myTestFreqAI/tools/hyperopt.sh

#!/bin/bash

# 检查 .env 文件
if [ ! -f ".env" ]; then
  echo "⚠️ 本地缺少 .env 文件，请创建并配置。示例内容如下："
  echo ""
  echo "STRATEGY_NAME=TheForceV7"
  echo "CONFIG_FILE=basic.json"
  echo "TEST_BRANCH=theforce-noai-test"
  echo "DRYRUN_BRANCH=theforce-noai-dryrun"
  echo ""
  exit 1
fi

# 加载 .env 文件中的变量
export $(grep -v '^#' .env | xargs)
# 设置默认值
STRATEGY_NAME=${STRATEGY_NAME:-TheForceV7}
CONFIG_FILE=${CONFIG_FILE:-basic.json}

echo "Using strategy: $STRATEGY_NAME"
echo "Using config: $CONFIG_FILE"
echo "Using testBranch: $TEST_BRANCH"

# Function to extract the value of a parameter
get_param_value() {
  local param="$1"
  shift
  local args=("$@")
  local i=0

  while [ $i -lt ${#args[@]} ]; do
    case "${args[$i]}" in
    $param=*)
      echo "${args[$i]#*=}"
      return 0
      ;;
    $param)
      # Check if the next argument exists and does not start with a dash
      if [ $((i + 1)) -lt ${#args[@]} ] && [[ "${args[$((i + 1))]}" != -* ]]; then
        echo "${args[$((i + 1))]}"
        return 0
      else
        echo "Error: Missing value for parameter $param" >&2
        exit 1
      fi
      ;;
    esac
    i=$((i + 1))
  done
  return 0
}

# Check if we have named parameters
HAS_NAMED_PARAMS=false
for arg in "$@"; do
  if [[ "$arg" == --* ]]; then
    HAS_NAMED_PARAMS=true
    break
  fi
done

# Initialize variables
START_DATE_RAW=""
END_DATE_RAW=""
PAIRS_ARG=""
PAIR_REMOTE_LIST_URL=""

# Parse parameters based on whether we have named parameters
if [ "$HAS_NAMED_PARAMS" = true ]; then
  # Use named parameter parsing
  START_DATE_RAW=$(get_param_value "--start-date" "$@")
  END_DATE_RAW=$(get_param_value "--end-date" "$@")
  PAIRS_ARG=$(get_param_value "--pairs" "$@")
  PAIR_REMOTE_LIST_URL=$(get_param_value "--pairRemoteList" "$@")
  STRATEGY_ARG=$(get_param_value "--strategy" "$@")
  # 支持 -t 作为 --strategy 的简化参数
  if [ -z "$STRATEGY_ARG" ]; then
    STRATEGY_ARG=$(get_param_value "-t" "$@")
  fi
else
  # Use positional parameter parsing
  if [ $# -gt 0 ]; then
    START_DATE_RAW="$1"
  fi
  if [ $# -gt 1 ]; then
    END_DATE_RAW="$2"
  fi
  if [ $# -gt 2 ]; then
    THIRD_PARAM="$3"
    # Check if it's a URL
    if [[ "$THIRD_PARAM" == http://* ]] || [[ "$THIRD_PARAM" == https://* ]]; then
      PAIR_REMOTE_LIST_URL="$THIRD_PARAM"
      echo "Detected URL parameter: $PAIR_REMOTE_LIST_URL"
    # Check if it's a pair like "*/USDT"
    elif [[ "$THIRD_PARAM" == */USDT ]] || [[ "$THIRD_PARAM" == */BUSD ]] || [[ "$THIRD_PARAM" == */USDC ]]; then
      PAIRS_ARG="$THIRD_PARAM"
      echo "Detected pair parameter: $PAIRS_ARG"
    # Check if it's a strategy name
    elif [[ "$THIRD_PARAM" =~ ^[a-zA-Z0-9]+$ ]]; then
      STRATEGY_ARG="$THIRD_PARAM"
      echo "Detected strategy parameter: $STRATEGY_ARG"
    else
      echo "Warning: Third parameter '$THIRD_PARAM' is neither a URL nor a pair nor a strategy"
    fi
  fi
fi

# Set default values if parameters not provided
if [ -z "$START_DATE_RAW" ]; then
  START_DATE_RAW=$(date -d "2 days ago" +"%Y-%m-%d %H:%M:%S")
fi

if [ -z "$END_DATE_RAW" ]; then
  END_DATE_RAW=$(date -d "tomorrow" +"%Y-%m-%d %H:%M:%S")
fi

# Parse dates
if [[ "$START_DATE_RAW" == *" "* ]]; then
  START_DATE=$(date -d "$START_DATE_RAW" +"%s")
else
  # 兼容旧格式：20250616 -> 转换为 2025-06-16 00:00:00 再转为时间戳
  START_DATE=$(date -d "${START_DATE_RAW:0:4}-${START_DATE_RAW:4:2}-${START_DATE_RAW:6:2} 00:00:00" +"%s")
fi

if [[ "$END_DATE_RAW" == *" "* ]]; then
  END_DATE=$(date -d "$END_DATE_RAW" +"%s")
else
  END_DATE=$(date -d "${END_DATE_RAW:0:4}-${END_DATE_RAW:4:2}-${END_DATE_RAW:6:2} 00:00:00" +"%s")
fi

# Format end_date for URL parameter (YYYY-MM-DD format)
END_DATE_FORMATTED=$(date -d "@$END_DATE" "+%Y-%m-%d")

# 处理交易对参数：优先级为 --pairRemoteList > --pairs > 默认值
if [ -n "$PAIR_REMOTE_LIST_URL" ]; then
  # 从远程API获取交易对列表
  echo "Fetching pairs from remote URL: $PAIR_REMOTE_LIST_URL"
  pairs_json=$(curl -s "$PAIR_REMOTE_LIST_URL")

  # 检查API响应是否成功
  if [[ $? -ne 0 || -z "$pairs_json" ]]; then
    echo "Error: Failed to fetch pairs from remote URL, using --pairs parameter or default"
    if [ -n "$PAIRS_ARG" ]; then
      PAIRS_FLAG="--pairs $PAIRS_ARG"
      echo "Using pairs from --pairs parameter: $PAIRS_ARG"
    else
      # 使用默认的交易对列表
      DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT DOGE/USDT WCT/USDT TRUMP/USDT SUI/USDT PEPE/USDT TRB/USDT MASK/USDT UNI/USDT KAITO/USDT"
      PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
      echo "Using default pairs: $DEFAULT_PAIRS"
    fi
  else
    # 解析JSON并提取交易对，将连字符替换为斜杠
    remote_pairs=$(echo "$pairs_json" | python3 -c "
import sys, json
data = json.load(sys.stdin)
pairs = [pair.replace('-', '/') for pair in data.get('pairlist', [])]
print(' '.join(pairs) if pairs else '')
")

    # 如果解析成功且有交易对
    if [[ -n "$remote_pairs" ]]; then
      PAIRS_FLAG="--pairs $remote_pairs"
      echo "Successfully fetched $(echo "$remote_pairs" | wc -w) pairs from remote URL"
      echo "Pairs: $remote_pairs"
    else
      echo "Error: Failed to parse or empty pairlist from remote URL, using --pairs parameter or default"
      if [ -n "$PAIRS_ARG" ]; then
        PAIRS_FLAG="--pairs $PAIRS_ARG"
        echo "Using pairs from --pairs parameter: $PAIRS_ARG"
      else
        # 使用默认的交易对列表
        DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT DOGE/USDT WCT/USDT TRUMP/USDT SUI/USDT PEPE/USDT TRB/USDT MASK/USDT UNI/USDT KAITO/USDT"
        PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
        echo "Using default pairs: $DEFAULT_PAIRS"
      fi
    fi
  fi
elif [ -n "$PAIRS_ARG" ]; then
  # 使用 --pairs 参数提供的交易对
  PAIRS_FLAG="--pairs $PAIRS_ARG"
  echo "Using pairs from --pairs parameter: $PAIRS_ARG"
  echo "Number of pairs: $(echo "$PAIRS_ARG" | wc -w)"
else
  # 优先从指定URL获取交易对列表
  echo "Fetching pairs from primary URL with date parameter..."
  PRIMARY_URL="http://pairlist.xl.home/api/pairlist?mute=true&count=30&date=${END_DATE_FORMATTED}"
  echo "Requesting: $PRIMARY_URL"

  pairs_json=$(curl -s "$PRIMARY_URL")

  # 检查API响应是否成功
  if [[ $? -ne 0 || -z "$pairs_json" ]]; then
    echo "Error: Failed to fetch pairs from primary URL, using default pairs"
    # 使用默认的交易对列表
    DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT DOGE/USDT WCT/USDT TRUMP/USDT SUI/USDT PEPE/USDT TRB/USDT MASK/USDT UNI/USDT KAITO/USDT"
    PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
    echo "Using default pairs: $DEFAULT_PAIRS"
  else
    # 解析JSON并提取交易对，将连字符替换为斜杠
    remote_pairs=$(echo "$pairs_json" | python3 -c "
import sys, json
data = json.load(sys.stdin)
pairs = [pair.replace('-', '/') for pair in data.get('pairlist', [])]
print(' '.join(pairs) if pairs else '')
")

    # 如果解析成功且有交易对
    if [[ -n "$remote_pairs" ]]; then
      PAIRS_FLAG="--pairs $remote_pairs"
      echo "Successfully fetched $(echo "$remote_pairs" | wc -w) pairs from primary URL"
      echo "Pairs: $remote_pairs"
    else
      echo "Error: Failed to parse or empty pairlist from primary URL, using default pairs"
      # 使用默认的交易对列表
      DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT DOGE/USDT WCT/USDT TRUMP/USDT SUI/USDT PEPE/USDT TRB/USDT MASK/USDT UNI/USDT KAITO/USDT"
      PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
      echo "Using default pairs: $DEFAULT_PAIRS"
    fi
  fi
fi

# 如果命令行提供了策略参数，覆盖 .env 文件中的设置
if [ -n "$STRATEGY_ARG" ]; then
  STRATEGY_NAME="$STRATEGY_ARG"
  echo "Overriding strategy from command line: $STRATEGY_NAME"
fi

cd ../
source .venv/bin/activate
rm -rf user_data/models/*
rm -rf ./freqtrade/user_data/data/backtest_results/*
rm -fr ./user_data/dryrun_results/*
rm result/*
PARAMS_NAME=freqaiprimer
hyperopt_config="${STRATEGY_NAME%.py}.json"
echo "docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \
  --logfile /freqtrade/user_data/logs/freqtrade.log \
  --freqaimodel LightGBMRegressorMultiTarget \
  --strategy $STRATEGY_NAME \
  --config /freqtrade/config_examples/$CONFIG_FILE \
  --config /freqtrade/templates/${PARAMS_NAME}.json \
  --enable-protections \
  --strategy-path /freqtrade/templates \
  --timerange ${START_DATE}-${END_DATE} \
  -e 100 \
  -j 4 \
  --hyperopt-loss ShortTradeDurHyperOptLoss \
  --spaces buy sell trailing \
  --fee 0.0016"
docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \
  --logfile /freqtrade/user_data/logs/freqtrade.log \
  --freqaimodel LightGBMRegressorMultiTarget \
  --strategy $STRATEGY_NAME \
  --config /freqtrade/config_examples/$CONFIG_FILE \
  --config /freqtrade/templates/${PARAMS_NAME}.json \
  --enable-protections \
  --strategy-path /freqtrade/templates \
  --timerange ${START_DATE}-${END_DATE} \
  -e 500 \
  -j 4 \
  --hyperopt-loss SharpeHyperOptLossDaily \
  --spaces buy sell \
  --fee 0.0016