|
|
c9e459ec26
|
添加1小时EMA5向上穿越EMA20的入场限制条件+3
range-2026-01-01_2026-01-12_profit=-0.0023_7662
range-2025-12-01_2025-12-05_profit=-0.001_6618
废弃3
range-2025-08-01_2025-08-15_profit=0_7303
range-2025-09-01_2025-09-15_profit=0_6779
range-2025-09-15_2025-09-30_profit=0_2901
range-2025-10-01_2025-10-15_profit=0_3584
range-2025-12-15_2025-12-31_profit=0_7702
range-2025-10-15_2025-10-31_profit=0_4241
range-2025-08-15_2025-08-31_profit=0_2523
range-2026-01-01_2026-01-15_profit=0.0012_4708
range-2025-08-01_2025-08-15_profit=0_6357
range-2025-09-01_2025-09-15_profit=0_2546
range-2025-11-01_2025-11-15_profit=0_5989
range-2025-10-01_2025-10-15_profit=0_8659
range-2025-09-15_2025-09-30_profit=0_9949
range-2025-12-15_2025-12-31_profit=0_9227
range-2025-10-15_2025-10-31_profit=0_4458
range-2025-08-15_2025-08-31_profit=0_4861
range-2025-08-01_2025-08-15_profit=0.019_2847
range-2025-10-01_2025-10-15_profit=0_9366
range-2025-09-01_2025-09-15_profit=0.005699999999999999_9019
range-2025-11-01_2025-11-15_profit=0.029300000000000003_3584
range-2025-12-15_2025-12-31_profit=0.046900000000000004_6325
range-2025-08-15_2025-08-31_profit=0.005699999999999999_4501
range-2025-09-15_2025-09-30_profit=0.0123_7425
|
2026-01-14 06:46:51 +08:00 |
|
|
|
9e07b8913d
|
添加1小时EMA5向上穿越EMA20的入场限制条件
|
2026-01-14 01:34:25 +08:00 |
|
Ubuntu
|
ec0555773b
|
修改ml置信度阈值
range10-2167.651
range1-2085.994
|
2026-01-12 04:07:46 +00:00 |
|
zhangkun9038@dingtalk.com
|
59f207767a
|
预测的波动率用来辅助决策入场
range10-2169.236
range1-2057.277
range-2025-12-01-00-00_2025-12-02-00-00_profit--0.0128_1896
range-2025-12-01-00-00_2025-12-05-00-00_profit=0.0286_9699
range-2025-12-01_2026-01-05_profit=0.08460000000000001_7971
range-2025-12-10_2025-12-15_profit=-0.0062_8763
range-2025-12-01_2026-01-05_profit=0_3487
range-2025-12-01_2025-12-15_profit=0.04019999999999999_9535
range-2025-12-10_2025-12-15_profit=-0.0062_2760
range-2025-12-01_2025-12-05_profit=0.0286_2040
freq-ai-59f207767a-3
种子22
range-2025-09-01_2025-11-15_profit=-0.1185_5588
回测9-11月表现不理想
range-2025-05-01_2025-05-15_profit=0.07490000000000001_6157
range-2025-05-16_2025-05-31_profit=0.0359_3747
range-2025-06-01_2025-06-15_profit=-0.016399999999999998_5751
range-2025-06-01_2025-06-15_profit=-0.016399999999999998_4200
range-2025-06-16_2025-06-30_profit=0.0159_2530
range-2025-06-16_2025-06-30_profit=-0.0011_4050
range-2025-07-01_2025-07-15_profit=0.049_3308
range-2025-07-16_2025-07-31_profit=0.0484_3050
range-2025-08-01_2025-08-15_profit=0.0762_2280
range-2025-08-16_2025-08-31_profit=-0.0023_4645
range-2025-09-01_2025-09-15_profit=0_7922
range-2025-10-16_2025-10-31_profit=0_8583
range-2025-11-01_2025-11-15_profit=0_2957
range-2025-11-16_2025-11-30_profit=0_9116
range-2025-12-01_2025-12-15_profit=0_1911
range-2025-12-16_2025-12-31_profit=-0.026000000000000002_2833
range-2025-07-01_2025-07-15_profit=0.0454_4803
range-2025-07-16_2025-07-31_profit=0.0358_8678
range-2025-08-01_2025-08-15_profit=0.0787_9677
range-2025-08-16_2025-08-31_profit=0_3424
range-2025-09-01_2025-09-15_profit=0_8489
range-2026-01-01_2026-01-15_profit=0_7356
range-2025-11-01_2025-11-15_profit=0_9195
range-2025-10-01_2025-10-15_profit=0_1063
range-2025-10-15_2025-10-31_profit=0_1301
range-2025-08-15_2025-08-31_profit=0_3773
range-2025-09-01_2025-09-15_profit=0_8891
range-2026-01-01_2026-01-15_profit=0_9767
range-2025-11-01_2025-11-15_profit=0_4237
range-2025-10-01_2025-10-15_profit=0_7518
range-2025-09-15_2025-09-30_profit=0_9885
range-2025-12-15_2025-12-31_profit=0_7839
range-2025-08-15_2025-08-31_profit=0_2324
range-2025-10-15_2025-10-31_profit=-0.0197_3939
range-2026-01-01_2026-01-15_profit=0_6161
range-2025-10-01_2025-10-15_profit=0_6021
range-2025-11-01_2025-11-15_profit=-0.0834_7376
range-2025-12-15_2025-12-31_profit=0.0121_9387
|
2026-01-12 11:07:28 +08:00 |
|
zhangkun9038@dingtalk.com
|
dc29df308d
|
entry_signal 加log
|
2026-01-10 21:00:50 +08:00 |
|
zhangkun9038@dingtalk.com
|
158c80039f
|
entry_signal 加log
|
2026-01-10 19:42:51 +08:00 |
|
Ubuntu
|
c173c8277b
|
ml_entry_signal_threshold 改成0.78
range2-1879.396-2
|
2026-01-08 05:45:45 +00:00 |
|
Ubuntu
|
2cf7b884ce
|
手动调节ml置信度阈值+
range1-2100.608-2
range2-1833.966
|
2026-01-07 16:54:31 +00:00 |
|
Ubuntu
|
78a0746b5f
|
手动调节ml置信度阈值
range1-2100.608
range2-1879.396
|
2026-01-07 14:46:35 +00:00 |
|
zhangkun9038@dingtalk.com
|
cfbbf11820
|
custom_exit_price签名修复
|
2026-01-07 20:56:49 +08:00 |
|
zhangkun9038@dingtalk.com
|
17e99c7ac8
|
处理无穷值和 NaN：对整个 dataframe 执行
|
2026-01-07 16:47:55 +08:00 |
|
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 |
|
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
range1-2112
|
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
|
bb9354c29c
|
波动率 AI 直接“抢权”处理 exit_signal
|
2025-12-23 22:00:42 +08:00 |
|
