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添加策略开始测试

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This commit is contained in:
jackyu66git
2025-09-10 00:59:13 +08:00
parent a338f50867
commit e75aca320e
5 changed files with 48 additions and 33 deletions
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strategies/ChanLun_BTC_30.py
+19 -30
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@@ -20,7 +20,7 @@ logger = logging.getLogger(__name__)
# freqtrade plot-dataframe --strategy ChanLun_BTC_30 --datadir user_data/data/binance -c ./user_data/ChanLun_SOL_30.json --timerange=20250309-
# freqtrade trade -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies
# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies --timerange=20250820-
# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies --timerange=20250901-
# freqtrade download-data -c ./user_data/Chan/config/ChanLun_BTC_30.json -t 1m --pairs BTC/USDT:USDT --timerange=20250405-
# 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
@@ -60,10 +60,9 @@ class ChanLun_BTC_30(IStrategy):
"240": 0.025,
"360": 0
}
minimal_roi = {
}
can_short = True
lev = 1.0
lev = 2.5
stoploss = -0.3 # 设置为很大的负值，让custom_stoploss来控制
use_custom_stoploss = True # 启用自定义止损
@@ -118,21 +117,21 @@ class ChanLun_BTC_30(IStrategy):
#self.chan.plot_dual(dataframe_5, dataframe_30)
#chanpy_state = self.chanpy.get_bsp_state(dataframe_5)
#dataframe_5['chanpy_state'] = chanpy_state
state_list = self.chan.get_klc_state_list(dataframe_3)
state_list = self.chan.get_klu_state_list(dataframe_3)
dataframe_3['state'] = state_list
state_list = self.chan.get_klc_state_list(dataframe_5)
state_list = self.chan.get_klu_state_list(dataframe_5)
dataframe_5['state'] = state_list
state_list = self.chan.get_klc_state_list(dataframe_15)
state_list = self.chan.get_klu_state_list(dataframe_15)
dataframe_15['state'] = state_list
state_list = self.chan.get_klc_state_list(dataframe_30)
state_list = self.chan.get_klu_state_list(dataframe_30)
dataframe_30['state'] = state_list
state_list = self.chan.get_klc_state_list(dataframe_60)
state_list = self.chan.get_klu_state_list(dataframe_60)
dataframe_60['state'] = state_list
state_list = self.chan.get_klc_state_list(dataframe_2h)
state_list = self.chan.get_klu_state_list(dataframe_2h)
dataframe_2h['state'] = state_list
state_list = self.chan.get_klc_state_list(dataframe_4h)
state_list = self.chan.get_klu_state_list(dataframe_4h)
dataframe_4h['state'] = state_list
state_list = self.chan.get_klc_state_list(dataframe_1d)
state_list = self.chan.get_klu_state_list(dataframe_1d)
dataframe_1d['state'] = state_list
#bi_list_1 = self.chan.get_bi_list(dataframe)
#bi_list_5 = self.chan.get_bi_list(dataframe_5)
@@ -295,7 +294,7 @@ class ChanLun_BTC_30(IStrategy):
last = dataframe.iloc[-1]
atr_str = 'resample_{}_atr'.format(self.get_ticker_indicator()*self.time30)
atr_val = float(last.get(atr_str, 0) or 0)
if atr_val < 100:
if atr_val < 0.001:
logger.info(f"ATR过滤：atr={atr_val:.2f} < 100, 拒绝进场 {pair}")
return False
return True
@@ -324,20 +323,9 @@ class ChanLun_BTC_30(IStrategy):
logger.info(f"保存开仓时ATR值: {entry_atr}")
return None
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*self.time15)
shift_time = self.time15
dataframe.loc[
(
(dataframe[state_str].shift(shift_time) == "-20")
),
['enter_long', 'enter_tag']] = (1, 'long_15')
dataframe.loc[
(
(dataframe[state_str].shift(shift_time) == "20")
),
['enter_short', 'enter_tag']] = (1, 'short_15')
state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*self.time30)
shift_time = self.time30
state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*shift_time)
dataframe.loc[
(
(dataframe[state_str].shift(shift_time) == "-20")
@@ -350,16 +338,17 @@ class ChanLun_BTC_30(IStrategy):
['enter_short', 'enter_tag']] = (1, 'short_30')
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*self.time15)
shift_time = self.time15
shift_time = self.time30
state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*shift_time)
dataframe.loc[
(
(dataframe[state_str].shift(shift_time) == "10")
(dataframe[state_str].shift(shift_time) == "20")
),
['exit_long', 'exit_tag']] = (1, 'long_close_15')
dataframe.loc[
(
(dataframe[state_str].shift(shift_time) == "-10")
(dataframe[state_str].shift(shift_time) == "-20")
),
['exit_short', 'exit_tag']] = (1, 'short_close_15')
return dataframe