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本地测试和本地实盘测试分开配置，需要加载startup candles才能得到ema26和ema52数据

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This commit is contained in:
jackyu66git
2026-02-27 12:10:05 +08:00
parent eb039e9987
commit a7ab32133b
2 changed files with 98 additions and 8 deletions
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config/Local_Test.json
+83
View File
@@ -0,0 +1,83 @@
{
"$schema": "https://schema.freqtrade.io/schema.json",
"max_open_trades": 1,
"stake_currency": "USDT",
"stake_amount": "unlimited",
"tradable_balance_ratio": 0.99,
"fiat_display_currency": "USD",
"dry_run": true,
"db_url": "sqlite:///tradesv3.ema26_ema52_cross.sqlite",
"dry_run_wallet": 1000,
"cancel_open_orders_on_exit": true,
"trading_mode": "futures",
"margin_mode": "isolated",
"can_short" : true,
"timeframe" : "1m",
"process_only_new_candles" : false,
"unfilledtimeout": {
"entry": 1,
"exit": 1,
"exit_timeout_count": 5,
"unit": "minutes"
},
"entry_pricing": {
"price_side": "same",
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"exit_pricing":{
"price_side": "same",
"use_order_book": true,
"order_book_top": 1
},
"exchange": {
"name": "binance",
"key": "hvoXanRExQvcN4tyGFvEnsSF4gqxXp6ZJnBu5lnhvlVuHaDbj2PhLBQGCLkkyeI8",
"secret": "3UKA2oyDj7OoXrausmnaLwLlNfXmlNf2imBdmQqqKHArcJfk6X9xjaUF19wzu82l",
"ccxt_config": {},
"ccxt_async_config": {},
"pair_whitelist": [
"SOL/USDT:USDT"
],
"pair_blacklist": [
"BNB/.*"
]
},
"pairlists": [
{
"method": "StaticPairList",
"number_assets": 1,
"sort_key": "quoteVolume",
"min_value": 0,
"refresh_period": 1800
}
],
"telegram": {
"enabled": false,
"token": "7677670958:AAFL_jgZvNUTPR3R3vWieREX_tDVi9w2C1Y",
"chat_id": "580807463"
},
"api_server": {
"enabled": true,
"listen_ip_address": "0.0.0.0",
"listen_port": 8821,
"verbosity": "error",
"enable_openapi": false,
"jwt_secret_key": "14d3510740e2c39a973a8895f1aa2704d98d08b86170260085709fa5ea48251d",
"ws_token": "dtKKDnafBrX4icq_ZCw7acJTahTK4h_yvg",
"CORS_origins": [],
"username": "freqtrader",
"password": "FreqTrade007"
},
"bot_name": "freqtrade",
"initial_state": "running",
"force_entry_enable": false,
"internals": {
"process_throttle_secs": 2
}
}
strategies/EMA26_EMA52_Cross.py
+15 -8
View File
@@ -22,13 +22,13 @@ logger = logging.getLogger(__name__)
### Now you can use logger.info('asfd') to log
# freqtrade plot-dataframe --strategy ChanLun_BTC --datadir user_data/data/binance -c ./user_data/ChanLun_SOL_30.json --timerange=20250309-
# freqtrade trade -c ./user_data/Chan/config/EMA26_EMA52_Cross.json --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies
# freqtrade backtesting -c ./user_data/Chan/config/EMA26_EMA52_Cross.json --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies --timerange=20260101-
# freqtrade download-data -c ./user_data/Chan/config/EMA26_EMA52_Cross.json -t 1m 1m 1h 1d 1w 1M --pairs SOL/USDT:USDT --timerange=20240101-
# freqtrade download-data -c ./user_data/Chan/config/EMA26_EMA52_Cross.json -t 1m 1h 1d 1M --pairs SOL/USDT:USDT --timerange=20170101-
# freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/EMA26_EMA52_Cross.json -e 200 --timerange=20250201-20250901
# freqtrade edge -c ./user_data/Chan/config/EMA26_EMA52_Cross.json --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies --timerange 20250721-20250901
# freqtrade plot-dataframe -c ./user_data/Chan/config/EMA26_EMA52_Cross.json --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies --timerange 20250721-20250901
# freqtrade trade -c ./user_data/Chan/config/Local_Test.json --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies
# freqtrade backtesting -c ./user_data/Chan/config/Local_Test.json --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies --timerange=20260101-
# freqtrade download-data -c ./user_data/Chan/config/Local_Test.json -t 1m 1h 1d 1w 1M --pairs SOL/USDT:USDT --timerange=20240101-
# freqtrade download-data -c ./user_data/Chan/config/Local_Test.json -t 1m 1h 1d 1M --pairs SOL/USDT:USDT --timerange=20170101-
# freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/Local_Test.json -e 200 --timerange=20250201-20250901
# freqtrade edge -c ./user_data/Chan/config/Local_Test.json --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies --timerange 20250721-20250901
# freqtrade plot-dataframe -c ./user_data/Chan/config/Local_Test.json --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies --timerange 20250721-20250901
# sudo docker compose run --rm chanlun_btc backtesting -c ./user_data/Chan/config/EMA26_EMA52_Cross.json --strategy EMA26_EMA52_Cross --strategy-path ./user_data/Chan/strategies --timerange=20250721-
# sudo docker compose run --rm chanlun_btc download-data -c ./user_data/Chan/config/EMA26_EMA52_Cross.json --pairs BTC/USDT:USDT -t 1m --timerange 20240101-
@@ -72,7 +72,7 @@ class EMA26_EMA52_Cross(IStrategy):
lev = 1.0
stoploss = -0.3 # 设置为很大的负值，让custom_stoploss来控制
use_custom_stoploss = False # 启用自定义止损
startup_candle_count = 1600
trailing_stop = False
trailing_stop_positive = 0.03
trailing_stop_positive_offset = 0.06
@@ -88,6 +88,7 @@ class EMA26_EMA52_Cross(IStrategy):
dataframe_15m = self.add_indicators(dataframe_15m)
dataframe_30m = self.add_indicators(dataframe_30m)
dataframe_60m = self.add_indicators(dataframe_60m)
dataframe = self.add_indicators(dataframe)
dataframe = resampled_merge(dataframe, dataframe_15m)
dataframe = resampled_merge(dataframe, dataframe_30m)
dataframe = resampled_merge(dataframe, dataframe_60m)
@@ -150,6 +151,9 @@ class EMA26_EMA52_Cross(IStrategy):
time = self.time30
cross_up = 'resample_{}_ema26_cross_up_52'.format(self.get_ticker_indicator() * time)
cross_down = 'resample_{}_ema26_cross_down_52'.format(self.get_ticker_indicator() * time)
#time = 1
#cross_up = 'ema26_cross_up_52'
#cross_down = 'ema26_cross_down_52'
dataframe.loc[
(dataframe[cross_up].shift(time) == True),
['enter_long', 'enter_tag']] = (1, 'long_signal')
@@ -161,6 +165,9 @@ class EMA26_EMA52_Cross(IStrategy):
time = self.time30
cross_up = 'resample_{}_ema26_cross_up_52'.format(self.get_ticker_indicator() * time)
cross_down = 'resample_{}_ema26_cross_down_52'.format(self.get_ticker_indicator() * time)
#time = 1
#cross_up = 'ema26_cross_up_52'
#cross_down = 'ema26_cross_down_52'
dataframe.loc[
(dataframe[cross_down].shift(time) == True),
['exit_long', 'exit_tag']] = (1, 'long_signal')