zhangkun9038@dingtalk.com
|
400a466f5e
|
已经把 &s-future_volatility 的自适应阈值 做完并且同步更新了文档
|
2026-01-19 01:18:53 +08:00 |
|
zhangkun9038@dingtalk.com
|
5351969c4a
|
1h 趋势特征完整列表（ADX、EMA 排列、高低点结构、量能、突破等）
range-2025-12-01_2025-12-05_profit=0.0158_9124
range-2025-12-01_2025-12-15_profit=0.0371_6507
range-2025-09-01_2025-11-15_profit=0.0947_6184
range-2025-06-01_2025-09-15_profit=0.2576_7324
range-2025-05-01_2025-05-15_profit=0.0653_2334
range-2025-05-16_2025-05-31_profit=0.0199_5172
range-2025-06-01_2025-06-15_profit=0.0176_1399
range-2025-06-16_2025-06-30_profit=0.0077_6247
range-2025-06-01_2025-06-15_profit=0.0176_4996
range-2025-06-16_2025-06-30_profit=0.013600000000000001_5154
range-2025-07-01_2025-07-15_profit=0.0203_5811
range-2025-07-16_2025-07-31_profit=0.0837_1798
range-2025-08-01_2025-08-15_profit=0.042199999999999994_4309
range-2025-08-16_2025-08-31_profit=0.014499999999999999_6833
range-2025-07-01_2025-07-15_profit=0.0318_6492
range-2025-09-01_2025-09-15_profit=0_6794
range-2025-10-01_2025-10-15_profit=0_5276
range-2025-10-16_2025-10-31_profit=0_1685
range-2025-11-01_2025-11-15_profit=0_8358
range-2025-11-16_2025-11-30_profit=0_9320
range-2025-12-01_2025-12-15_profit=0_8125
range-2025-12-16_2025-12-31_profit=0.0002_7227
range-2025-07-16_2025-07-31_profit=0.059500000000000004_6274
range-2025-08-01_2025-08-15_profit=0.04650000000000001_5028
range-2025-08-16_2025-08-31_profit=0_3425
range-2026-01-01_2026-01-15_profit=0.033_4495
range-2025-09-01_2025-09-15_profit=0.0144_9701
range-2025-09-15_2025-09-30_profit=0.011000000000000001_4693
range-2025-11-01_2025-11-15_profit=0.0042_4965
range-2025-10-15_2025-10-31_profit=0.0175_4002
range-2025-12-15_2025-12-31_profit=0.0127_7928
range-2025-10-01_2025-10-15_profit=0_8868
range-2025-08-15_2025-08-31_profit=0_9105
range-2025-10-01_2025-10-15_profit=0_7123
range-2025-08-15_2025-08-31_profit=0_1435
|
2026-01-18 23:36:59 +08:00 |
|
zhangkun9038@dingtalk.com
|
053f32f0e8
|
具备完整的阈值收敛追踪能力
|
2026-01-18 22:42:52 +08:00 |
|
zhangkun9038@dingtalk.com
|
68299034af
|
新增方法 _get_label_distribution_from_es，从es里读取学习结果，动态调整正负样本比例+3
|
2026-01-18 22:18:41 +08:00 |
|
zhangkun9038@dingtalk.com
|
dfe8bdf0ad
|
新增方法 _get_label_distribution_from_es，从es里读取学习结果，动态调整正负样本比例+2
|
2026-01-18 22:00:07 +08:00 |
|
zhangkun9038@dingtalk.com
|
bd8aeb29eb
|
新增方法 _get_label_distribution_from_es，从es里读取学习结果，动态调整正负样本比例+1
|
2026-01-18 21:44:08 +08:00 |
|
zhangkun9038@dingtalk.com
|
8fbd19213a
|
新增方法 _get_label_distribution_from_es，从es里读取学习结果，动态调整正负样本比例
|
2026-01-18 21:40:25 +08:00 |
|
zhangkun9038@dingtalk.com
|
02b9b98080
|
现在每条训练记录都会写到它对应时间的索引里，不会混乱。
|
2026-01-18 21:25:07 +08:00 |
|
zhangkun9038@dingtalk.com
|
5d32c711b2
|
start log
|
2026-01-18 20:50:10 +08:00 |
|
zhangkun9038@dingtalk.com
|
fde1738eaa
|
enable es log
|
2026-01-18 19:41:02 +08:00 |
|
zhangkun9038@dingtalk.com
|
45ad277ad2
|
调低了几个“硬阈值”，让标签更宽松一些
|
2026-01-18 18:04:25 +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
|
8a034c2d49
|
fix: 调整止损风险标签阈值 (3%/1.5%) 解决样本不平衡问题
|
2026-01-18 11:31:09 +08:00 |
|
zhangkun9038@dingtalk.com
|
48054d318f
|
从文件系统读取，freqai训练报告工具+2
|
2026-01-18 11:28:47 +08:00 |
|
zhangkun9038@dingtalk.com
|
cae9d1fd01
|
从文件系统读取，freqai训练报告工具+1
|
2026-01-18 11:25:31 +08:00 |
|
zhangkun9038@dingtalk.com
|
8caf1acbb9
|
从文件系统读取，freqai训练报告工具
|
2026-01-18 11:22:22 +08:00 |
|
zhangkun9038@dingtalk.com
|
384f6f2439
|
freqai训练报告工具
|
2026-01-18 11:15:29 +08:00 |
|
zhangkun9038@dingtalk.com
|
ef52b6cce3
|
改回LightGBMRegressorMultiTarget
|
2026-01-18 04:28:53 +08:00 |
|
zhangkun9038@dingtalk.com
|
7e23d7a513
|
改回LightGBMRegressorMultiTarget
|
2026-01-18 04:17:02 +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
|
1519f14f57
|
live.sh freqaimodel冗余移除
|
2026-01-18 03:25:00 +08:00 |
|
zhangkun9038@dingtalk.com
|
420a167a23
|
DataFrame 的列名中包含了浮点数而不是字符串，导致 FreqAI 在清理特征列时失败
|
2026-01-18 03:22:42 +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
|
42a020fea7
|
时区混用错误。让我修复这些位置：
|
2026-01-18 02:48:16 +08:00 |
|
zhangkun9038@dingtalk.com
|
c5baa8f899
|
up
|
2026-01-18 02:35:34 +08:00 |
|
zhangkun9038@dingtalk.com
|
b1d0990889
|
live.sh换了freqai模型：LightGBMClassifier， 同时注释了很多项目文件变更的加载
|
2026-01-18 02:31:40 +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
|
aecd34cace
|
新增目标：&s-stoploss_risk（止损风险等级+1
range-2025-12-10_2025-12-15_profit=-0.0366_1275
range-2025-12-10_2025-12-15_profit=-0.0366_2114
range-2025-12-10_2025-12-15_profit=-0.0366_9014
|
2026-01-18 00:42:47 +08:00 |
|
zhangkun9038@dingtalk.com
|
593c79e402
|
新增目标：&s-stoploss_risk（止损风险等级）
range-2025-12-10_2025-12-15_profit=0_1682
range-2025-12-01_2025-12-15_profit=0_4727
range-2025-12-10_2025-12-15_profit=0_7936
range-2025-12-10_2025-12-15_profit=0_8045
range-2025-12-10_2025-12-15_profit=0_9499
|
2026-01-18 00:41:00 +08:00 |
|
zhangkun9038@dingtalk.com
|
6a25445e96
|
8b8f95a0
|
2026-01-18 00:37:01 +08:00 |
|
zhangkun9038@dingtalk.com
|
a05705e4c4
|
freqai优化trailingstop
range-2025-10-01_2025-11-15_profit=0_2096
range-2025-12-10_2025-12-15_profit=-0.0366_4080
range-2025-12-01_2025-12-05_profit=0.0552_5395
range-2025-12-01_2025-12-15_profit=0.07629999999999999_6957
range-2025-12-10_2025-12-15_profit=-0.0366_9301
range-2025-05-01_2025-05-15_profit=0_8984
range-2025-05-01_2025-05-15_profit=0.1421_2451
range-2025-05-16_2025-05-31_profit=0.0922_7867
range-2025-06-01_2025-06-15_profit=0.0246_8565
range-2025-06-16_2025-06-30_profit=-0.0098_8084
range-2025-06-16_2025-06-30_profit=-0.0004_3472
range-2025-07-16_2025-07-31_profit=0.10490000000000001_6877
range-2025-08-01_2025-08-15_profit=0.106_1054
range-2025-08-16_2025-08-31_profit=0_6062
range-2025-09-01_2025-09-15_profit=0_7302
range-2025-10-16_2025-10-31_profit=0_3371
range-2025-11-01_2025-11-15_profit=0_3381
range-2025-11-16_2025-11-30_profit=0_6766
range-2025-12-01_2025-12-15_profit=0_7676
range-2025-12-16_2025-12-31_profit=0.054400000000000004_4490
range-2025-07-01_2025-07-15_profit=0.0883_7191
range-2025-07-16_2025-07-31_profit=0.1308_3190
range-2025-08-01_2025-08-15_profit=0.0949_4943
range-2025-08-01_2025-08-15_profit=0_6704
range-2025-07-15_2025-07-31_profit=0.1331_8175
range-2025-08-15_2025-08-31_profit=0.0134_3278
range-2025-09-01_2025-09-15_profit=0_8126
range-2025-09-15_2025-09-30_profit=0_8427
range-2025-10-15_2025-10-31_profit=0.0241_8305
range-2025-11-01_2025-11-15_profit=0.0178_8033
range-2025-11-15_2025-11-30_profit=0.0129_8589
range-2025-12-01_2025-12-15_profit=0.0786_9717
range-2025-12-15_2025-12-31_profit=0.0333_8777
range-2026-01-01_2026-01-15_profit=0.076_3944
range-2025-06-01_2025-06-15_profit=0_8048
range-2025-06-15_2025-06-30_profit=0_2078
range-2025-07-01_2025-07-15_profit=0_9111
range-2025-07-15_2025-07-31_profit=0_4076
range-2025-10-01_2025-10-15_profit=0_4037
range-2025-09-15_2025-09-30_profit=0.0697_9002
range-2025-09-01_2025-09-15_profit=0.0219_6459
range-2025-10-01_2025-10-15_profit=0_1275
range-2025-10-01_2025-10-15_profit=0_7362
|
2026-01-17 21:51:47 +08:00 |
|
zhangkun9038@dingtalk.com
|
b1016e59af
|
重构custom_stoploss
range-2025-12-01_2025-12-05_profit=0.0462_5676
range-2025-12-01_2025-12-05_profit=0.0462_2015
range-2025-12-10_2025-12-15_profit=-0.0335_1703
range-2025-08-01_2025-08-15_profit=0_5488
range-2025-09-01_2025-09-15_profit=0_5014
range-2026-01-01_2026-01-15_profit=0_9774
range-2025-11-01_2025-11-15_profit=0_5303
range-2025-10-01_2025-10-15_profit=0_8058
range-2025-09-15_2025-09-30_profit=0_2054
range-2025-12-15_2025-12-31_profit=0_7437
range-2025-10-15_2025-10-31_profit=0_4223
range-2025-08-15_2025-08-31_profit=0_5658
range-2025-08-01_2025-08-15_profit=0_6031
range-2025-09-01_2025-09-15_profit=0_3358
range-2026-01-01_2026-01-15_profit=0_1440
range-2025-10-01_2025-10-15_profit=0_9917
range-2025-09-15_2025-09-30_profit=0_4987
range-2025-12-15_2025-12-31_profit=0_1143
range-2025-08-15_2025-08-31_profit=0_6215
range-2025-10-15_2025-10-31_profit=-0.0036_4656
range-2025-08-01_2025-08-15_profit=0_3516
range-2025-09-01_2025-09-15_profit=0_5225
range-2026-01-01_2026-01-15_profit=0_1921
range-2025-11-01_2025-11-15_profit=0_9779
range-2025-10-01_2025-10-15_profit=0_7909
range-2025-09-15_2025-09-30_profit=0_7712
|
2026-01-17 18:09:57 +08:00 |
|
zhangkun9038@dingtalk.com
|
e241516c3e
|
移除低买高卖
range-2025-12-01_2025-12-05_profit=0.0462_6806
range-2025-08-01_2025-08-15_profit=0_4228
range-2025-09-01_2025-09-15_profit=0.0305_8767
range-2025-10-01_2025-10-15_profit=0_2359
range-2025-09-15_2025-09-30_profit=0.078_6386
range-2026-01-01_2026-01-15_profit=0.0436_6947
range-2025-10-15_2025-10-31_profit=-0.0036_4462
range-2025-08-15_2025-08-31_profit=0.0072_9729
range-2025-08-01_2025-08-15_profit=0_4085
range-2025-11-01_2025-11-15_profit=0_4713
range-2025-10-01_2025-10-15_profit=0_1801
range-2025-12-15_2025-12-31_profit=0_7585
range-2025-08-01_2025-08-15_profit=0_1968
range-2025-11-01_2025-11-15_profit=0_5386
|
2026-01-17 17:05:15 +08:00 |
|
zhangkun9038@dingtalk.com
|
914eaef034
|
移除低买高卖
range-2025-12-01_2025-12-05_profit=0_9263
|
2026-01-17 17:00:07 +08:00 |
|
Ubuntu
|
e7655fb961
|
低买高卖幅度调整
range-2025-12-01_2025-12-05_profit=0.0282_6963
range-2026-01-01_2026-01-15_profit=0_2782
range-2025-11-01_2025-11-15_profit=0_1717
range-2025-10-01_2025-10-15_profit=0_5958
range-2025-09-15_2025-09-30_profit=0_3029
range-2025-12-15_2025-12-31_profit=0_5387
range-2025-10-15_2025-10-31_profit=0_9026
range-2025-08-15_2025-08-31_profit=0_6116
range-2025-08-01_2025-08-15_profit=0_9215
range-2025-09-01_2025-09-15_profit=0_9288
range-2026-01-01_2026-01-15_profit=0_4215
range-2025-11-01_2025-11-15_profit=0_6885
range-2025-10-01_2025-10-15_profit=0_2854
range-2025-09-15_2025-09-30_profit=0_2342
range-2025-12-15_2025-12-31_profit=0_6457
range-2025-10-15_2025-10-31_profit=0_1339
range-2025-08-15_2025-08-31_profit=0_5674
range-2025-08-01_2025-08-15_profit=0_3764
range-2025-09-01_2025-09-15_profit=0.002_3317
range-2025-10-01_2025-10-15_profit=0_9244
range-2026-01-01_2026-01-15_profit=0.054299999999999994_3141
range-2025-09-15_2025-09-30_profit=0.0373_6197
range-2025-11-01_2025-11-15_profit=0.0239_7901
range-2025-12-15_2025-12-31_profit=0.0383_1033
range-2025-10-15_2025-10-31_profit=-0.028300000000000002_3955
range-2025-08-15_2025-08-31_profit=-0.0141_4388
|
2026-01-17 05:14:55 +00:00 |
|
zhangkun9038@dingtalk.com
|
3b4f84305f
|
使用es记录log而非redis
range-2025-12-10_2025-12-15_profit=-0.0098_3000
range-2025-12-01_2025-12-05_profit=0_3766
range-2025-08-01_2025-08-15_profit=0_3109
range-2026-01-01_2026-01-15_profit=0.0006_6508
range-2025-10-01_2025-10-15_profit=0_5993
range-2025-09-01_2025-09-15_profit=0.0102_9359
range-2025-11-01_2025-11-15_profit=-0.016399999999999998_7720
range-2025-09-15_2025-09-30_profit=0.0034000000000000002_2642
range-2025-10-15_2025-10-31_profit=-0.0233_3521
range-2025-12-15_2025-12-31_profit=-0.0088_8632
range-2025-08-01_2025-08-15_profit=0_9208
range-2025-10-01_2025-10-15_profit=0_5932
range-2025-08-15_2025-08-31_profit=0_4470
range-2025-08-01_2025-08-15_profit=0_6419
range-2025-08-15_2025-08-31_profit=0_3859
|
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
|
2abb788bd2
|
继续redis+3
|
2026-01-17 00:00:49 +08:00 |
|
zhangkun9038@dingtalk.com
|
07eacf2ac7
|
继续redis+2
|
2026-01-16 23:35:51 +08:00 |
|
zhangkun9038@dingtalk.com
|
b31c41de52
|
在所有 Redis 记录函数中添加 Docker 容器名字
|
2026-01-16 22:43:23 +08:00 |
|
zhangkun9038@dingtalk.com
|
0ca20a1126
|
redis记录关键log
|
2026-01-16 22:33:51 +08:00 |
|
zhangkun9038@dingtalk.com
|
7e99b538df
|
live,dryrun,backtst.sh保留训练模型，支持增量训练和自适应阈值;动态调整freqai_exit_down_percent和freqai_entry_down_percent
range-2025-12-10_2025-12-15_profit=-0.0098_4238
range-2025-12-01_2025-12-05_profit=0_1258
range-2025-12-01_2025-12-15_profit=-0.0236_8674
range-2025-05-01_2025-05-15_profit=0.0231_7618
range-2025-06-01_2025-06-15_profit=0_6903
range-2025-05-16_2025-05-31_profit=0.010700000000000001_9525
range-2025-06-16_2025-06-30_profit=0.0138_8205
range-2025-06-16_2025-06-30_profit=0.0084_8736
range-2025-07-16_2025-07-31_profit=0_4259
range-2025-08-01_2025-08-15_profit=0_9335
range-2025-09-01_2025-09-15_profit=0_3735
range-2025-10-16_2025-10-31_profit=0_8724
range-2025-11-01_2025-11-15_profit=0_2201
range-2025-11-16_2025-11-30_profit=0_8888
range-2025-12-01_2025-12-15_profit=0_4009
range-2025-12-16_2025-12-31_profit=-0.0103_6847
range-2026-01-01_2026-01-15_profit=0.0006_6793
range-2025-07-01_2025-07-15_profit=-0.0023_2912
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range-2025-08-15_2025-08-31_profit=0_7463
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|
2026-01-16 16:19:04 +08:00 |
|
Ubuntu
|
d1a23a9579
|
调整买入卖出价格幅度+1
range-2025-12-01_2025-12-05_profit=0.0059_4323
range-2025-08-01_2025-08-15_profit=0_4052
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range-2026-01-01_2026-01-15_profit=0_5522
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range-2025-10-01_2025-10-15_profit=0_9140
range-2025-09-15_2025-09-30_profit=0_5971
range-2025-12-15_2025-12-31_profit=0_2140
range-2025-10-15_2025-10-31_profit=-0.0191_3846
range-2025-08-01_2025-08-15_profit=0_8355
range-2025-09-01_2025-09-15_profit=0_5238
range-2026-01-01_2026-01-15_profit=0_5813
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range-2025-09-15_2025-09-30_profit=0.0024_7372
|
2026-01-16 06:08:38 +00:00 |
|
Ubuntu
|
c44fd8fdf1
|
调整买入卖出价格幅度
range-2025-12-01_2025-12-05_profit=0.0059_5330
|
2026-01-16 05:14:24 +00:00 |
|
zhangkun9038@dingtalk.com
|
22b6ca7fbb
|
低买高卖
range-2025-12-10_2025-12-15_profit=-0.0053_6395
|
2026-01-16 09:17:47 +08:00 |
|
zhangkun9038@dingtalk.com
|
55794023c9
|
freqai优化custom_stoploss
range-2025-12-10_2025-12-15_profit=-0.021400000000000002_3413
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range-2025-08-15_2025-08-31_profit=-0.0077_7641
range-2025-08-01_2025-08-15_profit=0_1686
range-2025-10-01_2025-10-15_profit=0_8043
range-2025-08-01_2025-08-15_profit=0_3455
range-2025-10-01_2025-10-15_profit=0_7141
|
2026-01-16 08:56:50 +08:00 |
|