Ubuntu
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4ddfa74ebe
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startup_candle_count 900
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2026-02-13 21:04:21 +08:00 |
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zhangkun9038@dingtalk.com
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fcbbdec4e2
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protection cooldown 设置为15个周期
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2026-02-12 11:00:17 +08:00 |
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zhangkun9038@dingtalk.com
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068d76432d
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tensorboard发现训练过拟合，修正freqai参数
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2026-02-12 01:29:42 +08:00 |
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zhangkun9038@dingtalk.com
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8a6dbc4d99
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白名单加入XAUT/USDT
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2026-02-11 14:25:16 +08:00 |
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zhangkun9038@dingtalk.com
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7e71f10f46
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freqai训练结果日志细化
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2026-02-11 13:55:57 +08:00 |
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zhangkun9038@dingtalk.com
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3e0b5c754f
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XGBoostRegressorMultiTarget增加计算量
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2026-02-11 01:28:00 +08:00 |
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zhangkun9038@dingtalk.com
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ea7010cfb8
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为LightGBMRegressorMultiTargMultiTarget和XGBoostRegressorMultiTarget定制了双份的配置，启动脚本的时候加aimodel名字会自动挂载
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2026-02-11 00:29:00 +08:00 |
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zhangkun9038@dingtalk.com
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4918795d2a
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freqai model customization
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2026-02-10 23:26:10 +08:00 |
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zhangkun9038@dingtalk.com
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d1b3ac3ae2
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可以在回测日志中清楚地看到 EMA20 仰角是否超过阈值的状态
range-2026-01-16_2026-01-31_profit=0_4090
range-2026-01-01_2026-01-15_profit=0_5234
range-2025-12-15_2025-12-31_profit=0_2685
range-2025-12-01_2025-12-15_profit=0_5666
range-2025-11-15_2025-11-30_profit=0_3417
range-2025-11-01_2025-11-15_profit=0_1535
range-2025-10-15_2025-10-31_profit=0_9543
range-2025-10-01_2025-10-15_profit=0_3741
range-2025-09-15_2025-09-30_profit=0_6107
range-2025-09-01_2025-09-15_profit=0_7496
range-2025-08-15_2025-08-31_profit=0_3015
range-2025-08-01_2025-08-15_profit=0_5391
range-2025-07-15_2025-07-31_profit=0_5532
range-2025-07-01_2025-07-15_profit=0_9158
range-2025-06-15_2025-06-30_profit=0_6147
range-2025-06-01_2025-06-15_profit=0_3628
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2026-02-10 21:49:56 +08:00 |
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zhangkun9038@dingtalk.com
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1ce2c95f94
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现在可以明确看出虽然3分钟图表上 EMA5 上穿信号未满足，但1小时图表上的趋势条件完全满足，这才是实际业务逻辑中用来决定是否入场的关键依据
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2026-02-10 16:11:59 +08:00 |
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zhangkun9038@dingtalk.com
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56082acbaf
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美化log
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2026-02-10 15:24:01 +08:00 |
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zhangkun9038@dingtalk.com
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0cf303e65b
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既然trade.current_profit()总是返回0，那么依赖它的所有逻辑都是不可信的。让我将这些逻辑全部移除，不再依赖这个值
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2026-02-10 13:34:07 +08:00 |
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zhangkun9038@dingtalk.com
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cf436211ea
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错误用法：trade.current_profit() - 这可能返回不准确的值
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2026-02-10 12:49:17 +08:00 |
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zhangkun9038@dingtalk.com
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e474414d52
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在低波动率情况下，即使入场信号概率较高，策略也不会盲目强制出场， 不一定效果会更好
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2026-02-10 11:48:32 +08:00 |
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zhangkun9038@dingtalk.com
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8f20ba7624
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live配置里币对加入ETH/USDT
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2026-02-10 02:36:35 +08:00 |
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zhangkun9038@dingtalk.com
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817a8e5ff3
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优化log+6
range-2026-01-16_2026-01-31_profit=0.0435_8319
range-2026-01-01_2026-01-15_profit=0_1203
range-2025-12-15_2025-12-31_profit=0_5280
range-2025-12-01_2025-12-15_profit=0_3990
range-2025-11-15_2025-11-30_profit=0_2102
range-2025-11-01_2025-11-15_profit=0_3570
range-2025-10-15_2025-10-31_profit=0_8495
range-2025-10-01_2025-10-15_profit=0_6138
range-2025-09-15_2025-09-30_profit=0_8909
range-2025-09-01_2025-09-15_profit=0_3432
range-2025-08-15_2025-08-31_profit=0_3408
range-2025-08-01_2025-08-15_profit=0_8450
range-2025-07-15_2025-07-31_profit=0_4084
range-2025-07-01_2025-07-15_profit=0_3209
range-2025-06-01_2025-06-15_profit=0_3705
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2026-02-10 02:02:34 +08:00 |
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zhangkun9038@dingtalk.com
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028a532dcd
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优化log+5
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2026-02-10 01:50:04 +08:00 |
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zhangkun9038@dingtalk.com
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ddd61a928c
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优化log+4
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2026-02-10 01:29:35 +08:00 |
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zhangkun9038@dingtalk.com
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bdf022e247
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优化log+3
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2026-02-10 01:16:18 +08:00 |
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zhangkun9038@dingtalk.com
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cae27a3b6b
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优化log+1
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2026-02-10 01:03:49 +08:00 |
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zhangkun9038@dingtalk.com
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50e4a24aab
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优化log
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2026-02-10 00:44:22 +08:00 |
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zhangkun9038@dingtalk.com
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b5bb27e5ed
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修复backtest下时区问题
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2026-02-10 00:13:52 +08:00 |
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zhangkun9038@dingtalk.com
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9de38a7958
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backtest hyperopt也加入utc-8时区
range-2026-01-16_2026-01-31_profit=0.0304_7071
range-2026-01-01_2026-01-15_profit=0.0639_2361
range-2025-12-15_2025-12-31_profit=0_2728
range-2025-12-01_2025-12-15_profit=0_2353
range-2025-11-01_2025-11-15_profit=0_3342
range-2025-10-15_2025-10-31_profit=0_5605
range-2025-10-01_2025-10-15_profit=0_5775
range-2025-09-01_2025-09-15_profit=0_2562
range-2025-08-15_2025-08-31_profit=0_1117
range-2025-08-01_2025-08-15_profit=0_7777
range-2025-07-15_2025-07-31_profit=0_4704
range-2025-07-01_2025-07-15_profit=0_9081
range-2025-06-01_2025-06-15_profit=0_6728
range-2025-12-15_2025-12-31_profit=0_5175
range-2026-01-16_2026-01-31_profit=0.0435_5560
range-2025-12-15_2025-12-31_profit=0_9223
range-2025-12-01_2025-12-15_profit=0_1147
range-2025-11-15_2025-11-30_profit=0_3594
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2026-02-09 19:44:31 +08:00 |
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zhangkun9038@dingtalk.com
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7e604f8a91
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移除入场诊断相关log，澄清数据新鲜度问题
range-20260120-20260205_2039.741
range-2026-01-01_2026-01-20_profit=0.096_6830
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2026-02-09 08:47:48 +08:00 |
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zhangkun9038@dingtalk.com
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fa4014ec67
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debug数据新鲜度问题
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2026-02-09 08:36:32 +08:00 |
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zhangkun9038@dingtalk.com
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0683898282
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币对变更
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2026-02-09 03:10:40 +08:00 |
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zhangkun9038@dingtalk.com
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531d630b32
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准备放到kiko里运行，币对列表增加到15个
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2026-02-08 21:46:14 +08:00 |
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zhangkun9038@dingtalk.com
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4b76594919
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fix: 修复波动系数计算中未定义的 get_current_time
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2026-02-08 18:02:51 +08:00 |
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zhangkun9038@dingtalk.com
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15a767302a
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fix: 冷启动保护时区兼容 - 框架current_time是offset-aware，需转换为naive
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2026-02-08 17:47:52 +08:00 |
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zhangkun9038@dingtalk.com
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8331a2e7ba
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fix: 日志显示时间也转换为UTC+8
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2026-02-08 17:28:50 +08:00 |
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zhangkun9038@dingtalk.com
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7ad77f60c7
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fix: 修复时区转换 - FreqAI dataframe date列是UTC，需转换为UTC+8
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2026-02-08 17:19:29 +08:00 |
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zhangkun9038@dingtalk.com
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ec3395d00a
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fix: 设置容器时区为 UTC+8 (Asia/Shanghai)
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2026-02-08 17:08:26 +08:00 |
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zhangkun9038@dingtalk.com
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424577fa8f
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无论虚机系统时区是什么，代码都统一使用 UTC+8
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2026-02-08 16:48:22 +08:00 |
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zhangkun9038@dingtalk.com
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2d20aaf7cb
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时区问题导致数据不新鲜问题被放大
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2026-02-08 15:38:28 +08:00 |
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zhangkun9038@dingtalk.com
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9e0070863c
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live减少训练量，币对改成8个
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2026-02-08 13:37:07 +08:00 |
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zhangkun9038@dingtalk.com
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7cf9107021
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应该不再出现 KeyError: 'sma' 错误
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2026-02-08 12:49:33 +08:00 |
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zhangkun9038@dingtalk.com
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e28bcbb1b3
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ML数据新鲜度问题+3
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2026-02-08 04:22:36 +08:00 |
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zhangkun9038@dingtalk.com
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e22c6d8a32
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ML数据新鲜度问题+2
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2026-02-08 04:04:27 +08:00 |
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zhangkun9038@dingtalk.com
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8e089b3461
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重大发现：ML数据新鲜度问题
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2026-02-08 03:31:17 +08:00 |
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zhangkun9038@dingtalk.com
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469f19c930
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debug identifier 配置+1
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2026-02-08 01:46:08 +08:00 |
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zhangkun9038@dingtalk.com
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dc41e3b50b
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debug identifier 配置
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2026-02-08 01:36:07 +08:00 |
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|
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7414654548
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dryrun.json 和 live.json 分别设置各自的 identifier
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2026-02-08 00:56:51 +08:00 |
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|
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5708fa956d
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dryrun.sh和live.sh 不会再删除训练数据，可以充分利用已训练的模型，大幅缩短启动时间+3
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2026-02-08 00:06:37 +08:00 |
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zhangkun9038@dingtalk.com
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9d50ef89d7
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update tailingstop
range-2025-06-01_2025-06-15_profit=0.061_4691
range-2025-06-15_2025-06-30_profit=0.0848_6922
range-2025-07-15_2025-07-31_profit=0.25579999999999997_5068
range-2025-08-01_2025-08-15_profit=0.1265_7984
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2026-02-07 13:03:06 +08:00 |
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zhangkun9038@dingtalk.com
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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
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2026-02-07 00:31:45 +08:00 |
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zhangkun9038@dingtalk.com
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e5d6cbebda
|
log优化
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2026-02-06 23:05:05 +08:00 |
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zhangkun9038@dingtalk.com
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b0798e20ba
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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
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2026-02-06 22:56:15 +08:00 |
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zhangkun9038@dingtalk.com
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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
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2026-02-06 20:06:04 +08:00 |
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zhangkun9038@dingtalk.com
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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
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2026-02-06 12:45:08 +08:00 |
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zhangkun9038@dingtalk.com
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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
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2026-02-04 20:33:59 +08:00 |
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