zhangkun9038@dingtalk.com
|
ce7b20573c
|
tradestocsv update; adjust_postion_trade update
|
2025-10-16 19:12:11 +00:00 |
|
zhangkun9038@dingtalk.com
|
9d8177afcb
|
去掉没用的代码包括custom_exit和其中roi逻辑
|
2025-10-15 18:35:56 +00:00 |
|
zhangkun9038@dingtalk.com
|
b368bd88d4
|
update backtest.sh
|
2025-10-14 09:49:11 +00:00 |
|
zhangkun9038@dingtalk.com
|
9ad6d112f6
|
add spaces
|
2025-10-14 04:34:00 +00:00 |
|
zhangkun9038@dingtalk.com
|
6dc6cade30
|
hyperopt mardingale
|
2025-10-14 02:29:01 +08:00 |
|
zhangkun9038@dingtalk.com
|
8286169bcf
|
martingole
|
2025-10-14 01:55:44 +08:00 |
|
zhangkun
|
3092009986
|
for sell
|
2025-10-13 23:20:00 +08:00 |
|
Ubuntu
|
f8672df24f
|
4个月盈利58%, 目前最高盈利; stake_amount改成自动随amount成比例更新
|
2025-10-06 01:53:31 +08:00 |
|
zhangkun9038@dingtalk.com
|
02535ec1ce
|
正在优化中,效果不错
|
2025-10-02 04:58:57 +00:00 |
|
zhangkun
|
1038a92998
|
新思路优化adjust_trade_position
|
2025-10-01 15:02:58 +08:00 |
|
zhangkun
|
64f749eb20
|
尝试对已经优化好的结果进行二次优化
|
2025-09-30 21:09:57 +08:00 |
|
zhangkun9038@dingtalk.com
|
ade68cdc96
|
run了24小时出来的一个创纪录的结果, 4个月利润54%
|
2025-09-16 14:08:30 +00:00 |
|
zhangkun9038@dingtalk.com
|
7aa5697d72
|
尝试使用一次函数, 不再使用反正切函数
|
2025-09-14 23:59:52 +08:00 |
|
zhangkun9038@dingtalk.com
|
b0173e9a09
|
尝试使用一次函数, 不再使用反正切函数
|
2025-09-14 23:45:13 +08:00 |
|
zhangkun9038@dingtalk.com
|
1408747390
|
fix issue
|
2025-09-14 09:12:56 +08:00 |
|
Ubuntu
|
9ca442ebe5
|
这次hyperopt结果破纪录了,回测4个月,2817.44,sqn:2.8,难道只能在x86上面执行结果才靠谱?
|
2025-09-13 08:11:58 +08:00 |
|
Ubuntu
|
4686c11f8c
|
up
|
2025-09-11 11:47:38 +08:00 |
|
zhangkun9038@dingtalk.com
|
9d8efb4736
|
反余弦函数参数范围调整
|
2025-09-11 03:36:07 +00:00 |
|
zhangkun9038@dingtalk.com
|
707b860cdc
|
live.sh 移除 json配置文件里的 protection
|
2025-09-11 00:09:06 +00:00 |
|
zhangkun9038@dingtalk.com
|
dcb91f3bed
|
这个的hyperopt结果胜率高,盈利高,美中不足就是持仓时间太长,平均8天,适合大量资金进出时使用
|
2025-09-10 23:52:31 +00:00 |
|
Ubuntu
|
7e68e4e31d
|
hyperopted 回测0501-0901结果: 2152, 胜率达到98%, 追求低风险
|
2025-09-10 21:43:37 +08:00 |
|
Ubuntu
|
681f5e5d20
|
log level warning
|
2025-09-10 17:15:20 +08:00 |
|
zhangkun9038@dingtalk.com
|
a060f3a496
|
用custom_exit来替代custom_roi, 防止结果被hyperopt冲掉
|
2025-09-10 01:02:14 +08:00 |
|
zhangkun9038@dingtalk.com
|
84b625013d
|
custom roi
|
2025-09-10 00:49:02 +08:00 |
|
|
|
252da1194a
|
revert 3ec7807d9ed66d0dea37b37014c4b05931854004
revert 纯算法的动态阈值系统
|
2025-09-09 23:51:14 +08:00 |
|
zhangkun9038@dingtalk.com
|
e40480d39a
|
参数太多空间太发散, hyperopt优化 -e 200 并没有发掘出潜力, 以后有空再深挖, 0501-0901 达到2470, 分布分散性一般
|
2025-09-08 21:37:08 +08:00 |
|
zhangkun9038@dingtalk.com
|
590e2469d4
|
exit条件阈值用hyperopt优化
|
2025-09-08 16:45:25 +08:00 |
|
zhangkun9038@dingtalk.com
|
3ec7807d9e
|
纯算法的动态阈值系统
|
2025-09-08 15:12:45 +08:00 |
|
zhangkun9038@dingtalk.com
|
c198e4b541
|
条件平均相关性
|
2025-09-08 14:04:36 +08:00 |
|
zhangkun9038@dingtalk.com
|
77485f8852
|
条件平均相关性
|
2025-09-08 13:56:28 +08:00 |
|
zhangkun9038@dingtalk.com
|
a4ba750eaa
|
hyperopted from 0601 to 0610 这个时间短段得到的结果 普适性好
|
2025-09-08 11:26:37 +08:00 |
|
zhangkun9038@dingtalk.com
|
a74000e3ba
|
hyperopted
|
2025-09-07 23:42:47 +08:00 |
|
zhangkun9038@dingtalk.com
|
34238eb875
|
hyperopted
|
2025-09-07 23:19:02 +08:00 |
|
zhangkun9038@dingtalk.com
|
7b638c4a13
|
hyperopted
|
2025-09-07 23:11:14 +08:00 |
|
zhangkun9038@dingtalk.com
|
3785332155
|
hyperopted
|
2025-09-07 23:07:37 +08:00 |
|
zhangkun9038@dingtalk.com
|
ca1b2595a6
|
最小化去除iloc[-1], 重构detect_h1_rapid_rise
|
2025-09-07 22:47:30 +08:00 |
|
zhangkun9038@dingtalk.com
|
6286124810
|
最小化去除iloc[-1], 重构detect_h1_rapid_rise
|
2025-09-07 22:45:27 +08:00 |
|
zhangkun9038@dingtalk.com
|
0b256e31d9
|
最小化去除iloc[-1], 重构detect_h1_rapid_rise
|
2025-09-07 22:27:26 +08:00 |
|
Ubuntu
|
afcf7e51dc
|
综合3m,15m,1h的各个指标的入场出场
|
2025-08-31 20:07:35 +08:00 |
|
Ubuntu
|
e627cca90f
|
综合3m,15m,1h的各个指标的入场出场
|
2025-08-31 19:52:17 +08:00 |
|
Ubuntu
|
dc5a388731
|
调整入场逻辑
|
2025-08-31 19:38:30 +08:00 |
|
Ubuntu
|
3210610282
|
调整入场逻辑
|
2025-08-31 19:35:31 +08:00 |
|
Ubuntu
|
54effd23c1
|
调整入场逻辑
|
2025-08-31 19:30:50 +08:00 |
|
Ubuntu
|
0806774f38
|
没有入场信号
|
2025-08-31 19:05:07 +08:00 |
|
Ubuntu
|
4c10aeb152
|
没有入场信号
|
2025-08-31 18:59:58 +08:00 |
|
Ubuntu
|
aed02ad8e9
|
reindex and merge
|
2025-08-31 18:48:43 +08:00 |
|
Ubuntu
|
94fc93c7ee
|
reindex and merge
|
2025-08-31 18:44:53 +08:00 |
|
Ubuntu
|
46698faf42
|
reindex and merge
|
2025-08-31 18:41:44 +08:00 |
|
Ubuntu
|
7a582f6b71
|
reindex and merge
|
2025-08-31 18:38:21 +08:00 |
|
Ubuntu
|
b1e9aef36f
|
reindex and merge
|
2025-08-31 18:33:19 +08:00 |
|
