zhangkun9038@dingtalk.com e558c1b0bd force up
2025-05-10 16:24:09 +00:00

96 lines
2.5 KiB
JSON

{
"strategy": "TheForceFreqaiStrategy",
"timeframe": "5m",
"timerange": "20240701-20250115",
"exchange": {
"name": "okx",
"ccxt_config": {
"enableRateLimit": true,
"rateLimit": 500,
"options": {"defaultType": "spot"},
"timeout": 20000
},
"pair_whitelist": [
"OKB/USDT"
],
"fee": 0.0008
},
"pair_whitelist": ["OKB/USDT"],
"dataformat_ohlcv": "feather",
"download_data": {
"timeframes": ["5m"],
"timerange": "20240701-20250115"
},
"stake_currency": "USDT",
"stake_amount": 150,
"stoploss": -0.15,
"minimal_roi": {
"0": 0.05,
"60": 0.03,
"120": 0.01
},
"startup_candle_count": 200,
"max_open_trades": 4,
"use_exit_signal": true,
"unfilledtimeout": {
"entry": 5,
"exit": 15,
"unit": "minutes"
},
"export": "trades",
"cache": "none",
"loglevel": "DEBUG",
"verbosity": 2,
"entry_pricing": {
"price_side": "same",
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"exit_pricing": {
"price_side": "other",
"use_order_book": true,
"order_book_top": 1
},
"pairlists": [
{
"method": "StaticPairList"
}
],
"freqai": {
"enabled": true,
"identifier": "theforce_model",
"save_backtest_models": true,
"live_retrain": true,
"purge_old_models": true,
"fit_live_predictions_candles": 50,
"force_train": true,
"verbose": 2,
"train_period_days": 7,
"backtest_period_days": 2,
"feature_parameters": {
"include_timeframes": ["5m"],
"include_corr_pairlist": [],
"label_period_candles": 5,
"include_shifted_candles": 2,
"DI_threshold": 1.5,
"indicator_periods_candles": [10, 20, 50],
"include_default_features": ["open", "high", "low", "close", "volume"],
"use_SVM_to_remove_outliers": false
},
"data_split_parameters": {
"test_size": 0.2,
"random_state": 42
},
"model_training_parameters": {
"n_estimators": 100,
"max_depth": 7,
"verbose": -1
}
}
}