myTestFreqAI/config_freqai_primer.json
zhangkun9038@dingtalk.com beea456d0f 出场置信度
2025-12-23 11:07:50 +08:00

112 lines
3.1 KiB
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{
"strategy": "freqaiprimer",
"strategy_path": "freqtrade/templates",
"stake_currency": "USDT",
"stake_amount": 10,
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD",
"timeframe": "3m",
"dry_run": true,
"cancel_open_orders_on_exit": false,
"unfilledtimeout": {
"entry": 10,
"exit": 10,
"exit_timeout_count": 0,
"unit": "minutes"
},
"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": "same",
"use_order_book": true,
"order_book_top": 1
},
"exchange": {
"name": "binance",
"key": "",
"secret": "",
"ccxt_config": {},
"ccxt_async_config": {},
"pair_whitelist": [
"BTC/USDT",
"ETH/USDT",
"ADA/USDT",
"DOT/USDT"
],
"pair_blacklist": [
"BNB/USDT"
]
},
"pairlists": [
{
"method": "StaticPairList"
}
],
"edge": {
"enabled": false
},
"freqai": {
"enabled": true,
"identifier": "freqai_primer_mixed",
"model": "LightGBMRegressor",
"purge_old_models": 2,
"train_period_days": 15,
"backtest_period_days": 3,
"feature_parameters": {
"include_timeframes": ["3m", "15m", "1h"],
"include_shifted_candles": 2,
"label_period_candles": 12,
"include_corr_pairlist": [],
"DI_threshold": 0.9,
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": true,
"svm_params": {
"shuffle": false,
"nu": 0.1
},
"use_DBSCAN_to_remove_outliers": false
},
"data_split_parameters": {
"test_size": 0.25,
"shuffle": false,
"random_state": 1
},
"model_training_parameters": {
"price_value_divergence": {
"model": "LightGBMRegressor",
"model_params": {
"n_estimators": 200,
"learning_rate": 0.05,
"num_leaves": 31,
"verbose": -1
}
},
"optimal_first_length": {
"model": "LightGBMClassifier",
"model_params": {
"n_estimators": 150,
"learning_rate": 0.1,
"num_leaves": 15,
"max_depth": 8,
"min_child_samples": 10,
"class_weight": "balanced",
"verbose": -1
}
}
},
"fit_live_predictions_candles": 100,
"live_retrain_candles": 100
},
"redis": {
"url": "redis://192.168.1.215:6379/0"
}
}