92 lines
2.7 KiB
Bash
Executable File
92 lines
2.7 KiB
Bash
Executable File
#!/bin/bash
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# 检查 .env 文件
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if [ ! -f ".env" ]; then
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echo "⚠️ 本地缺少 .env 文件，请创建并配置。示例内容如下："
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echo ""
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echo "STRATEGY_NAME=FreqaiPrimer"
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echo "CONFIG_FILE=FreqaiPrimer.json"
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echo "TEST_BRANCH=freqaiprimer-deviation-test"
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echo "DRYRUN_BRANCH=freqaiprimer-deviation-dryrun"
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echo ""
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exit 1
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fi
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# 加载 .env 文件中的变量
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export $(grep -v '^#' .env | xargs)
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# 设置默认值
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STRATEGY_NAME=${STRATEGY_NAME:-FreqaiPrimer}
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CONFIG_FILE=${CONFIG_FILE:-FreqaiPrimer.json}
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PARAMS_NAME=$(echo "$STRATEGY_NAME" | tr '[:upper:]' '[:lower:]')
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echo "Using strategy: $STRATEGY_NAME"
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echo "Using config: $CONFIG_FILE"
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echo "Using testBranch: $TEST_BRANCH"
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# Parse command line arguments
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START_DATE=${1:-$(date -d "2 days ago" +"%Y%m%d")}
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END_DATE=${2:-$(date -d "tomorrow" +"%Y%m%d")}
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cd ../
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source .venv/bin/activate
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rm -rf user_data/models/*
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rm -rf ./freqtrade/user_data/data/backtest_results/*
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rm -fr ./user_data/dryrun_results/*
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#docker-compose -f docker-compose_backtest.yml run --rm freqtrade >output.log 2>&1
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echo "docker-compose run --rm freqtrade hyperopt \
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--logfile /freqtrade/user_data/logs/freqtrade.log \
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--freqaimodel XGBoostRegressorMultiTarget \
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--strategy $STRATEGY_NAME \
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--config /freqtrade/config_examples/$CONFIG_FILE \
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--config /freqtrade/templates/${PARAMS_NAME}.json \
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--strategy-path /freqtrade/templates \
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--timerange ${START_DATE}-${END_DATE} \
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-e 200 \
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--hyperopt-loss ShortTradeDurHyperOptLoss \
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--spaces roi stoploss trailing \
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--fee 0.0016"
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docker-compose run --rm freqtrade hyperopt \
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--logfile /freqtrade/user_data/logs/freqtrade.log \
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--freqaimodel XGBoostRegressorMultiTarget \
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--strategy $STRATEGY_NAME \
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--config /freqtrade/config_examples/$CONFIG_FILE \
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--config /freqtrade/templates/${PARAMS_NAME}.json \
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--strategy-path /freqtrade/templates \
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--timerange ${START_DATE}-${END_DATE} \
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-e 200 \
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--hyperopt-loss SharpeHyperOptLoss \
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--spaces roi stoploss trailing \
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--fee 0.0016
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#>output.log 2>&1
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#sed -i 's/\x1B\[[0-9;]*m//g' output.log
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#python3 tools/filter.py
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# rm ./result/*.json -fr
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# rm ./result/*.py -fr
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# mv ./user_data/backtest_results/* ./result/
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#
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# cd ./result
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# # 查找当前目录下的所有 zip 文件
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# zip_files=(*.zip)
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#
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# # 检查是否只有一个 zip 文件
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# if [ ${#zip_files[@]} -eq 1 ]; then
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# # 解压缩该 zip 文件到当前目录
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# unzip "${zip_files[0]}"
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# rm *.zip
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# rm *.feather
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# else
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# echo "当前目录下没有 zip 文件或者有多个 zip 文件，无法操作。"
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# fi
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#
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# cd -
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# sed -i 's/\x1B\[[0-9;]*m//g' output.log
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# #python3 ../filter.py
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# cp output.log result/ -f
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# cd tools/
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# python tradestocsv.py
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# python analytic.py >../result/analytic.log
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# cd ../
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