zhangkun9038@dingtalk.com
|
8100ff639b
|
出场置信度+入场置信度+log+3
|
2025-12-23 12:58:41 +08:00 |
|
zhangkun9038@dingtalk.com
|
5740905c27
|
出场置信度+入场置信度+log+1
|
2025-12-23 12:13:12 +08:00 |
|
zhangkun9038@dingtalk.com
|
f0bf946bb5
|
出场置信度+入场置信度+log+1
|
2025-12-23 11:58:33 +08:00 |
|
zhangkun9038@dingtalk.com
|
1bdd819105
|
出场置信度+入场置信度+log
|
2025-12-23 11:50:05 +08:00 |
|
zhangkun9038@dingtalk.com
|
6d32cbc467
|
出场置信度+入场置信度
|
2025-12-23 11:34:00 +08:00 |
|
zhangkun9038@dingtalk.com
|
beea456d0f
|
出场置信度
range1-2085
|
2025-12-23 11:07:50 +08:00 |
|
zhangkun9038@dingtalk.com
|
9c77455e1b
|
出场置信度
|
2025-12-23 08:12:49 +08:00 |
|
zhangkun9038@dingtalk.com
|
cc75e2a6fc
|
已具备一个最小可用的“ML 审核官 + 简单二分类标签”闭环
|
2025-12-23 01:13:04 +08:00 |
|
zhangkun9038@dingtalk.com
|
3c3eeaf742
|
日志
|
2025-12-23 00:36:14 +08:00 |
|
zhangkun9038@dingtalk.com
|
fb83b844b2
|
hyperopted：hyperopt_org.sh --epochs 500 --random-state 149 --start-date 20250729 --end-date 20251129 --space buy --space sell -j 3
|
2025-12-22 16:16:39 +00:00 |
|
zhangkun9038@dingtalk.com
|
320b16dcbc
|
精简日志
|
2025-12-22 23:39:49 +08:00 |
|
zhangkun9038@dingtalk.com
|
fc565838ad
|
hyperopted：hyperopt_org.sh --epochs 500 --random-state 149 --start-date 20250729 --end-date 20251129 --space buy --space sell -j 3
range1-2126
range6-2043
range7-2156
|
2025-12-22 13:45:22 +00:00 |
|
zhangkun9038@dingtalk.com
|
fb23a9a4d3
|
出场上浮价格1.0125
|
2025-12-22 20:40:23 +08:00 |
|
zhangkun9038@dingtalk.com
|
a22a4da63c
|
入场最短间隔时间用hyperopt优化
|
2025-12-22 11:15:51 +08:00 |
|
zhangkun9038@dingtalk.com
|
a155540533
|
add log
|
2025-12-22 09:00:52 +08:00 |
|
zhangkun9038@dingtalk.com
|
713a0f6995
|
每两个入场信号之间必须间隔至少42分钟
|
2025-12-22 08:57:35 +08:00 |
|
zhangkun9038@dingtalk.com
|
664ca976ee
|
设置入场价格：下调1.67%（使用乘法避免除零风险）
|
2025-12-22 07:48:25 +08:00 |
|
zhangkun9038@dingtalk.com
|
da4c6ca193
|
default pairlist
|
2025-12-22 06:22:03 +08:00 |
|
zhangkun9038@dingtalk.com
|
b22cc4e2dc
|
每两个入场信号之间必须间隔至少42分钟
|
2025-12-22 01:30:38 +08:00 |
|
zhangkun9038@dingtalk.com
|
70cfd7ac5c
|
hyperopt_org.sh --epochs 500 --random-state 149 --start-date 20250729 --end-date 20251129 --space buy --space sell -j 3
|
2025-12-20 12:48:00 +00:00 |
|
zhangkun9038@dingtalk.com
|
78d44590e6
|
稍微靠谱,hyperopt优化看起来有效果的分支,有待进一步验证
|
2025-12-16 00:15:48 +00:00 |
|
zhangkun9038@dingtalk.com
|
1ad5ef2357
|
hyperopt_org update
|
2025-12-15 09:47:45 +00:00 |
|
Ubuntu
|
88a8530f6b
|
此配置加仓间隔曲线为轻度放量发散,运行回测5个月最高SQN2.92表现不错,收益CAGR:55.58%较为平庸
|
2025-09-29 22:21:16 +08:00 |
|
zhangkun9038@dingtalk.com
|
b1b79ad619
|
波动系数
|
2025-09-28 15:44:07 +08:00 |
|
zhangkun9038@dingtalk.com
|
dafa793e5f
|
波动系数
|
2025-09-28 15:39:20 +08:00 |
|
zhangkun9038@dingtalk.com
|
586da576b4
|
波动系数
|
2025-09-28 15:35:31 +08:00 |
|
zhangkun9038@dingtalk.com
|
3344f56ee1
|
简化逻辑
|
2025-09-28 14:07:19 +08:00 |
|
zhangkun9038@dingtalk.com
|
2a7ba6a2e9
|
简化逻辑
|
2025-09-28 14:05:14 +08:00 |
|
zhangkun
|
f6cca3b5bc
|
修改加仓参数默认值
|
2025-09-28 13:23:01 +08:00 |
|
zhangkun
|
002f6016ff
|
波动系数
|
2025-09-28 13:18:51 +08:00 |
|
zhangkun9038@dingtalk.com
|
d8b21219ae
|
使用了波动系数逻辑, 应用到动态退出,动态加仓等环节
|
2025-09-28 13:08:08 +08:00 |
|
zhangkun
|
2577aa74d6
|
策略中的默认值表现不错, 正在hyperopt优化中,两天出结果
|
2025-09-26 13:36:38 +08:00 |
|
zhangkun9038@dingtalk.com
|
8e654376e4
|
adjust_postion_trade 优化参数和逻辑, 实现加仓间隔密度逐次提高, 加仓幅度放量提高
range-2025-05-01_2025-05-15_profit=0.026099999999999998_3739
range-2025-05-16_2025-05-31_profit=0.028399999999999998_8497
range-2025-06-01_2025-06-15_profit=0.0079_3042
range-2025-06-01_2025-06-15_profit=0.0079_5562
range-2025-06-16_2025-06-30_profit=0.049100000000000005_3058
range-2025-06-16_2025-06-30_profit=0.053099999999999994_4262
range-2025-07-01_2025-07-15_profit=0.043_7700
range-2025-07-16_2025-07-31_profit=0.0601_2737
range-2025-08-01_2025-08-15_profit=0.057999999999999996_6666
range-2025-08-16_2025-08-31_profit=-0.0113_5718
range-2025-09-01_2025-09-15_profit=0.025099999999999997_1013
range-2025-10-01_2025-10-15_profit=-0.0611_3576
range-2025-10-16_2025-10-31_profit=-0.0161_2706
range-2025-11-01_2025-11-15_profit=-0.107_6226
range-2025-11-16_2025-11-30_profit=-0.0336_1191
range-2025-12-01_2025-12-15_profit=-0.0454_8035
range-2025-07-01_2025-07-15_profit=0.042699999999999995_8477
range-2025-12-16_2025-12-31_profit=0.0276_9242
range-2025-07-16_2025-07-31_profit=0.0521_9417
range-2025-08-01_2025-08-15_profit=0.0581_1806
range-2025-08-16_2025-08-31_profit=-0.0102_1682
range-2025-12-01_2025-12-05_profit=0.0049_2525
range-2026-01-01_2026-01-15_profit=0.0409_7599
range-2025-09-15_2025-09-30_profit=-0.0667_9984
range-2025-12-15_2025-12-31_profit=0.0329_9006
range-2025-10-15_2025-10-31_profit=-0.0129_3625
range-2025-08-15_2025-08-31_profit=-0.0175_5735
|
2025-09-23 17:51:10 +00:00 |
|
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%
range-2025-05-01_2025-05-15_profit=-0.0004_3958
range-2025-05-01_2025-05-15_profit=-0.0004_8155
range-2025-05-16_2025-05-31_profit=-0.0138_6150
range-2025-06-01_2025-06-15_profit=0.021099999999999997_3494
range-2025-06-16_2025-06-30_profit=0.0604_7366
range-2025-06-01_2025-06-15_profit=0.015700000000000002_3143
range-2025-06-16_2025-06-30_profit=0.0604_3330
range-2025-07-01_2025-07-15_profit=0.0227_5558
range-2025-07-16_2025-07-31_profit=0.081_9262
range-2025-08-01_2025-08-15_profit=0.044199999999999996_8648
range-2025-07-01_2025-07-15_profit=0.046799999999999994_9712
range-2025-08-16_2025-08-31_profit=0.030600000000000002_9427
range-2025-09-16_2025-09-30_profit=-0.08310000000000001_5474
range-2025-10-01_2025-10-15_profit=-0.1108_9521
range-2025-11-01_2025-11-15_profit=-0.081_1590
range-2025-11-16_2025-11-30_profit=-0.04769999999999999_5192
range-2025-12-01_2025-12-15_profit=-0.061200000000000004_4657
range-2025-12-16_2025-12-31_profit=0.031_4134
range-2026-01-01_2026-01-15_profit=0.0787_5047
range-2025-07-16_2025-07-31_profit=0.062_3557
range-2025-08-01_2025-08-15_profit=0.0443_1659
range-2025-08-16_2025-08-31_profit=0.0311_3816
range-2025-12-01_2025-12-05_profit=0.002_5065
range-2025-09-01_2025-09-15_profit=0.0116_7571
range-2025-09-15_2025-09-30_profit=-0.06709999999999999_5416
range-2025-12-15_2025-12-31_profit=0.0366_2694
range-2025-10-15_2025-10-31_profit=-0.015300000000000001_8250
range-2025-08-15_2025-08-31_profit=0.029500000000000002_9904
|
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
|
6f39359e6e
|
save output.log
range-2025-05-01_2025-05-15_profit=0.0507_7069
range-2025-05-16_2025-05-31_profit=0.015600000000000001_5918
range-2025-06-01_2025-06-15_profit=-0.015_3286
range-2025-06-16_2025-06-30_profit=0.053099999999999994_4185
range-2025-06-01_2025-06-15_profit=-0.015_4637
range-2025-06-16_2025-06-30_profit=0.053099999999999994_7097
range-2025-07-01_2025-07-15_profit=0.0154_9424
range-2025-07-16_2025-07-31_profit=0.0601_1351
range-2025-08-01_2025-08-15_profit=0.1459_9382
range-2025-07-01_2025-07-15_profit=0.04019999999999999_5388
range-2025-08-16_2025-08-31_profit=-0.0011_7207
range-2025-09-16_2025-09-30_profit=-0.048499999999999995_3336
range-2025-10-01_2025-10-15_profit=-0.079_1091
range-2025-10-16_2025-10-31_profit=-0.0378_7591
range-2025-11-01_2025-11-15_profit=-0.054000000000000006_4460
range-2025-11-16_2025-11-30_profit=0.0087_4361
range-2025-12-01_2025-12-15_profit=0.0302_1098
range-2025-12-16_2025-12-31_profit=0.028399999999999998_1196
range-2025-07-16_2025-07-31_profit=0.0392_7795
range-2025-08-01_2025-08-15_profit=0.1459_8465
range-2025-08-16_2025-08-31_profit=-0.0008_6687
range-2025-12-01_2025-12-05_profit=0.0027_2985
range-2025-09-01_2025-09-15_profit=0.0139_4691
range-2025-09-15_2025-09-30_profit=-0.079_6889
range-2025-12-15_2025-12-31_profit=0.0040999999999999995_1964
range-2025-10-15_2025-10-31_profit=-0.037599999999999995_7983
range-2025-08-15_2025-08-31_profit=-0.0013_5495
|
2025-09-13 08:18:33 +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 |
|
Ubuntu
|
f17a02b03a
|
hyperopt_org 使用静态币对列表
|
2025-09-11 08:22:19 +08:00 |
|
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
关键变更1
|
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 |
|
