修改使用未来数据
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jackyu66git
@@ -22,7 +22,9 @@ logger = logging.getLogger(__name__)
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# freqtrade trade -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies
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# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies --timerange=20250901-
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# freqtrade download-data -c ./user_data/Chan/config/ChanLun_BTC_30.json -t 1m --pairs BTC/USDT:USDT --timerange=20250405-
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# freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi stoploss --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/ChanLun_BTC_30.json -e 200 --timerange=20250201-20250401
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# freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/ChanLun_BTC_30.json -e 200 --timerange=20250201-20250901
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# freqtrade edge -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies --timerange 20250721-20250901
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# freqtrade plot-dataframe -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies --timerange 20250721-20250901
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# sudo docker compose run --rm chanlun_btc backtesting -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies --timerange=20250721-
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# sudo docker compose run --rm chanlun_btc download-data -c ./user_data/Chan/config/ChanLun_BTC_30.json --pairs BTC/USDT:USDT -t 1m --timerange 20240101-
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@@ -67,8 +69,8 @@ class ChanLun_BTC_30(IStrategy):
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use_custom_stoploss = True # 启用自定义止损
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trailing_stop = False
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trailing_stop_positive = 0.025
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trailing_stop_positive_offset = 0.045
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trailing_stop_positive = 0.03
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trailing_stop_positive_offset = 0.06
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trailing_only_offset_is_reached = False
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# 关闭分批止盈/仓位调整
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@@ -133,18 +135,8 @@ class ChanLun_BTC_30(IStrategy):
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dataframe_4h['state'] = state_list
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state_list = self.chan.get_klu_state_list(dataframe_1d)
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dataframe_1d['state'] = state_list
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#bi_list_1 = self.chan.get_bi_list(dataframe)
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#bi_list_5 = self.chan.get_bi_list(dataframe_5)
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#bi_list_15 = self.chan.get_bi_list(dataframe_15)
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#bi_list_30 = self.chan.get_bi_list(dataframe_30)
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#bi_list_60 = self.chan.get_bi_list(dataframe_60)
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if self.last_time + timedelta(minutes=1) < datetime.now():
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#self.print_bi(bi_list_1)
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#self.print_bi(bi_list_5)
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#self.print_bi(bi_list_15)
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#self.print_bi(bi_list_30)
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#self.print_bi(bi_list_60)
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self.print_seg(dataframe_5)
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print("-------------------------------------------------------------------------------")
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self.last_time = datetime.now()
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dataframe = resampled_merge(dataframe, dataframe_3)
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@@ -228,9 +220,9 @@ class ChanLun_BTC_30(IStrategy):
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new_entryprice = proposed_rate
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if trade:
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if trade.is_short:
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new_entryprice = proposed_rate - 50
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new_entryprice = proposed_rate - 5
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else:
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new_entryprice = proposed_rate + 50
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new_entryprice = proposed_rate + 5
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return new_entryprice
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def custom_exit_price(self, pair: str, trade: Trade,
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@@ -239,9 +231,9 @@ class ChanLun_BTC_30(IStrategy):
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new_exitprice = proposed_rate
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if trade:
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if trade.is_short:
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new_exitprice = proposed_rate + 50
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new_exitprice = proposed_rate + 5
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else:
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new_exitprice = proposed_rate - 50
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new_exitprice = proposed_rate - 5
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return new_exitprice
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def adjust_trade_position(self, trade: Trade, current_time: datetime,
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@@ -260,6 +252,10 @@ class ChanLun_BTC_30(IStrategy):
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止损 = 开仓价 ± 1 * ATR（开仓时的ATR）。
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多单: 开仓价 - ATR；空单: 开仓价 + ATR。
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"""
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# 保本止损：当浮盈达到或超过 1% 时，将止损提至开仓价
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#if current_profit is not None and current_profit >= 0.14:
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#return stoploss_from_absolute(trade.open_rate, current_rate, is_short=trade.is_short)
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entry_atr = trade.get_custom_data(key="entry_atr")
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if entry_atr is None:
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# 回退：取当前数据的 ATR 估算
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@@ -292,10 +288,10 @@ class ChanLun_BTC_30(IStrategy):
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if dataframe is None or len(dataframe) == 0:
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return False
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last = dataframe.iloc[-1]
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atr_str = 'resample_{}_atr'.format(self.get_ticker_indicator()*self.time30)
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atr_str = 'resample_{}_atr'.format(self.get_ticker_indicator()*self.time60)
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atr_val = float(last.get(atr_str, 0) or 0)
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if atr_val < 0.001:
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logger.info(f"ATR过滤：atr={atr_val:.2f} < 100, 拒绝进场 {pair}")
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#logger.info(f"ATR过滤：atr={atr_val:.2f} < 100, 拒绝进场 {pair}")
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return False
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return True
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except Exception as e:
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@@ -315,15 +311,15 @@ class ChanLun_BTC_30(IStrategy):
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# Obtain pair dataframe (just to show how to access it)
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dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe)
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last_candle = dataframe.iloc[-1].squeeze()
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atr_str = 'resample_{}_atr'.format(self.get_ticker_indicator()*self.time30)
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atr_str = 'resample_{}_atr'.format(self.get_ticker_indicator()*self.time60)
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# 保存开仓时的ATR值用于止损计算
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if (trade.nr_of_successful_entries == 1) and (order.ft_order_side == trade.entry_side):
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entry_atr = last_candle[atr_str] * 4
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trade.set_custom_data(key="entry_atr", value=entry_atr)
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logger.info(f"保存开仓时ATR值: {entry_atr}")
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#logger.info(f"保存开仓时ATR值: {entry_atr}")
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return None
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def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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shift_time = self.time30
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shift_time = self.time60
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state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*shift_time)
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dataframe.loc[
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@@ -338,19 +334,19 @@ class ChanLun_BTC_30(IStrategy):
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['enter_short', 'enter_tag']] = (1, 'short_30')
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return dataframe
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def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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shift_time = self.time30
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shift_time = self.time60
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state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*shift_time)
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dataframe.loc[
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(
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(dataframe[state_str].shift(shift_time) == "20")
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),
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['exit_long', 'exit_tag']] = (1, 'long_close_15')
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['exit_long', 'exit_tag']] = (1, 'long_close_30')
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dataframe.loc[
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(
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(dataframe[state_str].shift(shift_time) == "-20")
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),
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['exit_short', 'exit_tag']] = (1, 'short_close_15')
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['exit_short', 'exit_tag']] = (1, 'short_close_30')
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return dataframe
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def leverage(self, pair: str, current_time: datetime, current_rate: float,
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proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str,
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