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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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ChanKLU.py
+7 -1
View File
@@ -651,7 +651,12 @@ class ChanKLU:
if (self.macd == 0 and self.signal == 0 and self.macdhist == 0) or self.ema52 == 0:
self.macd_state = Chan_MACD_STATE.UNKNOWN
return self.macd_state
if self.macd > 0:
if self.macd < self.signal and self.close > self.ema52 and self.low < self.ema52:
self.near0_return = 6
else:
if self.macd > self.signal and self.close < self.ema52 and self.high > self.ema52:
self.near0_return = 7
# CROSS0 仅以 Signal 穿越零轴判定
if self.pre.signal >= 0 and self.signal < 0:
self.macd_state = Chan_MACD_STATE.CROSS0_DOWN
@@ -703,6 +708,7 @@ class ChanKLU:
self.macd_state = Chan_MACD_STATE.NEAR0
#self.near0_return = 5
return self.macd_state
# 穿零轴后离开零轴
if self.pre.macd_state == Chan_MACD_STATE.CROSS0_UP and ((self.macd >= self.pre.macd and self.signal >= self.pre.signal) or (abs(self.macdhist) >= abs(self.pre.macdhist))):
self.macd_state = Chan_MACD_STATE.UP
ChanLun.py
+20
View File
@@ -81,6 +81,26 @@ class ChanLun():
def plot_dataframe(self, dataframe):
klc_list = self.get_klc_list(dataframe)
bi_list= self.cal_bi_list(klc_list)
def get_klu_state_list(self, dataframe):
klu_list = self.get_klu_list(dataframe)
chanmacd = ChanMACD(klu_list)
state_list = []
for klu in klu_list:
if klu.macd > 0:
if klu.separate_div:
state_list.append("20")
elif klu.continue_div:
state_list.append("20")
else:
state_list.append("00")
else:
if klu.separate_div:
state_list.append("-20")
elif klu.continue_div:
state_list.append("-20")
else:
state_list.append("00")
return state_list
def get_klc_state_list(self, dataframe):
klc_list = self.get_klc_list(dataframe)
bi_list= self.cal_bi_list(klc_list)
ChanMACDHistSet.py
+1 -1
View File
@@ -24,7 +24,7 @@ class ChanMACDHistSet():
def set_pre(self, pre_histset):
self.pre = pre_histset
def set_middle_klu(self, middle_klu):
#self.middle_klu = middle_klu
self.middle_klu = middle_klu
#self.middle_area = abs(middle_klu.macdhist)
self.middle_klu = None
def set_unittf_div(self, unittf_div):
config/ChanLun_BTC_30.json
+1 -1
View File
@@ -42,7 +42,7 @@
"ccxt_config": {},
"ccxt_async_config": {},
"pair_whitelist": [
"BTC/USDT:USDT"
"ETH/USDT:USDT"
],
"pair_blacklist": [
"BNB/.*"
strategies/ChanLun_BTC_30.py
+19 -30
View File
@@ -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