myTestFreqAI/freqai_add_position_hyperopt.json
zhangkun9038@dingtalk.com 4569becefa 重构了加仓逻辑
2025-11-20 06:16:38 +08:00

80 lines
1.8 KiB
JSON

{
"strategy": "FreqaiPrimer",
"stake_currency": "USDT",
"dry_run": true,
"dry_run_wallet": 10000,
"timeframe": "3m",
"max_open_trades": 5,
"max_entry_position_adjustment": 4,
"trading_mode": "spot",
"margin_mode": "cross",
"position_adjustment_enable": true,
"exchange": {
"name": "binance",
"pair_whitelist": ["PENGU/USDT"],
"pair_blacklist": []
},
"hyperopt": {
"loss_function": "SharpeHyperOptLossV2",
"epochs": 200,
"spaces": ["buy"],
"stake_currency": "USDT",
"trailing_optimization": false,
"print_colorized": true,
"print_json": false,
"hyperopt_jobs": 4,
"hyperopt_random_state": 1,
"hyperopt_min_trades": 10,
"hyperopt_loss": "SharpeHyperOptLossV2"
},
"hyperopt_space": {
"buy": [
"add_rsi_oversold_threshold",
"add_stochrsi_oversold",
"add_macd_cross_confirm",
"add_bb_lower_proximity",
"add_volume_confirm",
"add_position_decrease_ratio"
]
},
"hyperopt_param_space": {
"add_rsi_oversold_threshold": {
"type": "int",
"min": 15,
"max": 35,
"step": 5
},
"add_stochrsi_oversold": {
"type": "int",
"min": 8,
"max": 25,
"step": 2
},
"add_macd_cross_confirm": {
"type": "float",
"min": 0.0,
"max": 0.01,
"step": 0.001
},
"add_bb_lower_proximity": {
"type": "float",
"min": 0.95,
"max": 1.05,
"step": 0.01
},
"add_volume_confirm": {
"type": "float",
"min": 0.5,
"max": 1.5,
"step": 0.1
},
"add_position_decrease_ratio": {
"type": "float",
"min": 0.5,
"max": 1.0,
"step": 0.05
}
},
"comment": "加仓精准度优化配置 - 专注优化多维度加仓条件参数"
}