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609 Commits

Author SHA1 Message Date
zhangkun9038@dingtalk.com
ec32472f19 log里加入时间 2026-01-08 15:42:23 +08:00
zhangkun9038@dingtalk.com
780678eaaa log里加入时间 2026-01-08 15:26:06 +08:00
zhangkun9038@dingtalk.com
3240ae6763 log里加入时间 2026-01-08 14:58:37 +08:00
zhangkun9038@dingtalk.com
5c1f78fae0 Python f-string 不支持在 {...}内部使用三元表达式的格式化 2026-01-08 09:21:59 +08:00
Ubuntu
7e2d662ca7 手动调节ml置信度阈值 2026-01-07 14:49:38 +00:00
Ubuntu
78a0746b5f 手动调节ml置信度阈值 2026-01-07 14:46:35 +00:00
zhangkun9038@dingtalk.com
cfbbf11820 custom_exit_price签名修复 2026-01-07 20:56:49 +08:00
zhangkun9038@dingtalk.com
17e99c7ac8 处理无穷值和 NaN:对整个 dataframe 执行 2026-01-07 16:47:55 +08:00
zhangkun9038@dingtalk.com
01a4416dbf 加入统计用于回测验证逻辑+3 2026-01-07 16:41:06 +08:00
zhangkun9038@dingtalk.com
ab8086b471 加入统计用于回测验证逻辑+2 2026-01-07 16:17:12 +08:00
zhangkun9038@dingtalk.com
3aee2ee4bd 加入统计用于回测验证逻辑+1 2026-01-07 16:01:47 +08:00
zhangkun9038@dingtalk.com
34b9c29dda 加入统计用于回测验证逻辑 2026-01-07 15:01:58 +08:00
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
0818437caf freqai config update: model_training_parameters.feature_fraction 和 bagging_fraction 2026-01-05 09:31:25 +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
f803e4c252 fillna 2026-01-02 23:04:59 +08:00
zhangkun9038@dingtalk.com
7d90cdbd7b new patch 2026-01-02 22:15:46 +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
6f67429d5c 更新波动系数机制 2026-01-02 10:28:06 +08:00
Ubuntu
fa319c66b3 live模式freqai参数使用精确计算训练, 其他模式使用简易入门训练参数 2026-01-01 18:21:42 +00:00
zhangkun9038@dingtalk.com
98bda169d0 freqai 强化训练 2026-01-02 00:53:03 +08:00
zhangkun9038@dingtalk.com
fa813242c7 lookahead fix 2026-01-01 23:09:11 +08:00
Ubuntu
63941511a1 报价下调0.1% 2026-01-01 14:25:00 +00:00
Ubuntu
e532f10918 报价下调0.2% 2026-01-01 13:21:18 +00:00
Ubuntu
28b49b0551 优化freqai config, 结果range7 2177.66 2026-01-01 12:17:42 +00:00
Ubuntu
d2fe0d8660 更改freqai config 2026-01-01 08:37:34 +00:00
zhangkun9038@dingtalk.com
2a119a011a 预测时长:100 × 3 分钟 = 300 分钟 = 5 小时 2025-12-28 13:16:12 +08:00
zhangkun9038@dingtalk.com
9aeab27e05 预测时长:100 × 3 分钟 = 300 分钟 = 5 小时 2025-12-28 12:57:38 +08:00
zhangkun9038@dingtalk.com
528b5eafa0 n_estimators: 700(比原来的 600 多 100 棵树,+16.7%) 2025-12-28 12:43:46 +08:00
zhangkun9038@dingtalk.com
6fa5bbaab7 可以学习更复杂的市场特征,参数提高后可能过拟合训练数据,需要回测验证 2025-12-28 12:25:48 +08:00
zhangkun9038@dingtalk.com
9ef22842b0 learning_rate: 0.03 → 0.025 2025-12-24 00:29:15 +08:00
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 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 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% 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 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 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 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% 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 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 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
zhangkun9038@dingtalk.com
226d226e20 exit条件阈值用hyperopt优化 2025-09-08 16:46:08 +08:00
zhangkun9038@dingtalk.com
590e2469d4 exit条件阈值用hyperopt优化 2025-09-08 16:45:25 +08:00
zhangkun9038@dingtalk.com
3ec7807d9e 纯算法的动态阈值系统 2025-09-08 15:12:45 +08:00
zhangkun9038@dingtalk.com
c198e4b541 条件平均相关性 2025-09-08 14:04:36 +08:00
zhangkun9038@dingtalk.com
77485f8852 条件平均相关性 2025-09-08 13:56:28 +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
a74000e3ba hyperopted 2025-09-07 23:42:47 +08:00
zhangkun9038@dingtalk.com
34238eb875 hyperopted 2025-09-07 23:19:02 +08:00
zhangkun9038@dingtalk.com
7b638c4a13 hyperopted 2025-09-07 23:11:14 +08:00
zhangkun9038@dingtalk.com
3785332155 hyperopted 2025-09-07 23:07:37 +08:00
zhangkun9038@dingtalk.com
ca1b2595a6 最小化去除iloc[-1], 重构detect_h1_rapid_rise 2025-09-07 22:47:30 +08:00
zhangkun9038@dingtalk.com
6286124810 最小化去除iloc[-1], 重构detect_h1_rapid_rise 2025-09-07 22:45:27 +08:00
zhangkun9038@dingtalk.com
0b256e31d9 最小化去除iloc[-1], 重构detect_h1_rapid_rise 2025-09-07 22:27:26 +08:00
Ubuntu
afcf7e51dc 综合3m,15m,1h的各个指标的入场出场 2025-08-31 20:07:35 +08:00
Ubuntu
e627cca90f 综合3m,15m,1h的各个指标的入场出场 2025-08-31 19:52:17 +08:00
Ubuntu
dc5a388731 调整入场逻辑 2025-08-31 19:38:30 +08:00
Ubuntu
3210610282 调整入场逻辑 2025-08-31 19:35:31 +08:00
Ubuntu
54effd23c1 调整入场逻辑 2025-08-31 19:30:50 +08:00
Ubuntu
0806774f38 没有入场信号 2025-08-31 19:05:07 +08:00
Ubuntu
4c10aeb152 没有入场信号 2025-08-31 18:59:58 +08:00
Ubuntu
aed02ad8e9 reindex and merge 2025-08-31 18:48:43 +08:00
Ubuntu
94fc93c7ee reindex and merge 2025-08-31 18:44:53 +08:00
Ubuntu
46698faf42 reindex and merge 2025-08-31 18:41:44 +08:00
Ubuntu
7a582f6b71 reindex and merge 2025-08-31 18:38:21 +08:00
Ubuntu
b1e9aef36f reindex and merge 2025-08-31 18:33:19 +08:00
Ubuntu
7892332420 reindex and merge 2025-08-31 18:28:17 +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
Ubuntu
434407dbd6 process_only_new_candles: false 2025-08-31 17:37:29 +08:00
zhangkun9038@dingtalk.com
cdda03d666 protections 2025-08-30 15:33:54 +08:00
zhangkun9038@dingtalk.com
2bb31da591 趋势函数独立出来, 95分以上不退出 2025-08-30 15:27:20 +08:00
zhangkun9038@dingtalk.com
7aa9ebe55b 趋势函数独立出来, 95分以上不退出 2025-08-30 15:12:19 +08:00
zhangkun9038@dingtalk.com
857e00bc19 趋势函数独立出来, 95分以上不退出 2025-08-30 15:09:26 +08:00
zhangkun9038@dingtalk.com
3109e1064d revert 2025-08-30 14:37:45 +08:00
zhangkun9038@dingtalk.com
9c0d86fc11 允许提升盈利+ 2025-08-30 14:31:42 +08:00
zhangkun9038@dingtalk.com
9f2684e414 允许提升盈利 2025-08-30 14:16:51 +08:00
zhangkun9038@dingtalk.com
bcf65f9f9d 自定义加仓逻辑 2025-08-30 14:07:33 +08:00
zhangkun9038@dingtalk.com
eb426096e3 放宽入场门槛 2025-08-30 13:50:10 +08:00
zhangkun9038@dingtalk.com
a8784ac5ce 放宽入场门槛 2025-08-30 13:48:55 +08:00
zhangkun9038@dingtalk.com
5ea63b154c fix issue 2025-08-30 13:39:16 +08:00
zhangkun9038@dingtalk.com
516813f427 fix issue 2025-08-30 13:37:11 +08:00
zhangkun9038@dingtalk.com
295f071e1e fix issue 2025-08-30 13:35:31 +08:00
zhangkun9038@dingtalk.com
aee39f7f69 fix issue 2025-08-30 13:33:34 +08:00
zhangkun9038@dingtalk.com
146d01af39 fix issue 2025-08-30 13:30:14 +08:00
zhangkun9038@dingtalk.com
971fc5bbde 退出条件允许趋势交易 2025-08-30 13:23:57 +08:00
zhangkun9038@dingtalk.com
6aeb28f32b 加入熊牛趋势检查机制, 趋势低于60分禁止入场 2025-08-30 12:49:38 +08:00
zhangkun9038@dingtalk.com
a7311b72c6 此版本交易数量适中, 但是亏损 2025-08-30 12:21:05 +08:00
zhangkun9038@dingtalk.com
f65dda12b4 有交易了,但是多 2025-08-30 11:48:39 +08:00
zhangkun9038@dingtalk.com
489c91f887 全新的策略 2025-08-30 11:42:27 +08:00
zhangkun9038@dingtalk.com
9e61e3c2e3 全新的策略 2025-08-30 11:33:50 +08:00
zhangkun9038@dingtalk.com
af2e7d39a4 全新的策略 2025-08-30 11:29:47 +08:00
zhangkun9038@dingtalk.com
8d140b58c3 全新的策略 2025-08-30 11:25:59 +08:00
zhangkun9038@dingtalk.com
7d5a14d9ec 全新的策略 2025-08-30 11:21:02 +08:00
zhangkun9038@dingtalk.com
9351d8b6dd 全新的策略 2025-08-30 11:14:51 +08:00
zhangkun9038@dingtalk.com
2a946731d7 全新的策略 2025-08-30 11:12:31 +08:00
zhangkun9038@dingtalk.com
acc7fc8fec 全新的策略 2025-08-30 11:09:50 +08:00
zhangkun9038@dingtalk.com
42e51f8d91 只要加仓至少1次, 只要盈利,立即退出 2025-08-30 10:11:12 +08:00
zhangkun9038@dingtalk.com
295b7b6982 剧烈拉升检查器逻辑修复 2025-08-30 08:28:25 +08:00
zhangkun9038@dingtalk.com
9f9777008d 布林带下轨1.05 2025-08-30 01:18:35 +08:00
zhangkun9038@dingtalk.com
b2cda90741 剧烈拉升过滤器没起作用, 只能手动拉黑dora 2025-08-28 20:46:37 +08:00
zhangkun9038@dingtalk.com
0125e3481e ema20,50相关入场条件调整 2025-08-28 13:46:31 +08:00
zhangkun9038@dingtalk.com
0366e692ea 修改protection条件, 用来测试敏感度 2025-08-28 11:46:19 +08:00
zhangkun9038@dingtalk.com
124a2c0c4b disable custom stoploss 2025-08-28 11:36:56 +08:00
zhangkun9038@dingtalk.com
972f80785c ema50入场逻辑调整, 解决自定义入场价格被0除问题 2025-08-28 01:30:44 +08:00
231352e55d 当前行情价格必须低于ema50 2025-08-28 00:44:25 +08:00
8e69e29add 当前行情价格必须低于ema50 2025-08-28 00:44:13 +08:00
97934f3371 当前行情价格必须低于ema50 2025-08-28 00:43:55 +08:00
2241f63ee0 当前行情价格必须低于ema50 2025-08-27 14:23:53 +08:00
0b5cb4e492 当前行情价格必须低于ema50 2025-08-27 14:23:37 +08:00
d9389a710b 当前行情价格必须低于ema50 2025-08-27 14:23:21 +08:00
zhangkun9038@dingtalk.com
43a0070351 自定义两个protections 2025-08-27 14:05:18 +08:00
zhangkun9038@dingtalk.com
9ef20b609b 修改配置提高换手率 2025-08-23 20:40:08 +08:00
zhangkun9038@dingtalk.com
6bd1632b7d 使用pandas向量化替换iloc[-1] 2025-08-23 16:21:23 +08:00
zhangkun9038@dingtalk.com
533fa03492 使用container_name做redis key前缀 2025-08-23 12:12:03 +08:00
zhangkun9038@dingtalk.com
903919cdee 只在live模式记录 2025-08-23 11:54:22 +08:00
zhangkun9038@dingtalk.com
e6ff91504b redis 入场信号记录更多信息 2025-08-23 11:39:02 +08:00
zhangkun9038@dingtalk.com
12773a40a5 import socket 2025-08-23 11:02:34 +08:00
zhangkun9038@dingtalk.com
0ee48a52c7 custom_exit 拒绝加仓2次后的退出 2025-08-23 02:00:27 +08:00
zhangkun9038@dingtalk.com
b0660d5b2e custom_exit 拒绝加仓2次后的退出 2025-08-23 01:42:26 +08:00
zhangkun9038@dingtalk.com
a46825151f 当前行情价格必须低于ema50 2025-08-23 00:08:28 +08:00
zhangkun9038@dingtalk.com
1763df6b55 当前行情价格必须低于ema50 2025-08-23 00:07:57 +08:00
zhangkun9038@dingtalk.com
c5b5c8e235 当前行情价格必须低于ema50 2025-08-23 00:07:01 +08:00
05f2dd4a99 revert 42803666823fc09a3f550d3dedd32f39c8682692
revert 入场收紧1.02倍
2025-08-23 00:02:55 +08:00
zhangkun9038@dingtalk.com
4280366682 入场收紧1.02倍 2025-08-22 23:31:56 +08:00
e9b0731475 revert c9677546e1ffbb45901f881e237f800d98b75d00
revert 抬高入场门槛
2025-08-22 23:21:22 +08:00
zhangkun9038@dingtalk.com
f0b283d8d2 加仓达到2次以后, 只允许止损退出 2025-08-22 22:55:26 +08:00
zhangkun9038@dingtalk.com
c9677546e1 抬高入场门槛 2025-08-22 22:22:33 +08:00
zhangkun9038@dingtalk.com
482e4ec3af 退出信号给出原因, 加仓没加完, 禁止roi 2025-08-22 21:30:16 +08:00
zhangkun9038@dingtalk.com
b7ec81e280 加仓逻辑更新 2025-08-22 20:24:50 +08:00
zhangkun9038@dingtalk.com
1d4f85b102 redis记录入场信号 2025-08-22 18:00:41 +08:00
zhangkun9038@dingtalk.com
6f5dca5b83 刚运行时10分钟内不允许交易 2025-08-22 16:25:02 +08:00
zhangkun9038@dingtalk.com
5f7b8295b0 加仓逻辑修复 2025-08-22 16:19:01 +08:00
zhangkun9038@dingtalk.com
0207db2da5 protections config 2025-08-21 00:28:34 +08:00
zhangkun9038@dingtalk.com
a85cfda5c8 protections config 2025-08-21 00:23:01 +08:00
zhangkun9038@dingtalk.com
c0b1530b7f 打印缓存统计 2025-08-20 23:55:16 +08:00
zhangkun9038@dingtalk.com
e02129a717 动态加仓 2025-08-20 19:21:20 +08:00
zhangkun9038@dingtalk.com
479639be29 入场报价折扣率动态化 2025-08-20 17:40:13 +08:00
zhangkun9038@dingtalk.com
b47cd7cf21 v 2025-08-20 16:07:10 +08:00
zhangkun9038@dingtalk.com
9bc93e4a42 风险等级改成了波动率 2025-08-19 08:47:57 +08:00
zhangkun9038@dingtalk.com
987c761f96 风险等级改成了波动率 2025-08-19 08:25:35 +08:00
zhangkun9038@dingtalk.com
727cf3d340 风险等级改成了波动率 2025-08-19 08:16:35 +08:00
zhangkun9038@dingtalk.com
986baf8c11 优化log 2025-08-19 03:26:37 +08:00
zhangkun9038@dingtalk.com
36e006a8a0 优化log 2025-08-19 03:26:04 +08:00
zhangkun9038@dingtalk.com
81ae1e7381 加入risk_rate freqai属性 2025-08-19 03:10:19 +08:00
zhangkun9038@dingtalk.com
a54d24679e 加入risk_rate freqai属性 2025-08-19 02:58:00 +08:00
zhangkun9038@dingtalk.com
b2c6fae3b0 加入risk_rate freqai属性 2025-08-19 02:55:48 +08:00
zhangkun9038@dingtalk.com
4c5f444693 加入risk_rate freqai属性 2025-08-19 02:45:04 +08:00
zhangkun9038@dingtalk.com
189add64f9 revert 2025-08-19 02:38:44 +08:00
zhangkun9038@dingtalk.com
2d3c8be5bd 波动率相关特征freqai新回归属性 2025-08-19 02:24:21 +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
zhangkun9038@dingtalk.com
f9351a7b74 revert to HEAD^^^^ 2025-08-19 01:30:20 +08:00
zhangkun9038@dingtalk.com
9c34c92fde prevent_future_data_leak 2025-08-19 01:19:15 +08:00
zhangkun9038@dingtalk.com
9b5f279603 prevent_future_data_leak 2025-08-19 01:14:17 +08:00
zhangkun9038@dingtalk.com
c9ec3b3727 去掉iloc[-1] 2025-08-19 00:57:29 +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
098d99e2d6 关闭绿色通道 2025-08-18 15:02:34 +08:00
zhangkun9038@dingtalk.com
c188403bd3 关闭绿色通道 2025-08-18 10:42:34 +08:00
zhangkun9038@dingtalk.com
5edd1cace4 绿色通道至少要满足4条 2025-08-18 09:03:37 +08:00
zhangkun9038@dingtalk.com
aff3ba1eef 方法中引用了未定义的 original_length 变量 2025-08-18 03:22:20 +08:00
zhangkun9038@dingtalk.com
57b8acd88c 还是dataframe长度不匹配问题 2025-08-18 03:10:39 +08:00
zhangkun9038@dingtalk.com
b14ed06579 时间戳和int进行比较问题 2025-08-18 02:23:49 +08:00
zhangkun9038@dingtalk.com
dee9cdb16a 训练时数据长度不匹配问题 2025-08-18 01:56:24 +08:00
zhangkun9038@dingtalk.com
c5b35e9c09 绿色通道入场机制 2025-08-18 01:42:46 +08:00
zhangkun9038@dingtalk.com
55c25baf51 绿色通道入场机制 2025-08-18 01:33:39 +08:00
zhangkun9038@dingtalk.com
6aea35d835 绿色通道入场机制 2025-08-18 01:22:53 +08:00
zhangkun9038@dingtalk.com
9494d7f557 绿色通道入场机制 2025-08-18 01:11:32 +08:00
zhangkun9038@dingtalk.com
8478f4e531 绿色通道入场机制 2025-08-18 01:03:09 +08:00
zhangkun9038@dingtalk.com
b81b2ce2e1 绿色通道入场机制 2025-08-18 00:45:06 +08:00
zhangkun9038@dingtalk.com
144ab6a899 更新trailing stop 2025-08-18 00:04:44 +08:00
zhangkun9038@dingtalk.com
1a45a852a5 时区混用问题 2025-08-17 16:36:12 +08:00
zhangkun9038@dingtalk.com
febe57c744 trae解决分类目标无法获取问题 2025-08-17 11:41:47 +08:00
zhangkun9038@dingtalk.com
5e81d74070 freqai库文件时区有问题, trae给改了 2025-08-17 11:08:46 +08:00
zhangkun9038@dingtalk.com
8cef39513a redis key 精确到分钟 2025-08-17 04:42:08 +08:00
zhangkun9038@dingtalk.com
fe14f21626 恢复之前的config 2025-08-17 03:32:54 +08:00
zhangkun9038@dingtalk.com
42ecd2bbcd freqai同时优化回归和分类参数 2025-08-17 03:08:29 +08:00
zhangkun9038@dingtalk.com
a9363f215f freqai同时优化回归和分类参数 2025-08-17 02:51:07 +08:00
zhangkun9038@dingtalk.com
e3d26a9bd2 freqai同时优化回归和分类参数 2025-08-17 02:42:04 +08:00
zhangkun9038@dingtalk.com
2728881fe3 freqai同时优化回归和分类参数 2025-08-17 02:34:26 +08:00
zhangkun9038@dingtalk.com
6dd39b829f freqai同时优化回归和分类参数 2025-08-17 02:26:38 +08:00
zhangkun9038@dingtalk.com
d96776c47d freqai同时优化回归和分类参数 2025-08-17 02:18:14 +08:00
zhangkun9038@dingtalk.com
e78283eda6 分段长度去掉freqai优化 2025-08-17 01:13:57 +08:00
zhangkun9038@dingtalk.com
0332a1f9f3 分段长度去掉freqai优化 2025-08-17 01:11:56 +08:00
zhangkun9038@dingtalk.com
2673588121 分段长度用freqai优化 2025-08-17 01:00:12 +08:00
zhangkun9038@dingtalk.com
32089fbf18 分段长度用freqai优化 2025-08-17 00:34:10 +08:00
zhangkun9038@dingtalk.com
0f0b2e0b83 分段长度用freqai优化 2025-08-17 00:28:35 +08:00
zhangkun9038@dingtalk.com
066aa08809 调整某些参数浮动范围 2025-08-15 20:44:08 +08:00
zhangkun9038@dingtalk.com
1a12f6a050 尝试解决hyperopt报错问题 2025-08-15 20:29:53 +08:00
zhangkun9038@dingtalk.com
1b022c79af 尝试解决hyperopt报错问题 2025-08-15 20:11:04 +08:00
zhangkun9038@dingtalk.com
ac91270bd6 fix float to decimal 2025-08-15 15:45:33 +08:00
zhangkun9038@dingtalk.com
8fd5165394 hyperopt sell space 2025-08-15 15:24:16 +08:00
zhangkun9038@dingtalk.com
68a34468fe 本地加入一级缓存,redis当作二级缓存 2025-08-15 14:13:44 +08:00
zhangkun9038@dingtalk.com
497ff38133 退出条件阈值用hyperopt优化 2025-08-15 13:25:54 +08:00
Ubuntu
70d0395513 rm venv.tar.gz 2025-08-15 02:34:18 +08:00
zhangkun9038@dingtalk.com
a899a82532 fix redis 问题 2025-08-15 01:16:17 +08:00
Ubuntu
3dff6c61f7 step 2025-08-14 23:46:12 +08:00
Ubuntu
eb4d6fd8a6 fix issue 2025-08-14 22:03:18 +08:00
Ubuntu
9de48b288c fix issue 2025-08-14 21:56:59 +08:00
Ubuntu
9e4ed2be25 fix dryrun.sh & import redis 2025-08-14 21:35:22 +08:00
bf3fa8cf25 容器支持redis 2025-08-14 21:25:22 +08:00
Ubuntu
b71ebae4bd redis config 2025-08-14 20:20:52 +08:00
zhangkun9038@dingtalk.com
bf324b06b9 redis存储trend_score 2025-08-14 20:19:03 +08:00
Ubuntu
2e23d407ad up 2025-08-14 19:56:33 +08:00
zhangkun9038@dingtalk.com
c7e568a779 尝试写reredis配置到config“ 2025-08-14 19:50:56 +08:00
zhangkun9038@dingtalk.com
52d3c72ec1 把hyperopt得到的结果 写死到 策略里,放置被错过 2025-08-14 16:58:33 +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
c895aaaf37 remove okb 2025-08-14 11:09:20 +08:00
fd2feda150 remove okb 2025-08-14 11:08:55 +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
492bd21bbe fix download.sh 2025-08-13 23:49:36 +08:00
2cd6ac9df2 fix live.sh 2025-08-13 23:49:22 +08:00
d44a89c020 fix download.sh 2025-08-13 23:41:08 +08:00
4352c6eaf3 fix live.sh 2025-08-13 23:40:39 +08:00
zhangkun9038@dingtalk.com
ccc02672c2 trend_score98分以上不卖 2025-08-13 23:24:28 +08:00
zhangkun9038@dingtalk.com
b02ac0ea97 趋势计算方式改变成三段式 2025-08-13 20:14:19 +08:00
zhangkun9038@dingtalk.com
cd4a5b7518 趋势获取采用了新的方式 2025-08-13 19:02:02 +08:00
zhangkun9038@dingtalk.com
c45e223692 趋势获取采用了新的方式 2025-08-13 18:34:13 +08:00
Ubuntu
ad73d9a4ed revert to HEAD^^ 2025-08-13 09:05:05 +08:00
Ubuntu
5b3ac4e374 新增hyperopt参数 2025-08-13 08:36:04 +08:00
Ubuntu
577c2c39e1 新增hyperopt参数 2025-08-13 08:31:18 +08:00
Ubuntu
450953aae8 趋势分高于92禁止出场 2025-08-13 01:52:41 +08:00
zhangkun9038@dingtalk.com
9cfcd71970 移除了hyperopt逻辑和配置 2025-08-13 00:34:38 +08:00
zhangkun9038@dingtalk.com
35da096005 revert to HEAD^ 2025-08-12 23:38:12 +08:00
Ubuntu
34f12f4200 压低入场,抬高出场报价 2025-08-12 22:08:12 +08:00
c5574de085 设置可以动用所有资金 2025-08-12 16:35:12 +08:00
zhangkun9038@dingtalk.com
531e8d6906 fix hyperopt.sh 2025-08-09 03:55:30 +08:00
zhangkun9038@dingtalk.com
da6d3fe292 hyperopt 需要携带两个日期参数,类似: '2025-06-02 08:00' '2025-06-04 08:00' 2025-08-08 21:53:23 +08:00
zhangkun9038@dingtalk.com
3a04501be6 fix live.sh 2025-08-08 18:54:58 +08:00
zhangkun9038@dingtalk.com
af11dfc2b7 fix live.sh 2025-08-08 18:12:22 +08:00
zhangkun9038@dingtalk.com
e0af2f4a92 fix backtest 2025-08-08 16:39:42 +08:00
Ubuntu
4ef72a93cd 支持pairRemoteList 2025-08-08 16:31:26 +08:00
Ubuntu
d25408bd99 fix backtest.sh 2025-08-08 15:03:13 +08:00
Ubuntu
bca5684f63 download 100个币对 2025-08-08 10:35:12 +08:00
d951cd4143 live.sh支持动态获取交易量最大的n个币对名列表+正在持仓币对列表 2025-08-08 10:23:42 +08:00
688ecdf9f4 backtest 支持老的调用方式 2025-08-08 10:20:12 +08:00
3ad13472f9 脚本支持 pairRemoteList 参数 2025-08-08 10:19:50 +08:00
zhangkun9038@dingtalk.com
392effbccd enable protections 2025-08-08 02:34:38 +08:00
zhangkun9038@dingtalk.com
5e11b1b1a5 fix backtest.sh 2025-08-08 00:30:02 +08:00
ac68d3310c -j 4 2025-08-07 12:06:26 +08:00
9c11c9f76c enable protections 2025-08-07 12:06:10 +08:00
Ubuntu
071d9fb3d9 log增强 2025-07-30 22:10:36 +08:00
Ubuntu
34bec934a6 log增强 2025-07-30 22:01:14 +08:00
Ubuntu
6a2e1c612b log增强 2025-07-30 21:41:09 +08:00
Ubuntu
a8d189a76e log增强 2025-07-30 21:36:40 +08:00
Ubuntu
1e31f22ee8 log增强 2025-07-30 21:35:48 +08:00
zhangkun9038@dingtalk.com
562b0a6f49 熊市 log增强 2025-07-25 08:17:09 +08:00
zhangkun9038@dingtalk.com
4d20ac5231 趋势得分卖出条件 log 2025-07-25 07:32:17 +08:00
zhangkun9038@dingtalk.com
3b53fab87b 更多log 2025-07-25 07:21:06 +08:00
zhangkun9038@dingtalk.com
6c7e5cc8b7 entry long 信号总数 2025-07-25 07:01:56 +08:00
zhangkun9038@dingtalk.com
27bd174cb5 remove ema300 2025-07-25 07:00:45 +08:00
zhangkun9038@dingtalk.com
baf77c2994 use ema300 2025-07-25 00:50:22 +08:00
zhangkun9038@dingtalk.com
4d7784e6e3 综合得分大于60才做多 2025-07-24 06:53:50 +08:00
Ubuntu
03a824ea7a for test make 4h to 1h 2025-07-09 17:30:49 +08:00
zhangkun9038@dingtalk.com
435e278676 up 2025-07-09 16:40:39 +08:00
Ubuntu
dd742d6079 download.sh 重要更新 2025-07-09 16:37:42 +08:00
Ubuntu
aba0b61d36 backtest.sh ip 2025-07-09 10:35:28 +08:00
Ubuntu
e3202e9ce6 4h波段过滤入场信号 2025-07-07 14:22:25 +08:00
zhangkun9038@dingtalk.com
3f25ff41ce up 2025-07-06 17:31:30 +00:00
zhangkun9038@dingtalk.com
61b448e8be 入场条件更严格, 考虑4h stochrsi 2025-07-06 04:48:38 +00:00
zhangkun9038@dingtalk.com
d25a5809d2 stockrsi 85分以上阻止开多 2025-07-05 15:47:27 +00:00
zhangkun9038@dingtalk.com
8c0b6669d8 移除了一个对populate_indicate的手动调用 2025-07-04 15:42:51 +00:00
Ubuntu
4a225f4507 up roi 2025-07-04 17:57:54 +08:00
zhangkun9038@dingtalk.com
459c36ef8f 抬高退出门槛 2025-07-04 09:23:37 +00:00
zhangkun9038@dingtalk.com
cd213ca366 https://x.com/i/grok?conversation=1940703718133125312 2025-07-04 03:23:41 +00:00
zhangkun9038@dingtalk.com
e6a35a8506 优化退出条件, 试图提升获利空间 https://x.com/i/grok?conversation=1940703718133125312 2025-07-03 12:33:15 +00:00
zhangkun9038@dingtalk.com
04ad9ee171 入场条件往中长期趋势因素方向靠 2025-07-03 05:29:00 +00:00
zhangkun9038@dingtalk.com
c054bf7ebf 提高exit门槛 2025-07-02 18:26:02 +00:00
Ubuntu
b5e5c52390 custom roi https://x.com/i/grok?conversation=1939978729234866501 2025-07-01 23:16:47 +08:00
Ubuntu
84b30833dc get_market_trend调用时,使用特定的币对而不是btc 2025-07-01 14:55:18 +08:00
zhangkun9038@dingtalk.com
64150b4b5c up 2025-07-01 03:53:22 +00:00
zhangkun9038@dingtalk.com
9209b48799 up 2025-06-29 06:57:31 +00:00
zhangkun9038@dingtalk.com
fcd39bfd31 debug log结合豆包对币对行情截图分析, 让grok进行优化 https://x.com/i/grok?conversation=1939204516592906372 2025-06-29 06:37:52 +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
45db61b615 剔除所有ROI相关配置和逻辑 2025-06-27 08:25:52 +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
zhangkun9038@dingtalk.com
7f2fb99b53 live.config update 2025-06-24 09:55:56 +08:00
Ubuntu
4175d67638 Revert "add logs"
This reverts commit db95f4bb588a2b234535e2a8a42fbc64148e8a98.
2025-06-23 18:39:15 +08:00
zhangkun9038@dingtalk.com
e2e7a1acf3 k_sell和k_buy改成用线性函数映射 2025-06-23 18:33:15 +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
0b00430b9a get_market_trend 改成线性函数 2025-06-22 17:37:55 +08:00
zhangkun9038@dingtalk.com
73a64adf98 revert 2025-06-22 15:49:17 +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