zhangkun9038@dingtalk.com
|
02b9b98080
|
现在每条训练记录都会写到它对应时间的索引里，不会混乱。
|
2026-01-18 21:25:07 +08:00 |
|
zhangkun9038@dingtalk.com
|
48054d318f
|
从文件系统读取，freqai训练报告工具+2
|
2026-01-18 11:28:47 +08:00 |
|
zhangkun9038@dingtalk.com
|
cae9d1fd01
|
从文件系统读取，freqai训练报告工具+1
|
2026-01-18 11:25:31 +08:00 |
|
zhangkun9038@dingtalk.com
|
8caf1acbb9
|
从文件系统读取，freqai训练报告工具
|
2026-01-18 11:22:22 +08:00 |
|
zhangkun9038@dingtalk.com
|
384f6f2439
|
freqai训练报告工具
|
2026-01-18 11:15:29 +08:00 |
|
zhangkun9038@dingtalk.com
|
7e23d7a513
|
改回LightGBMRegressorMultiTarget
|
2026-01-18 04:17:02 +08:00 |
|
zhangkun9038@dingtalk.com
|
2cc4a9a34f
|
改回LightGBMMultiTargetRegressor
|
2026-01-18 04:09:58 +08:00 |
|
zhangkun9038@dingtalk.com
|
1519f14f57
|
live.sh freqaimodel冗余移除
|
2026-01-18 03:25:00 +08:00 |
|
zhangkun9038@dingtalk.com
|
c5baa8f899
|
up
|
2026-01-18 02:35:34 +08:00 |
|
zhangkun9038@dingtalk.com
|
b1d0990889
|
live.sh换了freqai模型：LightGBMClassifier， 同时注释了很多项目文件变更的加载
|
2026-01-18 02:31:40 +08:00 |
|
zhangkun9038@dingtalk.com
|
35f497e6c7
|
已经将模型改回 LightGBMClassifier, 包含各个启动脚本
|
2026-01-18 02:19:36 +08:00 |
|
zhangkun9038@dingtalk.com
|
7e99b538df
|
live,dryrun,backtst.sh保留训练模型，支持增量训练和自适应阈值;动态调整freqai_exit_down_percent和freqai_entry_down_percent
|
2026-01-16 16:19:04 +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 |
|
