000000000001_5083
range-2025-09-01_2025-09-15_profit=0_6203
range-2025-09-15_2025-09-30_profit=0_9543
range-2025-10-01_2025-10-15_profit=0_4949
range-2025-11-01_2025-11-15_profit=0.0478_7107
range-2025-11-15_2025-11-30_profit=0.0174_4382
range-2025-12-01_2025-12-15_profit=0.0513_9629
range-2025-12-15_2025-12-31_profit=0.0414_5421
range-2026-01-01_2026-01-15_profit=0.0958_1233
range-2025-06-15_2025-06-30_profit=0_8725
range-2025-07-01_2025-07-15_profit=0_6052
range-2025-07-15_2025-07-31_profit=0_3461
range-2025-06-01_2025-06-15_profit=0.048799999999999996_9767
range-2025-10-01_2025-10-15_profit=0_3037
range-2025-09-01_2025-09-15_profit=0.057699999999999994_6435
range-2025-09-15_2025-09-30_profit=0.0512_6673
range-2025-08-15_2025-08-31_profit=-0.0017000000000000001_5404
range-2025-10-15_2025-10-31_profit=0.0003_4507
range-2025-10-01_2025-10-15_profit=0_8003
range-2025-10-01_2025-10-15_profit=0_2108
range-251201-251210-2127.883
|
2026-01-14 12:18:17 +08:00 |
|
Ubuntu
|
80acbac9f4
|
ml入场出场置信度阈值调整
range10-2215.066
range1-2100.608-1
range2-1879.396-3
|
2026-01-07 13:55:04 +00:00 |
|
zhangkun9038@dingtalk.com
|
01a4416dbf
|
加入统计用于回测验证逻辑+3
|
2026-01-07 16:41:06 +08:00 |
|
zhangkun9038@dingtalk.com
|
ab8086b471
|
加入统计用于回测验证逻辑+2
|
2026-01-07 16:17:12 +08:00 |
|
zhangkun9038@dingtalk.com
|
3aee2ee4bd
|
加入统计用于回测验证逻辑+1
|
2026-01-07 16:01:47 +08:00 |
|
zhangkun9038@dingtalk.com
|
34b9c29dda
|
加入统计用于回测验证逻辑
从此后引入bug导致confirm_trade_entry返回错误且被忽略
|
2026-01-07 15:01:58 +08:00 |
|
Ubuntu
|
790228fe61
|
live下 freqai config 细化
从此后backtest.sh使用了live.json
|
2026-01-06 12:41:41 +00:00 |
|
zhangkun9038@dingtalk.com
|
878af56ed5
|
dryrun.sh live.s 远程币对列表改成每隔3秒重试一次，最多重试5次，如果还不行， 使用空列表
|
2026-01-06 08:16:51 +08:00 |
|
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
range1-2086.516-2
|
2026-01-05 09:31:25 +08:00 |
|
zhangkun9038@dingtalk.com
|
5b9df1b613
|
REMOTE PAIRLIST
range8-2176.385
range1-2081.033
|
2026-01-04 11:33:25 +08:00 |
|
zhangkun9038@dingtalk.com
|
f5d7bb9a2d
|
修改 live.sh，dryrun.sh 将容器名最后的随机字符串改为精确到秒的时间戳
|
2026-01-04 11:25:37 +08:00 |
|
zhangkun9038@dingtalk.com
|
c948802ede
|
合并远程币对
|
2026-01-04 11:21:57 +08:00 |
|
zhangkun9038@dingtalk.com
|
f803e4c252
|
fillna
range1-2057.773
|
2026-01-02 23:04:59 +08:00 |
|
zhangkun9038@dingtalk.com
|
7d90cdbd7b
|
new patch
patch-dryrun-docker-maintainer1
range-2086.516-2
|
2026-01-02 22:15:46 +08:00 |
|
zhangkun9038@dingtalk.com
|
b72e430d54
|
dryrun, live时, 容器名字里包含commitid
|
2026-01-02 21:27:54 +08:00 |
|
zhangkun9038@dingtalk.com
|
dbafed81b2
|
dryrun, live时, 容器名字里包含commitid
|
2026-01-02 21:25:12 +08:00 |
|
zhangkun9038@dingtalk.com
|
674b07e364
|
dryrun, live时, 容器名字里包含commitid
|
2026-01-02 21:18:01 +08:00 |
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zhangkun9038@dingtalk.com
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99aa1e282d
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dryrun, live时, 容器名字里包含commitid
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2026-01-02 21:01:10 +08:00 |
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zhangkun9038@dingtalk.com
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f47f557e23
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dryrun, live时, 容器名字里包含commitid
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2026-01-02 20:51:31 +08:00 |
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zhangkun9038@dingtalk.com
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839ae28297
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dryrun, live时, 容器名字里包含commitid
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2026-01-02 20:39:20 +08:00 |
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zhangkun9038@dingtalk.com
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6f67429d5c
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更新波动系数机制
range1-2086.516-1
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2026-01-02 10:28:06 +08:00 |
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Ubuntu
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fa319c66b3
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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
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2026-01-01 18:21:42 +00:00 |
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zhangkun9038@dingtalk.com
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98bda169d0
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freqai 强化训练
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2026-01-02 00:53:03 +08:00 |
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zhangkun9038@dingtalk.com
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fa813242c7
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lookahead fix
range1-2086.516
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2026-01-01 23:09:11 +08:00 |
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Ubuntu
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63941511a1
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报价下调0.1%
range1-2146.246
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2026-01-01 14:25:00 +00:00 |
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Ubuntu
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e532f10918
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报价下调0.2%
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2026-01-01 13:21:18 +00:00 |
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Ubuntu
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28b49b0551
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优化freqai config, 结果range7 2177.66
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2026-01-01 12:17:42 +00:00 |
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Ubuntu
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d2fe0d8660
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更改freqai config
range7-2150.672
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2026-01-01 08:37:34 +00:00 |
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zhangkun9038@dingtalk.com
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2a119a011a
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预测时长：100 × 3 分钟 = 300 分钟 = 5 小时
range7-2135
range1-2112.347
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2025-12-28 13:16:12 +08:00 |
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zhangkun9038@dingtalk.com
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9aeab27e05
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预测时长：100 × 3 分钟 = 300 分钟 = 5 小时
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2025-12-28 12:57:38 +08:00 |
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zhangkun9038@dingtalk.com
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528b5eafa0
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n_estimators: 700（比原来的 600 多 100 棵树，+16.7%）
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2025-12-28 12:43:46 +08:00 |
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zhangkun9038@dingtalk.com
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6fa5bbaab7
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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
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2025-12-28 12:25:48 +08:00 |
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zhangkun9038@dingtalk.com
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9ef22842b0
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learning_rate: 0.03 → 0.025
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2025-12-24 00:29:15 +08:00 |
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zhangkun9038@dingtalk.com
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e48eb1552c
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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
range1-2112
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2025-12-24 00:08:40 +08:00 |
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