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 |
|
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 |
|
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 |
|
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
|
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
|
2bbf5209bb
|
波动率相关特征freqai新回归属性
|
2025-08-19 02:11:34 +08:00 |
|
zhangkun9038@dingtalk.com
|
d83213dcf7
|
tailing stop fixed
|
2025-08-19 01:44:36 +08:00 |
|
Ubuntu
|
f7f689c2dc
|
Reset code state to commit 098d99e2d628dd1b740c22ba4ca815ac72ec9d05
|
2025-08-18 16:21:37 +08:00 |
|
zhangkun9038@dingtalk.com
|
5d5f7adcfa
|
优化warning
|
2025-08-18 16:12:57 +08:00 |
|
zhangkun9038@dingtalk.com
|
144ab6a899
|
更新trailing stop
|
2025-08-18 00:04:44 +08:00 |
|
zhangkun9038@dingtalk.com
|
fe14f21626
|
恢复之前的config
|
2025-08-17 03:32:54 +08:00 |
|
Ubuntu
|
a80a7738ef
|
配置了新的hyperopt参数,并run了7月15-30日的优化
|
2025-08-14 15:02:40 +08:00 |
|
zhangkun9038@dingtalk.com
|
95f9de98ac
|
fix backtest dryrun sh
|
2025-08-14 00:10:14 +08:00 |
|
Ubuntu
|
b5e5c52390
|
custom roi https://x.com/i/grok?conversation=1939978729234866501
|
2025-07-01 23:16:47 +08:00 |
|
zhangkun9038@dingtalk.com
|
64150b4b5c
|
up
|
2025-07-01 03:53:22 +00:00 |
|
zhangkun9038@dingtalk.com
|
5c36aabec4
|
入场条件改成动态范围内具体值由get_market_trend来确定
|
2025-06-29 02:22:20 +00:00 |
|
zhangkun9038@dingtalk.com
|
caa068101d
|
入场条件 rsi 改成45
|
2025-06-27 22:09:50 +00:00 |
|
zhangkun9038@dingtalk.com
|
e485c4b119
|
update
|
2025-06-27 07:51:27 +00:00 |
|
zhangkun9038@dingtalk.com
|
06fb2e8ead
|
up
|
2025-06-25 10:46:58 +08:00 |
|
zhangkun9038@dingtalk.com
|
3725e15c2c
|
remove 2nd linear_map
|
2025-06-25 10:44:46 +08:00 |
|
zhangkun9038@dingtalk.com
|
8502be4606
|
live.sh up freqai model
|
2025-06-24 03:08:56 +00:00 |
|
Ubuntu
|
4175d67638
|
Revert "add logs"
This reverts commit db95f4bb588a2b234535e2a8a42fbc64148e8a98.
|
2025-06-23 18:39:15 +08:00 |
|
zhangkun9038@dingtalk.com
|
db95f4bb58
|
add logs
|
2025-06-23 16:36:21 +08:00 |
|
zhangkun9038@dingtalk.com
|
af12fe6b25
|
get_market_trend加入了长周期
|
2025-06-23 12:03:05 +08:00 |
|
zhangkun9038@dingtalk.com
|
eb1c40cbf5
|
线性映射加仓阈值
|
2025-06-23 02:22:42 +08:00 |
|
zhangkun9038@dingtalk.com
|
1a19126d9f
|
hypertop.sh增加重启dryrun容器的动作
|
2025-06-21 22:33:29 +08:00 |
|
zhangkun9038@dingtalk.com
|
9c57aea106
|
revert to 8ba203f2
|
2025-06-21 12:41:45 +00:00 |
|
Ubuntu
|
8ba203f2b1
|
https://x.com/i/grok?conversation=1932621153291616573 hyperopt 20250510 20250515 性能杠杠的
|
2025-06-12 01:58:50 +08:00 |
|
zhangkun9038@dingtalk.com
|
018328efd1
|
优化熊市
|
2025-06-07 02:59:31 +08:00 |
|
Ubuntu
|
abf92b10e1
|
优化结果记录在markd.md
|
2025-06-06 10:53:44 +08:00 |
|
zhangkun9038@dingtalk.com
|
d099c278ed
|
hyperopt optimal
|
2025-06-04 21:37:25 +08:00 |
|
zhangkun9038@dingtalk.com
|
a218fb66f3
|
hyperopt
|
2025-06-04 04:47:38 +00:00 |
|
zhangkun9038@dingtalk.com
|
998ac0a7b1
|
hyperopt & change freqai params
|
2025-06-03 23:27:35 +00:00 |
|
zhangkun9038@dingtalk.com
|
9c6d9a53a4
|
XGBoostRegressorMultiTarget
|
2025-06-02 16:09:41 +00:00 |
|
zhangkun9038@dingtalk.com
|
cfda8173a0
|
https://x.com/i/grok?conversation=1928233673951957346
|
2025-05-31 16:04:05 +00:00 |
|
zhangkun9038@dingtalk.com
|
09d40a2cf7
|
params file removed, and other update
|
2025-05-30 12:13:08 +00:00 |
|
zhangkun9038@dingtalk.com
|
e2b7fe5dcf
|
result12.md
|
2025-05-30 11:17:47 +08:00 |
|
zhangkun9038@dingtalk.com
|
795ee1947c
|
result11.md
|
2025-05-29 18:55:37 +08:00 |
|
phyer
|
6144cb3c92
|
up
|
2025-05-27 21:38:09 +09:00 |
|
zhangkun9038@dingtalk.com
|
6cd743522d
|
回测结果不太理想, 优化了很多点, dryrun试一下
|
2025-05-21 14:36:23 +00:00 |
|
zhangkun9038@dingtalk.com
|
36f62e2823
|
把该留着的又复制回来了,基于454b2e5b98619acc2b30bf0c2b46956f91f59968
|
2025-05-19 08:10:05 +00:00 |
|
zhangkun9038@dingtalk.com
|
ae7fea6dc0
|
删掉策略和配置
|
2025-05-19 07:54:33 +00:00 |
|
Ubuntu
|
aaf6958d9e
|
去掉了看底牌代码, hyper优化后年化27%, 若不hyperopt优化直接跑输
|
2025-05-17 20:23:34 +08:00 |
|
Ubuntu
|
c232264487
|
backtest hyperopt都可以了
|
2025-05-17 18:48:33 +08:00 |
|