# source: https://raw.githubusercontent.com/remiotore/freqtrade/44beaeb6a420cd8e9f2e4ea93e11d6cfa192ee03/strategies/newstrategy_modify_support_fin.py import json from pathlib import Path from typing import Dict, Any import freqtrade.vendor.qtpylib.indicators as qtpylib import numpy as np import pandas as pd from pandas import DataFrame import talib.abstract as ta from freqtrade.strategy import IStrategy, merge_informative_pair from freqtrade.strategy import IntParameter, DecimalParameter, RealParameter class Github_remiotore_freqtrade__newstrategy_modify_support_fin__20260111_210550(IStrategy): can_short = True timeframe = '5m' inf_timeframe = '1h' def __init__(self, *args, **kwargs): super().__init__(*args, **kwargs) # === 自动加载 JSON === self.best_config: Dict[str, Any] = {} path = Path("user_data/strategies/Github_remiotore_freqtrade__newstrategy_modify_support_fin__20260111_210550.json") if path.exists(): try: with open(path) as f: self.best_config = json.load(f).get("results", {}).get("best_config", {}) print(f"[Hyperopt] Loaded config: {self.best_config}") except Exception as e: print(f"[Hyperopt] Load error: {e}") # === fallback 参数 === self.fallback_buy_params = { "bbdelta_close": 0.00082, "bbdelta_tail": 0.85788, "close_bblower": 0.00128, "closedelta_close": 0.00987, "low_offset": 0.991, "rocr1_1h": 0.9346, "rocr_1h": 0.65666, "base_nb_candles_buy": 12, "buy_bb_width": 0.095, "buy_cci": -116, "buy_cci_length": 25, "buy_closedelta": 15.0, "buy_clucha_bbdelta_close": 0.049, "buy_clucha_bbdelta_tail": 1.146, "buy_clucha_close_bblower": 0.018, "buy_clucha_closedelta_close": 0.017, "buy_clucha_rocr_1h": 0.526, "buy_ema_diff": 0.025, "buy_rmi": 49, "buy_rmi_length": 17, "buy_roc_1h": 10, "buy_srsi_fk": 32, "ai_buy_threshold": 0.6 } self.fallback_sell_params = { "high_offset": 1.012, "high_offset_2": 1.016, "sell_deadfish_bb_factor": 1.089, "sell_deadfish_bb_width": 0.11, "sell_deadfish_profit": -0.107, "sell_deadfish_volume_factor": 1.761, "base_nb_candles_sell": 22, "pHSL": -0.397, "pPF_1": 0.012, "pPF_2": 0.07, "pSL_1": 0.015, "pSL_2": 0.068, "sell_bbmiddle_close": 1.09092, "sell_fisher": 0.46406, "sell_trail_down_1": 0.03, "sell_trail_down_2": 0.015, "sell_trail_profit_max_1": 0.4, "sell_trail_profit_max_2": 0.11, "sell_trail_profit_min_1": 0.1, "sell_trail_profit_min_2": 0.04 } def best(key: str, fallback: Any = None): return self.best_config.get( key, self.fallback_buy_params.get(key, self.fallback_sell_params.get(key, fallback)) ) # === BUY 参数 === self.ai_buy_threshold = RealParameter(0.4, 0.9, default=best("ai_buy_threshold", 0.45), space='buy') self.rocr_1h = RealParameter(0.5, 1.0, default=best("rocr_1h", 0.65666), space='buy') self.rocr1_1h = RealParameter(0.5, 1.0, default=best("rocr1_1h", 0.9346), space='buy') self.bbdelta_close = RealParameter(0.0005, 0.02, default=best("bbdelta_close", 0.00082), space='buy') self.closedelta_close = RealParameter(0.0005, 0.02, default=best("closedelta_close", 0.00987), space='buy') self.bbdelta_tail = RealParameter(0.7, 1.2, default=best("bbdelta_tail", 0.85788), space='buy') self.close_bblower = RealParameter(0.0005, 0.02, default=best("close_bblower", 0.00128), space='buy') self.low_offset = DecimalParameter(0.985, 0.995, default=best("low_offset", 0.991), space='buy') self.base_nb_candles_buy = IntParameter(8, 20, default=best("base_nb_candles_buy", 12), space='buy') # === SELL 参数（示例）=== self.sell_fisher = RealParameter(0.1, 0.5, default=best("sell_fisher", 0.46406), space='sell') self.sell_bbmiddle_close = RealParameter(0.97, 1.1, default=best("sell_bbmiddle_close", 1.09092), space='sell') self.high_offset = DecimalParameter(1.005, 1.015, default=best("high_offset", 1.012), space='sell') self.high_offset_2 = DecimalParameter(1.010, 1.020, default=best("high_offset_2", 1.016), space='sell') self.base_nb_candles_sell = IntParameter(8, 30, default=best("base_nb_candles_sell", 22), space='sell') # === 止损设置 === self.stoploss = best("stoploss", -0.99) self.position_adjustment_enable = best("position_adjustment_enable", True) # === ROI 设置 === self.minimal_roi = { "0": best("roi_0", 0.276), "32": best("roi_32", 0.105), "88": best("roi_88", 0.037), "208": best("roi_208", 0.0) } # === Trailing 止盈 === self.trailing_stop = best("trailing_stop", False) self.trailing_stop_positive = best("trailing_stop_positive", 0.02) self.trailing_stop_positive_offset = best("trailing_stop_positive_offset", 0.10) self.trailing_only_offset_is_reached = best("trailing_only_offset_is_reached", True) def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: if dataframe.empty: return dataframe # === Heikin Ashi candles === heikinashi = qtpylib.heikinashi(dataframe) dataframe['ha_open'] = heikinashi['open'] dataframe['ha_close'] = heikinashi['close'] # === EWO: Elliott Wave Oscillator === dataframe['ema_fast'] = ta.EMA(dataframe['close'], timeperiod=50) dataframe['ema_slow'] = ta.EMA(dataframe['close'], timeperiod=200) dataframe['ewo'] = (dataframe['ema_fast'] - dataframe['ema_slow']) / dataframe['close'] * 100 # === CTI: Correlation Trend Indicator === def cti(series, length=20): diff = series.diff() up = diff.where(diff > 0, 0) down = -diff.where(diff < 0, 0) rs = up.rolling(length).mean() / down.rolling(length).mean() rsi = 100 - 100 / (1 + rs) return (rsi - 50) / 50 dataframe['cti'] = cti(dataframe['close'], 20) # === Bollinger Bands === upper, middle, lower = ta.BBANDS(dataframe['close'], timeperiod=20) dataframe['bb_upperband'] = upper dataframe['bb_middleband'] = middle dataframe['bb_lowerband'] = lower dataframe['bbdelta_close'] = abs(dataframe['bb_middleband'] - dataframe['close']) dataframe['closedelta_close'] = abs(dataframe['close'] - dataframe['close'].shift()) dataframe['bbdelta_tail'] = abs(dataframe['close'] - dataframe['low']) dataframe['close_bblower'] = abs(dataframe['close'] - dataframe['bb_lowerband']) / dataframe['bb_lowerband'] dataframe['bb_width'] = (upper - lower) / dataframe['close'] # === 1h Informative Merge (for rocr_1h etc.) === informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=self.inf_timeframe) informative['rocr_1h'] = ta.ROCR(informative['close'], timeperiod=28) informative['roc_1h'] = ta.ROC(informative['close'], timeperiod=9) upper, middle, lower = ta.BBANDS(informative['close'], timeperiod=20) informative['bb_upperband_1h'] = upper informative['bb_lowerband_1h'] = lower informative['bb_width_1h'] = (upper - lower) / informative['close'] informative['rsi_1h'] = ta.RSI(informative['close'], timeperiod=14) dataframe = merge_informative_pair(dataframe, informative, self.timeframe, self.inf_timeframe, ffill=True) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['enter_long'] = 0 # === 标签：FreqAI AI signal === if 'lightgbm_prediction' in dataframe.columns: dataframe.loc[ (dataframe['lightgbm_prediction'] > self.ai_buy_threshold.value), ['enter_long', 'enter_tag'] ] = (1, 'freqai_signal') # === 标签：vwap 策略 === dataframe.loc[ (dataframe['close'] < dataframe['bb_lowerband']) & (dataframe['ewo'] < -5) & (dataframe['cti'] < -0.8), ['enter_long', 'enter_tag'] ] = (1, 'vwap') # === 标签：cluc_HA 策略 === dataframe.loc[ (dataframe['ha_close'] < dataframe['bb_lowerband']) & (dataframe['bbdelta_close'] > self.bbdelta_close.value) & (dataframe['closedelta_close'] > self.closedelta_close.value) & (dataframe['bbdelta_tail'] < self.bbdelta_tail.value), ['enter_long', 'enter_tag'] ] = (1, 'cluc_HA') # === 标签：insta_signal 策略 === rsi = dataframe.get('rsi') if rsi is not None: dataframe.loc[ (rsi < 56) & (dataframe['ewo'] > 5) & (dataframe['cti'] < -0.7), ['enter_long', 'enter_tag'] ] = (1, 'insta_signal') # === 标签：NFINext7（示例）=== rsi_1h = dataframe.get('rsi_1h') if rsi_1h is not None: dataframe.loc[ (rsi_1h < -75) & (dataframe['ewo'] > 9.8) & (dataframe['cti'] < -0.8), ['enter_long', 'enter_tag'] ] = (1, 'NFINext7') return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['exit_long'] = 0 # === AI 辅助退出（FreqAI 反信号）=== if 'lightgbm_prediction' in dataframe.columns: dataframe.loc[ (dataframe['lightgbm_prediction'] < self.ai_buy_threshold.value * 0.9), ['exit_long', 'exit_tag'] ] = (1, 'freqai_exit') # === 固定止盈逻辑（示例）=== rsi = dataframe.get('rsi') if rsi is not None: dataframe.loc[ (rsi > 70), ['exit_long', 'exit_tag'] ] = (1, 'rsi>70') return dataframe # === 可选: 自定义 exit（用于 trailing 或其他条件）=== # def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, # current_profit: float, **kwargs) -> Optional[Union[str, bool]]: # # 你可以在这里接入 FreqAI 或技术指标作为 exit 逻辑 # return None # === 策略类结束 ===