344 lines
11 KiB
Bash
Executable File
344 lines
11 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=TheForceV7"
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echo "CONFIG_FILE=basic.json"
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echo "TEST_BRANCH=theforce-noai-test"
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echo "DRYRUN_BRANCH=theforce-noai-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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if [ -f .env ]; then
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set -a
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source .env
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set +a
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fi
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# 设置默认值
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STRATEGY_NAME=${STRATEGY_NAME:-TheForceV7}
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CONFIG_FILE=${CONFIG_FILE:-basic.json}
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TEST_BRANCH=${TEST_BRANCH:-develop}
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# Function to extract the value of a parameter
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get_param_value() {
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local param="$1"
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shift
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local args=($@)
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local i=0
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while [ $i -lt ${#args[@]} ]; do
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case "${args[$i]}" in
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$param=*)
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echo "${args[$i]#*=}"
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return 0
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;;
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$param)
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# Check if the next argument exists and does not start with a dash
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if [ $((i + 1)) -lt ${#args[@]} ] && [[ "${args[$((i + 1))]}" != -* ]]; then
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echo "${args[$((i + 1))]}"
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return 0
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fi
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# 如果参数存在但没有值，返回特殊标识"PARAM_WITHOUT_VALUE"
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echo "PARAM_WITHOUT_VALUE"
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return 0
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;;
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esac
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i=$((i + 1))
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done
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# 如果参数不存在，返回空字符串
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echo ""
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return 0
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}
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# Check if we have named parameters
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HAS_NAMED_PARAMS=false
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for arg in "$@"; do
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if [[ "$arg" == --* ]]; then
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HAS_NAMED_PARAMS=true
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break
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fi
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done
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# Initialize variables
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START_DATE_RAW=""
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END_DATE_RAW=""
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PAIRS_ARG=""
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PAIR_REMOTE_LIST_URL=""
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# Parse parameters based on whether we have named parameters
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if [ "$HAS_NAMED_PARAMS" = true ]; then
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# 处理命名参数时跳过已解析的参数
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parsed_args=()
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while [ $# -gt 0 ]; do
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case "$1" in
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--start-date | --end-date | --pairs | --pairRemoteList | --strategy | -t | --config)
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parsed_args+=("$1" "$2")
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shift 2
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;;
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*)
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parsed_args+=("$1")
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shift
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;;
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esac
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done
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set -- "${parsed_args[@]}"
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# 使用命名参数解析
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START_DATE_RAW=$(get_param_value "--start-date" "$@")
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END_DATE_RAW=$(get_param_value "--end-date" "$@")
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PAIRS_ARG=$(get_param_value "--pairs" "$@")
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PAIR_REMOTE_LIST_URL=$(get_param_value "--pairRemoteList" "$@")
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STRATEGY_ARG=$(get_param_value "--strategy" "$@")
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if [ -z "$STRATEGY_ARG" ]; then
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STRATEGY_ARG=$(get_param_value "-t" "$@")
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fi
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CONFIG_ARG=$(get_param_value "--config" "$@")
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else
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# Use positional parameter parsing
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if [ $# -gt 0 ]; then
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START_DATE_RAW="$1"
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fi
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if [ $# -gt 1 ]; then
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END_DATE_RAW="$2"
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fi
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# 参数顺序说明
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# 位置参数模式：
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# $0 [开始日期] [结束日期] [策略名] [交易对/URL]
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# 命名参数模式：
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# --start-date=YYYYMMDD --end-date=YYYYMMDD --strategy=NAME --pairs=PAIRS
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# 混合使用位置和命名参数时，命名参数优先
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if [ $# -gt 2 ]; then
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STRATEGY_ARG="$3"
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echo "Detected strategy parameter: $STRATEGY_ARG"
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fi
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# 第4参数处理交易对或URL
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if [ $# -gt 3 ]; then
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FOURTH_PARAM="$4"
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if [[ "$FOURTH_PARAM" == http://* ]] || [[ "$FOURTH_PARAM" == https://* ]]; then
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PAIR_REMOTE_LIST_URL="$FOURTH_PARAM"
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echo "Detected URL parameter: $PAIR_REMOTE_LIST_URL"
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elif [[ "$FOURTH_PARAM" == */USDT ]] || [[ "$FOURTH_PARAM" == */BUSD ]] || [[ "$FOURTH_PARAM" == */USDC ]]; then
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PAIRS_ARG="$FOURTH_PARAM"
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echo "Detected pair parameter: $PAIRS_ARG"
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fi
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fi
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# 增强策略名检测逻辑
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# 增强参数类型校验
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if [ $# -gt 3 ]; then
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FOURTH_PARAM="$4"
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if [[ "$FOURTH_PARAM" =~ ^[0-9]{8}$ ]]; then
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echo "错误：第4个参数应该是交易对或URL，而不是日期"
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exit 1
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elif [[ "$FOURTH_PARAM" == http://* ]] || [[ "$FOURTH_PARAM" == https://* ]]; then
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PAIR_REMOTE_LIST_URL="$FOURTH_PARAM"
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echo "检测到远程交易对列表URL: $PAIR_REMOTE_LIST_URL"
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elif [[ "$FOURTH_PARAM" == */* ]]; then
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PAIRS_ARG="$FOURTH_PARAM"
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echo "检测到交易对参数: $PAIRS_ARG"
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elif [[ "$FOURTH_PARAM" == *.py ]]; then
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echo "警告：策略参数应通过-t或--strategy指定"
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fi
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fi
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fi
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# Set default values if parameters not provided
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if [ -z "$START_DATE_RAW" ]; then
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START_DATE_RAW=$(date -d "2 days ago" +"%Y-%m-%d %H:%M:%S")
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fi
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if [ -z "$END_DATE_RAW" ]; then
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END_DATE_RAW=$(date -d "tomorrow" +"%Y-%m-%d %H:%M:%S")
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fi
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# Parse dates
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# 增强日期格式校验
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if [[ "$START_DATE_RAW" =~ ^[0-9]{8}$ ]]; then
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# 处理YYYYMMDD格式
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START_DATE=$(date -d "${START_DATE_RAW:0:4}-${START_DATE_RAW:4:2}-${START_DATE_RAW:6:2}" +"%s" 2>/dev/null)
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if [ -z "$START_DATE" ]; then
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echo "错误：无效的起始日期格式 $START_DATE_RAW，请使用 YYYY-MM-DD 或 YYYYMMDD"
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exit 1
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fi
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elif [[ "$START_DATE_RAW" == *" "* ]]; then
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START_DATE=$(date -d "$START_DATE_RAW" +"%s" 2>/dev/null)
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if [ -z "$START_DATE" ]; then
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echo "错误：无效的起始日期格式 $START_DATE_RAW"
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exit 1
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fi
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else
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echo "错误：未知的日期格式 $START_DATE_RAW"
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exit 1
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fi
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if [[ "$END_DATE_RAW" == *" "* ]]; then
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END_DATE=$(date -d "$END_DATE_RAW" +"%s")
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else
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END_DATE=$(date -d "${END_DATE_RAW:0:4}-${END_DATE_RAW:4:2}-${END_DATE_RAW:6:2} 00:00:00" +"%s")
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fi
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# 处理交易对参数：优先级为 --pairRemoteList > --pairs > 默认值
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if [ -n "$PAIR_REMOTE_LIST_URL" ]; then
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# 从远程API获取交易对列表
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echo "Fetching pairs from remote URL: $PAIR_REMOTE_LIST_URL"
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pairs_json=$(curl -s "$PAIR_REMOTE_LIST_URL")
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# 检查API响应是否成功
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if [[ $? -ne 0 || -z "$pairs_json" ]]; then
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echo "Error: Failed to fetch pairs from remote URL, using --pairs parameter or default"
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if [ -n "$PAIRS_ARG" ]; then
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PAIRS_FLAG="--pairs $PAIRS_ARG"
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echo "Using pairs from --pairs parameter: $PAIRS_ARG"
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else
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# 使用默认的交易对列表
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DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT DOGE/USDT WCT/USDT TRUMP/USDT SUI/USDT PEPE/USDT TRB/USDT MASK/USDT UNI/USDT KAITO/USDT"
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PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
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echo "Using default pairs: $DEFAULT_PAIRS"
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fi
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else
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# 解析JSON并提取交易对，将连字符替换为斜杠
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remote_pairs=$(echo "$pairs_json" | python3 -c "
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import sys, json
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data = json.load(sys.stdin)
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pairs = [pair.replace('-', '/') for pair in data.get('pairlist', [])]
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print(' '.join(pairs) if pairs else '')")
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# 如果解析成功且有交易对
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if [[ -n "$remote_pairs" ]]; then
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PAIRS_FLAG="--pairs $remote_pairs"
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echo "Successfully fetched $(echo "$remote_pairs" | wc -w) pairs from remote URL"
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echo "Pairs: $remote_pairs"
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else
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echo "Error: Failed to parse or empty pairlist from remote URL, using --pairs parameter or default"
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if [ -n "$PAIRS_ARG" ]; then
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PAIRS_FLAG="--pairs $PAIRS_ARG"
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echo "Using pairs from --pairs parameter: $PAIRS_ARG"
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else
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# 使用默认的交易对列表
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DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT DOGE/USDT WCT/USDT TRUMP/USDT SUI/USDT PEPE/USDT TRB/USDT MASK/USDT UNI/USDT KAITO/USDT"
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PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
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echo "Using default pairs: $DEFAULT_PAIRS"
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fi
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fi
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fi
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elif [ -n "$PAIRS_ARG" ]; then
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# 使用 --pairs 参数提供的交易对
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PAIRS_FLAG="--pairs $PAIRS_ARG"
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echo "Using pairs from --pairs parameter: $PAIRS_ARG"
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else
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# 没有提供任何交易对参数，使用默认值
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DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT DOGE/USDT WCT/USDT TRUMP/USDT SUI/USDT PEPE/USDT TRB/USDT MASK/USDT UNI/USDT KAITO/USDT"
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PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
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echo "No pairs parameter provided, using default pairs: $DEFAULT_PAIRS"
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fi
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# 如果命令行提供了有效的策略参数，覆盖.env文件设置
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if [ -n "$STRATEGY_ARG" ] && [ "$STRATEGY_ARG" != "PARAM_WITHOUT_VALUE" ]; then
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# 策略类名保持不变（如MyStrategy），但文件名使用小写
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STRATEGY_CLASS_NAME="$STRATEGY_ARG"
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STRATEGY_FILE_NAME="$(echo "$STRATEGY_ARG" | tr '[:upper:]' '[:lower:]').py"
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STRATEGY_NAME="$STRATEGY_FILE_NAME"
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echo "Overriding strategy with command line parameter: $STRATEGY_CLASS_NAME"
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echo "Strategy class name: $STRATEGY_CLASS_NAME"
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echo "Strategy file name: $STRATEGY_FILE_NAME"
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# 自动匹配策略对应的配置文件（使用小写）
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STRATEGY_CONFIG_LOWER="$(echo "$STRATEGY_ARG" | tr '[:upper:]' '[:lower:]').json"
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echo "Checking auto-matched config file: freqtrade/templates/$STRATEGY_CONFIG_LOWER"
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# 检查小写配置文件
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if [ -f "../freqtrade/templates/$STRATEGY_CONFIG_LOWER" ]; then
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CONFIG_FILE="$STRATEGY_CONFIG_LOWER"
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echo "Auto-matched config file for strategy: $CONFIG_FILE"
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else
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echo "Warning: Auto-matched config file '$STRATEGY_CONFIG_LOWER' not found in templates directory"
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echo "Available config files in templates directory:"
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ls ../freqtrade/templates/*.json 2>/dev/null | sed 's|.*/||' || echo "No JSON config files found"
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echo "Using current config: $CONFIG_FILE"
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fi
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fi
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# 如果命令行提供了配置参数，覆盖.env文件设置
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if [ -n "$CONFIG_ARG" ]; then
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CONFIG_FILE="$CONFIG_ARG"
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echo "Overriding config with command line parameter: $CONFIG_FILE"
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fi
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# 检查指定的配置文件是否存在，如果不存在则使用默认配置
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echo "Checking config file: freqtrade/templates/$CONFIG_FILE"
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if [ ! -f "../freqtrade/templates/$CONFIG_FILE" ]; then
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echo "Warning: Config file freqtrade/templates/$CONFIG_FILE not found, using default configuration"
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CONFIG_FILE="basic.json"
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else
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echo "Config file found: freqtrade/templates/$CONFIG_FILE"
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fi
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# 最后确认STRATEGY_NAME有值
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if [ -z "$STRATEGY_NAME" ]; then
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echo "Warning: STRATEGY_NAME is empty, using default TheForceV7"
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STRATEGY_NAME="TheForceV7"
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fi
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# 确保STRATEGY_CLASS_NAME有值
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if [ -z "$STRATEGY_CLASS_NAME" ]; then
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echo "Warning: STRATEGY_CLASS_NAME is empty, setting to STRATEGY_NAME value"
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STRATEGY_CLASS_NAME="$STRATEGY_NAME"
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fi
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# 在参数处理完成后输出最终使用的值
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# 显示完整使用帮助
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echo "正确用法示例："
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echo "位置参数模式："
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echo " $0 20230901 20231001 MartinGale BTC/USDT"
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echo "命名参数模式："
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echo " $0 --start-date=20230901 --end-date=20231001 -t MartinGale"
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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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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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rm -f result/*
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PARAMS_NAME=freqaiprimer
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echo "docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \
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--logfile /freqtrade/user_data/logs/freqtrade.log \
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--freqaimodel LightGBMRegressorMultiTarget \
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--strategy $STRATEGY_CLASS_NAME \
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--config /freqtrade/config_examples/$CONFIG_FILE \
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--config /freqtrade/templates/${PARAMS_NAME}.json \
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--enable-protections \
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--strategy-path /freqtrade/templates \
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--timerange ${START_DATE}-${END_DATE} \
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--random-state 19 \
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-e 2500 \
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-j 4 \
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--hyperopt-loss SharpeHyperOptLossDaily \
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--spaces sell \
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--fee 0.001"
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docker-compose run --rm freqtrade hyperopt $PAIRS_FLAG \
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--logfile /freqtrade/user_data/logs/freqtrade.log \
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--freqaimodel LightGBMRegressorMultiTarget \
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--strategy $STRATEGY_CLASS_NAME \
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--config /freqtrade/config_examples/$CONFIG_FILE \
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--config /freqtrade/templates/${PARAMS_NAME}.json \
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--enable-protections \
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--strategy-path /freqtrade/templates \
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--timerange ${START_DATE}-${END_DATE} \
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--random-state 19 \
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-e 2500 \
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-j 24 \
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--hyperopt-loss SharpeHyperOptLossDaily \
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--spaces sell \
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--fee 0.001
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