This commit is contained in:
ddrwode
2026-02-18 16:22:54 +08:00
parent 8990767afe
commit de18d79d1a
5 changed files with 0 additions and 15799 deletions

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[
"bb_pct",
"bb_width",
"keltner_pct",
"keltner_width",
"donchian_pct",
"donchian_width",
"stoch_k",
"stoch_d",
"cci",
"willr",
"rsi",
"atr_band_pct",
"atr_band_width",
"zscore",
"zscore_abs",
"lr_pct",
"lr_width",
"price_vs_median",
"median_band_pct",
"pct_rank",
"chandelier_pct",
"chandelier_width",
"std_band_pct",
"std_band_width",
"elder_bull",
"elder_bear",
"elder_dist",
"ema_fast_slow",
"price_vs_ema120",
"ema8_slope",
"macd",
"macd_signal",
"macd_hist",
"atr_pct",
"ret_1",
"ret_3",
"ret_5",
"ret_10",
"ret_20",
"vol_5",
"vol_20",
"body_pct",
"price_position_20",
"hour_sin",
"hour_cos"
]

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{
"bb_period": 20,
"bb_std": 2.5,
"keltner_period": 20,
"keltner_atr_mult": 2.5,
"donchian_period": 14,
"stoch_k_period": 14,
"stoch_d_period": 3,
"cci_period": 14,
"willr_period": 14,
"rsi_period": 14,
"atr_band_period": 20,
"atr_band_mult": 2.0,
"zscore_period": 20,
"lr_period": 14,
"lr_std_mult": 2.0,
"median_band_period": 14,
"pct_rank_period": 20,
"chandelier_period": 14,
"chandelier_mult": 2.5,
"std_band_period": 20,
"std_band_mult": 2.0,
"elder_period": 13,
"forward_bars": 15,
"label_threshold": 0.002,
"prob_threshold": 0.52,
"sl_pct": 0.002,
"tp_pct": 0.005,
"min_hold_seconds": 180,
"max_hold_seconds": 1800,
"margin_per_trade": 100.0,
"leverage": 100,
"notional": 10000.0,
"rebate_rate": 0.9,
"train_period": "2020-01-01 ~ 2021-01-01",
"test_period": "2021-01-01 ~ 2022-01-01",
"kline_period": "1h",
"initial_balance": 10000.0,
"max_dd_target": 300.0
}