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添加新的策略

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This commit is contained in:
jackyu66git
2026-03-06 22:08:24 +08:00
parent d8f2269a49
commit d2107db6c0
19 changed files with 2712 additions and 19 deletions
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config/FreqAI_Test.json
+123
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@@ -0,0 +1,123 @@
{
"$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.freqai_sol.sqlite",
"dry_run_wallet": 1000,
"cancel_open_orders_on_exit": true,
"trading_mode": "futures",
"margin_mode": "isolated",
"can_short": true,
"timeframe": "5m",
"process_only_new_candles": true,
"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": "",
"secret": "",
"ccxt_config": {},
"ccxt_async_config": {},
"pair_whitelist": [
"SOL/USDT:USDT"
],
"pair_blacklist": [
"BNB/.*"
]
},
"pairlists": [
{
"method": "StaticPairList"
}
],
"freqai": {
"enabled": true,
"purge_old_models": 2,
"train_period_days": 10,
"backtest_period_days": 7,
"live_retrain_hours": 1,
"identifier": "sol_futures_lgbm_v1",
"feature_parameters": {
"include_timeframes": [
"5m",
"15m"
],
"include_corr_pairlist": [
"BTC/USDT:USDT"
],
"label_period_candles": 12,
"include_shifted_candles": 1,
"DI_threshold": 0.9,
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": true,
"indicator_periods_candles": [
14
],
"plot_feature_importances": 0
},
"data_split_parameters": {
"test_size": 0.15,
"random_state": 42
},
"model_training_parameters": {
"n_estimators": 300,
"learning_rate": 0.05,
"max_depth": 5,
"num_leaves": 31,
"min_child_samples": 20,
"subsample": 0.8,
"colsample_bytree": 0.8,
"reg_alpha": 0.1,
"reg_lambda": 0.1,
"n_jobs": 1,
"verbosity": -1
}
},
"telegram": {
"enabled": false,
"token": "",
"chat_id": ""
},
"api_server": {
"enabled": true,
"listen_ip_address": "0.0.0.0",
"listen_port": 8822,
"verbosity": "error",
"enable_openapi": false,
"jwt_secret_key": "14d3510740e2c39a973a8895f1aa2704d98d08b86170260085709fa5ea48251d",
"ws_token": "dtKKDnafBrX4icq_ZCw7acJTahTK4h_yvg",
"CORS_origins": [],
"username": "freqtrader",
"password": "FreqTrade007"
},
"bot_name": "freqai_sol",
"initial_state": "running",
"force_entry_enable": false,
"internals": {
"process_throttle_secs": 5
}
}
config/Local_Test.json
+4 -4
View File
@@ -11,9 +11,9 @@
"cancel_open_orders_on_exit": true,
"trading_mode": "futures",
"margin_mode": "isolated",
"timeframe": "1m",
"can_short" : true,
"timeframe" : "1m",
"process_only_new_candles" : false,
"process_only_new_candles" : true,
"unfilledtimeout": {
"entry": 1,
"exit": 1,
@@ -21,7 +21,7 @@
"unit": "minutes"
},
"entry_pricing": {
"price_side": "same",
"price_side": "other",
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0,
@@ -31,7 +31,7 @@
}
},
"exit_pricing":{
"price_side": "same",
"price_side": "other",
"use_order_book": true,
"order_book_top": 1
},
config/SOL5m.json
+81
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@@ -0,0 +1,81 @@
{
"$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.sol5m.sqlite",
"dry_run_wallet": 1000,
"cancel_open_orders_on_exit": true,
"trading_mode": "futures",
"margin_mode": "isolated",
"can_short": true,
"unfilledtimeout": {
"entry": 1,
"exit": 1,
"exit_timeout_count": 5,
"unit": "minutes"
},
"entry_pricing": {
"price_side": "other",
"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": "other",
"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": 8822,
"verbosity": "error",
"enable_openapi": false,
"jwt_secret_key": "14d3510740e2c39a973a8895f1aa2704d98d08b86170260085709fa5ea48251d",
"ws_token": "dtKKDnafBrX4icq_ZCw7acJTahTK4h_yvg",
"CORS_origins": [],
"username": "freqtrader",
"password": "FreqTrade007"
},
"bot_name": "SOL5m",
"initial_state": "running",
"force_entry_enable": false,
"internals": {
"process_throttle_secs": 5
}
}