437 lines
42 KiB
Plaintext
437 lines
42 KiB
Plaintext
Creating freqtrade_freqtrade_run ...
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Creating freqtrade_freqtrade_run ... done
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2025-05-01 04:27:17,240 - freqtrade - INFO - freqtrade 2025.3
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2025-05-01 04:27:17,468 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
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2025-05-01 04:27:18,889 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
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2025-05-01 04:27:18,891 - freqtrade.loggers - INFO - Enabling colorized output.
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2025-05-01 04:27:18,891 - root - INFO - Logfile configured
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2025-05-01 04:27:18,892 - freqtrade.loggers - INFO - Verbosity set to 0
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2025-05-01 04:27:18,892 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
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2025-05-01 04:27:18,892 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
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2025-05-01 04:27:18,893 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250420 ...
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2025-05-01 04:27:18,909 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
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2025-05-01 04:27:18,910 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
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2025-05-01 04:27:18,910 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
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2025-05-01 04:27:18,911 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250420
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2025-05-01 04:27:18,911 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
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2025-05-01 04:27:18,912 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
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2025-05-01 04:27:18,918 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
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2025-05-01 04:27:18,918 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2025-05-01 04:27:18,918 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-01 04:27:18,920 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
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2025-05-01 04:27:18,921 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2025-05-01 04:27:18,921 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.69
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2025-05-01 04:27:18,922 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
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2025-05-01 04:27:18,927 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
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2025-05-01 04:27:18,933 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
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2025-05-01 04:27:21,480 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
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2025-05-01 04:27:21,502 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
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2025-05-01 04:27:21,503 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
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2025-05-01 04:27:21,503 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
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2025-05-01 04:27:21,504 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
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2025-05-01 04:27:21,504 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2025-05-01 04:27:21,504 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
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2025-05-01 04:27:21,505 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
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2025-05-01 04:27:21,505 - 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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2025-05-01 04:27:21,505 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
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2025-05-01 04:27:21,506 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
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2025-05-01 04:27:21,506 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
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2025-05-01 04:27:21,506 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
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2025-05-01 04:27:21,506 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
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2025-05-01 04:27:21,507 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
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2025-05-01 04:27:21,507 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
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2025-05-01 04:27:21,507 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
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2025-05-01 04:27:21,508 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
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2025-05-01 04:27:21,508 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
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2025-05-01 04:27:21,508 - 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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2025-05-01 04:27:21,508 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
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2025-05-01 04:27:21,509 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
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2025-05-01 04:27:21,509 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
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2025-05-01 04:27:21,509 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
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2025-05-01 04:27:21,510 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
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2025-05-01 04:27:21,510 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
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2025-05-01 04:27:21,510 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
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2025-05-01 04:27:21,510 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
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2025-05-01 04:27:21,511 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
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2025-05-01 04:27:21,511 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
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2025-05-01 04:27:21,511 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
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2025-05-01 04:27:21,511 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
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2025-05-01 04:27:21,512 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
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2025-05-01 04:27:21,512 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
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2025-05-01 04:27:21,512 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-01 04:27:21,516 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
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2025-05-01 04:27:21,522 - freqtrade.optimize.backtesting - INFO - Using fee 0.1500% - worst case fee from exchange (lowest tier).
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2025-05-01 04:27:21,523 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
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2025-05-01 04:27:21,524 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 14450 ...
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2025-05-01 04:27:21,658 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-03-01 21:30:00 up to 2025-04-20 00:00:00 (49 days).
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2025-05-01 04:27:21,658 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
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2025-05-01 04:27:21,659 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
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2025-05-01 04:27:23,258 - matplotlib.font_manager - INFO - generated new fontManager
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2025-05-01 04:27:23,463 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
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2025-05-01 04:27:23,463 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
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2025-05-01 04:27:23,464 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
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2025-05-01 04:27:23,464 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['BTC/USDT', 'SOL/USDT']
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2025-05-01 04:27:23,465 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
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2025-05-01 04:27:23,465 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
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2025-05-01 04:27:23,466 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
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2025-05-01 04:27:23,468 - FreqaiExampleStrategy - INFO - 处理交易对：BTC/USDT
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2025-05-01 04:27:23,470 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
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2025-05-01 04:27:23,471 - freqtrade.freqai.freqai_interface - INFO - Training BTC/USDT, 1/2 pairs from 2025-03-02 00:00:00 to 2025-04-01 00:00:00, 1/2 trains
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2025-05-01 04:27:23,471 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
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/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1743465600_prediction.feather
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2025-05-01 04:27:23,486 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:23,502 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:23,519 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:23,570 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
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2025-05-01 04:27:23,571 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
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2025-05-01 04:27:23,623 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:23,635 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:23,647 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:23,688 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
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2025-05-01 04:27:23,689 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
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2025-05-01 04:27:23,711 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:23,721 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:23,729 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:23,803 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
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2025-05-01 04:27:23,804 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
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2025-05-01 04:27:23,869 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:23,884 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:23,901 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:23,965 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
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2025-05-01 04:27:23,965 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
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2025-05-01 04:27:24,005 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:24,016 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:24,027 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:24,081 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
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2025-05-01 04:27:24,082 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
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2025-05-01 04:27:24,104 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:24,113 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:24,122 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
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2025-05-01 04:27:24,176 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
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2025-05-01 04:27:24,182 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
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2025-05-01 04:27:24,185 - FreqaiExampleStrategy - INFO - 目标列预览：
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up_or_down &-buy_rsi
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0 0.007116 50.010488
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1 0.005291 50.010488
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2 0.004416 50.010488
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3 0.002082 50.010488
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4 0.001904 50.010488
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2025-05-01 04:27:24,192 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
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2025-05-01 04:27:24,198 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
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2025-05-01 04:27:24,200 - FreqaiExampleStrategy - INFO - 目标列预览：
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up_or_down &-buy_rsi
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0 0.007116 49.846666
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1 0.005291 49.846666
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2 0.004416 49.846666
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3 0.002082 49.846666
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4 0.001904 49.846666
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2025-05-01 04:27:24,211 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600
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2025-05-01 04:27:24,212 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
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2025-05-01 04:27:24,234 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
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2025-05-01 04:27:24,235 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
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2025-05-01 04:27:24,253 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
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2025-05-01 04:27:24,254 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
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/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning: [04:27:24] WARNING: /workspace/src/learner.cc:740:
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Parameters: { "verbose" } are not used.
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warnings.warn(smsg, UserWarning)
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[99] validation_0-rmse:0.13679 validation_1-rmse:0.11901
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2025-05-01 04:27:26,288 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (2.08 secs) --------------------
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/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
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[04:27:26] WARNING: /workspace/src/learner.cc:740:
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Parameters: { "verbose" } are not used.
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2025-05-01 04:27:26,516 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600--buy_rsi.html
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2025-05-01 04:27:26,517 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
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2025-05-01 04:27:26,539 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
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2025-05-01 04:27:26,546 - freqtrade.freqai.freqai_interface - INFO - Training BTC/USDT, 1/2 pairs from 2025-03-12 00:00:00 to 2025-04-11 00:00:00, 2/2 trains
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2025-05-01 04:27:26,547 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
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/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1744329600_prediction.feather
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2025-05-01 04:27:26,553 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
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2025-05-01 04:27:26,559 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
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2025-05-01 04:27:26,560 - FreqaiExampleStrategy - INFO - 目标列预览：
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up_or_down &-buy_rsi
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0 0.007116 49.846666
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1 0.005291 49.846666
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2 0.004416 49.846666
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3 0.002082 49.846666
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4 0.001904 49.846666
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2025-05-01 04:27:26,570 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
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2025-05-01 04:27:26,576 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
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2025-05-01 04:27:26,577 - FreqaiExampleStrategy - INFO - 目标列预览：
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up_or_down &-buy_rsi
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0 0.007116 50.074781
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1 0.005291 50.074781
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2 0.004416 50.074781
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3 0.002082 50.074781
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4 0.001904 50.074781
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2025-05-01 04:27:26,585 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600
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2025-05-01 04:27:26,585 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
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2025-05-01 04:27:26,603 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
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2025-05-01 04:27:26,603 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
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2025-05-01 04:27:26,621 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
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2025-05-01 04:27:26,621 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
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/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
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[04:27:26] WARNING: /workspace/src/learner.cc:740:
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Parameters: { "verbose" } are not used.
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[99] validation_0-rmse:0.13376 validation_1-rmse:0.11638
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2025-05-01 04:27:28,783 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (2.20 secs) --------------------
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/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
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[04:27:28] WARNING: /workspace/src/learner.cc:740:
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Parameters: { "verbose" } are not used.
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2025-05-01 04:27:28,818 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600--buy_rsi.html
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2025-05-01 04:27:28,818 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
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2025-05-01 04:27:28,840 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||
2025-05-01 04:27:28,899 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=39.26145316407591, sell_rsi=59.26145316407591, stoploss=-0.15, trailing_stop_positive=0.05
|
||
2025-05-01 04:27:28,943 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||
up_or_down
|
||
1 11845
|
||
0 11726
|
||
2025-05-01 04:27:28,944 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||
do_predict
|
||
0.0 14451
|
||
1.0 9120
|
||
2025-05-01 04:27:28,947 - FreqaiExampleStrategy - INFO - 处理交易对：SOL/USDT
|
||
2025-05-01 04:27:28,949 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||
2025-05-01 04:27:28,950 - freqtrade.freqai.freqai_interface - INFO - Training SOL/USDT, 2/2 pairs from 2025-03-02 00:00:00 to 2025-04-01 00:00:00, 1/2 trains
|
||
2025-05-01 04:27:28,951 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1743465600_prediction.feather
|
||
2025-05-01 04:27:28,962 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:28,974 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:28,988 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,022 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||
2025-05-01 04:27:29,022 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||
2025-05-01 04:27:29,075 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,086 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,097 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,128 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||
2025-05-01 04:27:29,129 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||
2025-05-01 04:27:29,151 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,159 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,168 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,228 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||
2025-05-01 04:27:29,229 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
|
||
2025-05-01 04:27:29,283 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,296 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,310 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,367 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,378 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,388 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,442 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,451 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,459 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,535 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,548 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,561 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,630 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,640 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,651 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,735 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,743 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,751 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||
2025-05-01 04:27:29,827 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||
2025-05-01 04:27:29,832 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
|
||
2025-05-01 04:27:29,834 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||
up_or_down &-buy_rsi
|
||
0 0.016595 49.72136
|
||
1 0.012811 49.72136
|
||
2 0.010135 49.72136
|
||
3 0.008514 49.72136
|
||
4 0.006242 49.72136
|
||
2025-05-01 04:27:29,844 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||
2025-05-01 04:27:29,850 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||
2025-05-01 04:27:29,851 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||
up_or_down &-buy_rsi
|
||
0 0.016595 49.562407
|
||
1 0.012811 49.562407
|
||
2 0.010135 49.562407
|
||
3 0.008514 49.562407
|
||
4 0.006242 49.562407
|
||
2025-05-01 04:27:29,863 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600
|
||
2025-05-01 04:27:29,864 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||
2025-05-01 04:27:29,893 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||
2025-05-01 04:27:29,894 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
|
||
2025-05-01 04:27:29,919 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||
2025-05-01 04:27:29,919 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||
|
||
[04:27:30] WARNING: /workspace/src/learner.cc:740:
|
||
Parameters: { "verbose" } are not used.
|
||
|
||
|
||
[99] validation_0-rmse:0.11848 validation_1-rmse:0.10165
|
||
2025-05-01 04:27:33,175 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (3.31 secs) --------------------
|
||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||
|
||
[04:27:33] WARNING: /workspace/src/learner.cc:740:
|
||
Parameters: { "verbose" } are not used.
|
||
|
||
|
||
2025-05-01 04:27:33,208 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600--buy_rsi.html
|
||
2025-05-01 04:27:33,209 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||
2025-05-01 04:27:33,246 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||
2025-05-01 04:27:33,254 - freqtrade.freqai.freqai_interface - INFO - Training SOL/USDT, 2/2 pairs from 2025-03-12 00:00:00 to 2025-04-11 00:00:00, 2/2 trains
|
||
2025-05-01 04:27:33,255 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1744329600_prediction.feather
|
||
2025-05-01 04:27:33,265 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||
2025-05-01 04:27:33,270 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||
2025-05-01 04:27:33,272 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||
up_or_down &-buy_rsi
|
||
0 0.016595 49.562407
|
||
1 0.012811 49.562407
|
||
2 0.010135 49.562407
|
||
3 0.008514 49.562407
|
||
4 0.006242 49.562407
|
||
2025-05-01 04:27:33,283 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||
2025-05-01 04:27:33,289 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
|
||
2025-05-01 04:27:33,290 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||
up_or_down &-buy_rsi
|
||
0 0.016595 49.934347
|
||
1 0.012811 49.934347
|
||
2 0.010135 49.934347
|
||
3 0.008514 49.934347
|
||
4 0.006242 49.934347
|
||
2025-05-01 04:27:33,300 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600
|
||
2025-05-01 04:27:33,300 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||
2025-05-01 04:27:33,322 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||
2025-05-01 04:27:33,323 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
|
||
2025-05-01 04:27:33,349 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||
2025-05-01 04:27:33,349 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||
|
||
[04:27:33] WARNING: /workspace/src/learner.cc:740:
|
||
Parameters: { "verbose" } are not used.
|
||
|
||
|
||
[99] validation_0-rmse:0.12679 validation_1-rmse:0.11178
|
||
2025-05-01 04:27:36,303 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (3.00 secs) --------------------
|
||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||
|
||
[04:27:36] WARNING: /workspace/src/learner.cc:740:
|
||
Parameters: { "verbose" } are not used.
|
||
|
||
|
||
2025-05-01 04:27:36,337 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600--buy_rsi.html
|
||
2025-05-01 04:27:36,338 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||
2025-05-01 04:27:36,372 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||
2025-05-01 04:27:36,441 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=50.0, sell_rsi=70.0, stoploss=-0.15, trailing_stop_positive=0.05
|
||
2025-05-01 04:27:36,503 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||
up_or_down
|
||
0 11865
|
||
1 11706
|
||
2025-05-01 04:27:36,504 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||
do_predict
|
||
0.0 14451
|
||
1.0 9120
|
||
2025-05-01 04:27:36,512 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-20 00:00:00 (19 days).
|
||
2025-05-01 04:27:36,517 - 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。
|
||
2025-05-01 04:27:36,519 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||
2025-05-01 04:27:36,549 - 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。
|
||
2025-05-01 04:27:36,551 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||
2025-05-01 04:27:37,138 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-01_04-27-37.meta.json"
|
||
Result for strategy FreqaiExampleStrategy
|
||
BACKTESTING REPORT
|
||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||
│ BTC/USDT │ 17 │ 0.03 │ 0.801 │ 0.08 │ 11:49:00 │ 2 15 0 100 │
|
||
│ SOL/USDT │ 13 │ -0.93 │ -18.095 │ -1.81 │ 8:54:00 │ 5 7 1 38.5 │
|
||
│ TOTAL │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │
|
||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||
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 │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │
|
||
│ TOTAL │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │
|
||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||
EXIT REASON STATS
|
||
┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||
┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||
│ roi │ 29 │ 0.12 │ 5.235 │ 0.52 │ 9:21:00 │ 7 22 0 100 │
|
||
│ trailing_stop_loss │ 1 │ -15.0 │ -22.529 │ -2.25 │ 1 day, 21:45:00 │ 0 0 1 0 │
|
||
│ TOTAL │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │
|
||
└────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
|
||
MIXED TAG STATS
|
||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||
│ ('long', 'roi') │ │ 29 │ 0.12 │ 5.235 │ 0.52 │ 9:21:00 │ 7 22 0 100 │
|
||
│ ('long', 'trailing_stop_loss') │ │ 1 │ -15.0 │ -22.529 │ -2.25 │ 1 day, 21:45:00 │ 0 0 1 0 │
|
||
│ TOTAL │ │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │
|
||
└────────────────────────────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
|
||
SUMMARY METRICS
|
||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||
┃ Metric ┃ Value ┃
|
||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
|
||
│ Backtesting from │ 2025-04-01 00:00:00 │
|
||
│ Backtesting to │ 2025-04-20 00:00:00 │
|
||
│ Trading Mode │ Spot │
|
||
│ Max open trades │ 2 │
|
||
│ │ │
|
||
│ Total/Daily Avg Trades │ 30 / 1.58 │
|
||
│ Starting balance │ 1000 USDT │
|
||
│ Final balance │ 982.706 USDT │
|
||
│ Absolute profit │ -17.294 USDT │
|
||
│ Total profit % │ -1.73% │
|
||
│ CAGR % │ -28.48% │
|
||
│ Sortino │ -100.00 │
|
||
│ Sharpe │ -4.24 │
|
||
│ Calmar │ -77.19 │
|
||
│ SQN │ -0.76 │
|
||
│ Profit factor │ 0.23 │
|
||
│ Expectancy (Ratio) │ -0.58 (-0.76) │
|
||
│ Avg. daily profit % │ -0.09% │
|
||
│ Avg. stake amount │ 150 USDT │
|
||
│ Total trade volume │ 9009.677 USDT │
|
||
│ │ │
|
||
│ Best Pair │ BTC/USDT 0.08% │
|
||
│ Worst Pair │ SOL/USDT -1.81% │
|
||
│ Best trade │ SOL/USDT 1.41% │
|
||
│ Worst trade │ SOL/USDT -15.00% │
|
||
│ Best day │ 2.151 USDT │
|
||
│ Worst day │ -22.529 USDT │
|
||
│ Days win/draw/lose │ 4 / 14 / 1 │
|
||
│ Avg. Duration Winners │ 0:51:00 │
|
||
│ Avg. Duration Loser │ 1 day, 21:45:00 │
|
||
│ Max Consecutive Wins / Loss │ 3 / 11 │
|
||
│ Rejected Entry signals │ 0 │
|
||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||
│ │ │
|
||
│ Min balance │ 977.471 USDT │
|
||
│ Max balance │ 1000 USDT │
|
||
│ Max % of account underwater │ 2.25% │
|
||
│ Absolute Drawdown (Account) │ 2.25% │
|
||
│ Absolute Drawdown │ 22.529 USDT │
|
||
│ Drawdown high │ 0 USDT │
|
||
│ Drawdown low │ -22.529 USDT │
|
||
│ Drawdown Start │ 2025-04-01 14:54:00 │
|
||
│ Drawdown End │ 2025-04-06 23:15:00 │
|
||
│ Market change │ -0.80% │
|
||
└─────────────────────────────┴─────────────────────┘
|
||
|
||
Backtested 2025-04-01 00:00:00 -> 2025-04-20 00:00:00 | Max open trades : 2
|
||
STRATEGY SUMMARY
|
||
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┓
|
||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━┩
|
||
│ FreqaiExampleStrategy │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │ 22.529 USDT 2.25% │
|
||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴────────────────────┘
|