135 Commits

Author SHA1 Message Date
zhangkun9038@dingtalk.com
8a6dbc4d99 白名单加入XAUT/USDT 2026-02-11 14:25:16 +08:00
zhangkun9038@dingtalk.com
ea7010cfb8 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 2026-02-11 00:29:00 +08:00
zhangkun9038@dingtalk.com
4918795d2a freqai model customization 2026-02-10 23:26:10 +08:00
zhangkun9038@dingtalk.com
8f20ba7624 live配置里币对加入ETH/USDT 2026-02-10 02:36:35 +08:00
zhangkun9038@dingtalk.com
0683898282 币对变更 2026-02-09 03:10:40 +08:00
zhangkun9038@dingtalk.com
531d630b32 准备放到kiko里运行,币对列表增加到15个 2026-02-08 21:46:14 +08:00
zhangkun9038@dingtalk.com
ec3395d00a fix: 设置容器时区为 UTC+8 (Asia/Shanghai) 2026-02-08 17:08:26 +08:00
zhangkun9038@dingtalk.com
9e0070863c live减少训练量,币对改成8个 2026-02-08 13:37:07 +08:00
zhangkun9038@dingtalk.com
dc41e3b50b debug identifier 配置 2026-02-08 01:36:07 +08:00
5708fa956d 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 2026-02-08 00:06:37 +08:00
zhangkun9038@dingtalk.com
a2752faa0e backest.sh去掉live配置 2026-01-15 06:43:30 +00:00
Ubuntu
790228fe61 live下 freqai config 细化 2026-01-06 12:41:41 +00:00
zhangkun9038@dingtalk.com
878af56ed5 dryrun.sh live.s 远程币对列表改成每隔3秒重试一次,最多重试5次,如果还不行, 使用空列表 2026-01-06 08:16:51 +08:00
zhangkun
ebdb3adb78 docker restart always; freqai config update; 调整价格,低买高卖 2026-01-06 00:40:03 +08:00
zhangkun
42bbf4846d log info 封装 2026-01-05 10:42:14 +08:00
zhangkun9038@dingtalk.com
5b9df1b613 REMOTE PAIRLIST 2026-01-04 11:33:25 +08:00
zhangkun9038@dingtalk.com
f5d7bb9a2d 修改 live.sh,dryrun.sh 将容器名最后的随机字符串改为精确到秒的时间戳 2026-01-04 11:25:37 +08:00
zhangkun9038@dingtalk.com
c948802ede 合并远程币对 2026-01-04 11:21:57 +08:00
zhangkun9038@dingtalk.com
b72e430d54 dryrun, live时, 容器名字里包含commitid 2026-01-02 21:27:54 +08:00
zhangkun9038@dingtalk.com
dbafed81b2 dryrun, live时, 容器名字里包含commitid 2026-01-02 21:25:12 +08:00
zhangkun9038@dingtalk.com
674b07e364 dryrun, live时, 容器名字里包含commitid 2026-01-02 21:18:01 +08:00
zhangkun9038@dingtalk.com
99aa1e282d dryrun, live时, 容器名字里包含commitid 2026-01-02 21:01:10 +08:00
zhangkun9038@dingtalk.com
f47f557e23 dryrun, live时, 容器名字里包含commitid 2026-01-02 20:51:31 +08:00
zhangkun9038@dingtalk.com
839ae28297 dryrun, live时, 容器名字里包含commitid 2026-01-02 20:39:20 +08:00
zhangkun9038@dingtalk.com
da4c6ca193 default pairlist 2025-12-22 06:22:03 +08:00
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
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 2025-09-23 17:51:10 +00:00
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
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
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
226d226e20 exit条件阈值用hyperopt优化 2025-09-08 16:46:08 +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
Ubuntu
84d47da911 综合3m,15m,1h的各个指标的入场出场条件 2025-08-31 18:13:19 +08:00
zhangkun9038@dingtalk.com
43a0070351 自定义两个protections 2025-08-27 14:05:18 +08:00
zhangkun9038@dingtalk.com
b47cd7cf21 v 2025-08-20 16:07:10 +08:00
zhangkun9038@dingtalk.com
8fd5165394 hyperopt sell space 2025-08-15 15:24:16 +08:00
Ubuntu
9e4ed2be25 fix dryrun.sh & import redis 2025-08-14 21:35:22 +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
390fa5f406 fix live.sh 2025-08-14 11:09:34 +08:00
zhangkun9038@dingtalk.com
72e9179356 fix 2025-08-14 00:26:18 +08:00
zhangkun9038@dingtalk.com
95f9de98ac fix backtest dryrun sh 2025-08-14 00:10:14 +08:00
zhangkun9038@dingtalk.com
08f5bfb70b fix dryrun.sh 2025-08-13 23:51:26 +08:00
zhangkun9038@dingtalk.com
ccc02672c2 trend_score98分以上不卖 2025-08-13 23:24:28 +08:00