zhangkun9038@dingtalk.com
|
cb21bde327
|
重大发现：ML数据新鲜度问题
|
2026-02-08 03:17:57 +08:00 |
|
zhangkun9038@dingtalk.com
|
dd596ef593
|
debug identifier 配置+1
|
2026-02-08 02:05:25 +08:00 |
|
zhangkun9038@dingtalk.com
|
ae475be4d9
|
stake_amount 在live下改到50
range-2026-01-01_2026-01-15_profit=0.0862_1243
range-2025-12-01_2025-12-15_profit=0.1392_9626
range-2025-06-01_2025-06-15_profit=0.0707_3635
range-2025-12-15_2025-12-31_profit=0.1112_7695
|
2026-02-07 00:31:45 +08:00 |
|
zhangkun9038@dingtalk.com
|
e5d6cbebda
|
log优化
|
2026-02-06 23:05:05 +08:00 |
|
zhangkun9038@dingtalk.com
|
b0798e20ba
|
收集所有被拒绝的条件，最后统一显示
range-2025-12-01_2025-12-15_profit=0.1392_6517
range-2026-01-01_2026-01-15_profit=0.0862_5867
range-2026-01-16_2026-01-31_profit=0.0464_6509
|
2026-02-06 22:56:15 +08:00 |
|
zhangkun9038@dingtalk.com
|
687cc59b47
|
confirm_trade_entry里所有拒绝原因都有明确日志，便于调试和分析
range-2025-06-01_2025-06-15_profit=0.0707_6758
range-2025-06-15_2025-06-30_profit=0.1204_3109
range-2025-07-15_2025-07-31_profit=0.2728_8172
|
2026-02-06 20:06:04 +08:00 |
|
zhangkun9038@dingtalk.com
|
98f81a3b66
|
还是三元表达式
range-2025-12-15_2025-12-31_profit=0.1112_6170
range-2025-12-01_2025-12-15_profit=0.1392_1275
range-2026-01-01_2026-01-15_profit=0.0862_1263
range-2025-07-01_2025-07-15_profit=0.1091_6270
range-2025-06-15_2025-06-30_profit=0.1204_9715
range-2025-07-15_2025-07-31_profit=0.2728_4502
range-2025-08-01_2025-08-15_profit=0.15130000000000002_1557
range-2025-08-15_2025-08-31_profit=0.0873_3305
range-2025-10-01_2025-10-15_profit=0_4740
range-2025-09-01_2025-09-15_profit=0.10339999999999999_5527
range-2025-09-15_2025-09-30_profit=0.08900000000000001_5530
range-2025-11-01_2025-11-15_profit=0.17370000000000002_6612
range-2025-10-15_2025-10-31_profit=0.0913_4649
range-2025-11-15_2025-11-30_profit=0.08289999999999999_4104
|
2026-02-06 12:45:08 +08:00 |
|
zhangkun9038@dingtalk.com
|
90ec12fd84
|
up
range-2025-06-01_2025-06-15_profit=0.0799_4277
range-2025-06-15_2025-06-30_profit=0.1315_3523
range-2025-07-01_2025-07-15_profit=0.1334_9010
range-2025-07-15_2025-07-31_profit=0.30219999999999997_9992
range-2025-08-01_2025-08-15_profit=0.1917_4822
range-2025-08-15_2025-08-31_profit=0.1008_9726
range-2025-09-01_2025-09-15_profit=0.1273_2163
range-2025-09-15_2025-09-30_profit=0.1069_8505
range-2025-10-01_2025-10-15_profit=0_2825
range-2025-10-15_2025-10-31_profit=0.10220000000000001_2995
range-2025-11-01_2025-11-15_profit=0.1753_8906
range-2025-11-15_2025-11-30_profit=0.09519999999999999_5557
range-2026-01-01_2026-01-15_profit=0.1174_9917
range-2025-10-01_2025-10-15_profit=0_7129
range-2026-01-16_2026-01-31_profit=0.0484_8568
range-2025-12-15_2025-12-31_profit=0.1174_8027
|
2026-02-04 20:33:59 +08:00 |
|
zhangkun9038@dingtalk.com
|
e41212ff45
|
stake_amount:3;market_type:limit
|
2026-02-04 20:22:38 +08:00 |
|
zhangkun9038@dingtalk.com
|
8cad1b5ba0
|
策略在回测和模拟模式下将不再受到冷启动保护的限制，而在实盘模式下仍能正常工作
|
2026-02-04 17:42:55 +08:00 |
|
zhangkun9038@dingtalk.com
|
1be894a618
|
在回测时不会因为冷启动保护而错过任何有效的入场信号
|
2026-02-04 16:38:43 +08:00 |
|
zhangkun9038@dingtalk.com
|
2755da1f5a
|
修复时区问题
|
2026-02-04 12:30:36 +08:00 |
|
zhangkun9038@dingtalk.com
|
673ce4341b
|
只有当EMA5向上穿越EMA20（或保持在EMA20之上）AND EMA20斜率超过设定阈值时，才允许入
range-251201-251210-2164.051
|
2026-02-04 01:53:11 +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 |
|
zhangkun9038@dingtalk.com
|
99aa1e282d
|
dryrun, live时, 容器名字里包含commitid
|
2026-01-02 21:01:10 +08:00 |
|
zhangkun9038@dingtalk.com
|
f47f557e23
|
dryrun, live时, 容器名字里包含commitid
|
2026-01-02 20:51:31 +08:00 |
|
zhangkun9038@dingtalk.com
|
839ae28297
|
dryrun, live时, 容器名字里包含commitid
|
2026-01-02 20:39:20 +08:00 |
|
zhangkun9038@dingtalk.com
|
6f67429d5c
|
更新波动系数机制
range1-2086.516-1
|
2026-01-02 10:28:06 +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 |
|
zhangkun9038@dingtalk.com
|
fa813242c7
|
lookahead fix
range1-2086.516
|
2026-01-01 23:09:11 +08:00 |
|
Ubuntu
|
63941511a1
|
报价下调0.1%
range1-2146.246
|
2026-01-01 14:25:00 +00:00 |
|
Ubuntu
|
e532f10918
|
报价下调0.2%
|
2026-01-01 13:21:18 +00:00 |
|
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
range7-2150.672
|
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
range7-2135
range1-2112.347
|
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 |
|