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jackyu66git
2025-05-26 19:54:07 +08:00
parent 0cc19132eb
commit 0754b5ae59
25 changed files with 1076 additions and 1103 deletions
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strategies/ChanLun_BTC_15.py
+35 -14
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@@ -21,13 +21,13 @@ logger = logging.getLogger(__name__)
# freqtrade plot-dataframe --strategy ChanLun_BTC_15 --datadir user_data/data/binance -c ./user_data/ChanLun_SOL_15.json --timerange=20250309-
# freqtrade trade -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies
# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies --timerange=20250416-
# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies --timerange=20250525-
# freqtrade download-data -c ./user_data/Chan/config/ChanLun_BTC_15.json -t 1m --pairs BTC/USDT:USDT --timerange=20250405-
# freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi stoploss --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/ChanLun_BTC_15.json -e 200 --timerange=20250201-20250401
# sudo docker compose run --rm chan_btc backtesting -c ./user_data/Chan/config/ChanLun_SOL.json --strategy ChanLun_SOL --strategy-path ./user_data/Chan/strategies --timerange=20250101-
# sudo docker compose run --rm chan_btc download-data -c ./user_data/Chan/config/ChanLun_BTC_15.json --pairs BTC/USDT:USDT -t 1m --timerange 20240101-
# sudo docker compose run --rm chan_btc trade -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies
# sudo docker compose run --rm chanlun_btc backtesting -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies --timerange=20250525-
# sudo docker compose run --rm chanlun_btc download-data -c ./user_data/Chan/config/ChanLun_BTC_15.json --pairs BTC/USDT:USDT -t 1m --timerange 20240101-
# sudo docker compose run --rm chanlun_btc trade -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies
class ChanLun_BTC_15(IStrategy):
INTERFACE_VERSION: int = 3
@@ -35,7 +35,7 @@ class ChanLun_BTC_15(IStrategy):
# This attribute will be overridden if the config file contains "minimal_roi"
# 30m and 1h
minimal_roi = {
"0": 0.30,
"0": 0.60,
"360": 0.2,
"640": 0.1,
"1200": 0
@@ -61,7 +61,7 @@ class ChanLun_BTC_15(IStrategy):
"3600": 0
}
can_short = True
lev = 20.0
lev = 50.0
stoploss = -0.3
trailing_stop = False
trailing_stop_positive = 0.025
@@ -147,14 +147,35 @@ class ChanLun_BTC_15(IStrategy):
# 填充缺失值（前N根K线）
df['volume_ratio'] = df['volume_ratio'].fillna(1.0)
return df['volume_ratio']
def custom_entry_price(self, pair: str, trade: Trade | None, current_time: datetime, proposed_rate: float,
entry_tag: str | None, side: str, **kwargs) -> float:
new_entryprice = proposed_rate
if trade:
if trade.is_short:
new_entryprice = proposed_rate - 50
else:
new_entryprice = proposed_rate + 50
return new_entryprice
def custom_exit_price(self, pair: str, trade: Trade,
current_time: datetime, proposed_rate: float,
current_profit: float, exit_tag: str | None, **kwargs) -> float:
new_exitprice = proposed_rate
if trade:
if trade.is_short:
new_exitprice = proposed_rate + 50
else:
new_exitprice = proposed_rate - 50
return new_exitprice
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*self.time5)
fx_str = 'resample_{}_fx'.format(self.get_ticker_indicator()*self.time5)
dataframe.loc[
(
#(dataframe['state'] == "-30")
(dataframe[state_str].shift(self.time5*2) > 1.0) &
(dataframe[fx_str].shift(self.time5*2) == -1)
(dataframe[state_str].shift(self.time5) > 1.0) &
(dataframe[fx_str].shift(self.time5) == -1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "-10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10")
@@ -164,8 +185,8 @@ class ChanLun_BTC_15(IStrategy):
dataframe.loc[
(
#(dataframe['state'] == "-30")
(dataframe[state_str].shift(self.time5*2) > 1.0) &
(dataframe[fx_str].shift(self.time5*2) == 1)
(dataframe[state_str].shift(self.time5) > 1.0) &
(dataframe[fx_str].shift(self.time5) == 1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "-10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10")
@@ -179,8 +200,8 @@ class ChanLun_BTC_15(IStrategy):
dataframe.loc[
(
#(dataframe['state']== "30")
(dataframe[state_str].shift(self.time5*2) > 1.0) &
(dataframe[fx_str].shift(self.time5*2) == 1)
(dataframe[state_str].shift(self.time5) > 1.0) &
(dataframe[fx_str].shift(self.time5) == 1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10")
),
@@ -188,8 +209,8 @@ class ChanLun_BTC_15(IStrategy):
dataframe.loc[
(
#(dataframe['state']== "30")
(dataframe[state_str].shift(self.time5*2) > 1.0) &
(dataframe[fx_str].shift(self.time5*2) == -1)
(dataframe[state_str].shift(self.time5) > 1.0) &
(dataframe[fx_str].shift(self.time5) == -1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10")
),