331 lines
35 KiB
Plaintext
331 lines
35 KiB
Plaintext
Creating freqtrade_old_freqtrade_run ...
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Creating freqtrade_old_freqtrade_run ... done
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2025-05-07 15:39:20,651 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
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2025-05-07 15:39:20,867 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
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2025-05-07 15:39:22,371 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_my_hyperopt.json ...
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2025-05-07 15:39:22,373 - freqtrade.loggers - INFO - Enabling colorized output.
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2025-05-07 15:39:22,374 - root - INFO - Logfile configured
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2025-05-07 15:39:22,374 - freqtrade.loggers - INFO - Verbosity set to 0
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2025-05-07 15:39:22,375 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
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2025-05-07 15:39:22,375 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
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2025-05-07 15:39:22,375 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
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2025-05-07 15:39:22,376 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250405-20250415 ...
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2025-05-07 15:39:22,405 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
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2025-05-07 15:39:22,406 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
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2025-05-07 15:39:22,407 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ...
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2025-05-07 15:39:22,407 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
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2025-05-07 15:39:22,407 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250405-20250415
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2025-05-07 15:39:22,408 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
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2025-05-07 15:39:22,409 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
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2025-05-07 15:39:22,415 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
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2025-05-07 15:39:22,415 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2025-05-07 15:39:22,416 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-07 15:39:22,418 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
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2025-05-07 15:39:22,418 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2025-05-07 15:39:22,419 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
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2025-05-07 15:39:22,419 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
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2025-05-07 15:39:22,424 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
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2025-05-07 15:39:22,431 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
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2025-05-07 15:39:28,076 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
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2025-05-07 15:39:28,140 - freqtrade.resolvers.iresolver - WARNING - Could not import /freqtrade/templates/BaseHyperOptStrategy.py due to 'invalid syntax (BaseHyperOptStrategy.py, line 190)'
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2025-05-07 15:39:28,143 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
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2025-05-07 15:39:28,143 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
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2025-05-07 15:39:28,144 - FreqaiExampleStrategy - INFO - FreqAI 模型路径：/freqtrade/user_data/models
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2025-05-07 15:39:28,145 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
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2025-05-07 15:39:28,145 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
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2025-05-07 15:39:28,145 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2025-05-07 15:39:28,146 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
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2025-05-07 15:39:28,146 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
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2025-05-07 15:39:28,146 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
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'minutes'}.
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2025-05-07 15:39:28,147 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'use_exit_signal' with value in config file: True.
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2025-05-07 15:39:28,147 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
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2025-05-07 15:39:28,147 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
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2025-05-07 15:39:28,148 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
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2025-05-07 15:39:28,148 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
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2025-05-07 15:39:28,148 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
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2025-05-07 15:39:28,148 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
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2025-05-07 15:39:28,149 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
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2025-05-07 15:39:28,149 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
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2025-05-07 15:39:28,149 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
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2025-05-07 15:39:28,150 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
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2025-05-07 15:39:28,150 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
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'stoploss_on_exchange_interval': 60}
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2025-05-07 15:39:28,150 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
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2025-05-07 15:39:28,150 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
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2025-05-07 15:39:28,151 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
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2025-05-07 15:39:28,151 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
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2025-05-07 15:39:28,151 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
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2025-05-07 15:39:28,151 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
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2025-05-07 15:39:28,152 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
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2025-05-07 15:39:28,152 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
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2025-05-07 15:39:28,152 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
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2025-05-07 15:39:28,153 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
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2025-05-07 15:39:28,153 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
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2025-05-07 15:39:28,153 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
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2025-05-07 15:39:28,154 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
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2025-05-07 15:39:28,154 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
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2025-05-07 15:39:28,154 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-07 15:39:28,159 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
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2025-05-07 15:39:28,165 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
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2025-05-07 15:39:28,165 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
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2025-05-07 15:39:28,166 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
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2025-05-07 15:39:28,253 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-04 21:30:00 up to 2025-04-15 00:00:00 (100 days).
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2025-05-07 15:39:28,254 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
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2025-05-07 15:39:28,255 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
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2025-05-07 15:39:29,917 - matplotlib.font_manager - INFO - generated new fontManager
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2025-05-07 15:39:30,126 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
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2025-05-07 15:39:30,127 - freqtrade.freqai.freqai_interface - INFO - Backtesting module configured to save all models.
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2025-05-07 15:39:30,127 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
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2025-05-07 15:39:30,127 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
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2025-05-07 15:39:30,128 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT']
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2025-05-07 15:39:30,129 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
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2025-05-07 15:39:30,129 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
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2025-05-07 15:39:30,130 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
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2025-05-07 15:39:30,134 - FreqaiExampleStrategy - INFO - 处理交易对：OKB/USDT
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2025-05-07 15:39:30,137 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
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2025-05-07 15:39:30,139 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/1 pairs from 2025-01-05 00:00:00 to 2025-04-05 00:00:00, 1/1 trains
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2025-05-07 15:39:30,139 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
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/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743811200_prediction.feather
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2025-05-07 15:39:30,204 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:30,275 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:30,350 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:30,414 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
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2025-05-07 15:39:30,415 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
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2025-05-07 15:39:30,560 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
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2025-05-07 15:39:30,560 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
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2025-05-07 15:39:30,628 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:30,667 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:30,714 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:30,753 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
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2025-05-07 15:39:30,754 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
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2025-05-07 15:39:30,886 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
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2025-05-07 15:39:30,887 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
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2025-05-07 15:39:30,928 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:30,952 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:30,980 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:31,000 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
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2025-05-07 15:39:31,001 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
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2025-05-07 15:39:31,131 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
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2025-05-07 15:39:31,132 - freqtrade.data.dataprovider - INFO - Loading data for OKB/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
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2025-05-07 15:39:31,161 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:31,178 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:31,195 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:31,209 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
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2025-05-07 15:39:31,210 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
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2025-05-07 15:39:31,872 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
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2025-05-07 15:39:31,873 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
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2025-05-07 15:39:31,974 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:32,043 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:32,117 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:32,176 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
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2025-05-07 15:39:32,176 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
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2025-05-07 15:39:32,407 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
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2025-05-07 15:39:32,407 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
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2025-05-07 15:39:32,488 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:32,531 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:32,577 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:32,616 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
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2025-05-07 15:39:32,617 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
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2025-05-07 15:39:32,907 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
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2025-05-07 15:39:32,908 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
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2025-05-07 15:39:32,948 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:32,970 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:32,995 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:33,014 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
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2025-05-07 15:39:33,015 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
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2025-05-07 15:39:33,340 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
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2025-05-07 15:39:33,340 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
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2025-05-07 15:39:33,371 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:33,387 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:33,403 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:33,417 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
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2025-05-07 15:39:33,418 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
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2025-05-07 15:39:33,901 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
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2025-05-07 15:39:33,902 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-04 21:30:00 to 2025-04-15 00:00:00
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2025-05-07 15:39:34,015 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:34,082 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:34,156 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:34,211 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
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2025-05-07 15:39:34,211 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
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2025-05-07 15:39:34,570 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 25970
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2025-05-07 15:39:34,571 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-01-04 19:50:00 to 2025-04-15 00:00:00
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2025-05-07 15:39:34,642 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:34,684 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:34,735 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:34,773 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
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2025-05-07 15:39:34,774 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
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2025-05-07 15:39:35,282 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 15m to 8690
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2025-05-07 15:39:35,283 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 15m from 2025-01-04 11:30:00 to 2025-04-15 00:00:00
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2025-05-07 15:39:35,325 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:35,348 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:35,372 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
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2025-05-07 15:39:35,391 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
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2025-05-07 15:39:35,392 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
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2025-05-07 15:39:35,867 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 2210
|
||
2025-05-07 15:39:35,868 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-01-02 22:00:00 to 2025-04-15 00:00:00
|
||
2025-05-07 15:39:35,899 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||
2025-05-07 15:39:35,916 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||
2025-05-07 15:39:35,933 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：28
|
||
2025-05-07 15:39:35,946 - FreqaiExampleStrategy - INFO - 已向 10 个数值型特征添加 2% 噪声
|
||
2025-05-07 15:39:35,947 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：11
|
||
2025-05-07 15:39:36,739 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||
2025-05-07 15:39:36,744 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||
2025-05-07 15:39:36,746 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||
2025-05-07 15:39:36,751 - FreqaiExampleStrategy - INFO - 目标列形状：(43250,)
|
||
2025-05-07 15:39:36,753 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||
up_or_down &-buy_rsi
|
||
0 -0.000589 49.916851
|
||
1 -0.000785 49.916851
|
||
2 0.000393 49.916851
|
||
3 0.000000 49.916851
|
||
4 -0.000589 49.916851
|
||
2025-05-07 15:39:36,865 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：OKB/USDT
|
||
2025-05-07 15:39:36,871 - FreqaiExampleStrategy - WARNING - &-buy_rsi_pred 列不存在，正在使用 &-buy_rsi 模拟替代
|
||
2025-05-07 15:39:36,873 - FreqaiExampleStrategy - WARNING - &-sell_rsi_pred 列不存在，正在使用 &-buy_rsi_pred + 20 模拟替代
|
||
2025-05-07 15:39:36,878 - FreqaiExampleStrategy - INFO - 目标列形状：(48050,)
|
||
2025-05-07 15:39:36,880 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||
up_or_down &-buy_rsi
|
||
0 -0.000589 50.084414
|
||
1 -0.000785 50.084414
|
||
2 0.000393 50.084414
|
||
3 0.000000 50.084414
|
||
4 -0.000589 50.084414
|
||
2025-05-07 15:39:36,994 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200
|
||
2025-05-07 15:39:36,995 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||
2025-05-07 15:39:37,202 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||
2025-05-07 15:39:37,203 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-05 to 2025-04-04 --------------------
|
||
2025-05-07 15:39:37,358 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 243 features
|
||
2025-05-07 15:39:37,358 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||
[99] validation_0-rmse:0.20530 validation_1-rmse:0.08804
|
||
[199] validation_0-rmse:0.20032 validation_1-rmse:0.06900
|
||
2025-05-07 15:43:16,784 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (219.79 secs) --------------------
|
||
2025-05-07 15:43:17,024 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743811200/cb_okb_1743811200--buy_rsi.html
|
||
2025-05-07 15:43:17,025 - freqtrade.freqai.freqai_interface - INFO - Saving backtest model to disk.
|
||
2025-05-07 15:43:17,154 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||
2025-05-07 15:43:18,218 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||
do_predict
|
||
0 0.0
|
||
1 0.0
|
||
2 0.0
|
||
3 0.0
|
||
4 0.0
|
||
2025-05-07 15:43:18,225 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=29.835836601257324, sell_rsi=50.0, stoploss=-0.15, trailing_stop_positive=0.05
|
||
2025-05-07 15:43:19,453 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-05 00:00:00 up to 2025-04-15 00:00:00 (10 days).
|
||
2025-05-07 15:43:19,538 - 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。
|
||
2025-05-07 15:43:19,540 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||
2025-05-07 15:43:19,543 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||
do_predict
|
||
0 0.0
|
||
1 0.0
|
||
2 0.0
|
||
3 0.0
|
||
4 0.0
|
||
2025-05-07 15:43:19,548 - FreqaiExampleStrategy - DEBUG - do_predict 列存在，前5行预览：
|
||
do_predict
|
||
0 0.0
|
||
1 0.0
|
||
2 0.0
|
||
3 0.0
|
||
4 0.0
|
||
2025-05-07 15:43:19,551 - FreqaiExampleStrategy - DEBUG - &-buy_rsi_pred 列存在，前5行预览：
|
||
&-buy_rsi_pred
|
||
0 20.0
|
||
1 20.0
|
||
2 20.0
|
||
3 20.0
|
||
4 20.0
|
||
2025-05-07 15:43:19,724 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-07_15-43-19.meta.json"
|
||
Result for strategy FreqaiExampleStrategy
|
||
BACKTESTING REPORT
|
||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||
│ OKB/USDT │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||
│ TOTAL │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||
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% ┃
|
||
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||
│ long │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||
│ TOTAL │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||
EXIT REASON STATS
|
||
┏━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||
┡━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||
│ roi │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||
│ TOTAL │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||
└─────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||
MIXED TAG STATS
|
||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||
│ long │ roi │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||
│ TOTAL │ │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │
|
||
└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||
SUMMARY METRICS
|
||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||
┃ Metric ┃ Value ┃
|
||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
|
||
│ Backtesting from │ 2025-04-05 00:00:00 │
|
||
│ Backtesting to │ 2025-04-15 00:00:00 │
|
||
│ Trading Mode │ Spot │
|
||
│ Max open trades │ 1 │
|
||
│ │ │
|
||
│ Total/Daily Avg Trades │ 2 / 0.2 │
|
||
│ Starting balance │ 1000 USDT │
|
||
│ Final balance │ 1001.35 USDT │
|
||
│ Absolute profit │ 1.35 USDT │
|
||
│ Total profit % │ 0.13% │
|
||
│ CAGR % │ 5.05% │
|
||
│ Sortino │ -100.00 │
|
||
│ Sharpe │ 3.82 │
|
||
│ Calmar │ -100.00 │
|
||
│ SQN │ 1.00 │
|
||
│ Profit factor │ 0.00 │
|
||
│ Expectancy (Ratio) │ 0.67 (100.00) │
|
||
│ Avg. daily profit % │ 0.01% │
|
||
│ Avg. stake amount │ 150 USDT │
|
||
│ Total trade volume │ 602.313 USDT │
|
||
│ │ │
|
||
│ Best Pair │ OKB/USDT 0.13% │
|
||
│ Worst Pair │ OKB/USDT 0.13% │
|
||
│ Best trade │ OKB/USDT 0.90% │
|
||
│ Worst trade │ OKB/USDT 0.00% │
|
||
│ Best day │ 1.35 USDT │
|
||
│ Worst day │ 0 USDT │
|
||
│ Days win/draw/lose │ 1 / 1 / 0 │
|
||
│ Avg. Duration Winners │ 0:30:00 │
|
||
│ Avg. Duration Loser │ 0:00:00 │
|
||
│ Max Consecutive Wins / Loss │ 1 / 1 │
|
||
│ Rejected Entry signals │ 0 │
|
||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||
│ │ │
|
||
│ Min balance │ 1000 USDT │
|
||
│ Max balance │ 1001.35 USDT │
|
||
│ Max % of account underwater │ 0.00% │
|
||
│ Absolute Drawdown (Account) │ 0.00% │
|
||
│ Absolute Drawdown │ 0 USDT │
|
||
│ Drawdown high │ 0 USDT │
|
||
│ Drawdown low │ 0 USDT │
|
||
│ Drawdown Start │ 2025-04-07 04:57:00 │
|
||
│ Drawdown End │ 2025-04-07 04:57:00 │
|
||
│ Market change │ 6.40% │
|
||
└─────────────────────────────┴─────────────────────┘
|
||
|
||
Backtested 2025-04-05 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 1
|
||
STRATEGY SUMMARY
|
||
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━┓
|
||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━┩
|
||
│ FreqaiExampleStrategy │ 2 │ 0.45 │ 1.350 │ 0.13 │ 0:54:00 │ 1 1 0 100 │ 0 USDT 0.00% │
|
||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴───────────────┘
|