zhangkun9038@dingtalk.com
|
e48eb1552c
|
模型之前略微欠拟合，500棵树比400棵捕捉到了更多有效模式
range1-2112
|
2025-12-24 00:08:40 +08:00 |
|
zhangkun9038@dingtalk.com
|
a57d1ae2e9
|
第一版小调整完成-revert and change n_estimators
|
2025-12-23 23:50:38 +08:00 |
|
zhangkun9038@dingtalk.com
|
09cad2b017
|
第一版小调整完成：加入 random_state: 42
|
2025-12-23 23:23:16 +08:00 |
|
zhangkun9038@dingtalk.com
|
d01c05b984
|
更改 freqai config, 让模型学到的东西更有确定性-revert
|
2025-12-23 23:09:13 +08:00 |
|
zhangkun9038@dingtalk.com
|
78a26130e9
|
更改 freqai config, 让模型学到的东西更有确定性
|
2025-12-23 22:41:13 +08:00 |
|
zhangkun9038@dingtalk.com
|
bb9354c29c
|
波动率 AI 直接“抢权”处理 exit_signal
|
2025-12-23 22:00:42 +08:00 |
|
zhangkun9038@dingtalk.com
|
0826cf0469
|
波动率 AI
|
2025-12-23 21:27:23 +08:00 |
|
zhangkun9038@dingtalk.com
|
a2d964bee6
|
调整阈值判断逻辑，从 0.6/0.4 改为 0.5/0.3
range1-2112-1
|
2025-12-23 20:33:19 +08:00 |
|
zhangkun9038@dingtalk.com
|
7471fc7d3b
|
labels_mean: 3.09%（正样本太少）
|
2025-12-23 20:06:48 +08:00 |
|
zhangkun9038@dingtalk.com
|
2e4768f1c6
|
持仓时长AI 新变量
|
2025-12-23 17:57:10 +08:00 |
|
zhangkun9038@dingtalk.com
|
3de52bb392
|
process_only_new_candles = true
|
2025-12-23 17:14:27 +08:00 |
|
Ubuntu
|
afc964d8ba
|
入场出场阈值调整后回测结果胜率提升10%
range1-2111
range6-1987
|
2025-12-23 16:39:22 +08:00 |
|
zhangkun9038@dingtalk.com
|
8043465472
|
出场置信度+入场置信度+log+11
|
2025-12-23 15:51:54 +08:00 |
|
zhangkun9038@dingtalk.com
|
431d930e4a
|
出场置信度+入场置信度+log+10
|
2025-12-23 15:43:51 +08:00 |
|
zhangkun9038@dingtalk.com
|
b1d064d0e6
|
出场置信度+入场置信度+log+9
|
2025-12-23 15:24:59 +08:00 |
|
zhangkun9038@dingtalk.com
|
ef5a1a1f99
|
出场置信度+入场置信度+log+8
|
2025-12-23 15:18:08 +08:00 |
|
zhangkun9038@dingtalk.com
|
e124c6af97
|
出场置信度+入场置信度+log+7
|
2025-12-23 15:03:01 +08:00 |
|
zhangkun9038@dingtalk.com
|
c862416d84
|
出场置信度+入场置信度+log+6
|
2025-12-23 14:43:33 +08:00 |
|
zhangkun9038@dingtalk.com
|
7047b7ee48
|
出场置信度+入场置信度+log+6
|
2025-12-23 14:30:05 +08:00 |
|
zhangkun9038@dingtalk.com
|
a98ba5cddb
|
出场置信度+入场置信度+log+5
|
2025-12-23 14:00:24 +08:00 |
|
zhangkun9038@dingtalk.com
|
171ce86fea
|
出场置信度+入场置信度+log+4
|
2025-12-23 13:42:28 +08:00 |
|
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 |
|