Merge branch 'test3' of ssh://gitea.zjmud.xyz:2222/phyer/myTestFreqAI into test3

### **4. 测试优化后的策略**

@@ -0,0 +1,5 @@
+
+<<<<<<< HEAD
+=======
+freqtrade backtesting --strategy FreqaiExampleStrategy --strategy-path freqtrade/templates --config config_examples/config_freqai.example.json --timerange 20230101-20230401
+>>>>>>> Snippet

.gitignore

@@ -73,7 +73,9 @@ coverage.xml
 *.pot
 
 # Django stuff:
-*.log
+#*.log
+!outout_filted.log
+
 local_settings.py
 
 # Flask stuff:

03a54a5b0ae8efd49daf13c408a37a2d3c7816bf.diff

@@ -0,0 +1,264 @@
+diff --git "a/4. **\346\270\205\347\220\206\347\274\223\345\255\230**\357\274\232" "b/4. **\346\270\205\347\220\206\347\274\223\345\255\230**\357\274\232"
+new file mode 100644
+index 0000000..3bb7671
+--- /dev/null
++++ "b/4. **\346\270\205\347\220\206\347\274\223\345\255\230**\357\274\232"	
+@@ -0,0 +1,5 @@
++
++<<<<<<< HEAD
++=======
++   rm -rf /freqtrade/user_data/models/test62/
++>>>>>>> Snippet
+diff --git "a/5. **\351\207\215\346\226\260\350\256\255\347\273\203**\357\274\232" "b/5. **\351\207\215\346\226\260\350\256\255\347\273\203**\357\274\232"
+new file mode 100644
+index 0000000..8a18d3d
+--- /dev/null
++++ "b/5. **\351\207\215\346\226\260\350\256\255\347\273\203**\357\274\232"	
+@@ -0,0 +1,5 @@
++
++<<<<<<< HEAD
++=======
++   freqtrade trade --config config_examples/config_freqai.okx.json --strategy FreqaiExampleStrategy
++>>>>>>> Snippet
+diff --git a/config_examples/config_freqai.okx.json b/config_examples/config_freqai.okx.json
+index 1816983..4535010 100644
+--- a/config_examples/config_freqai.okx.json
++++ b/config_examples/config_freqai.okx.json
+@@ -67,45 +67,31 @@
+         "freqaimodel": "CatboostClassifier",
+         "purge_old_models": 2,
+         "train_period_days": 15,
+-        "identifier": "test62",
+-        "train_period_days": 30,
+-        "backtest_period_days": 10,
++        "train_period_days": 180,
++        "backtest_period_days": 60,
+         "live_retrain_hours": 0,
+         "feature_selection": {
+           "method": "recursive_elimination"
+         },
+         "feature_parameters": {
+-            "include_timeframes": [
+-                "3m",
+-                "15m",
+-                "1h"
+-            ],
+-            "include_corr_pairlist": [
+-                "BTC/USDT",
+-                "SOL/USDT"
+-            ],
+-            "label_period_candles": 20,
+-            "include_shifted_candles": 2,
+-            "DI_threshold": 0.9,
++            "include_timeframes": ["15m"],
++            "include_corr_pairlist": ["BTC/USDT"],
++            "label_period_candles": 10,
++            "include_shifted_candles": 1,
++            "DI_threshold": 0.7,
+             "weight_factor": 0.9,
+             "principal_component_analysis": false,
+             "use_SVM_to_remove_outliers": false,
+-            "indicator_periods_candles": [
+-                10,
+-                20,
+-                50
+-            ],
+-            "plot_feature_importances": 0
++            "indicator_periods_candles": [14],
+         },
+         "data_split_parameters": {
+             "test_size": 0.2
+         },
+-        "model_training_parameters": {
+-            "n_estimators": 100,
+-            "learning_rate": 0.05,
+-            "max_depth": 5,
+-            "num_leaves": 31
+-        }
++      "model_training_parameters": {
++          "n_estimators": 100,
++          "learning_rate": 0.05,
++          "max_depth": 5
++      }
+     },
+     "api_server": {
+         "enabled": true,
+diff --git a/docker-compose.yml b/docker-compose.yml
+index defe81e..aeb31e6 100644
+--- a/docker-compose.yml
++++ b/docker-compose.yml
+@@ -64,7 +64,7 @@ services:
+     command: >
+        backtesting
+         --logfile /freqtrade/user_data/logs/freqtrade.log
+-        --freqaimodel LightGBMRegressor
++        --freqaimodel XGBoostRegressor
+         --config /freqtrade/config_examples/config_freqai.okx.json
+         --config /freqtrade/templates/FreqaiExampleStrategy.json
+         --strategy-path /freqtrade/templates
+diff --git a/freqtrade/templates/FreqaiExampleStrategy.py b/freqtrade/templates/FreqaiExampleStrategy.py
+index 688e644..e27e17b 100644
+--- a/freqtrade/templates/FreqaiExampleStrategy.py
++++ b/freqtrade/templates/FreqaiExampleStrategy.py
+@@ -30,12 +30,12 @@ class FreqaiExampleStrategy(IStrategy):
+ 
+     # FreqAI 配置
+     freqai_info = {
+-        "model": "XGBoostRegressor",  # 改用XGBoost
++        "model": "CatboostClassifier",  # 与config保持一致
+         "feature_parameters": {
+-            "include_timeframes": ["5m", "15m", "1h"],
+-            "include_corr_pairlist": [],
+-            "label_period_candles": 12,
+-            "include_shifted_candles": 3,
++            "include_timeframes": ["3m", "15m", "1h"],  # 与config一致
++            "include_corr_pairlist": ["BTC/USDT", "SOL/USDT"],  # 添加相关交易对
++            "label_period_candles": 20,  # 与config一致
++            "include_shifted_candles": 2,  # 与config一致
+         },
+         "data_split_parameters": {
+             "test_size": 0.2,
+@@ -72,54 +72,26 @@ class FreqaiExampleStrategy(IStrategy):
+     }
+ 
+     def feature_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: dict, **kwargs) -> DataFrame:
+-        # 添加更多技术指标
++        # 保留关键的技术指标
+         dataframe["%-rsi"] = ta.RSI(dataframe, timeperiod=14)
+-        dataframe["%-mfi"] = ta.MFI(dataframe, timeperiod=14)
+-        dataframe["%-sma"] = ta.SMA(dataframe, timeperiod=20)
+-        dataframe["%-ema"] = ta.EMA(dataframe, timeperiod=20)
+-        dataframe["%-adx"] = ta.ADX(dataframe, timeperiod=14)
+-        dataframe["%-atr"] = ta.ATR(dataframe, timeperiod=14)
+-        dataframe["%-obv"] = ta.OBV(dataframe)
+-        dataframe["%-cci"] = ta.CCI(dataframe, timeperiod=20)
+-        dataframe["%-stoch"] = ta.STOCH(dataframe)['slowk']
+-        dataframe["%-macd"] = ta.MACD(dataframe)['macd']
+-        dataframe["%-macdsignal"] = ta.MACD(dataframe)['macdsignal']
+-        dataframe["%-macdhist"] = ta.MACD(dataframe)['macdhist']
+-        dataframe["%-willr"] = ta.WILLR(dataframe, timeperiod=14)
+-        dataframe["%-ultosc"] = ta.ULTOSC(dataframe)
+-        dataframe["%-trix"] = ta.TRIX(dataframe, timeperiod=14)
+-        dataframe["%-ad"] = ta.ADOSC(dataframe)
+-        dataframe["%-mom"] = ta.MOM(dataframe, timeperiod=10)
+-        dataframe["%-roc"] = ta.ROC(dataframe, timeperiod=10)
+-        
+-        # 添加布林带相关特征
++        macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9)
++        dataframe["%-macd"] = macd["macd"]
++        dataframe["%-macdsignal"] = macd["macdsignal"]
++
++        # 保留布林带相关特征
+         bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
+         dataframe["bb_lowerband"] = bollinger["lower"]
+         dataframe["bb_middleband"] = bollinger["mid"]
+         dataframe["bb_upperband"] = bollinger["upper"]
+         dataframe["bb_width"] = (dataframe["bb_upperband"] - dataframe["bb_lowerband"]) / dataframe["bb_middleband"]
+         dataframe["bb_pct"] = (dataframe["close"] - dataframe["bb_lowerband"]) / (dataframe["bb_upperband"] - dataframe["bb_lowerband"])
+-        
+-        # 添加成交量相关特征
++
++        # 保留成交量相关特征
+         dataframe["volume_ma"] = dataframe["volume"].rolling(window=20).mean()
+         dataframe["volume_roc"] = dataframe["volume"].pct_change(periods=10)
+-        dataframe["volume_obv"] = ta.OBV(dataframe)
+-        
+-        # 添加价格相关特征
+-        dataframe["close_ma"] = dataframe["close"].rolling(window=20).mean()
++
++        # 保留价格变化率
+         dataframe["close_roc"] = dataframe["close"].pct_change(periods=10)
+-        dataframe["close_log_ret"] = np.log(dataframe["close"]).diff()
+-        dataframe["close_zscore"] = (dataframe["close"] - dataframe["close"].rolling(window=20).mean()) / dataframe["close"].rolling(window=20).std()
+-        
+-        # 添加时间相关特征
+-        dataframe["hour"] = dataframe["date"].dt.hour
+-        dataframe["day_of_week"] = dataframe["date"].dt.dayofweek
+-        dataframe["is_weekend"] = dataframe["day_of_week"].isin([5, 6]).astype(int)
+-        
+-        # 添加波动率相关特征
+-        dataframe["volatility"] = dataframe["close"].pct_change().rolling(window=20).std()
+-        dataframe["volatility_ma"] = dataframe["volatility"].rolling(window=20).mean()
+-        dataframe["volatility_roc"] = dataframe["volatility"].pct_change(periods=10)
+         
+         # 改进数据清理
+         for col in dataframe.columns:
+@@ -170,16 +142,23 @@ class FreqaiExampleStrategy(IStrategy):
+ 
+         try:
+             label_period = self.freqai_info["feature_parameters"]["label_period_candles"]
++
++            # 生成更复杂的目标变量 up_or_down
++            dataframe["up_or_down"] = np.where(
++                dataframe["close"].shift(-label_period) > dataframe["close"], 1, 0
++            )
++            # 确保目标变量是二维数组
++            if dataframe["up_or_down"].ndim == 1:
++                dataframe["up_or_down"] = dataframe["up_or_down"].values.reshape(-1, 1)
++
+             # 生成 %-volatility 特征
+             dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20).std()
+ 
+-            # 单一回归目标
+-            # 移除对未来的数据依赖
+             # 确保 &-buy_rsi 列的值计算正确
+             dataframe["&-buy_rsi"] = ta.RSI(dataframe, timeperiod=14)
+ 
+             # 数据清理
+-            for col in ["&-buy_rsi"]:
++            for col in ["&-buy_rsi", "up_or_down", "%-volatility"]:
+                 # 使用直接操作避免链式赋值
+                 dataframe[col] = dataframe[col].replace([np.inf, -np.inf], np.nan)
+                 dataframe[col] = dataframe[col].ffill()  # 替代 fillna(method='ffill')
+@@ -187,19 +166,13 @@ class FreqaiExampleStrategy(IStrategy):
+                 if dataframe[col].isna().any():
+                     logger.warning(f"目标列 {col} 仍包含 NaN，填充为默认值")
+ 
+-            # 数据清理
+-            for col in ["&-buy_rsi", "%-volatility"]:
+-                # 使用直接操作避免链式赋值
+-                dataframe[col] = dataframe[col].replace([np.inf, -np.inf], 0)
+-                dataframe[col] = dataframe[col].ffill()  # 替代 fillna(method='ffill')
+-                dataframe[col] = dataframe[col].fillna(0)
+-                if dataframe[col].isna().any():
+-                    logger.warning(f"目标列 {col} 仍包含 NaN，检查数据生成逻辑")
+         except Exception as e:
+             logger.error(f"创建 FreqAI 目标失败：{str(e)}")
+             raise
+ 
+-        logger.info(f"目标列预览：\n{dataframe[['&-buy_rsi']].head().to_string()}")
++        # Log the shape of the target variable for debugging
++        logger.info(f"目标列形状：{dataframe['up_or_down'].shape}")
++        logger.info(f"目标列预览：\n{dataframe[['up_or_down', '&-buy_rsi']].head().to_string()}")
+         return dataframe
+ 
+     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+@@ -237,13 +210,13 @@ class FreqaiExampleStrategy(IStrategy):
+                     dataframe[col] = dataframe[col].fillna(-0.1 if col == "&-stoploss" else 0)
+             
+             # 简化动态参数生成逻辑
+-# 简化 buy_rsi 和 sell_rsi 的生成逻辑
++        # 放松 buy_rsi 和 sell_rsi 的生成逻辑
+             # 计算 buy_rsi_pred 并清理 NaN 值
+-            dataframe["buy_rsi_pred"] = dataframe["&-buy_rsi"].rolling(window=10).mean().clip(20, 40)
++            dataframe["buy_rsi_pred"] = dataframe["&-buy_rsi"].rolling(window=10).mean().clip(30, 50)
+             dataframe["buy_rsi_pred"] = dataframe["buy_rsi_pred"].fillna(dataframe["buy_rsi_pred"].mean())
+ 
+             # 计算 sell_rsi_pred 并清理 NaN 值
+-            dataframe["sell_rsi_pred"] = dataframe["buy_rsi_pred"] + 20
++            dataframe["sell_rsi_pred"] = dataframe["buy_rsi_pred"] + 40
+             dataframe["sell_rsi_pred"] = dataframe["sell_rsi_pred"].fillna(dataframe["sell_rsi_pred"].mean())
+ 
+             # 计算 stoploss_pred 并清理 NaN 值
+@@ -308,8 +281,9 @@ class FreqaiExampleStrategy(IStrategy):
+         # 改进买入信号条件
+         enter_long_conditions = [
+             (df["rsi"] < df["buy_rsi_pred"]),  # RSI 低于买入阈值
+-            (df["volume"] > df["volume"].rolling(window=10).mean()),  # 成交量高于近期均值
+-            (df["close"] > df["bb_middleband"])  # 价格高于布林带中轨
++            (df["volume"] > df["volume"].rolling(window=10).mean() * 1.2),  # 成交量高于近期均值20%
++            (df["close"] > df["bb_middleband"]),  # 价格高于布林带中轨
++            (df["do_predict"] == 1)  # 确保模型预测为买入
+         ]
+         if enter_long_conditions:
+             df.loc[

4. **清理缓存**：

@@ -0,0 +1,5 @@
+
+<<<<<<< HEAD
+=======
+   rm -rf /freqtrade/user_data/models/test62/
+>>>>>>> Snippet

5. **重新训练**：

@@ -0,0 +1,5 @@
+
+<<<<<<< HEAD
+=======
+   freqtrade trade --config config_examples/config_freqai.okx.json --strategy FreqaiExampleStrategy
+>>>>>>> Snippet

catch.sh

@@ -1,48 +0,0 @@
-#!/bin/bash
-
-# 脚本名称: filter_freqtrade_logs.sh
-# 功能: 实时过滤 Freqtrade 容器日志，捕获包含 "but got Index" 的日志及上下文，输出到文件和终端
-
-# 配置
-CONTAINER_NAME="freqtrade_freqtrade_run_ef258891294d" # 容器名称或 ID
-OUTPUT_FILE="freqtrade_error_logs.txt"                # 输出日志文件
-SEARCH_PATTERN="but got Index"                        # 过滤的关键字
-CONTEXT_LINES=5                                       # 匹配行后的上下文行数
-
-# 检查容器是否存在
-if ! docker ps -a --format '{{.Names}}' | grep -q "$CONTAINER_NAME"; then
-  echo "错误: 容器 $CONTAINER_NAME 不存在。请检查容器名称或 ID。"
-  exit 1
-fi
-
-# 检查容器是否正在运行
-if ! docker ps --format '{{.Names}}' | grep -q "$CONTAINER_NAME"; then
-  echo "警告: 容器 $CONTAINER_NAME 未运行，将获取历史日志。"
-  RUNNING=false
-else
-  RUNNING=true
-fi
-
-# 初始化输出文件
-echo "开始过滤日志，输出到 $OUTPUT_FILE ..."
->"$OUTPUT_FILE" # 清空或创建输出文件
-
-# 实时过滤日志
-if [ "$RUNNING" = true ]; then
-  echo "实时监控 $CONTAINER_NAME 的日志，过滤 '$SEARCH_PATTERN'..."
-  docker logs -f "$CONTAINER_NAME" 2>/dev/null |
-    stdbuf -oL grep --line-buffered -i -A "$CONTEXT_LINES" "$SEARCH_PATTERN" |
-    tee -a "$OUTPUT_FILE"
-else
-  echo "获取 $CONTAINER_NAME 的历史日志，过滤 '$SEARCH_PATTERN'..."
-  docker logs "$CONTAINER_NAME" 2>/dev/null |
-    grep -i -A "$CONTEXT_LINES" "$SEARCH_PATTERN" |
-    tee -a "$OUTPUT_FILE"
-fi
-
-# 检查是否捕获到日志
-if [ -s "$OUTPUT_FILE" ]; then
-  echo "已捕获日志，保存在 $OUTPUT_FILE"
-else
-  echo "未捕获到包含 '$SEARCH_PATTERN' 的日志，文件 $OUTPUT_FILE 为空"
-fi

config_examples/8f4c374e6b1b993b493d29202dbf28e6b59ccf61-4e7e5f23638ea53874c913e30bcc979e82d49b45.diff

@@ -0,0 +1,121 @@
+diff --git a/config_examples/config_freqai.okx.json b/config_examples/config_freqai.okx.json
+index 259459e..c2693fc 100644
+--- a/config_examples/config_freqai.okx.json
++++ b/config_examples/config_freqai.okx.json
+@@ -5,11 +5,10 @@
+     "max_open_trades": 4,
+     "stake_currency": "USDT",
+     "stake_amount": 150,
+-    "startup_candle_count": 30,
+     "tradable_balance_ratio": 1,
+     "fiat_display_currency": "USD",
+     "dry_run": true,
+-    "timeframe": "5m",
++    "timeframe": "3m",
+     "dry_run_wallet": 1000,
+     "cancel_open_orders_on_exit": true,
+     "stoploss": -0.05,
+@@ -24,21 +23,21 @@
+         "enable_ws": false,
+         "ccxt_config": {
+             "enableRateLimit": true,
+-            "rateLimit": 800,
++            "rateLimit": 500,
+             "options": {
+                 "defaultType": "spot"
+             }
+         },
+         "ccxt_async_config": {
+             "enableRateLimit": true,
+-	          "rateLimit": 800,
++	          "rateLimit": 500,
+             "timeout": 20000
+         },
+         "pair_whitelist": [
+-            "OKB/USDT",
+-            "DOT/USDT",
++            "BTC/USDT",
+             "SOL/USDT"
+-        ]
++        ],
++        "pair_blacklist": []
+     },
+     "entry_pricing": {
+         "price_side": "same",
+@@ -65,47 +64,37 @@
+         "data_kitchen": {
+             "fillna": "ffill"
+         },
+-        "freqaimodel": "CatboostClassifier",
+-        "purge_old_models": 2,
+-        "identifier": "test175",
+-        "train_period_days": 30,
+-        "backtest_period_days": 10,
++        "freqaimodel": "XGBoostRegressor",
++        "model_training_parameters": {
++            "n_estimators": 100,
++            "learning_rate": 0.05,
++            "max_depth": 5
++        },
++        "train_period_days": 180,
++        "backtest_period_days": 60,
+         "live_retrain_hours": 0,
+         "feature_selection": {
+           "method": "recursive_elimination"
+         },
+         "feature_parameters": {
+-            "include_timeframes": [
+-                "5m",
+-                "1h"
+-            ],
+-            "include_corr_pairlist": [
+-                "BTC/USDT",
+-                "ETH/USDT"
+-            ],
+-            "label_period_candles": 12,
+-            "include_shifted_candles": 3,
+-            "DI_threshold": 0.9,
++            "include_timeframes": ["15m"],
++            "include_corr_pairlist": ["BTC/USDT"],
++            "label_period_candles": 10,
++            "include_shifted_candles": 1,
++
+             "weight_factor": 0.9,
+             "principal_component_analysis": false,
+             "use_SVM_to_remove_outliers": false,
+-            "indicator_periods_candles": [
+-                10,
+-                20,
+-                50
+-            ],
+-            "plot_feature_importances": 0
++            "indicator_periods_candles": [14],
+         },
+         "data_split_parameters": {
+-            "test_size": 0.2,
+-            "shuffle": false,
++            "test_size": 0.2
+         },
+-        "model_training_parameters": {
+-            "n_estimators": 100,
+-            "learning_rate": 0.1,
+-            "num_leaves": 15,
+-            "verbose": -1
+-        }
++      "model_training_parameters": {
++          "n_estimators": 100,
++          "learning_rate": 0.05,
++          "max_depth": 5
++      }
+     },
+     "api_server": {
+         "enabled": true,
+@@ -123,7 +112,7 @@
+     "initial_state": "running",
+     "force_entry_enable": false,
+     "internals": {
+-        "process_throttle_secs": 10,
++        "process_throttle_secs": 5,
+         "heartbeat_interval": 20,
+         "loglevel": "DEBUG"
+     }

config_examples/config_freqai.okx.json

@@ -9,7 +9,7 @@
     "tradable_balance_ratio": 1,
     "fiat_display_currency": "USD",
     "dry_run": true,
-    "timeframe": "5m",
+    "timeframe": "3m",
     "dry_run_wallet": 1000,
     "cancel_open_orders_on_exit": true,
     "stoploss": -0.05,
@@ -24,20 +24,21 @@
         "enable_ws": false,
         "ccxt_config": {
             "enableRateLimit": true,
-            "rateLimit": 800,
+            "rateLimit": 500,
             "options": {
                 "defaultType": "spot"
             }
         },
         "ccxt_async_config": {
             "enableRateLimit": true,
-	          "rateLimit": 800,
+	          "rateLimit": 500,
             "timeout": 20000
         },
         "pair_whitelist": [
             "BTC/USDT",
             "SOL/USDT"
-        ]
+        ],
+        "pair_blacklist": []
     },
     "entry_pricing": {
         "price_side": "same",
@@ -62,48 +63,48 @@
     "freqai": {
         "enabled": true,
         "data_kitchen": {
-            "fillna": "ffill"
+            "fillna": "ffill",
+            "feature_parameters": {
+                "DI_threshold": 0.9,
+                "weight_factor": 0.9
+            }
         },
-        "freqaimodel": "CatboostClassifier",
+        "freqaimodel": "XGBoostRegressor",
         "purge_old_models": 2,
-        "identifier": "test178",
+        "identifier": "test175",
         "train_period_days": 30,
         "backtest_period_days": 10,
         "live_retrain_hours": 0,
         "feature_selection": {
-          "method": "recursive_elimination"
+            "method": "recursive_elimination",
+            "threshold": 0.01,
+            "steps": 1,
+            "cv": 5,
+            "n_features_to_select": null
         },
         "feature_parameters": {
-            "include_timeframes": [
-                "5m",
-                "1h"
-            ],
-            "include_corr_pairlist": [
-                "BTC/USDT",
-                "SOL/USDT"
-            ],
+            "include_timeframes": ["3m", "5m", "1h"],
+            "include_corr_pairlist": ["BTC/USDT", "ETH/USDT"],
             "label_period_candles": 12,
             "include_shifted_candles": 3,
-            "DI_threshold": 0.9,
-            "weight_factor": 0.9,
-            "principal_component_analysis": false,
-            "use_SVM_to_remove_outliers": false,
-            "indicator_periods_candles": [
-                10,
-                20,
-                50
-            ],
-            "plot_feature_importances": 0
+            "indicator_periods_candles": [10, 20, 50],
+            "plot_feature_importances": 1
         },
         "data_split_parameters": {
             "test_size": 0.2,
-            "shuffle": false,
+            "shuffle": true,
+            "random_state": 42
         },
         "model_training_parameters": {
             "n_estimators": 100,
             "learning_rate": 0.1,
-            "num_leaves": 15,
-            "verbose": -1
+            "max_depth": 5,
+            "subsample": 0.8,
+            "colsample_bytree": 0.8,
+            "objective": "reg:squarederror",
+            "eval_metric": "rmse",
+            "early_stopping_rounds": 50,
+            "verbose": 0
         }
     },
     "api_server": {
@@ -122,7 +123,7 @@
     "initial_state": "running",
     "force_entry_enable": false,
     "internals": {
-        "process_throttle_secs": 10,
+        "process_throttle_secs": 5,
         "heartbeat_interval": 20,
         "loglevel": "DEBUG"
     }

config_examples/xgboostregression-ok1-kandipai.diff

@@ -0,0 +1,122 @@
+diff --git a/config_examples/config_freqai.okx.json b/config_examples/config_freqai.okx.json
+index 259459e..c8f04af 100644
+--- a/config_examples/config_freqai.okx.json
++++ b/config_examples/config_freqai.okx.json
+@@ -5,11 +5,10 @@
+     "max_open_trades": 4,
+     "stake_currency": "USDT",
+     "stake_amount": 150,
+-    "startup_candle_count": 30,
+     "tradable_balance_ratio": 1,
+     "fiat_display_currency": "USD",
+     "dry_run": true,
+-    "timeframe": "5m",
++    "timeframe": "3m",
+     "dry_run_wallet": 1000,
+     "cancel_open_orders_on_exit": true,
+     "stoploss": -0.05,
+@@ -24,21 +23,21 @@
+         "enable_ws": false,
+         "ccxt_config": {
+             "enableRateLimit": true,
+-            "rateLimit": 800,
++            "rateLimit": 500,
+             "options": {
+                 "defaultType": "spot"
+             }
+         },
+         "ccxt_async_config": {
+             "enableRateLimit": true,
+-	          "rateLimit": 800,
++	          "rateLimit": 500,
+             "timeout": 20000
+         },
+         "pair_whitelist": [
+-            "OKB/USDT",
+-            "DOT/USDT",
++            "BTC/USDT",
+             "SOL/USDT"
+-        ]
++        ],
++        "pair_blacklist": []
+     },
+     "entry_pricing": {
+         "price_side": "same",
+@@ -65,47 +64,38 @@
+         "data_kitchen": {
+             "fillna": "ffill"
+         },
+-        "freqaimodel": "CatboostClassifier",
+-        "purge_old_models": 2,
+-        "identifier": "test175",
+-        "train_period_days": 30,
+-        "backtest_period_days": 10,
++        "freqaimodel": "XGBoostRegressor",
++        "model_training_parameters": {
++            "n_estimators": 100,
++            "learning_rate": 0.05,
++            "max_depth": 5
++        },
++        "train_period_days": 15,
++        "train_period_days": 180,
++        "backtest_period_days": 60,
+         "live_retrain_hours": 0,
+         "feature_selection": {
+           "method": "recursive_elimination"
+         },
+         "feature_parameters": {
+-            "include_timeframes": [
+-                "5m",
+-                "1h"
+-            ],
+-            "include_corr_pairlist": [
+-                "BTC/USDT",
+-                "ETH/USDT"
+-            ],
+-            "label_period_candles": 12,
+-            "include_shifted_candles": 3,
+-            "DI_threshold": 0.9,
++            "include_timeframes": ["15m"],
++            "include_corr_pairlist": ["BTC/USDT"],
++            "label_period_candles": 10,
++            "include_shifted_candles": 1,
++
+             "weight_factor": 0.9,
+             "principal_component_analysis": false,
+             "use_SVM_to_remove_outliers": false,
+-            "indicator_periods_candles": [
+-                10,
+-                20,
+-                50
+-            ],
+-            "plot_feature_importances": 0
++            "indicator_periods_candles": [14],
+         },
+         "data_split_parameters": {
+-            "test_size": 0.2,
+-            "shuffle": false,
++            "test_size": 0.2
+         },
+-        "model_training_parameters": {
+-            "n_estimators": 100,
+-            "learning_rate": 0.1,
+-            "num_leaves": 15,
+-            "verbose": -1
+-        }
++      "model_training_parameters": {
++          "n_estimators": 100,
++          "learning_rate": 0.05,
++          "max_depth": 5
++      }
+     },
+     "api_server": {
+         "enabled": true,
+@@ -123,7 +113,7 @@
+     "initial_state": "running",
+     "force_entry_enable": false,
+     "internals": {
+-        "process_throttle_secs": 10,
++        "process_throttle_secs": 5,
+         "heartbeat_interval": 20,
+         "loglevel": "DEBUG"
+     }

docker-compose.yml

@@ -23,7 +23,6 @@ services:
       - "./config_examples:/freqtrade/config_examples"
       - "./freqtrade/templates:/freqtrade/templates"
       - "./freqtrade/exchange/:/freqtrade/exchange"
-      - "./ccxt/async_support/okx.py:/home/ftuser/.local/lib/python3.12/site-packages/ccxt/async_support/okx.py" 
     # Expose api on port 8080 (localhost only)
     # Please read the https://www.freqtrade.io/en/stable/rest-api/ documentation
     # for more information.
@@ -32,15 +31,15 @@ services:
     # Default command used when running `docker compose up`
       
     # --freqaimodel XGBoostRegressor
-    command: >
-      trade
-          --logfile /freqtrade/user_data/logs/freqtrade.log
-          --db-url sqlite:////freqtrade/user_data/tradesv3.sqlite
-          --freqaimodel XGBoostRegressor
-          --config /freqtrade/config_examples/config_freqai.okx.json
-          --strategy FreqaiExampleStrategy
-          --strategy-path /freqtrade/templates
-          --fee 0.0008
+    # commangd: >
+    #      # trade
+      # --logfile /freqtrade/user_data/logs/freqtrade.log
+      # --db-url sqlite:////freqtrade/user_data/tradesv3.sqlite
+      # --freqaimodel LightGBMRegressor
+      # --config /freqtrade/config_examples/config_freqai.okx.json
+      # --strategy FreqaiExampleStrategy
+      #  --strategy FreqaiExampleHybridStrategy
+      # --strategy-path /freqtrade/templates
     # command: >
     #   backtesting
     #     --logfile /freqtrade/user_data/logs/freqtrade.log
@@ -61,34 +60,14 @@ services:
     #     --hyperopt-loss SharpeHyperOptLoss
     #     --spaces roi stoploss 
     #     -e 200
-    # --config /freqtrade/templates/FreqaiExampleStrategy.json
 
-    # command: >
-    #    backtesting
-    #     --logfile /freqtrade/user_data/logs/freqtrade.log
-    #     --freqaimodel XGBoostRegressor
-    #     --config /freqtrade/config_examples/config_freqai.okx.json
-    #     --strategy-path /freqtrade/templates
-    #     --strategy FreqaiExampleStrategy
-    #     --timerange 20250101-20250420
-    #     --fee 0.0008
-    # command: >
-    #    download-data
-    #     --config /freqtrade/config_examples/config_freqai.okx.json
-    #     --exchange okx
-    #     --pairs DOT/USDT
-    #     --timeframe 1h 5m
-    #     --timerange 20240101-20250420
-    #
-    # command: >
-    #   hyperopt
-    #     --logfile /freqtrade/user_data/logs/freqtrade.log
-    #     --freqaimodel LightGBMRegressor
-    #     --config /freqtrade/config_examples/config_freqai.okx.json
-    #     --strategy-path /freqtrade/templates
-    #     --strategy FreqaiExampleStrategy
-    #     --timerange 20250301-20250420
-    #     --hyperopt-loss SharpeHyperOptLoss
-    #     --spaces buy sell roi stoploss trailing
-    #     --fee 0.001
-    #     -e 200
+    command: >
+       backtesting
+        --logfile /freqtrade/user_data/logs/freqtrade.log
+        --freqaimodel XGBoostRegressor
+        --config /freqtrade/config_examples/config_freqai.okx.json
+        --config /freqtrade/templates/FreqaiExampleStrategy.json
+        --strategy-path /freqtrade/templates
+        --strategy FreqaiExampleStrategy
+        --timerange 20250401-20250420
+        --cache none

filter.py

@@ -0,0 +1,7 @@
+with open('output.log', 'r') as input_file, open('output_filted.log', 'w') as output_file:
+    for line in input_file:
+        if "validation_0" in line:
+            if "[99]" in line:
+                output_file.write(line)
+        else:
+            output_file.write(line)

freqtrade/templates/FreqaiExampleHybridStrategy.py

@@ -52,7 +52,9 @@ class FreqaiExampleHybridStrategy(IStrategy):
             "random_state": 1
         },
         "model_training_parameters": {
-            "n_estimators": 800
+            "n_estimators": 200,
+            "max_depth": 5,
+            "learning_rate": 0.05
         }
     },
 
@@ -122,13 +124,11 @@ class FreqaiExampleHybridStrategy(IStrategy):
         """
 
         dataframe["%-rsi-period"] = ta.RSI(dataframe, timeperiod=period)
-        dataframe["%-mfi-period"] = ta.MFI(dataframe, timeperiod=period)
-        dataframe["%-adx-period"] = ta.ADX(dataframe, timeperiod=period)
-        dataframe["%-sma-period"] = ta.SMA(dataframe, timeperiod=period)
+
         dataframe["%-ema-period"] = ta.EMA(dataframe, timeperiod=period)
 
         bollinger = qtpylib.bollinger_bands(
-            qtpylib.typical_price(dataframe), window=period, stds=2.2
+            qtpylib.typical_price(dataframe), window=period, stds=2
         )
         dataframe["bb_lowerband-period"] = bollinger["lower"]
         dataframe["bb_middleband-period"] = bollinger["mid"]
@@ -137,13 +137,6 @@ class FreqaiExampleHybridStrategy(IStrategy):
         dataframe["%-bb_width-period"] = (
             dataframe["bb_upperband-period"] - dataframe["bb_lowerband-period"]
         ) / dataframe["bb_middleband-period"]
-        dataframe["%-close-bb_lower-period"] = dataframe["close"] / dataframe["bb_lowerband-period"]
-
-        dataframe["%-roc-period"] = ta.ROC(dataframe, timeperiod=period)
-
-        dataframe["%-relative_volume-period"] = (
-            dataframe["volume"] / dataframe["volume"].rolling(period).mean()
-        )
 
         return dataframe
 
@@ -177,8 +170,7 @@ class FreqaiExampleHybridStrategy(IStrategy):
         dataframe["%-ema-200"] = ta.EMA(dataframe, timeperiod=200)
         """
         dataframe["%-pct-change"] = dataframe["close"].pct_change()
-        dataframe["%-raw_volume"] = dataframe["volume"]
-        dataframe["%-raw_price"] = dataframe["close"]
+
         return dataframe
 
     def feature_engineering_standard(
@@ -209,10 +201,10 @@ class FreqaiExampleHybridStrategy(IStrategy):
         dataframe["%-hour_of_day"] = dataframe["date"].dt.hour
         return dataframe
     def set_freqai_targets(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame:
+        """
+        Redefined target variable to predict whether the price will increase or decrease in the future.
+        """
         logger.info(f"Setting FreqAI targets for pair: {metadata['pair']}")
-        logger.info(f"DataFrame shape: {dataframe.shape}")
-        logger.info(f"Available columns: {list(dataframe.columns)}")
-        logger.info(f"First few rows:\n{dataframe[['date', 'close']].head().to_string()}")
         
         if "close" not in dataframe.columns:
             logger.error("Required 'close' column missing in dataframe")
@@ -223,22 +215,16 @@ class FreqaiExampleHybridStrategy(IStrategy):
             raise ValueError("Insufficient data for target calculation")
         
         try:
-            # 生成数值型标签：1 表示上涨，0 表示下跌
+            # Define target variable: 1 for price increase, 0 for price decrease
             dataframe["&-up_or_down"] = np.where(
-                dataframe["close"].shift(-50) > dataframe["close"],
-                1.0,  # 数值型标签
-                0.0
+                dataframe["close"].shift(-50) > dataframe["close"], 1, 0
             )
+            # Ensure target variable is a 2D array
+            dataframe["&-up_or_down"] = dataframe["&-up_or_down"].values.reshape(-1, 1)
         except Exception as e:
             logger.error(f"Failed to create &-up_or_down column: {str(e)}")
             raise
         
-        logger.info(f"Target column head:\n{dataframe[['&-up_or_down']].head().to_string()}")
-        
-        if "&-up_or_down" not in dataframe.columns:
-            logger.error("FreqAI failed to generate the &-up_or_down column")
-            raise KeyError("FreqAI failed to generate the &-up_or_down column")
-        
         logger.info("FreqAI targets set successfully")
         return dataframe
 

freqtrade/templates/FreqaiExampleStrategy.diff

@@ -1,262 +0,0 @@
-diff --git a/freqtrade/templates/FreqaiExampleStrategy.py b/freqtrade/templates/FreqaiExampleStrategy.py
-index 343c073..1d7ed33 100644
---- a/freqtrade/templates/FreqaiExampleStrategy.py
-+++ b/freqtrade/templates/FreqaiExampleStrategy.py
-@@ -11,9 +11,9 @@ logger = logging.getLogger(__name__)
- 
- class FreqaiExampleStrategy(IStrategy):
-     minimal_roi = {
--        "0": 0.076,
--        "7": 0.034,
--        "13": 0.007,
-+        "0": 0.02,
-+        "7": 0.01,
-+        "13": 0.005,
-         "60": 0
-     }
- 
-@@ -24,29 +24,25 @@ class FreqaiExampleStrategy(IStrategy):
-     startup_candle_count: int = 40
-     can_short = False
- 
--    # Hyperopt 参数
-     buy_rsi = IntParameter(low=10, high=50, default=27, space="buy", optimize=True, load=True)
-     sell_rsi = IntParameter(low=50, high=90, default=59, space="sell", optimize=True, load=True)
-     roi_0 = DecimalParameter(low=0.01, high=0.2, default=0.038, space="roi", optimize=True, load=True)
-     roi_15 = DecimalParameter(low=0.005, high=0.1, default=0.027, space="roi", optimize=True, load=True)
-     roi_30 = DecimalParameter(low=0.001, high=0.05, default=0.009, space="roi", optimize=True, load=True)
-     stoploss_param = DecimalParameter(low=-0.25, high=-0.05, default=-0.1, space="stoploss", optimize=True, load=True)
--    trailing_stop_positive_offset = DecimalParameter(low=0.01, high=0.5, default=0.02, space="trailing", optimize=True, load=True)
-+    trailing_stop_positive_offset = DecimalParameter(low=0.005, high=0.5, default=0.01, space="trailing", optimize=True, load=True)
- 
--    protections = [
--        {"method": "StoplossGuard", "stop_duration": 60, "lookback_period": 120},
--        {"method": "MaxDrawdown", "lookback_period": 120, "max_allowed_drawdown": 0.05}
--    ]
-+    protections = []
- 
-     freqai_info = {
-         "model": "LightGBMRegressor",
-         "feature_parameters": {
-             "include_timeframes": ["5m"],
--            "include_corr_pairlist": ["SOL/USDT", "BTC/USDT"],
-+            "include_corr_pairlist": ["SOL/USDT"],
-             "label_period_candles": 12,
-             "include_shifted_candles": 0,
--            "include_periods": [10, 20],
--            "DI_threshold": 3.0
-+            "include_periods": [20],
-+            "DI_threshold": 5.0
-         },
-         "data_split_parameters": {
-             "test_size": 0.2,
-@@ -62,14 +58,20 @@ class FreqaiExampleStrategy(IStrategy):
-     }
- 
-     plot_config = {
--        "main_plot": {},
-+        "main_plot": {
-+            "close": {"color": "blue"},
-+            "bb_lowerband": {"color": "purple"}
-+        },
-         "subplots": {
-             "&-buy_rsi": {"&-buy_rsi": {"color": "green"}},
-             "&-sell_rsi": {"&-sell_rsi": {"color": "red"}},
--            "&-stoploss": {"&-stoploss": {"color": "purple"}},
--            "&-roi_0": {"&-roi_0": {"color": "orange"}},
-+            "rsi": {"rsi": {"color": "black"}},
-             "do_predict": {"do_predict": {"color": "brown"}},
--        },
-+            "trade_signals": {
-+                "enter_long": {"color": "green", "type": "scatter"},
-+                "exit_long": {"color": "red", "type": "scatter"}
-+            }
-+        }
-     }
- 
-     def feature_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: dict, **kwargs) -> DataFrame:
-@@ -130,12 +132,10 @@ class FreqaiExampleStrategy(IStrategy):
-         logger.info(f"DataFrame rows: {len(dataframe)}")
-         logger.info(f"Columns before freqai.start: {list(dataframe.columns)}")
- 
--        # 验证输入数据
-         if "close" not in dataframe.columns or dataframe["close"].isna().all():
-             logger.error(f"DataFrame missing 'close' column or all NaN for pair: {metadata['pair']}")
-             raise ValueError("DataFrame missing valid 'close' column")
- 
--        # 生成 RSI
-         if len(dataframe) < 14:
-             logger.warning(f"DataFrame too short ({len(dataframe)} rows), cannot compute rsi")
-             dataframe["rsi"] = 50
-@@ -143,7 +143,6 @@ class FreqaiExampleStrategy(IStrategy):
-             dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
-             logger.info(f"rsi stats: {dataframe['rsi'].describe().to_string()}")
- 
--        # 生成 %-volatility
-         if len(dataframe) < 20 or dataframe["close"].isna().any():
-             logger.warning(f"DataFrame too short ({len(dataframe)} rows) or contains NaN in close, cannot compute %-volatility")
-             dataframe["%-volatility"] = 0
-@@ -154,7 +153,6 @@ class FreqaiExampleStrategy(IStrategy):
-                 dataframe["%-volatility"] = (dataframe["%-volatility"] - dataframe["%-volatility"].mean()) / dataframe["%-volatility"].std()
-             logger.info(f"%-volatility stats: {dataframe['%-volatility'].describe().to_string()}")
- 
--        # 生成 TEMA
-         if len(dataframe) < 9:
-             logger.warning(f"DataFrame too short ({len(dataframe)} rows), cannot compute tema")
-             dataframe["tema"] = dataframe["close"]
-@@ -165,7 +163,6 @@ class FreqaiExampleStrategy(IStrategy):
-                 dataframe["tema"] = dataframe["tema"].fillna(dataframe["close"])
-             logger.info(f"tema stats: {dataframe['tema'].describe().to_string()}")
- 
--        # 生成 Bollinger Bands
-         if len(dataframe) < 20:
-             logger.warning(f"DataFrame too short ({len(dataframe)} rows), cannot compute bb_lowerband")
-             dataframe["bb_lowerband"] = dataframe["close"]
-@@ -177,21 +174,6 @@ class FreqaiExampleStrategy(IStrategy):
-                 dataframe["bb_lowerband"] = dataframe["bb_lowerband"].fillna(dataframe["close"])
-             logger.info(f"bb_lowerband stats: {dataframe['bb_lowerband'].describe().to_string()}")
- 
--        # 生成 up_or_down
--        label_period = self.freqai_info["feature_parameters"]["label_period_candles"]
--        if len(dataframe) < label_period + 1:
--            logger.warning(f"DataFrame too short ({len(dataframe)} rows), cannot compute up_or_down")
--            dataframe["up_or_down"] = 0
--        else:
--            dataframe["up_or_down"] = np.where(
--                dataframe["close"].shift(-label_period) > dataframe["close"], 1, 0
--            )
--            if dataframe["up_or_down"].isna().any():
--                logger.warning("up_or_down contains NaN, filling with 0")
--                dataframe["up_or_down"] = dataframe["up_or_down"].fillna(0)
--            logger.info(f"up_or_down stats: {dataframe['up_or_down'].describe().to_string()}")
--
--        # 生成其他特征
-         if "date" in dataframe.columns:
-             dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek
-             dataframe["%-hour_of_day"] = dataframe["date"].dt.hour
-@@ -200,7 +182,6 @@ class FreqaiExampleStrategy(IStrategy):
-             dataframe["%-day_of_week"] = 0
-             dataframe["%-hour_of_day"] = 0
- 
--        # 调用 FreqAI
-         try:
-             dataframe = self.freqai.start(dataframe, metadata, self)
-             logger.info(f"Columns after freqai.start: {list(dataframe.columns)}")
-@@ -210,26 +191,23 @@ class FreqaiExampleStrategy(IStrategy):
-             dataframe["sell_rsi_pred"] = 80
-             dataframe["do_predict"] = 1
- 
--        # 检查预测列
-         for col in ["buy_rsi_pred", "sell_rsi_pred"]:
-             if col not in dataframe.columns:
-                 logger.error(f"Error: {col} column not generated for pair: {metadata['pair']}")
-                 dataframe[col] = 50 if col == "buy_rsi_pred" else 80
-             logger.info(f"{col} stats: {dataframe[col].describe().to_string()}")
- 
--        # 调试特征分布
--        if "%-bb_width-period_10_SOL/USDT_5m" in dataframe.columns:
--            if dataframe["%-bb_width-period_10_SOL/USDT_5m"].std() > 0:
--                dataframe["%-bb_width-period_10_SOL/USDT_5m"] = (
--                    dataframe["%-bb_width-period_10_SOL/USDT_5m"] - dataframe["%-bb_width-period_10_SOL/USDT_5m"].mean()
--                ) / dataframe["%-bb_width-period_10_SOL/USDT_5m"].std()
--            logger.info(f"%-bb_width-period_10 stats: {dataframe['%-bb_width-period_10_SOL/USDT_5m'].describe().to_string()}")
-+        if "%-bb_width-period_20_SOL/USDT_5m" in dataframe.columns:
-+            if dataframe["%-bb_width-period_20_SOL/USDT_5m"].std() > 0:
-+                dataframe["%-bb_width-period_20_SOL/USDT_5m"] = (
-+                    dataframe["%-bb_width-period_20_SOL/USDT_5m"] - dataframe["%-bb_width-period_20_SOL/USDT_5m"].mean()
-+                ) / dataframe["%-bb_width-period_20_SOL/USDT_5m"].std()
-+            logger.info(f"%-bb_width-period_20 stats: {dataframe['%-bb_width-period_20_SOL/USDT_5m'].describe().to_string()}")
- 
--        # 动态生成期望的特征列
-         def get_expected_columns(freqai_config: dict) -> list:
-             indicators = ["rsi", "bb_width", "pct-change"]
--            periods = freqai_config.get("feature_parameters", {}).get("include_periods", [10, 20])
--            pairs = freqai_config.get("include_corr_pairlist", ["SOL/USDT", "BTC/USDT"])
-+            periods = freqai_config.get("feature_parameters", {}).get("include_periods", [20])
-+            pairs = freqai_config.get("include_corr_pairlist", ["SOL/USDT"])
-             timeframes = freqai_config.get("include_timeframes", ["5m"])
-             shifts = [0]
-             expected_columns = ["%-volatility", "%-day_of_week", "%-hour_of_day"]
-@@ -248,50 +226,47 @@ class FreqaiExampleStrategy(IStrategy):
-         expected_columns = get_expected_columns(self.freqai_info)
-         logger.info(f"Expected feature columns ({len(expected_columns)}): {expected_columns[:10]}...")
- 
--        # 比较特征集
-         actual_columns = list(dataframe.columns)
-         missing_columns = [col for col in expected_columns if col not in actual_columns]
-         extra_columns = [col for col in actual_columns if col not in expected_columns and col.startswith("%-")]
-         logger.info(f"Missing columns ({len(missing_columns)}): {missing_columns}")
-         logger.info(f"Extra columns ({len(extra_columns)}): {extra_columns}")
- 
--        # 调试 DI 丢弃预测
-         if "DI_values" in dataframe.columns:
-             logger.info(f"DI_values stats: {dataframe['DI_values'].describe().to_string()}")
-             logger.info(f"DI discarded predictions: {len(dataframe[dataframe['do_predict'] == 0])}")
- 
--        # 清理数据
-         dataframe = dataframe.replace([np.inf, -np.inf], 0).ffill().fillna(0)
-         logger.info(f"Final columns in populate_indicators: {list(dataframe.columns)}")
-         return dataframe
- 
-     def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
-         enter_long_conditions = [
--            qtpylib.crossed_above(df["rsi"], df["buy_rsi_pred"] + (5 if metadata["pair"] == "BTC/USDT" else 0)),
-+            qtpylib.crossed_above(df["rsi"], df["buy_rsi_pred"]),
-             df["tema"] > df["tema"].shift(1),
-             df["volume"] > 0,
--            df["do_predict"] == 1,
--            df["up_or_down"] == 1
-+            df["do_predict"] == 1
-         ]
--        if enter_long_conditions:
--            df.loc[
--                reduce(lambda x, y: x & y, enter_long_conditions),
--                ["enter_long", "enter_tag"]
--            ] = (1, "long")
-+        df["entry_signal"] = reduce(lambda x, y: x & y, enter_long_conditions)
-+        df["entry_signal"] = df["entry_signal"].rolling(window=2, min_periods=1).max().astype(bool)
-+        df.loc[
-+            df["entry_signal"],
-+            ["enter_long", "enter_tag"]
-+        ] = (1, "long")
-+        if df["entry_signal"].iloc[-1]:
-+            logger.info(f"Entry signal triggered for {metadata['pair']}: rsi={df['rsi'].iloc[-1]}, buy_rsi_pred={df['buy_rsi_pred'].iloc[-1]}, do_predict={df['do_predict'].iloc[-1]}")
-         return df
- 
-     def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
-         exit_long_conditions = [
--            (qtpylib.crossed_above(df["rsi"], df["sell_rsi_pred"])) |
-+            (qtpylib.crossed_above(df["rsi"], df["sell_rsi_pred"] - 5)) |
-             (df["close"] < df["close"].shift(1) * 0.98) |
-             (df["close"] < df["bb_lowerband"]),
-             df["volume"] > 0,
--            df["do_predict"] == 1,
--            df["up_or_down"] == 0
-+            df["do_predict"] == 1
-         ]
--        time_exit = (df["date"] >= df["date"].shift(1) + pd.Timedelta(days=1))
-         df.loc[
--            (reduce(lambda x, y: x & y, exit_long_conditions)) | time_exit,
-+            reduce(lambda x, y: x & y, exit_long_conditions),
-             "exit_long"
-         ] = 1
-         return df
-@@ -300,9 +275,16 @@ class FreqaiExampleStrategy(IStrategy):
-         self, pair: str, order_type: str, amount: float, rate: float,
-         time_in_force: str, current_time, entry_tag, side: str, **kwargs
-     ) -> bool:
-+        logger.info(f"Confirming trade entry for {pair}, order_type: {order_type}, rate: {rate}, current_time: {current_time}")
-         df, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
-         last_candle = df.iloc[-1].squeeze()
-         if side == "long":
--            if rate > (last_candle["close"] * (1 + 0.001)):
--                return False
-+            if order_type == "market":
-+                logger.info(f"Order confirmed for {pair}, rate: {rate} (market order)")
-+                return True
-+            if rate <= (last_candle["close"] * (1 + 0.01)):
-+                logger.info(f"Order confirmed for {pair}, rate: {rate}")
-+                return True
-+            logger.info(f"Order rejected: rate {rate} exceeds threshold {last_candle['close'] * 1.01}")
-+            return False
-         return True

freqtrade/templates/FreqaiExampleStrategy.json

@@ -1,32 +1,32 @@
 {
   "strategy_name": "FreqaiExampleStrategy",
   "params": {
+    "trailing": {
+      "trailing_stop": true,
+      "trailing_stop_positive": 0.01,
+      "trailing_stop_positive_offset": 0.02,
+      "trailing_only_offset_is_reached": false
+    },
     "max_open_trades": {
       "max_open_trades": 4
     },
     "buy": {
-      "buy_rsi": 37
+      "buy_rsi": 39.92672300850069
     },
     "sell": {
-      "sell_rsi": 80
+      "sell_rsi": 69.92672300850067
     },
     "protection": {},
     "roi": {
-      "0": 0.124,
-      "14": 0.023,
-      "37": 0.011,
-      "50": 0
+      "0": 0.132,
+      "8": 0.047,
+      "14": 0.007,
+      "60": 0
     },
     "stoploss": {
-      "stoploss": -0.168
-    },
-    "trailing": {
-      "trailing_stop": true,
-      "trailing_stop_positive": 0.047,
-      "trailing_stop_positive_offset": 0.051000000000000004,
-      "trailing_only_offset_is_reached": true
+      "stoploss": -0.322
     }
   },
   "ft_stratparam_v": 1,
-  "export_time": "2025-04-24 11:42:35.037486+00:00"
+  "export_time": "2025-04-23 12:30:05.550433+00:00"
 }

freqtrade/templates/FreqaiExampleStrategy.json_back

@@ -1,32 +0,0 @@
-{
-  "strategy_name": "FreqaiExampleStrategy",
-  "params": {
-    "trailing": {
-      "trailing_stop": true,
-      "trailing_stop_positive": 0.01,
-      "trailing_stop_positive_offset": 0.02,
-      "trailing_only_offset_is_reached": false
-    },
-    "max_open_trades": {
-      "max_open_trades": 4
-    },
-    "buy": {
-      "buy_rsi": 39.92672300850069
-    },
-    "sell": {
-      "sell_rsi": 69.92672300850067
-    },
-    "protection": {},
-    "roi": {
-      "0": 0.132,
-      "8": 0.047,
-      "14": 0.007,
-      "60": 0
-    },
-    "stoploss": {
-      "stoploss": -0.322
-    }
-  },
-  "ft_stratparam_v": 1,
-  "export_time": "2025-04-23 12:30:05.550433+00:00"
-}

freqtrade/templates/FreqaiExampleStrategy.py

@@ -1,6 +1,5 @@
 import logging
 import numpy as np
-import pandas as pd
 from functools import reduce
 import talib.abstract as ta
 from pandas import DataFrame
@@ -10,296 +9,433 @@ from freqtrade.strategy import IStrategy, IntParameter, DecimalParameter
 logger = logging.getLogger(__name__)
 
 class FreqaiExampleStrategy(IStrategy):
-    minimal_roi = {
-        "0": 0.02,
-        "7": 0.01,
-        "13": 0.005,
-        "60": 0
-    }
-
-    stoploss = 0.0
+    # 移除硬编码的 minimal_roi 和 stoploss，改为动态适配
+    minimal_roi = {}  # 将在 populate_indicators 中动态生成
+    stoploss = 0.0   # 将在 populate_indicators 中动态设置
     trailing_stop = True
     process_only_new_candles = True
     use_exit_signal = True
     startup_candle_count: int = 40
     can_short = False
 
-    buy_rsi = IntParameter(low=10, high=40, default=20, space="buy", optimize=True, load=True)
-    sell_rsi = IntParameter(low=50, high=90, default=59, space="sell", optimize=True, load=True)
+    # 参数定义：FreqAI 动态适配 buy_rsi 和 sell_rsi，禁用 Hyperopt 优化
+    buy_rsi = IntParameter(low=10, high=50, default=27, space="buy", optimize=False, load=True)
+    sell_rsi = IntParameter(low=50, high=90, default=59, space="sell", optimize=False, load=True)
+
+    # 为 Hyperopt 优化添加 ROI 和 stoploss 参数
     roi_0 = DecimalParameter(low=0.01, high=0.2, default=0.038, space="roi", optimize=True, load=True)
     roi_15 = DecimalParameter(low=0.005, high=0.1, default=0.027, space="roi", optimize=True, load=True)
     roi_30 = DecimalParameter(low=0.001, high=0.05, default=0.009, space="roi", optimize=True, load=True)
-    stoploss_param = DecimalParameter(low=-0.25, high=-0.05, default=-0.1, space="stoploss", optimize=True, load=True)
-    trailing_stop_positive_offset = DecimalParameter(low=0.005, high=0.5, default=0.01, space="trailing", optimize=True, load=True)
-
-    protections = []
+    stoploss_param = DecimalParameter(low=-0.35, high=-0.1, default=-0.182, space="stoploss", optimize=True, load=True)
 
+    # FreqAI 配置
     freqai_info = {
-        "model": "LightGBMRegressor",
+        "model": "CatboostClassifier",  # 与config保持一致
         "feature_parameters": {
-            "include_timeframes": ["5m"],
-            "include_corr_pairlist": ["OKB/USDT", "SOL/USDT"],  # 与白名单一致
-            "label_period_candles": 12,
-            "include_shifted_candles": 0,
-            "include_periods": [20],
-            "DI_threshold": 1.5  # 提高以减少丢弃预测
+            "include_timeframes": ["3m", "15m", "1h"],  # 与config一致
+            "include_corr_pairlist": ["BTC/USDT", "SOL/USDT"],  # 添加相关交易对
+            "label_period_candles": 20,  # 与config一致
+            "include_shifted_candles": 2,  # 与config一致
         },
         "data_split_parameters": {
             "test_size": 0.2,
-            "shuffle": False,
+            "shuffle": True,  # 启用shuffle
         },
         "model_training_parameters": {
-            "n_estimators": 100,
-            "learning_rate": 0.1,
-            "num_leaves": 15,
-            "n_jobs": 4,
-            "verbosity": -1
+            "n_estimators": 100,  # 减少树的数量
+            "learning_rate": 0.1,  # 提高学习率
+            "max_depth": 6,  # 限制树深度
+            "subsample": 0.8,  # 添加子采样
+            "colsample_bytree": 0.8,  # 添加特征采样
+            "objective": "reg:squarederror",
+            "eval_metric": "rmse",
+            "early_stopping_rounds": 20,
+            "verbose": 0,
         },
-    }
-
-    plot_config = {
-        "main_plot": {
-            "close": {"color": "blue"},
-            "bb_lowerband": {"color": "purple"}
-        },
-        "subplots": {
-            "&-buy_rsi": {"&-buy_rsi": {"color": "green"}},
-            "&-sell_rsi": {"&-sell_rsi": {"color": "red"}},
-            "rsi": {"rsi": {"color": "black"}},
-            "do_predict": {"do_predict": {"color": "brown"}},
-            "trade_signals": {
-                "enter_long": {"color": "green", "type": "scatter"},
-                "exit_long": {"color": "red", "type": "scatter"}
+        "data_kitchen": {
+            "feature_parameters": {
+                "DI_threshold": 1.5,  # 降低异常值过滤阈值
+                "use_DBSCAN_to_remove_outliers": False  # 禁用DBSCAN
             }
         }
     }
 
-    def feature_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: dict, **kwargs) -> DataFrame:
-        dataframe["%-rsi-period"] = ta.RSI(dataframe, timeperiod=period)
-        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=period, stds=2.2)
-        dataframe["%-bb_width-period"] = (bollinger["upper"] - bollinger["lower"]) / bollinger["mid"]
-        dataframe = dataframe.replace([np.inf, -np.inf], 0).ffill().fillna(0)
+    plot_config = {
+        "main_plot": {},
+        "subplots": {
+            "&-buy_rsi": {"&-buy_rsi": {"color": "green"}},
+            "&-sell_rsi": {"&-sell_rsi": {"color": "red"}},
+            "&-stoploss": {"&-stoploss": {"color": "purple"}},
+            "&-roi_0": {"&-roi_0": {"color": "orange"}},
+            "do_predict": {"do_predict": {"color": "brown"}},
+        },
+    }
+
+    def featcaure_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: dict, **kwargs) -> DataFrame:
+        # 只计算必要的技术指标
+        if len(dataframe) > 14:
+            dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
+            dataframe["ema_12"] = ta.EMA(dataframe, timeperiod=12)
+            dataframe["ema_26"] = ta.EMA(dataframe, timeperiod=26)
+        else:
+            dataframe["rsi"] = 50
+            dataframe["ema_12"] = dataframe["close"]
+            dataframe["ema_26"] = dataframe["close"]
+
+        # 确保 MACD 列被正确计算并保留
+        # 确保有足够的数据计算 MACD
+        if len(dataframe) >= 50:
+            macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9)
+            dataframe["macd"] = macd["macd"]
+            dataframe["macdsignal"] = macd["macdsignal"]
+            dataframe["macdhist"] = macd["macdhist"]
+        else:
+            dataframe["macd"] = 0
+            dataframe["macdsignal"] = 0
+            dataframe["macdhist"] = 0
+
+        # 检查 MACD 列是否存在
+        if "macd" not in dataframe.columns or "macdsignal" not in dataframe.columns:
+            logger.error("MACD 或 MACD 信号列缺失，无法生成买入信号")
+            raise ValueError("DataFrame 缺少必要的 MACD 列")
+
+        # 确保 MACD 列存在
+        if "macd" not in dataframe.columns or "macdsignal" not in dataframe.columns:
+            logger.error("MACD 或 MACD 信号列缺失，无法生成买入信号")
+            raise ValueError("DataFrame 缺少必要的 MACD 列")
+
+        # 保留布林带相关特征
+        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
+        dataframe["bb_lowerband"] = bollinger["lower"]
+        dataframe["bb_middleband"] = bollinger["mid"]
+        dataframe["bb_upperband"] = bollinger["upper"]
+
+        # 保留成交量相关特征
+        dataframe["volume_ma"] = dataframe["volume"].rolling(window=20).mean()
+
+        # 数据清理
+        for col in dataframe.columns:
+            if dataframe[col].dtype in ["float64", "int64"]:
+                dataframe[col] = dataframe[col].replace([np.inf, -np.inf], np.nan)
+                dataframe[col] = dataframe[col].ffill().fillna(0)
+        
+        logger.info(f"特征工程完成，特征数量：{len(dataframe.columns)}")
         return dataframe
 
     def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame:
         dataframe["%-pct-change"] = dataframe["close"].pct_change()
-        dataframe = dataframe.replace([np.inf, -np.inf], 0).ffill().fillna(0)
+        dataframe["%-raw_volume"] = dataframe["volume"]
+        dataframe["%-raw_price"] = dataframe["close"]
+# 数据清理逻辑
+        for col in dataframe.columns:
+            if dataframe[col].dtype in ["float64", "int64"]:
+                dataframe[col] = dataframe[col].replace([np.inf, -np.inf], 0)
+                dataframe[col] = dataframe[col].ffill()
+                dataframe[col] = dataframe[col].fillna(0)
+                
+                # 检查是否仍有无效值
+                if dataframe[col].isna().any() or np.isinf(dataframe[col]).any():
+                    logger.warning(f"列 {col} 仍包含无效值，已填充为默认值")
+                    dataframe[col] = dataframe[col].fillna(0)
         return dataframe
 
     def feature_engineering_standard(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame:
-        if len(dataframe) < 20 or dataframe["close"].isna().any():
-            logger.warning(f"DataFrame too short ({len(dataframe)} rows) or contains NaN in close, cannot compute %-volatility")
-            dataframe["%-volatility"] = 0
-        else:
-            dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20).std()
-            dataframe["%-volatility"] = dataframe["%-volatility"].fillna(0)
-            if dataframe["%-volatility"].std() > 0:
-                dataframe["%-volatility"] = (dataframe["%-volatility"] - dataframe["%-volatility"].mean()) / dataframe["%-volatility"].std()
         dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek
         dataframe["%-hour_of_day"] = dataframe["date"].dt.hour
-        dataframe = dataframe.replace([np.inf, -np.inf], 0).ffill().fillna(0)
+        dataframe.replace([np.inf, -np.inf], 0, inplace=True)
+        dataframe.ffill(inplace=True)
+        dataframe.fillna(0, inplace=True)
         return dataframe
 
     def set_freqai_targets(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame:
-        logger.info(f"Setting FreqAI targets for pair: {metadata['pair']}")
+        logger.info(f"设置 FreqAI 目标，交易对：{metadata['pair']}")
         if "close" not in dataframe.columns:
-            logger.error("DataFrame missing required 'close' column")
-            raise ValueError("DataFrame missing required 'close' column")
+            logger.error("数据框缺少必要的 'close' 列")
+            raise ValueError("数据框缺少必要的 'close' 列")
+
         try:
             label_period = self.freqai_info["feature_parameters"]["label_period_candles"]
-            if len(dataframe) < 20 or dataframe["close"].isna().any():
-                logger.warning(f"DataFrame too short ({len(dataframe)} rows) or contains NaN in close, cannot compute %-volatility")
-                dataframe["%-volatility"] = 0
-            else:
-                dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20).std()
-                dataframe["%-volatility"] = dataframe["%-volatility"].fillna(0)
-                if dataframe["%-volatility"].std() > 0:
-                    dataframe["%-volatility"] = (dataframe["%-volatility"] - dataframe["%-volatility"].mean()) / dataframe["%-volatility"].std()
-            dataframe["&-buy_rsi"] = ta.RSI(dataframe, timeperiod=14).shift(-label_period)
-            for col in ["&-buy_rsi", "%-volatility"]:
-                dataframe[col] = dataframe[col].replace([np.inf, -np.inf], 0)
-                dataframe[col] = dataframe[col].ffill().fillna(0)
+
+            # 定义目标变量为未来价格变化百分比（连续值）
+            # 使用对数收益率作为目标变量
+            dataframe["target"] = np.log(
+                dataframe["close"].shift(-label_period) / dataframe["close"]
+            )
+            # 处理异常值
+            dataframe["target"] = dataframe["target"].clip(-0.1, 0.1)
+
+            # 创建 up_or_down 列
+            dataframe["up_or_down"] = np.where(
+                dataframe["close"].shift(-label_period) > dataframe["close"], 1, 0
+            )
+
+            # 数据清理：处理 NaN 和 Inf 值
+            dataframe["up_or_down"] = dataframe["up_or_down"].replace([np.inf, -np.inf], np.nan)
+            dataframe["up_or_down"] = dataframe["up_or_down"].ffill().fillna(0)
+
+            # 确保目标变量是二维数组
+            if dataframe["up_or_down"].ndim == 1:
+                dataframe["up_or_down"] = dataframe["up_or_down"].values.reshape(-1, 1)
+
+            # 检查并处理 NaN 或无限值
+            dataframe["up_or_down"] = dataframe["up_or_down"].replace([np.inf, -np.inf], np.nan)
+            dataframe["up_or_down"] = dataframe["up_or_down"].ffill().fillna(0)
+
+            # 生成 %-volatility 特征
+            dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20).std()
+
+            # 确保 &-buy_rsi 列的值计算正确
+            dataframe["&-buy_rsi"] = ta.RSI(dataframe, timeperiod=14)
+
+            # 数据清理
+            for col in ["&-buy_rsi", "up_or_down", "%-volatility"]:
+                # 使用直接操作避免链式赋值
+                dataframe[col] = dataframe[col].replace([np.inf, -np.inf], np.nan)
+                dataframe[col] = dataframe[col].ffill()  # 替代 fillna(method='ffill')
+                dataframe[col] = dataframe[col].fillna(dataframe[col].mean())  # 使用均值填充 NaN 值
                 if dataframe[col].isna().any():
-                    logger.warning(f"Target column {col} still contains NaN, check data generation logic")
+                    logger.warning(f"目标列 {col} 仍包含 NaN，填充为默认值")
+
         except Exception as e:
-            logger.error(f"Failed to create FreqAI targets: {str(e)}")
+            logger.error(f"创建 FreqAI 目标失败：{str(e)}")
             raise
-        logger.info(f"Target columns preview: {dataframe[['&-buy_rsi']].head().to_string()}")
+
+        # Log the shape of the target variable for debugging
+        logger.info(f"目标列形状：{dataframe['up_or_down'].shape}")
+        logger.info(f"目标列预览：\n{dataframe[['up_or_down', '&-buy_rsi']].head().to_string()}")
         return dataframe
 
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        logger.info(f"populate_indicators Processing pair: {metadata['pair']}")
-        logger.info(f"populate_indicators DataFrame rows: {len(dataframe)}")
-        logger.info(f"populate_indicators Columns before freqai.start: {list(dataframe.columns)}")
-
-        if "close" not in dataframe.columns or dataframe["close"].isna().all():
-            logger.error(f"DataFrame missing 'close' column or all NaN for pair: {metadata['pair']}")
-            raise ValueError("DataFrame missing valid 'close' column")
-
-        if len(dataframe) < 14:
-            logger.warning(f"DataFrame too short ({len(dataframe)} rows), cannot compute rsi")
-            dataframe["rsi"] = 50
-        else:
-            dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
-            logger.info(f"rsi stats: {dataframe['rsi'].describe().to_string()}")
-
-        if len(dataframe) < 20 or dataframe["close"].isna().any():
-            logger.warning(f"DataFrame too short ({len(dataframe)} rows) or contains NaN in close, cannot compute %-volatility")
-            dataframe["%-volatility"] = 0
-        else:
+        logger.info(f"处理交易对：{metadata['pair']}")
+        dataframe = self.freqai.start(dataframe, metadata, self)
+        
+        # 确保 MACD 列在数据开始时就计算
+        macd = ta.MACD(dataframe, fastperiod=12, slowperiod=26, signalperiod=9)
+        dataframe["macd"] = macd["macd"]
+        dataframe["macdsignal"] = macd["macdsignal"]
+        dataframe["macdhist"] = macd["macdhist"]
+        
+        # 计算传统指标
+        dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
+        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
+        dataframe["bb_lowerband"] = bollinger["lower"]
+        dataframe["bb_middleband"] = bollinger["mid"]
+        dataframe["bb_upperband"] = bollinger["upper"]
+        dataframe["tema"] = ta.TEMA(dataframe, timeperiod=9)
+        
+        # 生成 up_or_down 信号（非 FreqAI 目标）
+        label_period = self.freqai_info["feature_parameters"]["label_period_candles"]
+        # 使用未来价格变化方向生成 up_or_down 信号
+        label_period = self.freqai_info["feature_parameters"]["label_period_candles"]
+        dataframe["up_or_down"] = np.where(
+            dataframe["close"].shift(-label_period) > dataframe["close"], 1, 0
+        )
+        
+        # 动态设置参数
+        if "&-buy_rsi" in dataframe.columns:
+            # 派生其他目标
+            dataframe["&-sell_rsi"] = dataframe["&-buy_rsi"] + 30
             dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20).std()
-            dataframe["%-volatility"] = dataframe["%-volatility"].fillna(0)
-            if dataframe["%-volatility"].std() > 0:
-                dataframe["%-volatility"] = (dataframe["%-volatility"] - dataframe["%-volatility"].mean()) / dataframe["%-volatility"].std()
-            logger.info(f"%-volatility stats: {dataframe['%-volatility'].describe().to_string()}")
+            # Ensure proper calculation and handle potential NaN values
+            dataframe["&-stoploss"] = (-0.1 - (dataframe["%-volatility"] * 10).clip(0, 0.25)).fillna(-0.1)
+            dataframe["&-roi_0"] = ((dataframe["close"] / dataframe["close"].shift(label_period) - 1).clip(0, 0.2)).fillna(0)
 
-        if len(dataframe) < 9:
-            logger.warning(f"DataFrame too short ({len(dataframe)} rows), cannot compute tema")
-            dataframe["tema"] = dataframe["close"]
-        else:
-            dataframe["tema"] = ta.TEMA(dataframe, timeperiod=9)
-            if dataframe["tema"].isna().any():
-                logger.warning("tema contains NaN, filling with close")
-                dataframe["tema"] = dataframe["tema"].fillna(dataframe["close"])
-            logger.info(f"tema stats: {dataframe['tema'].describe().to_string()}")
+            # Additional check to ensure no NaN values remain
+            for col in ["&-stoploss", "&-roi_0"]:
+                if dataframe[col].isna().any():
+                    logger.warning(f"列 {col} 仍包含 NaN，填充为默认值")
+                    dataframe[col] = dataframe[col].fillna(-0.1 if col == "&-stoploss" else 0)
+            
+            # 简化动态参数生成逻辑
+        # 放松 buy_rsi 和 sell_rsi 的生成逻辑
+            # 使用固定 RSI 阈值
+            self.buy_rsi.value = 30
+            self.sell_rsi.value = 70
 
-        if len(dataframe) < 20:
-            logger.warning(f"DataFrame too short ({len(dataframe)} rows), cannot compute bb_lowerband")
-            dataframe["bb_lowerband"] = dataframe["close"]
-        else:
-            bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2.2)
-            dataframe["bb_lowerband"] = bollinger["lower"]
-            if dataframe["bb_lowerband"].isna().any():
-                logger.warning("bb_lowerband contains NaN, filling with close")
-                dataframe["bb_lowerband"] = dataframe["bb_lowerband"].fillna(dataframe["close"])
-            logger.info(f"bb_lowerband stats: {dataframe['bb_lowerband'].describe().to_string()}")
+        # 确保 buy_rsi_pred 列存在并合理初始化
+        if "buy_rsi_pred" not in dataframe.columns:
+            logger.warning("buy_rsi_pred 列缺失，使用 RSI 值进行初始化")
+            dataframe["buy_rsi_pred"] = ta.RSI(dataframe, timeperiod=14)
+            dataframe["buy_rsi_pred"] = dataframe["buy_rsi_pred"].fillna(30).clip(10, 90)
+        
+            # 计算 sell_rsi_pred 并清理 NaN 值
+            dataframe["sell_rsi_pred"] = dataframe["buy_rsi_pred"] + 20
+            dataframe["sell_rsi_pred"] = dataframe["sell_rsi_pred"].fillna(dataframe["sell_rsi_pred"].median())
 
-        if "date" in dataframe.columns:
-            dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek
-            dataframe["%-hour_of_day"] = dataframe["date"].dt.hour
-        else:
-            logger.warning("Missing 'date' column, skipping %-day_of_week and %-hour_of_day")
-            dataframe["%-day_of_week"] = 0
-            dataframe["%-hour_of_day"] = 0
+            # 计算 stoploss_pred 并清理 NaN 值
+            dataframe["stoploss_pred"] = -0.1 - (dataframe["%-volatility"] * 10).clip(0, 0.25)
+            dataframe["stoploss_pred"] = dataframe["stoploss_pred"].fillna(dataframe["stoploss_pred"].mean())
 
-        try:
-            dataframe = self.freqai.start(dataframe, metadata, self)
-            logger.info(f"Columns after freqai.start: {list(dataframe.columns)}")
-        except Exception as e:
-            logger.error(f"freqai.start failed: {str(e)}")
-            dataframe["buy_rsi_pred"] = 50
-            dataframe["sell_rsi_pred"] = 80
-            dataframe["do_predict"] = 1
-
-        for col in ["buy_rsi_pred", "sell_rsi_pred"]:
+            # 计算 roi_0_pred 并清理 NaN 值
+            dataframe["roi_0_pred"] = dataframe["&-roi_0"].clip(0.01, 0.2)
+            dataframe["roi_0_pred"] = dataframe["roi_0_pred"].fillna(dataframe["roi_0_pred"].mean())
+                        
+        # Initialize all required prediction columns with proper default values
+        pred_columns = {
+            "buy_rsi_pred": 30,  # Default RSI buy threshold
+            "sell_rsi_pred": 70,  # Default RSI sell threshold
+            "stoploss_pred": -0.1,  # Default stoploss
+            "roi_0_pred": 0.038,  # Default ROI
+            "do_predict": 0  # Default prediction flag
+        }
+        
+        # Create and initialize columns before any calculations
+        for col, default_value in pred_columns.items():
+            # Create column if it doesn't exist
             if col not in dataframe.columns:
-                logger.error(f"Error: {col} column not generated for pair: {metadata['pair']}")
-                dataframe[col] = 50 if col == "buy_rsi_pred" else 80
-            logger.info(f"{col} stats: {dataframe[col].describe().to_string()}")
+                logger.warning(f"Column {col} missing, initializing with default value {default_value}")
+                dataframe[col] = default_value
+            
+            # Ensure proper data type
+            if dataframe[col].dtype not in [np.float64, np.int64]:
+                logger.warning(f"Column {col} has incorrect dtype {dataframe[col].dtype}, converting to float")
+                dataframe[col] = dataframe[col].astype(float)
+            
+            # Handle NaN values
+            if dataframe[col].isna().any():
+                logger.warning(f"Column {col} contains NaN values, filling with default value {default_value}")
+                dataframe[col] = dataframe[col].fillna(default_value)
+            
+            # Add additional validation for RSI predictions
+            if col in ["buy_rsi_pred", "sell_rsi_pred"]:
+                dataframe[col] = dataframe[col].clip(lower=10, upper=90)  # Keep RSI values within valid range
+        
+        # Final validation of buy_rsi_pred
+        if "buy_rsi_pred" not in dataframe.columns:
+            logger.error("buy_rsi_pred column still missing after initialization, aborting")
+            raise ValueError("Failed to initialize required buy_rsi_pred column")
+        
+        # Ensure buy_rsi_pred has valid values
+        dataframe["buy_rsi_pred"] = dataframe["buy_rsi_pred"].clip(lower=10, upper=90)
+        dataframe["buy_rsi_pred"] = dataframe["buy_rsi_pred"].fillna(30)
+        
+        # Initialize columns before any calculations
+        for col, default_value in pred_columns.items():
+            # Create column if it doesn't exist
+            if col not in dataframe.columns:
+                logger.warning(f"Column {col} missing, initializing with default value {default_value}")
+                dataframe[col] = default_value
+            
+            # Ensure proper data type
+            if dataframe[col].dtype not in [np.float64, np.int64]:
+                logger.warning(f"Column {col} has incorrect dtype {dataframe[col].dtype}, converting to float")
+                dataframe[col] = dataframe[col].astype(float)
+            
+            # Handle NaN values
+            if dataframe[col].isna().any():
+                logger.warning(f"Column {col} contains NaN values, filling with default value {default_value}")
+                dataframe[col] = dataframe[col].fillna(default_value)
+            
+            # Add additional validation for RSI predictions
+            if col in ["buy_rsi_pred", "sell_rsi_pred"]:
+                dataframe[col] = dataframe[col].clip(lower=10, upper=90)  # Keep RSI values within valid range
+        
+        # Ensure buy_rsi_pred exists before using it
+        if "buy_rsi_pred" not in dataframe.columns:
+            logger.error("buy_rsi_pred column still missing after initialization, aborting")
+            raise ValueError("Failed to initialize required buy_rsi_pred column")
+        
+        # Ensure buy_rsi_pred exists with proper initialization
+        if "buy_rsi_pred" not in dataframe.columns:
+            logger.warning("buy_rsi_pred column missing, initializing with default value 30")
+            dataframe["buy_rsi_pred"] = 30
+        
+        # Now perform calculations that depend on these columns
+        dataframe["sell_rsi_pred"] = dataframe["buy_rsi_pred"] + 20
+        dataframe["sell_rsi_pred"] = dataframe["sell_rsi_pred"].fillna(dataframe["sell_rsi_pred"].median())
 
-        # 调试特征分布
-        if "%-bb_width-period_10_OKB/USDT_5m" in dataframe.columns:
-            if dataframe["%-bb_width-period_10_OKB/USDT_5m"].std() > 0:
-                dataframe["%-bb_width-period_10_OKB/USDT_5m"] = (
-                    dataframe["%-bb_width-period_10_OKB/USDT_5m"] - dataframe["%-bb_width-period_10_OKB/USDT_5m"].mean()
-                ) / dataframe["%-bb_width-period_10_OKB/USDT_5m"].std()
-            logger.info(f"%-bb_width-period_10_OKB stats: {dataframe['%-bb_width-period_10_OKB/USDT_5m'].describe().to_string()}")
-        if "%-bb_width-period_10_SOL/USDT_5m" in dataframe.columns:
-            if dataframe["%-bb_width-period_10_SOL/USDT_5m"].std() > 0:
-                dataframe["%-bb_width-period_10_SOL/USDT_5m"] = (
-                    dataframe["%-bb_width-period_10_SOL/USDT_5m"] - dataframe["%-bb_width-period_10_SOL/USDT_5m"].mean()
-                ) / dataframe["%-bb_width-period_10_SOL/USDT_5m"].std()
-            logger.info(f"%-bb_width-period_10_SOL stats: {dataframe['%-bb_width-period_10_SOL/USDT_5m'].describe().to_string()}")
-
-        def get_expected_columns(freqai_config: dict) -> list:
-            indicators = ["rsi", "bb_width", "pct-change"]
-            periods = freqai_config.get("feature_parameters", {}).get("include_periods", [10, 20])
-            pairs = freqai_config.get("include_corr_pairlist", ["OKB/USDT", "SOL/USDT"])
-            timeframes = freqai_config.get("include_timeframes", ["5m"])
-            shifts = [0]
-            expected_columns = ["%-volatility", "%-day_of_week", "%-hour_of_day"]
-            for indicator in indicators:
-                for period in periods:
-                    for pair in pairs:
-                        for timeframe in timeframes:
-                            for shift in shifts:
-                                col_name = f"%-{indicator}-period_{period}" if indicator != "pct-change" else f"%-{indicator}"
-                                if shift > 0:
-                                    col_name += f"_shift-{shift}"
-                                col_name += f"_{pair}_{timeframe}"
-                                expected_columns.append(col_name)
-            return expected_columns
-
-        expected_columns = get_expected_columns(self.freqai_info)
-        logger.info(f"Expected feature columns ({len(expected_columns)}): {expected_columns[:10]}...")
-
-        actual_columns = list(dataframe.columns)
-        missing_columns = [col for col in expected_columns if col not in actual_columns]
-        extra_columns = [col for col in actual_columns if col not in expected_columns and col.startswith("%-")]
-        logger.info(f"Missing columns ({len(missing_columns)}): {missing_columns}")
-        logger.info(f"Extra columns ({len(extra_columns)}): {extra_columns}")
-
-        if "DI_values" in dataframe.columns:
-            logger.info(f"DI_values stats: {dataframe['DI_values'].describe().to_string()}")
-            logger.info(f"DI discarded predictions: {len(dataframe[dataframe['do_predict'] == 0])}")
-
-        dataframe = dataframe.replace([np.inf, -np.inf], 0).ffill().fillna(0)
-        logger.info(f"Final columns in populate_indicators: {list(dataframe.columns)}")
+        # 检查并处理 NaN 值
+        all_columns = list(pred_columns.keys()) + ["&-sell_rsi", "&-stoploss", "&-roi_0", "buy_rsi_pred", "sell_rsi_pred"]
+        for col in all_columns:
+            if col in dataframe.columns:
+                if dataframe[col].isna().any():
+                    logger.warning(f"列 {col} 包含 NaN，填充为默认值")
+                dataframe[col] = dataframe[col].fillna(dataframe[col].mean())
+            
+            # 更保守的止损和止盈设置
+            dataframe["trailing_stop_positive"] = (dataframe["roi_0_pred"] * 0.3).clip(0.01, 0.2)
+            dataframe["trailing_stop_positive_offset"] = (dataframe["roi_0_pred"] * 0.5).clip(0.01, 0.3)
+            
+            # 设置策略级参数
+            self.buy_rsi.value = float(dataframe["buy_rsi_pred"].iloc[-1])
+            self.sell_rsi.value = float(dataframe["sell_rsi_pred"].iloc[-1])
+# 更保守的止损设置
+            self.stoploss = -0.15  # 固定止损 15%
+            self.minimal_roi = {
+                0: float(self.roi_0.value),
+                15: float(self.roi_15.value),
+                30: float(self.roi_30.value),
+                60: 0
+            }
+# 更保守的追踪止损设置
+            self.trailing_stop_positive = 0.05  # 追踪止损触发点
+            self.trailing_stop_positive_offset = 0.1  # 追踪止损偏移量
+            
+            logger.info(f"动态参数：buy_rsi={self.buy_rsi.value}, sell_rsi={self.sell_rsi.value}, "
+                        f"stoploss={self.stoploss}, trailing_stop_positive={self.trailing_stop_positive}")
+        
+        dataframe.replace([np.inf, -np.inf], 0, inplace=True)
+        dataframe.ffill(inplace=True)
+        dataframe.fillna(0, inplace=True)
+        
+        logger.info(f"up_or_down 值统计：\n{dataframe['up_or_down'].value_counts().to_string()}")
+        logger.info(f"do_predict 值统计：\n{dataframe['do_predict'].value_counts().to_string()}")
+        
         return dataframe
 
-    def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
-        enter_long_conditions = [
-            qtpylib.crossed_above(df["rsi"], df["buy_rsi_pred"]),
-            df["close"] > df["tema"],
-            df["volume"] > 0,
-            df["do_predict"] == 1
+    def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
+# 改进卖出信号条件
+        exit_long_conditions = [
+            (df["rsi"] > df["sell_rsi_pred"]),  # RSI 高于卖出阈值
+            (df["volume"] > df["volume"].rolling(window=10).mean()),  # 成交量高于近期均值
+            (df["close"] < df["bb_middleband"])  # 价格低于布林带中轨
         ]
+        if exit_long_conditions:
+            df.loc[
+                reduce(lambda x, y: x & y, exit_long_conditions),
+                "exit_long"
+            ] = 1
+        return df
+    def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
+        # 改进买入信号条件
+        # 检查 MACD 列是否存在
+        if "macd" not in df.columns or "macdsignal" not in df.columns:
+            logger.error("MACD 或 MACD 信号列缺失，无法生成买入信号。尝试重新计算 MACD 列。")
+            
+            try:
+                macd = ta.MACD(df, fastperiod=12, slowperiod=26, signalperiod=9)
+                df["macd"] = macd["macd"]
+                df["macdsignal"] = macd["macdsignal"]
+                logger.info("MACD 列已成功重新计算。")
+            except Exception as e:
+                logger.error(f"重新计算 MACD 列时出错：{str(e)}")
+                raise ValueError("DataFrame 缺少必要的 MACD 列且无法重新计算。")
+
+        enter_long_conditions = [
+            (df["rsi"] < df["buy_rsi_pred"]),  # RSI 低于买入阈值
+            (df["volume"] > df["volume"].rolling(window=10).mean() * 1.2),  # 成交量高于近期均值20%
+            (df["close"] > df["bb_middleband"])  # 价格高于布林带中轨
+        ]
+
+        # 如果 MACD 列存在，则添加 MACD 金叉条件
+        if "macd" in df.columns and "macdsignal" in df.columns:
+            enter_long_conditions.append((df["macd"] > df["macdsignal"]))
+        
+        # 放宽模型预测条件
+        enter_long_conditions.append((df["do_predict"] >= 0.5))  # 将预测阈值从1降低到0.5
         if enter_long_conditions:
             df.loc[
                 reduce(lambda x, y: x & y, enter_long_conditions),
                 ["enter_long", "enter_tag"]
             ] = (1, "long")
-        df["entry_signal"] = reduce(lambda x, y: x & y, enter_long_conditions)
-        df["entry_signal"] = df["entry_signal"].rolling(window=2, min_periods=1).max().astype(bool)
-        df.loc[
-            df["entry_signal"],
-            ["enter_long", "enter_tag"]
-        ] = (1, "long")
-        if df["entry_signal"].iloc[-1]:
-            logger.info(f"Entry signal triggered for {metadata['pair']}: rsi={df['rsi'].iloc[-1]}, buy_rsi_pred={df['buy_rsi_pred'].iloc[-1]}, do_predict={df['do_predict'].iloc[-1]}, close={df['close'].iloc[-1]}, tema={df['tema'].iloc[-1]}")
-        logger.info(f"Entry conditions: RSI_cross={qtpylib.crossed_above(df['rsi'], df['buy_rsi_pred']).iloc[-1]}, Close_above_tema={df['close'].iloc[-1] > df['tema'].iloc[-1]}, Volume={df['volume'].iloc[-1] > 0}, Do_predict={df['do_predict'].iloc[-1] == 1}")
-        logger.info(f"Last candle: rsi={df['rsi'].iloc[-1]}, buy_rsi_pred={df['buy_rsi_pred'].iloc[-1]}, close={df['close'].iloc[-1]}, tema={df['tema'].iloc[-1]}, do_predict={df['do_predict'].iloc[-1]}")
         return df
-
-    def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
-        exit_long_conditions = [
-            (qtpylib.crossed_above(df["rsi"], df["sell_rsi_pred"])) |
-            (df["close"] < df["close"].shift(1) * 0.98) |
-            (df["close"] < df["bb_lowerband"]),
-            df["volume"] > 0,
-            df["do_predict"] == 1
-        ]
-        time_exit = (df["date"] >= df["date"].shift(1) + pd.Timedelta(days=1))
-        df.loc[
-            (reduce(lambda x, y: x & y, exit_long_conditions)) | time_exit,
-            "exit_long"
-        ] = 1
-        return df
-
     def confirm_trade_entry(
         self, pair: str, order_type: str, amount: float, rate: float,
         time_in_force: str, current_time, entry_tag, side: str, **kwargs
     ) -> bool:
-        logger.info(f"Confirming trade entry for {pair}, order_type: {order_type}, rate: {rate}, current_time: {current_time}")
         df, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
         last_candle = df.iloc[-1].squeeze()
         if side == "long":
-            if order_type == "market":
-                logger.info(f"Order confirmed for {pair}, rate: {rate} (market order)")
-                return True
-            if rate <= (last_candle["close"] * (1 + 0.01)):
-                logger.info(f"Order confirmed for {pair}, rate: {rate}")
-                return True
-            logger.info(f"Order rejected: rate {rate} exceeds threshold {last_candle['close'] * 1.01}")
-            return False
+            if rate > (last_candle["close"] * (1 + 0.0025)):
+                return False
         return True

freqtrade/templates/aaa.md

@@ -0,0 +1,183 @@
+```python
+
+class FreqaiExampleStrategy(IStrategy):
+    minimal_roi = {}
+    stoploss = -0.1
+    trailing_stop = True
+    process_only_new_candles = True
+    use_exit_signal = True
+    startup_candle_count: int = 100  # 增加数据需求
+    can_short = False
+
+    # Hyperopt 参数
+    buy_rsi = IntParameter(low=10, high=50, default=27, space="buy", optimize=False, load=True)
+    sell_rsi = IntParameter(low=50, high=90, default=59, space="sell", optimize=False, load=True)
+    roi_0 = DecimalParameter(low=0.01, high=0.2, default=0.038, space="roi", optimize=True, load=True)
+    roi_15 = DecimalParameter(low=0.005, high=0.1, default=0.027, space="roi", optimize=True, load=True)
+    roi_30 = DecimalParameter(low=0.001, high=0.05, default=0.009, space="roi", optimize=True, load=True)
+    stoploss_param = DecimalParameter(low=-0.25, high=-0.05, default=-0.1, space="stoploss", optimize=True, load=True)
+
+    # 保护机制
+    protections = [
+        {"method": "StoplossGuard", "stop_duration": 60, "lookback_period": 120},
+        {"method": "MaxDrawdown", "lookback_period": 120, "max_allowed_drawdown": 0.05}
+    ]
+
+    # FreqAI 配置
+    freqai_info = {
+        "model": "LightGBMRegressor",
+        "feature_parameters": {
+            "include_timeframes": ["5m", "15m", "1h"],
+            "include_corr_pairlist": [],
+            "label_period_candles": 12,
+            "include_shifted_candles": 3,
+        },
+        "data_split_parameters": {
+            "test_size": 0.2,
+            "shuffle": False,
+            "n_splits": 5  # 添加交叉验证
+        },
+        "model_training_parameters": {
+            "n_estimators": 200,
+            "learning_rate": 0.05,
+            "num_leaves": 10,
+            "min_child_weight": 1,
+            "verbose": -1,
+        },
+    }
+
+    def set_freqai_targets(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame:
+        logger.info(f"设置 FreqAI 目标，交易对：{metadata['pair']}")
+        if "close" not in dataframe.columns:
+            logger.error("数据框缺少必要的 'close' 列")
+            raise ValueError("数据框缺少必要的 'close' 列")
+
+        try:
+            label_period = self.freqai_info["feature_parameters"]["label_period_candles"]
+            dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20).std()
+            dataframe["&-buy_rsi"] = (dataframe["close"].shift(-label_period) / dataframe["close"] - 1) * 100  # 修改目标为收益率
+
+            for col in ["&-buy_rsi", "%-volatility"]:
+                dataframe[col] = dataframe[col].replace([np.inf, -np.inf], 0)
+                dataframe[col] = dataframe[col].ffill()
+                if dataframe[col].isna().any():
+                    logger.warning(f"目标列 {col} 包含 NaN，填充为 0")
+                    dataframe[col] = dataframe[col].fillna(0)
+                logger.info(f"目标列 {col} 统计：\n{dataframe[col].describe().to_string()}")
+        except Exception as e:
+            logger.error(f"创建 FreqAI 目标失败：{str(e)}")
+            raise
+
+        return dataframe
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        logger.info(f"处理交易对：{metadata['pair']}, 数据形状：{dataframe.shape}")
+        dataframe = self.freqai.start(dataframe, metadata, self)
+
+        # 计算传统指标
+        dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
+        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
+        dataframe["bb_lowerband"] = bollinger["lower"]
+        dataframe["bb_middleband"] = bollinger["mid"]
+        dataframe["bb_upperband"] = bollinger["upper"]
+        dataframe["tema"] = ta.TEMA(dataframe, timeperiod=9)
+
+        # 检查FreqAI预测列
+        if "&-buy_rsi_pred" in dataframe.columns:
+            logger.info(f"&-buy_rsi_pred 统计：均值={dataframe['&-buy_rsi_pred'].mean():.2f}, 标准差={dataframe['&-buy_rsi_pred'].std():.2f}")
+            dataframe["buy_rsi_trend"] = np.where(
+                dataframe["&-buy_rsi_pred"] > dataframe["&-buy_rsi_pred"].shift(1), 1, 0
+            )
+            dataframe["&-sell_rsi_pred"] = dataframe["&-buy_rsi_pred"] + 30
+            dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20).std()
+            dataframe["&-stoploss_pred"] = -0.1 - (dataframe["%-volatility"] * 10).clip(0, 0.25)
+            dataframe["&-roi_0_pred"] = (dataframe["&-buy_rsi_pred"] / 1000).clip(0.01, 0.2)
+
+            for col in ["&-buy_rsi_pred", "&-sell_rsi_pred", "&-stoploss_pred", "&-roi_0_pred"]:
+                if dataframe[col].isna().any():
+                    logger.warning(f"列 {col} 包含 NaN，填充为默认值")
+                    mean_value = dataframe[col].mean()
+                    if pd.isna(mean_value):
+                        mean_value = {
+                            "&-buy_rsi_pred": 30,
+                            "&-sell_rsi_pred": 70,
+                            "&-stoploss_pred": -0.1,
+                            "&-roi_0_pred": 0.05
+                        }.get(col, 0)
+                    dataframe[col] = dataframe[col].fillna(mean_value)
+        else:
+            logger.warning(f"&-buy_rsi_pred 列缺失，使用默认值初始化")
+            dataframe["buy_rsi_trend"] = 0
+            dataframe["&-buy_rsi_pred"] = 30
+            dataframe["&-sell_rsi_pred"] = 70
+            dataframe["&-stoploss_pred"] = -0.1
+            dataframe["&-roi_0_pred"] = 0.05
+
+        # 动态参数设置
+        try:
+            last_valid_idx = dataframe["&-stoploss_pred"].last_valid_index()
+            if last_valid_idx is None:
+                raise ValueError("没有有效的预测数据")
+            self.stoploss = float(np.clip(dataframe["&-stoploss_pred"].iloc[last_valid_idx], -0.25, -0.05))
+            self.buy_rsi.value = int(np.clip(dataframe["&-buy_rsi_pred"].iloc[last_valid_idx], 10, 50))
+            self.sell_rsi.value = int(np.clip(dataframe["&-sell_rsi_pred"].iloc[last_valid_idx], 50, 90))
+            self.roi_0.value = float(np.clip(dataframe["&-roi_0_pred"].iloc[last_valid_idx], 0.01, 0.2))
+            self.minimal_roi = {
+                0: self.roi_0.value,
+                15: self.roi_15.value,
+                30: self.roi_30.value,
+                60: 0.0
+            }
+            logger.info(f"动态参数设置: buy_rsi={self.buy_rsi.value}, sell_rsi={self.sell_rsi.value}, stoploss={self.stoploss:.2%}")
+        except Exception as e:
+            logger.error(f"动态参数设置失败，使用默认值: {str(e)}")
+            self.stoploss = -0.1
+            self.buy_rsi.value = 27
+            self.sell_rsi.value = 59
+            self.minimal_roi = {0: 0.038, 15: 0.027, 30: 0.009, 60: 0.0}
+
+        dataframe = dataframe.replace([np.inf, -np.inf], 0)
+        dataframe = dataframe.ffill()
+        dataframe = dataframe.fillna(0)
+
+        logger.info(f"do_predict 分布：\n{dataframe['do_predict'].value_counts().to_string()}")
+
+        return dataframe
+
+    def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
+        enter_long_conditions = [
+            qtpylib.crossed_above(df["rsi"], df["&-buy_rsi_pred"] - 5),  # 放宽RSI条件
+            df["tema"] > df["tema"].shift(1),
+            df["volume"] > 0,
+            df["do_predict"] == 1
+        ]
+        if enter_long_conditions:
+            condition_met = reduce(lambda x, y: x & y, enter_long_conditions)
+            df.loc[condition_met, ["enter_long", "enter_tag"]] = (1, "long")
+            if condition_met.any():
+                logger.info(f"买入信号触发：{metadata['pair']}，时间={df.index[condition_met][-1]}")
+            else:
+                logger.debug(f"买入条件未满足：{metadata['pair']}，do_predict={df['do_predict'].iloc[-1]}, rsi={df['rsi'].iloc[-1]:.2f}, buy_rsi_pred={df['&-buy_rsi_pred'].iloc[-1]:.2f}")
+        return df
+
+    def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
+        exit_long_conditions = [
+            qtpylib.crossed_above(df["rsi"], df["&-sell_rsi_pred"]),
+            df["close"] < df["bb_lowerband"],
+            df["volume"] > 0,
+            df["do_predict"] == 1
+        ]
+        time_exit = (df["date"] >= df["date"].shift(1) + pd.Timedelta(days=2))
+        df.loc[
+            (reduce(lambda x, y: x & y, exit_long_conditions)) | time_exit,
+            "exit_long"
+        ] = 1
+        return df
+```
+```
+```
+```
+```
+```
+```
+```

freqtrade/templates/celuo.diff

@@ -1,104 +0,0 @@
-diff --git a/freqtrade/templates/FreqaiExampleStrategy.py b/freqtrade/templates/FreqaiExampleStrategy.py
-index 1d7ed33..245f771 100644
---- a/freqtrade/templates/FreqaiExampleStrategy.py
-+++ b/freqtrade/templates/FreqaiExampleStrategy.py
-@@ -128,9 +128,9 @@ class FreqaiExampleStrategy(IStrategy):
-         return dataframe
- 
-     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
--        logger.info(f"Processing pair: {metadata['pair']}")
--        logger.info(f"DataFrame rows: {len(dataframe)}")
--        logger.info(f"Columns before freqai.start: {list(dataframe.columns)}")
-+        logger.info(f"populate_indicators Processing pair: {metadata['pair']}")
-+        logger.info(f"populate_indicators DataFrame rows: {len(dataframe)}")
-+        logger.info(f"populate_indicators Columns before freqai.start: {list(dataframe.columns)}")
- 
-         if "close" not in dataframe.columns or dataframe["close"].isna().all():
-             logger.error(f"DataFrame missing 'close' column or all NaN for pair: {metadata['pair']}")
-@@ -173,6 +173,19 @@ class FreqaiExampleStrategy(IStrategy):
-                 logger.warning("bb_lowerband contains NaN, filling with close")
-                 dataframe["bb_lowerband"] = dataframe["bb_lowerband"].fillna(dataframe["close"])
-             logger.info(f"bb_lowerband stats: {dataframe['bb_lowerband'].describe().to_string()}")
-+        # 生成 up_or_down
-+        label_period = self.freqai_info["feature_parameters"]["label_period_candles"]
-+        if len(dataframe) < label_period + 1:
-+            logger.warning(f"DataFrame too short ({len(dataframe)} rows), cannot compute up_or_down")
-+            dataframe["up_or_down"] = 0
-+        else:
-+            dataframe["up_or_down"] = np.where(
-+                dataframe["close"].shift(-label_period) > dataframe["close"], 1, 0
-+            )
-+            if dataframe["up_or_down"].isna().any():
-+                logger.warning("up_or_down contains NaN, filling with 0")
-+                dataframe["up_or_down"] = dataframe["up_or_down"].fillna(0)
-+            logger.info(f"up_or_down stats: {dataframe['up_or_down'].describe().to_string()}")
- 
-         if "date" in dataframe.columns:
-             dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek
-@@ -197,17 +210,18 @@ class FreqaiExampleStrategy(IStrategy):
-                 dataframe[col] = 50 if col == "buy_rsi_pred" else 80
-             logger.info(f"{col} stats: {dataframe[col].describe().to_string()}")
- 
--        if "%-bb_width-period_20_SOL/USDT_5m" in dataframe.columns:
--            if dataframe["%-bb_width-period_20_SOL/USDT_5m"].std() > 0:
--                dataframe["%-bb_width-period_20_SOL/USDT_5m"] = (
--                    dataframe["%-bb_width-period_20_SOL/USDT_5m"] - dataframe["%-bb_width-period_20_SOL/USDT_5m"].mean()
--                ) / dataframe["%-bb_width-period_20_SOL/USDT_5m"].std()
--            logger.info(f"%-bb_width-period_20 stats: {dataframe['%-bb_width-period_20_SOL/USDT_5m'].describe().to_string()}")
-+        # 调试特征分布
-+        if "%-bb_width-period_10_SOL/USDT_5m" in dataframe.columns:
-+            if dataframe["%-bb_width-period_10_SOL/USDT_5m"].std() > 0:
-+                dataframe["%-bb_width-period_10_SOL/USDT_5m"] = (
-+                    dataframe["%-bb_width-period_10_SOL/USDT_5m"] - dataframe["%-bb_width-period_10_SOL/USDT_5m"].mean()
-+                ) / dataframe["%-bb_width-period_10_SOL/USDT_5m"].std()
-+            logger.info(f"%-bb_width-period_10 stats: {dataframe['%-bb_width-period_10_SOL/USDT_5m'].describe().to_string()}")
- 
-         def get_expected_columns(freqai_config: dict) -> list:
-             indicators = ["rsi", "bb_width", "pct-change"]
--            periods = freqai_config.get("feature_parameters", {}).get("include_periods", [20])
--            pairs = freqai_config.get("include_corr_pairlist", ["SOL/USDT"])
-+            periods = freqai_config.get("feature_parameters", {}).get("include_periods", [10, 20])
-+            pairs = freqai_config.get("include_corr_pairlist", ["SOL/USDT", "BTC/USDT"])
-             timeframes = freqai_config.get("include_timeframes", ["5m"])
-             shifts = [0]
-             expected_columns = ["%-volatility", "%-day_of_week", "%-hour_of_day"]
-@@ -242,11 +256,17 @@ class FreqaiExampleStrategy(IStrategy):
- 
-     def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
-         enter_long_conditions = [
--            qtpylib.crossed_above(df["rsi"], df["buy_rsi_pred"]),
-+            qtpylib.crossed_above(df["rsi"], df["buy_rsi_pred"] + (5 if metadata["pair"] == "BTC/USDT" else 0)),
-             df["tema"] > df["tema"].shift(1),
-             df["volume"] > 0,
--            df["do_predict"] == 1
-+            df["do_predict"] == 1,
-+            df["up_or_down"] == 1
-         ]
-+        if enter_long_conditions:
-+            df.loc[
-+                reduce(lambda x, y: x & y, enter_long_conditions),
-+                ["enter_long", "enter_tag"]
-+            ] = (1, "long")
-         df["entry_signal"] = reduce(lambda x, y: x & y, enter_long_conditions)
-         df["entry_signal"] = df["entry_signal"].rolling(window=2, min_periods=1).max().astype(bool)
-         df.loc[
-@@ -259,14 +279,16 @@ class FreqaiExampleStrategy(IStrategy):
- 
-     def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
-         exit_long_conditions = [
--            (qtpylib.crossed_above(df["rsi"], df["sell_rsi_pred"] - 5)) |
-+            (qtpylib.crossed_above(df["rsi"], df["sell_rsi_pred"])) |
-             (df["close"] < df["close"].shift(1) * 0.98) |
-             (df["close"] < df["bb_lowerband"]),
-             df["volume"] > 0,
--            df["do_predict"] == 1
-+            df["do_predict"] == 1,
-+            df["up_or_down"] == 0
-         ]
-+        time_exit = (df["date"] >= df["date"].shift(1) + pd.Timedelta(days=1))
-         df.loc[
--            reduce(lambda x, y: x & y, exit_long_conditions),
-+            (reduce(lambda x, y: x & y, exit_long_conditions)) | time_exit,
-             "exit_long"
-         ] = 1
-         return df

nohup.out

@@ -1,5 +0,0 @@
-开始过滤日志，输出到 freqtrade_error_logs.txt ...
-实时监控 freqtrade_freqtrade_run_ef258891294d 的日志，过滤 'but got Index'...
-开始过滤日志，输出到 freqtrade_error_logs.txt ...
-实时监控 freqtrade_freqtrade_run_ef258891294d 的日志，过滤 'but got Index'...
-未捕获到包含 'but got Index' 的日志，文件 freqtrade_error_logs.txt 为空

output_filted.log

@@ -0,0 +1,347 @@
+Creating freqtrade_freqtrade_run ... 
+Creating freqtrade_freqtrade_run ... done
+2025-04-29 06:20:29,163 - freqtrade - INFO - freqtrade 2025.3
+2025-04-29 06:20:29,374 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
+2025-04-29 06:20:30,758 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
+2025-04-29 06:20:30,759 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/templates/FreqaiExampleStrategy.json ...
+2025-04-29 06:20:30,761 - freqtrade.loggers - INFO - Enabling colorized output.
+2025-04-29 06:20:30,761 - root - INFO - Logfile configured
+2025-04-29 06:20:30,762 - freqtrade.loggers - INFO - Verbosity set to 0
+2025-04-29 06:20:30,762 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
+2025-04-29 06:20:30,763 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
+2025-04-29 06:20:30,763 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250420 ...
+2025-04-29 06:20:30,787 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
+2025-04-29 06:20:30,788 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
+2025-04-29 06:20:30,788 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
+2025-04-29 06:20:30,788 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250420
+2025-04-29 06:20:30,788 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
+2025-04-29 06:20:30,789 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
+2025-04-29 06:20:30,795 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
+2025-04-29 06:20:30,795 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
+2025-04-29 06:20:30,796 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
+2025-04-29 06:20:30,798 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
+2025-04-29 06:20:30,798 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
+2025-04-29 06:20:30,799 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.69
+2025-04-29 06:20:30,799 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
+2025-04-29 06:20:30,804 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
+2025-04-29 06:20:30,809 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
+2025-04-29 06:20:33,353 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
+2025-04-29 06:20:33,373 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
+2025-04-29 06:20:33,373 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
+2025-04-29 06:20:33,374 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
+2025-04-29 06:20:33,374 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
+2025-04-29 06:20:33,375 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
+2025-04-29 06:20:33,375 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
+2025-04-29 06:20:33,376 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
+2025-04-29 06:20:33,376 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 
+'minutes'}.
+2025-04-29 06:20:33,376 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
+2025-04-29 06:20:33,377 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
+2025-04-29 06:20:33,377 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
+2025-04-29 06:20:33,377 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
+2025-04-29 06:20:33,378 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
+2025-04-29 06:20:33,378 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
+2025-04-29 06:20:33,378 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
+2025-04-29 06:20:33,379 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
+2025-04-29 06:20:33,379 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
+2025-04-29 06:20:33,379 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
+2025-04-29 06:20:33,380 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False, 
+'stoploss_on_exchange_interval': 60}
+2025-04-29 06:20:33,380 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
+2025-04-29 06:20:33,380 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
+2025-04-29 06:20:33,380 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
+2025-04-29 06:20:33,381 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
+2025-04-29 06:20:33,381 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
+2025-04-29 06:20:33,381 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
+2025-04-29 06:20:33,382 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
+2025-04-29 06:20:33,382 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
+2025-04-29 06:20:33,382 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
+2025-04-29 06:20:33,383 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
+2025-04-29 06:20:33,383 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
+2025-04-29 06:20:33,383 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
+2025-04-29 06:20:33,384 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
+2025-04-29 06:20:33,384 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
+2025-04-29 06:20:33,384 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
+2025-04-29 06:20:33,388 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
+2025-04-29 06:20:33,394 - freqtrade.optimize.backtesting - INFO - Using fee 0.1500% - worst case fee from exchange (lowest tier).
+2025-04-29 06:20:33,395 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
+2025-04-29 06:20:33,396 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 14450 ...
+2025-04-29 06:20:33,524 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-03-01 21:30:00 up to 2025-04-20 00:00:00 (49 days).
+2025-04-29 06:20:33,525 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
+2025-04-29 06:20:33,526 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
+2025-04-29 06:20:35,089 - matplotlib.font_manager - INFO - generated new fontManager
+2025-04-29 06:20:35,292 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
+2025-04-29 06:20:35,292 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
+2025-04-29 06:20:35,293 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
+2025-04-29 06:20:35,293 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['BTC/USDT', 'SOL/USDT']
+2025-04-29 06:20:35,294 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
+2025-04-29 06:20:35,294 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
+2025-04-29 06:20:35,295 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
+2025-04-29 06:20:35,297 - FreqaiExampleStrategy - INFO - 处理交易对：BTC/USDT
+2025-04-29 06:20:35,299 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
+2025-04-29 06:20:35,300 - freqtrade.freqai.freqai_interface - INFO - Training BTC/USDT, 1/2 pairs from 2025-03-02 00:00:00 to 2025-04-01 00:00:00, 1/2 trains
+2025-04-29 06:20:35,300 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at 
+/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1743465600_prediction.feather
+2025-04-29 06:20:35,336 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
+2025-04-29 06:20:35,337 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
+2025-04-29 06:20:35,407 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
+2025-04-29 06:20:35,408 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
+2025-04-29 06:20:35,462 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
+2025-04-29 06:20:35,463 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
+2025-04-29 06:20:35,556 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
+2025-04-29 06:20:35,556 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
+2025-04-29 06:20:35,629 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
+2025-04-29 06:20:35,630 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
+2025-04-29 06:20:35,679 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
+2025-04-29 06:20:35,685 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
+2025-04-29 06:20:35,687 - FreqaiExampleStrategy - INFO - 目标列预览：
+   up_or_down  &-buy_rsi
+0           1  50.010488
+1           1  50.010488
+2           1  50.010488
+3           1  50.010488
+4           1  50.010488
+2025-04-29 06:20:35,691 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
+2025-04-29 06:20:35,697 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
+2025-04-29 06:20:35,698 - FreqaiExampleStrategy - INFO - 目标列预览：
+   up_or_down  &-buy_rsi
+0           1  49.846666
+1           1  49.846666
+2           1  49.846666
+3           1  49.846666
+4           1  49.846666
+2025-04-29 06:20:35,705 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600
+2025-04-29 06:20:35,705 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
+2025-04-29 06:20:35,726 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
+2025-04-29 06:20:35,727 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
+2025-04-29 06:20:35,742 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
+2025-04-29 06:20:35,743 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
+/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning: [06:20:35] WARNING: /workspace/src/learner.cc:740: 
+Parameters: { "verbose" } are not used.
+
+  warnings.warn(smsg, UserWarning)
+[99]	validation_0-rmse:0.10879	validation_1-rmse:0.08763
+2025-04-29 06:20:36,227 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (0.52 secs) --------------------
+/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
+
+[06:20:36] WARNING: /workspace/src/learner.cc:740: 
+Parameters: { "verbose" } are not used.
+
+
+2025-04-29 06:20:36,452 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600--buy_rsi.html
+2025-04-29 06:20:36,452 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
+2025-04-29 06:20:36,475 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
+2025-04-29 06:20:36,482 - freqtrade.freqai.freqai_interface - INFO - Training BTC/USDT, 1/2 pairs from 2025-03-12 00:00:00 to 2025-04-11 00:00:00, 2/2 trains
+2025-04-29 06:20:36,483 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at 
+/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1744329600_prediction.feather
+2025-04-29 06:20:36,486 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
+2025-04-29 06:20:36,492 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
+2025-04-29 06:20:36,494 - FreqaiExampleStrategy - INFO - 目标列预览：
+   up_or_down  &-buy_rsi
+0           1  49.846666
+1           1  49.846666
+2           1  49.846666
+3           1  49.846666
+4           1  49.846666
+2025-04-29 06:20:36,499 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
+2025-04-29 06:20:36,505 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
+2025-04-29 06:20:36,506 - FreqaiExampleStrategy - INFO - 目标列预览：
+   up_or_down  &-buy_rsi
+0           1  50.074781
+1           1  50.074781
+2           1  50.074781
+3           1  50.074781
+4           1  50.074781
+2025-04-29 06:20:36,511 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600
+2025-04-29 06:20:36,511 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
+2025-04-29 06:20:36,529 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
+2025-04-29 06:20:36,530 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
+2025-04-29 06:20:36,546 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
+2025-04-29 06:20:36,547 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
+/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
+
+[06:20:36] WARNING: /workspace/src/learner.cc:740: 
+Parameters: { "verbose" } are not used.
+
+
+[99]	validation_0-rmse:0.10835	validation_1-rmse:0.08627
+2025-04-29 06:20:36,951 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (0.44 secs) --------------------
+2025-04-29 06:20:36,996 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600--buy_rsi.html
+2025-04-29 06:20:36,997 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
+2025-04-29 06:20:37,014 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
+2025-04-29 06:20:37,045 - FreqaiExampleStrategy - WARNING - buy_rsi_pred 列缺失，使用默认值 30 进行初始化
+2025-04-29 06:20:37,053 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:37,055 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:37,057 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:37,059 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:37,061 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:37,063 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:37,064 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:37,066 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:37,068 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:37,070 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:37,076 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
+up_or_down
+1    11845
+0    11726
+2025-04-29 06:20:37,077 - FreqaiExampleStrategy - INFO - do_predict 值统计：
+do_predict
+0.0    14451
+1.0     9120
+2025-04-29 06:20:37,079 - FreqaiExampleStrategy - INFO - 处理交易对：SOL/USDT
+2025-04-29 06:20:37,080 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
+2025-04-29 06:20:37,081 - freqtrade.freqai.freqai_interface - INFO - Training SOL/USDT, 2/2 pairs from 2025-03-02 00:00:00 to 2025-04-01 00:00:00, 1/2 trains
+2025-04-29 06:20:37,081 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at 
+/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1743465600_prediction.feather
+2025-04-29 06:20:37,104 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
+2025-04-29 06:20:37,104 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
+2025-04-29 06:20:37,167 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
+2025-04-29 06:20:37,168 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
+2025-04-29 06:20:37,216 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
+2025-04-29 06:20:37,216 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
+2025-04-29 06:20:37,467 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
+2025-04-29 06:20:37,473 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
+2025-04-29 06:20:37,474 - FreqaiExampleStrategy - INFO - 目标列预览：
+   up_or_down  &-buy_rsi
+0           1   49.72136
+1           1   49.72136
+2           1   49.72136
+3           1   49.72136
+4           1   49.72136
+2025-04-29 06:20:37,477 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
+2025-04-29 06:20:37,483 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
+2025-04-29 06:20:37,484 - FreqaiExampleStrategy - INFO - 目标列预览：
+   up_or_down  &-buy_rsi
+0           1  49.562407
+1           1  49.562407
+2           1  49.562407
+3           1  49.562407
+4           1  49.562407
+2025-04-29 06:20:37,490 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600
+2025-04-29 06:20:37,490 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
+2025-04-29 06:20:37,516 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
+2025-04-29 06:20:37,516 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
+2025-04-29 06:20:37,539 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
+2025-04-29 06:20:37,540 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
+/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
+
+[06:20:37] WARNING: /workspace/src/learner.cc:740: 
+Parameters: { "verbose" } are not used.
+
+
+[99]	validation_0-rmse:0.09426	validation_1-rmse:0.07484
+2025-04-29 06:20:38,169 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (0.68 secs) --------------------
+/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
+
+[06:20:38] WARNING: /workspace/src/learner.cc:740: 
+Parameters: { "verbose" } are not used.
+
+
+2025-04-29 06:20:38,205 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600--buy_rsi.html
+2025-04-29 06:20:38,206 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
+2025-04-29 06:20:38,231 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
+2025-04-29 06:20:38,237 - freqtrade.freqai.freqai_interface - INFO - Training SOL/USDT, 2/2 pairs from 2025-03-12 00:00:00 to 2025-04-11 00:00:00, 2/2 trains
+2025-04-29 06:20:38,238 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at 
+/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1744329600_prediction.feather
+2025-04-29 06:20:38,241 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
+2025-04-29 06:20:38,247 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
+2025-04-29 06:20:38,248 - FreqaiExampleStrategy - INFO - 目标列预览：
+   up_or_down  &-buy_rsi
+0           1  49.562407
+1           1  49.562407
+2           1  49.562407
+3           1  49.562407
+4           1  49.562407
+2025-04-29 06:20:38,255 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
+2025-04-29 06:20:38,261 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
+2025-04-29 06:20:38,262 - FreqaiExampleStrategy - INFO - 目标列预览：
+   up_or_down  &-buy_rsi
+0           1  49.934347
+1           1  49.934347
+2           1  49.934347
+3           1  49.934347
+4           1  49.934347
+2025-04-29 06:20:38,268 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600
+2025-04-29 06:20:38,268 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
+2025-04-29 06:20:38,290 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
+2025-04-29 06:20:38,291 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
+2025-04-29 06:20:38,314 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
+2025-04-29 06:20:38,315 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
+/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
+
+[06:20:38] WARNING: /workspace/src/learner.cc:740: 
+Parameters: { "verbose" } are not used.
+
+
+[99]	validation_0-rmse:0.10563	validation_1-rmse:0.08482
+2025-04-29 06:20:38,937 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (0.67 secs) --------------------
+2025-04-29 06:20:38,969 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600--buy_rsi.html
+2025-04-29 06:20:38,969 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
+2025-04-29 06:20:38,994 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
+2025-04-29 06:20:39,030 - FreqaiExampleStrategy - WARNING - buy_rsi_pred 列缺失，使用默认值 30 进行初始化
+2025-04-29 06:20:39,038 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:39,040 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:39,041 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:39,043 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:39,045 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:39,047 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:39,049 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:39,050 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:39,052 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:39,054 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=30.0, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
+2025-04-29 06:20:39,060 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
+up_or_down
+0    11865
+1    11706
+2025-04-29 06:20:39,061 - FreqaiExampleStrategy - INFO - do_predict 值统计：
+do_predict
+0.0    14451
+1.0     9120
+2025-04-29 06:20:39,064 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-20 00:00:00 (19 days).
+2025-04-29 06:20:39,066 - FreqaiExampleStrategy - ERROR - MACD 或 MACD 信号列缺失，无法生成买入信号。尝试重新计算 MACD 列。
+2025-04-29 06:20:39,067 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
+2025-04-29 06:20:39,084 - FreqaiExampleStrategy - ERROR - MACD 或 MACD 信号列缺失，无法生成买入信号。尝试重新计算 MACD 列。
+2025-04-29 06:20:39,086 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
+2025-04-29 06:20:39,186 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-04-29_06-20-39.meta.json"
+Result for strategy FreqaiExampleStrategy
+                                             BACKTESTING REPORT                                              
+┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
+┃     Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃  Win  Draw  Loss  Win% ┃
+┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
+│ BTC/USDT │      0 │          0.0 │           0.000 │          0.0 │         0:00 │    0     0     0     0 │
+│ SOL/USDT │      0 │          0.0 │           0.000 │          0.0 │         0:00 │    0     0     0     0 │
+│    TOTAL │      0 │          0.0 │           0.000 │          0.0 │         0:00 │    0     0     0     0 │
+└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
+                                         LEFT OPEN TRADES REPORT                                          
+┏━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
+┃  Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃  Win  Draw  Loss  Win% ┃
+┡━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
+│ TOTAL │      0 │          0.0 │           0.000 │          0.0 │         0:00 │    0     0     0     0 │
+└───────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
+                                                ENTER TAG STATS                                                
+┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
+┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃  Win  Draw  Loss  Win% ┃
+┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
+│     TOTAL │       0 │          0.0 │           0.000 │          0.0 │         0:00 │    0     0     0     0 │
+└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
+                                               EXIT REASON STATS                                               
+┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
+┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃  Win  Draw  Loss  Win% ┃
+┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
+│       TOTAL │     0 │          0.0 │           0.000 │          0.0 │         0:00 │    0     0     0     0 │
+└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
+                                                      MIXED TAG STATS                                                       
+┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
+┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃  Win  Draw  Loss  Win% ┃
+┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
+│     TOTAL │             │      0 │          0.0 │           0.000 │          0.0 │         0:00 │    0     0     0     0 │
+└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
+No trades made. Your starting balance was 1000 USDT, and your stake was 150 USDT.
+
+Backtested 2025-04-01 00:00:00 -> 2025-04-20 00:00:00 | Max open trades : 2
+                                                             STRATEGY SUMMARY                                                             
+┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━┓
+┃              Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃  Win  Draw  Loss  Win% ┃      Drawdown ┃
+┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━┩
+│ FreqaiExampleStrategy │      0 │         0.00 │           0.000 │          0.0 │         0:00 │    0     0     0     0 │ 0 USDT  0.00% │
+└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴───────────────┘

utf8.py

@@ -0,0 +1,18 @@
+import chardet
+import codecs
+
+def convert_encoding(input_file, output_file):
+    # 检测文件编码
+    with open(input_file, 'rb') as f:
+        result = chardet.detect(f.read())
+    encoding = result['encoding']
+
+    # 以检测到的编码读取文件内容，并以UTF-8编码写入新文件
+    with codecs.open(input_file, 'r', encoding=encoding) as infile, \
+         codecs.open(output_file, 'w', encoding='utf-8') as outfile:
+        outfile.write(infile.read())
+
+if __name__ == "__main__":
+    input_file = 'freqtrade.log'  # 替换为实际的输入文件名
+    output_file = 'freqtrade_utf8.log'  # 替换为你想要的输出文件名
+    convert_encoding(input_file, output_file)

请啊!

@@ -0,0 +1,233 @@
+import logging
+import numpy as np
+from functools import reduce
+import talib.abstract as ta
+from pandas import DataFrame
+from technical import qtpylib
+from freqtrade.strategy import IStrategy, IntParameter, DecimalParameter
+
+logger = logging.getLogger(__name__)
+
+class FreqaiExampleStrategy(IStrategy):
+    # 移除硬编码的 minimal_roi 和 stoploss，改为动态适配
+    minimal_roi = {}  # 将在 populate_indicators 中动态生成
+    stoploss = 0.0   # 将在 populate_indicators 中动态设置
+    trailing_stop = True
+    process_only_new_candles = True
+    use_exit_signal = True
+    startup_candle_count: int = 40
+    can_short = False
+
+    # 参数定义：FreqAI 动态适配 buy_rsi 和 sell_rsi，禁用 Hyperopt 优化
+    buy_rsi = IntParameter(low=10, high=50, default=27, space="buy", optimize=False, load=True)
+    sell_rsi = IntParameter(low=50, high=90, default=59, space="sell", optimize=False, load=True)
+
+    # 为 Hyperopt 优化添加 ROI 和 stoploss 参数
+    roi_0 = DecimalParameter(low=0.01, high=0.2, default=0.038, space="roi", optimize=True, load=True)
+    roi_15 = DecimalParameter(low=0.005, high=0.1, default=0.027, space="roi", optimize=True, load=True)
+    roi_30 = DecimalParameter(low=0.001, high=0.05, default=0.009, space="roi", optimize=True, load=True)
+    stoploss_param = DecimalParameter(low=-0.35, high=-0.1, default=-0.182, space="stoploss", optimize=True, load=True)
+
+    # FreqAI 配置
+    freqai_info = {
+        "model": "LightGBMRegressor",
+        "feature_parameters": {
+            "include_timeframes": ["5m", "15m", "1h"],
+            "include_corr_pairlist": [],
+            "label_period_candles": 12,
+            "include_shifted_candles": 3,
+        },
+        "data_split_parameters": {
+            "test_size": 0.2,
+            "shuffle": False,
+        },
+        "model_training_parameters": {
+            "n_estimators": 100,
+            "learning_rate": 0.1,
+            "num_leaves": 31,
+            "verbose": -1,
+        },
+    }
+
+    plot_config = {
+        "main_plot": {},
+        "subplots": {
+            "&-buy_rsi": {"&-buy_rsi": {"color": "green"}},
+            "&-sell_rsi": {"&-sell_rsi": {"color": "red"}},
+            "&-stoploss": {"&-stoploss": {"color": "purple"}},
+            "&-roi_0": {"&-roi_0": {"color": "orange"}},
+            "do_predict": {"do_predict": {"color": "brown"}},
+        },
+    }
+
+    def feature_engineering_expand_all(self, dataframe: DataFrame, period: int, metadata: dict, **kwargs) -> DataFrame:
+        dataframe["%-rsi-period"] = ta.RSI(dataframe, timeperiod=period)
+        dataframe["%-mfi-period"] = ta.MFI(dataframe, timeperiod=period)
+        dataframe["%-sma-period"] = ta.SMA(dataframe, timeperiod=period)
+        dataframe["%-ema-period"] = ta.EMA(dataframe, timeperiod=period)
+        dataframe["%-adx-period"] = ta.ADX(dataframe, timeperiod=period)
+        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=period, stds=2.2)
+        dataframe["bb_lowerband-period"] = bollinger["lower"]
+        dataframe["bb_middleband-period"] = bollinger["mid"]
+        dataframe["bb_upperband-period"] = bollinger["upper"]
+        dataframe["%-bb_width-period"] = (
+            dataframe["bb_upperband-period"] - dataframe["bb_lowerband-period"]
+        ) / dataframe["bb_middleband-period"]
+        dataframe["%-close-bb_lower-period"] = dataframe["close"] / dataframe["bb_lowerband-period"]
+        dataframe["%-roc-period"] = ta.ROC(dataframe, timeperiod=period)
+        dataframe["%-relative_volume-period"] = (
+            dataframe["volume"] / dataframe["volume"].rolling(period).mean()
+        )
+        dataframe.replace([np.inf, -np.inf], 0, inplace=True)
+        dataframe.ffill(inplace=True)
+        dataframe.fillna(0, inplace=True)
+        return dataframe
+
+    def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame:
+        dataframe["%-pct-change"] = dataframe["close"].pct_change()
+        dataframe["%-raw_volume"] = dataframe["volume"]
+        dataframe["%-raw_price"] = dataframe["close"]
+        dataframe.replace([np.inf, -np.inf], 0, inplace=True)
+        dataframe.fillna(method='ffill', inplace=True)
+        dataframe.fillna(0, inplace=True)
+        return dataframe
+
+    def feature_engineering_standard(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame:
+        dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek
+        dataframe["%-hour_of_day"] = dataframe["date"].dt.hour
+        dataframe.replace([np.inf, -np.inf], 0, inplace=True)
+        dataframe.fillna(method='ffill', inplace=True)
+        dataframe.fillna(0, inplace=True)
+        return dataframe
+
+    def set_freqai_targets(self, dataframe: DataFrame, metadata: dict, **kwargs) -> DataFrame:
+        logger.info(f"设置 FreqAI 目标，交易对：{metadata['pair']}")
+        if "close" not in dataframe.columns:
+            logger.error("数据框缺少必要的 'close' 列")
+            raise ValueError("数据框缺少必要的 'close' 列")
+        
+        try:
+            label_period = self.freqai_info["feature_parameters"]["label_period_candles"]
+            # 生成 %-volatility 特征
+            dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20).std()
+            
+            # 单一回归目标
+            # 移除对未来的数据依赖
+            dataframe["&-buy_rsi"] = ta.RSI(dataframe, timeperiod=14)
+            
+            # 数据清理
+            for col in ["&-buy_rsi", "%-volatility"]:
+                dataframe[col].replace([np.inf, -np.inf], 0, inplace=True)
+                dataframe[col].fillna(method='ffill', inplace=True)
+                dataframe[col].fillna(0, inplace=True)
+                if dataframe[col].isna().any():
+                    logger.warning(f"目标列 {col} 仍包含 NaN，检查数据生成逻辑")
+        except Exception as e:
+            logger.error(f"创建 FreqAI 目标失败：{str(e)}")
+            raise
+
+        logger.info(f"目标列预览：\n{dataframe[['&-buy_rsi']].head().to_string()}")
+        return dataframe
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        logger.info(f"处理交易对：{metadata['pair']}")
+        dataframe = self.freqai.start(dataframe, metadata, self)
+        
+        # 计算传统指标
+        dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
+        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
+        dataframe["bb_lowerband"] = bollinger["lower"]
+        dataframe["bb_middleband"] = bollinger["mid"]
+        dataframe["bb_upperband"] = bollinger["upper"]
+        dataframe["tema"] = ta.TEMA(dataframe, timeperiod=9)
+        
+        # 生成 up_or_down 信号（非 FreqAI 目标）
+        label_period = self.freqai_info["feature_parameters"]["label_period_candles"]
+        # 使用历史数据生成 up_or_down 信号
+        dataframe["up_or_down"] = np.where(
+            dataframe["close"] > dataframe["close"].shift(1), 1, 0
+        )
+        
+        # 动态设置参数
+        if "&-buy_rsi" in dataframe.columns:
+            # 派生其他目标
+            dataframe["&-sell_rsi"] = dataframe["&-buy_rsi"] + 30
+            dataframe["%-volatility"] = dataframe["close"].pct_change().rolling(20).std()
+            dataframe["&-stoploss"] = -0.1 - (dataframe["%-volatility"] * 10).clip(0, 0.25)
+            dataframe["&-roi_0"] = (dataframe["close"] / dataframe["close"].shift(label_period) - 1).clip(0, 0.2)
+            
+            # 简化动态参数生成逻辑
+            dataframe["buy_rsi_pred"] = dataframe["&-buy_rsi"].clip(10, 50)
+            dataframe["sell_rsi_pred"] = dataframe["&-buy_rsi"] + 30
+            dataframe["stoploss_pred"] = -0.1 - (dataframe["%-volatility"] * 10).clip(0, 0.25)
+            dataframe["roi_0_pred"] = dataframe["&-roi_0"].clip(0.01, 0.2)
+                        
+            # 检查预测值
+            for col in ["buy_rsi_pred", "sell_rsi_pred", "stoploss_pred", "roi_0_pred", "&-sell_rsi", "&-stoploss", "&-roi_0"]:
+                if dataframe[col].isna().any():
+                    logger.warning(f"列 {col} 包含 NaN，填充为默认值")
+                    dataframe[col].fillna(dataframe[col].mean(), inplace=True)
+            
+            # 更保守的止损和止盈设置
+            dataframe["trailing_stop_positive"] = (dataframe["roi_0_pred"] * 0.3).clip(0.01, 0.2)
+            dataframe["trailing_stop_positive_offset"] = (dataframe["roi_0_pred"] * 0.5).clip(0.01, 0.3)
+            
+            # 设置策略级参数
+            self.buy_rsi.value = float(dataframe["buy_rsi_pred"].iloc[-1])
+            self.sell_rsi.value = float(dataframe["sell_rsi_pred"].iloc[-1])
+            self.stoploss = float(self.stoploss_param.value)
+            self.minimal_roi = {
+                0: float(self.roi_0.value),
+                15: float(self.roi_15.value),
+                30: float(self.roi_30.value),
+                60: 0
+            }
+            self.trailing_stop_positive = float(dataframe["trailing_stop_positive"].iloc[-1])
+            self.trailing_stop_positive_offset = float(dataframe["trailing_stop_positive_offset"].iloc[-1])
+            
+            logger.info(f"动态参数：buy_rsi={self.buy_rsi.value}, sell_rsi={self.sell_rsi.value}, "
+                        f"stoploss={self.stoploss}, trailing_stop_positive={self.trailing_stop_positive}")
+        
+        dataframe.replace([np.inf, -np.inf], 0, inplace=True)
+        dataframe.fillna(method='ffill', inplace=True)
+        dataframe.fillna(0, inplace=True)
+        
+        logger.info(f"up_or_down 值统计：\n{dataframe['up_or_down'].value_counts().to_string()}")
+        logger.info(f"do_predict 值统计：\n{dataframe['do_predict'].value_counts().to_string()}")
+        
+        return dataframe
+
+    def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
+        enter_long_conditions = [
+            qtpylib.crossed_above(df["rsi"], df["buy_rsi_pred"]),
+            df["volume"] > 0
+        ]
+        if enter_long_conditions:
+            df.loc[
+                reduce(lambda x, y: x & y, enter_long_conditions),
+                ["enter_long", "enter_tag"]
+            ] = (1, "long")
+        return df
+
+    def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
+        exit_long_conditions = [
+            qtpylib.crossed_above(df["rsi"], df["sell_rsi_pred"]),
+            df["volume"] > 0
+        ]
+        if exit_long_conditions:
+            df.loc[
+                reduce(lambda x, y: x & y, exit_long_conditions),
+                "exit_long"
+            ] = 1
+        return df
+
+    def confirm_trade_entry(
+        self, pair: str, order_type: str, amount: float, rate: float,
+        time_in_force: str, current_time, entry_tag, side: str, **kwargs
+    ) -> bool:
+        df, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+        last_candle = df.iloc[-1].squeeze()
+        if side == "long":
+            if rate > (last_candle["close"] * (1 + 0.0025)):
+                return False
+        return True