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V2 与 V3 之间的策略迁移

为了支持新市场和交易类型（主要是做空交易/杠杆交易），接口中的一些内容必须进行更改。如果您打算使用现货市场以外的市场，请将您的策略迁移到新格式。

我们已尽全力保持与现有策略的兼容性，因此如果您只是想继续在现货市场使用 freqtrade，目前无需进行任何更改。

您可以使用快速摘要作为检查清单。请参考下方的详细章节以获取完整的迁移信息。

快速摘要 / 迁移检查清单

注意：forcesell、forcebuy、emergencysell 分别更改为 force_exit、force_enter、emergency_exit。

详细说明

populate_buy_trend

在 populate_buy_trend() 中，你需要将赋值的列从 'buy' 更改为 'enter_long'，同时将方法名从 populate_buy_trend 改为 populate_entry_trend。

def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
    dataframe.loc[
        (
            (qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
            (dataframe['tema'] <= dataframe['bb_middleband']) &  # Guard
            (dataframe['tema'] > dataframe['tema'].shift(1)) &  # Guard
            (dataframe['volume'] > 0)  # Make sure Volume is not 0
        ),
        ['buy', 'buy_tag']] = (1, 'rsi_cross')

    return dataframe

修改后：

def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
    dataframe.loc[
        (
            (qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
            (dataframe['tema'] <= dataframe['bb_middleband']) &  # Guard
            (dataframe['tema'] > dataframe['tema'].shift(1)) &  # Guard
            (dataframe['volume'] > 0)  # Make sure Volume is not 0
        ),
        ['enter_long', 'enter_tag']] = (1, 'rsi_cross')

    return dataframe

请参考 策略文档 了解如何进入和退出空头交易。

populate_sell_trend

类似于 populate_buy_trend，populate_sell_trend() 将被重命名为 populate_exit_trend()。我们还将列名从 'sell' 更改为 'exit_long'。

def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
    dataframe.loc[
        (
            (qtpylib.crossed_above(dataframe['rsi'], 70)) &  # Signal: RSI crosses above 70
            (dataframe['tema'] > dataframe['bb_middleband']) &  # Guard
            (dataframe['tema'] < dataframe['tema'].shift(1)) &  # Guard
            (dataframe['volume'] > 0)  # Make sure Volume is not 0
        ),
        ['sell', 'exit_tag']] = (1, 'some_exit_tag')
    return dataframe

之后

def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
    dataframe.loc[
        (
            (qtpylib.crossed_above(dataframe['rsi'], 70)) &  # Signal: RSI crosses above 70
            (dataframe['tema'] > dataframe['bb_middleband']) &  # Guard
            (dataframe['tema'] < dataframe['tema'].shift(1)) &  # Guard
            (dataframe['volume'] > 0)  # Make sure Volume is not 0
        ),
        ['exit_long', 'exit_tag']] = (1, 'some_exit_tag')
    return dataframe

请参考 策略文档 了解如何进入和退出空头交易。

custom_sell

custom_sell 已重命名为 custom_exit。现在它会在每次迭代时都被调用，不再受当前利润和 exit_profit_only 设置的影响。

class AwesomeStrategy(IStrategy):
    def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
                    current_profit: float, **kwargs):
        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
        last_candle = dataframe.iloc[-1].squeeze()
        # ...

class AwesomeStrategy(IStrategy):
    def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
                    current_profit: float, **kwargs):
        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
        last_candle = dataframe.iloc[-1].squeeze()
        # ...

custom_entry_timeout

check_buy_timeout() 已重命名为 check_entry_timeout()，而 check_sell_timeout() 已重命名为 check_exit_timeout()。

class AwesomeStrategy(IStrategy):
    def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, 
                            current_time: datetime, **kwargs) -> bool:
        return False

    def check_sell_timeout(self, pair: str, trade: 'Trade', order: dict, 
                            current_time: datetime, **kwargs) -> bool:
        return False 

class AwesomeStrategy(IStrategy):
    def check_entry_timeout(self, pair: str, trade: 'Trade', order: 'Order', 
                            current_time: datetime, **kwargs) -> bool:
        return False

    def check_exit_timeout(self, pair: str, trade: 'Trade', order: 'Order', 
                            current_time: datetime, **kwargs) -> bool:
        return False

custom_stake_amount

新增字符串参数 side，其值可以是 "long" 或 "short"。

class AwesomeStrategy(IStrategy):
    def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                            proposed_stake: float, min_stake: Optional[float], max_stake: float,
                            entry_tag: Optional[str], **kwargs) -> float:
        # ... 
        return proposed_stake

class AwesomeStrategy(IStrategy):
    def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                            proposed_stake: float, min_stake: float | None, max_stake: float,
                            entry_tag: str | None, side: str, **kwargs) -> float:
        # ... 
        return proposed_stake

confirm_trade_entry

新增字符串参数 side，其值可以是 "long" 或 "short"。

class AwesomeStrategy(IStrategy):
    def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
                            time_in_force: str, current_time: datetime, entry_tag: Optional[str], 
                            **kwargs) -> bool:
      return True

修改后：

class AwesomeStrategy(IStrategy):
    def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
                            time_in_force: str, current_time: datetime, entry_tag: str | None, 
                            side: str, **kwargs) -> bool:
      return True

confirm_trade_exit

将参数 sell_reason 更改为 exit_reason。为了兼容性，sell_reason 在一段时间内仍会被提供。

class AwesomeStrategy(IStrategy):
    def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
                           rate: float, time_in_force: str, sell_reason: str,
                           current_time: datetime, **kwargs) -> bool:
    return True

修改后：

class AwesomeStrategy(IStrategy):
    def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
                           rate: float, time_in_force: str, exit_reason: str,
                           current_time: datetime, **kwargs) -> bool:
    return True

custom_entry_price

新增字符串参数 side，其值可以是 "long" 或 "short"。

class AwesomeStrategy(IStrategy):
    def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
                           entry_tag: Optional[str], **kwargs) -> float:
      return proposed_rate

修改后：

class AwesomeStrategy(IStrategy):
    def custom_entry_price(self, pair: str, trade: Trade | None, current_time: datetime, proposed_rate: float,
                           entry_tag: str | None, side: str, **kwargs) -> float:
      return proposed_rate

调整交易仓位变更

虽然 adjust-trade-position 本身没有变化，但你不应再使用 trade.nr_of_successful_buys，而应改用 trade.nr_of_successful_entries，后者还会包含空头建仓。

辅助方法

为 stoploss_from_open 和 stoploss_from_absolute 添加了参数 "is_short"，该参数应传入 trade.is_short 的值。

    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
                        current_rate: float, current_profit: float, **kwargs) -> float:
        # once the profit has risen above 10%, keep the stoploss at 7% above the open price
        if current_profit > 0.10:
            return stoploss_from_open(0.07, current_profit)

        return stoploss_from_absolute(current_rate - (candle['atr'] * 2), current_rate)

        return 1

修改后：

    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
                        current_rate: float, current_profit: float, after_fill: bool, 
                        **kwargs) -> float | None:
        # once the profit has risen above 10%, keep the stoploss at 7% above the open price
        if current_profit > 0.10:
            return stoploss_from_open(0.07, current_profit, is_short=trade.is_short)

        return stoploss_from_absolute(current_rate - (candle['atr'] * 2), current_rate, is_short=trade.is_short, leverage=trade.leverage)

策略/配置设置

order_time_in_force

order_time_in_force 属性已从 "buy" 更改为 "entry"，"sell" 更改为 "exit"。

    order_time_in_force: dict = {
        "buy": "gtc",
        "sell": "gtc",
    }

修改后：

    order_time_in_force: dict = {
        "entry": "GTC",
        "exit": "GTC",
    }

order_types

order_types 中的所有术语已从 buy 改为 entry，sell 改为 exit，并且两个单词之间使用 _ 连接。

    order_types = {
        "buy": "limit",
        "sell": "limit",
        "emergencysell": "market",
        "forcesell": "market",
        "forcebuy": "market",
        "stoploss": "market",
        "stoploss_on_exchange": false,
        "stoploss_on_exchange_interval": 60
    }

修改后：

    order_types = {
        "entry": "limit",
        "exit": "limit",
        "emergency_exit": "market",
        "force_exit": "market",
        "force_entry": "market",
        "stoploss": "market",
        "stoploss_on_exchange": false,
        "stoploss_on_exchange_interval": 60
    }

策略级别设置

  • use_sell_signal -> use_exit_signal
  • sell_profit_only -> exit_profit_only
  • sell_profit_offset -> exit_profit_offset
  • ignore_roi_if_buy_signal -> ignore_roi_if_entry_signal
    # These values can be overridden in the config.
    use_sell_signal = True
    sell_profit_only = True
    sell_profit_offset: 0.01
    ignore_roi_if_buy_signal = False

修改后：

    # These values can be overridden in the config.
    use_exit_signal = True
    exit_profit_only = True
    exit_profit_offset: 0.01
    ignore_roi_if_entry_signal = False

unfilledtimeout

unfilledtimeout 中的所有术语已从 buy 改为 entry，sell 改为 exit。

unfilledtimeout = {
        "buy": 10,
        "sell": 10,
        "exit_timeout_count": 0,
        "unit": "minutes"
    }

修改后：

unfilledtimeout = {
        "entry": 10,
        "exit": 10,
        "exit_timeout_count": 0,
        "unit": "minutes"
    }

订单定价

订单定价方式发生了两项变更：bid_strategy 已重命名为 entry_pricing，ask_strategy 已重命名为 exit_pricing。同时，属性 ask_last_balance 和 bid_last_balance 均被重命名为 price_last_balance。此外，现在价格侧可以定义为 ask、bid、same 或 other。更多信息请参考 定价文档。

{
    "bid_strategy": {
        "price_side": "bid",
        "use_order_book": true,
        "order_book_top": 1,
        "ask_last_balance": 0.0,
        "check_depth_of_market": {
            "enabled": false,
            "bids_to_ask_delta": 1
        }
    },
    "ask_strategy":{
        "price_side": "ask",
        "use_order_book": true,
        "order_book_top": 1,
        "bid_last_balance": 0.0
        "ignore_buying_expired_candle_after": 120
    }
}

修改后：

{
    "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,
        "price_last_balance": 0.0
    },
    "ignore_buying_expired_candle_after": 120
}

FreqAI 策略

populate_any_indicators() 方法已被拆分为 feature_engineering_expand_all()、feature_engineering_expand_basic()、feature_engineering_standard() 和 set_freqai_targets()。

对于每个新函数，交易对（以及必要时的时间周期）将自动添加到列中。因此，使用新逻辑后特征的定义变得更加简单。

有关每个方法的完整说明，请参阅对应的 freqAI 文档页面。

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def populate_any_indicators(
        self, pair, df, tf, informative=None, set_generalized_indicators=False
    ):

        if informative is None:
            informative = self.dp.get_pair_dataframe(pair, tf)

        # first loop is automatically duplicating indicators for time periods
        for t in self.freqai_info["feature_parameters"]["indicator_periods_candles"]:

            t = int(t)
            informative[f"%-{pair}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t)
            informative[f"%-{pair}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t)
            informative[f"%-{pair}adx-period_{t}"] = ta.ADX(informative, timeperiod=t)
            informative[f"%-{pair}sma-period_{t}"] = ta.SMA(informative, timeperiod=t)
            informative[f"%-{pair}ema-period_{t}"] = ta.EMA(informative, timeperiod=t)

            bollinger = qtpylib.bollinger_bands(
                qtpylib.typical_price(informative), window=t, stds=2.2
            )
            informative[f"{pair}bb_lowerband-period_{t}"] = bollinger["lower"]
            informative[f"{pair}bb_middleband-period_{t}"] = bollinger["mid"]
            informative[f"{pair}bb_upperband-period_{t}"] = bollinger["upper"]

            informative[f"%-{pair}bb_width-period_{t}"] = (
                informative[f"{pair}bb_upperband-period_{t}"]
                - informative[f"{pair}bb_lowerband-period_{t}"]
            ) / informative[f"{pair}bb_middleband-period_{t}"]
            informative[f"%-{pair}close-bb_lower-period_{t}"] = (
                informative["close"] / informative[f"{pair}bb_lowerband-period_{t}"]
            )

            informative[f"%-{pair}roc-period_{t}"] = ta.ROC(informative, timeperiod=t)

            informative[f"%-{pair}relative_volume-period_{t}"] = (
                informative["volume"] / informative["volume"].rolling(t).mean()
            ) # (1)

        informative[f"%-{pair}pct-change"] = informative["close"].pct_change()
        informative[f"%-{pair}raw_volume"] = informative["volume"]
        informative[f"%-{pair}raw_price"] = informative["close"]
        # (2)

        indicators = [col for col in informative if col.startswith("%")]
        # This loop duplicates and shifts all indicators to add a sense of recency to data
        for n in range(self.freqai_info["feature_parameters"]["include_shifted_candles"] + 1):
            if n == 0:
                continue
            informative_shift = informative[indicators].shift(n)
            informative_shift = informative_shift.add_suffix("_shift-" + str(n))
            informative = pd.concat((informative, informative_shift), axis=1)

        df = merge_informative_pair(df, informative, self.config["timeframe"], tf, ffill=True)
        skip_columns = [
            (s + "_" + tf) for s in ["date", "open", "high", "low", "close", "volume"]
        ]
        df = df.drop(columns=skip_columns)

        # Add generalized indicators here (because in live, it will call this
        # function to populate indicators during training). Notice how we ensure not to
        # add them multiple times
        if set_generalized_indicators:
            df["%-day_of_week"] = (df["date"].dt.dayofweek + 1) / 7
            df["%-hour_of_day"] = (df["date"].dt.hour + 1) / 25
            # (3)

            # user adds targets here by prepending them with &- (see convention below)
            df["&-s_close"] = (
                df["close"]
                .shift(-self.freqai_info["feature_parameters"]["label_period_candles"])
                .rolling(self.freqai_info["feature_parameters"]["label_period_candles"])
                .mean()
                / df["close"]
                - 1
            )  # (4)

        return df
  1. 特征 — 移动到 feature_engineering_expand_all
  2. 基础特征，不需在 indicator_periods_candles 上扩展 — 移动到 feature_engineering_expand_basic()。
  3. 标准特征，无需扩展 — 移动到 feature_engineering_standard()。
  4. 目标 — 将此部分移动到 set_freqai_targets()。

freqai - 特征工程扩展全部

特征现在将自动扩展。因此，需要移除原有的扩展循环以及 {pair} / {timeframe} 部分。

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    def feature_engineering_expand_all(self, dataframe, period, **kwargs) -> DataFrame::
        """
        *Only functional with FreqAI enabled strategies*
        This function will automatically expand the defined features on the config defined
        `indicator_periods_candles`, `include_timeframes`, `include_shifted_candles`, and
        `include_corr_pairs`. In other words, a single feature defined in this function
        will automatically expand to a total of
        `indicator_periods_candles` * `include_timeframes` * `include_shifted_candles` *
        `include_corr_pairs` numbers of features added to the model.

        All features must be prepended with `%` to be recognized by FreqAI internals.

        More details on how these config defined parameters accelerate feature engineering
        in the documentation at:

        https://www.freqtrade.io/en/latest/freqai-parameter-table/#feature-parameters

        https://www.freqtrade.io/en/latest/freqai-feature-engineering/#defining-the-features

        :param df: strategy dataframe which will receive the features
        :param period: period of the indicator - usage example:
        dataframe["%-ema-period"] = ta.EMA(dataframe, timeperiod=period)
        """

        dataframe["%-rsi-period"] = ta.RSI(dataframe, timeperiod=period)
        dataframe["%-mfi-period"] = ta.MFI(dataframe, timeperiod=period)
        dataframe["%-adx-period"] = ta.ADX(dataframe, timeperiod=period)
        dataframe["%-sma-period"] = ta.SMA(dataframe, timeperiod=period)
        dataframe["%-ema-period"] = ta.EMA(dataframe, timeperiod=period)

        bollinger = qtpylib.bollinger_bands(
            qtpylib.typical_price(dataframe), window=period, stds=2.2
        )
        dataframe["bb_lowerband-period"] = bollinger["lower"]
        dataframe["bb_middleband-period"] = bollinger["mid"]
        dataframe["bb_upperband-period"] = bollinger["upper"]

        dataframe["%-bb_width-period"] = (
            dataframe["bb_upperband-period"]
            - dataframe["bb_lowerband-period"]
        ) / dataframe["bb_middleband-period"]
        dataframe["%-close-bb_lower-period"] = (
            dataframe["close"] / dataframe["bb_lowerband-period"]
        )

        dataframe["%-roc-period"] = ta.ROC(dataframe, timeperiod=period)

        dataframe["%-relative_volume-period"] = (
            dataframe["volume"] / dataframe["volume"].rolling(period).mean()
        )

        return dataframe

Freqai - 特征工程基础

基础特征。请确保从特征中移除 {pair} 部分。

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    def feature_engineering_expand_basic(self, dataframe: DataFrame, **kwargs) -> DataFrame::
        """
        *Only functional with FreqAI enabled strategies*
        This function will automatically expand the defined features on the config defined
        `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`.
        In other words, a single feature defined in this function
        will automatically expand to a total of
        `include_timeframes` * `include_shifted_candles` * `include_corr_pairs`
        numbers of features added to the model.

        Features defined here will *not* be automatically duplicated on user defined
        `indicator_periods_candles`

        All features must be prepended with `%` to be recognized by FreqAI internals.

        More details on how these config defined parameters accelerate feature engineering
        in the documentation at:

        https://www.freqtrade.io/en/latest/freqai-parameter-table/#feature-parameters

        https://www.freqtrade.io/en/latest/freqai-feature-engineering/#defining-the-features

        :param df: strategy dataframe which will receive the features
        dataframe["%-pct-change"] = dataframe["close"].pct_change()
        dataframe["%-ema-200"] = ta.EMA(dataframe, timeperiod=200)
        """
        dataframe["%-pct-change"] = dataframe["close"].pct_change()
        dataframe["%-raw_volume"] = dataframe["volume"]
        dataframe["%-raw_price"] = dataframe["close"]
        return dataframe

FreqAI - 特征工程标准

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    def feature_engineering_standard(self, dataframe: DataFrame, **kwargs) -> DataFrame:
        """
        *Only functional with FreqAI enabled strategies*
        This optional function will be called once with the dataframe of the base timeframe.
        This is the final function to be called, which means that the dataframe entering this
        function will contain all the features and columns created by all other
        freqai_feature_engineering_* functions.

        This function is a good place to do custom exotic feature extractions (e.g. tsfresh).
        This function is a good place for any feature that should not be auto-expanded upon
        (e.g. day of the week).

        All features must be prepended with `%` to be recognized by FreqAI internals.

        More details about feature engineering available:

        https://www.freqtrade.io/en/latest/freqai-feature-engineering

        :param df: strategy dataframe which will receive the features
        usage example: dataframe["%-day_of_week"] = (dataframe["date"].dt.dayofweek + 1) / 7
        """
        dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek
        dataframe["%-hour_of_day"] = dataframe["date"].dt.hour
        return dataframe

FreqAI - 设置目标

目标现在拥有独立的专用方法。

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    def set_freqai_targets(self, dataframe: DataFrame, **kwargs) -> DataFrame:
        """
        *Only functional with FreqAI enabled strategies*
        Required function to set the targets for the model.
        All targets must be prepended with `&` to be recognized by the FreqAI internals.

        More details about feature engineering available:

        https://www.freqtrade.io/en/latest/freqai-feature-engineering

        :param df: strategy dataframe which will receive the targets
        usage example: dataframe["&-target"] = dataframe["close"].shift(-1) / dataframe["close"]
        """
        dataframe["&-s_close"] = (
            dataframe["close"]
            .shift(-self.freqai_info["feature_parameters"]["label_period_candles"])
            .rolling(self.freqai_info["feature_parameters"]["label_period_candles"])
            .mean()
            / dataframe["close"]
            - 1
            )

        return dataframe

FreqAI - 新的数据管道

如果你创建了自己的自定义 IFreqaiModel，并在其中使用了自定义的 train()/predict() 函数，并且 仍然依赖 data_cleaning_train/predict()，那么你需要迁移到新的数据处理流程。如果你的模型不依赖 data_cleaning_train/predict()，则无需担心此次迁移。这意味着本迁移指南仅适用于极少数高级用户。如果你误入此指南，可前往 Freqtrade 的 Discord 服务器深入咨询你的问题。

迁移过程首先需要移除 data_cleaning_train/predict()，并在你的 IFreqaiModel 类中添加 define_data_pipeline() 和 define_label_pipeline() 函数：

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class MyCoolFreqaiModel(BaseRegressionModel):
    """
    Some cool custom IFreqaiModel you made before Freqtrade version 2023.6
    """
    def train(
        self, unfiltered_df: DataFrame, pair: str, dk: FreqaiDataKitchen, **kwargs
    ) -> Any:

        # ... your custom stuff

        # Remove these lines
        # data_dictionary = dk.make_train_test_datasets(features_filtered, labels_filtered)
        # self.data_cleaning_train(dk)
        # data_dictionary = dk.normalize_data(data_dictionary)
        # (1)

        # Add these lines. Now we control the pipeline fit/transform ourselves
        dd = dk.make_train_test_datasets(features_filtered, labels_filtered)
        dk.feature_pipeline = self.define_data_pipeline(threads=dk.thread_count)
        dk.label_pipeline = self.define_label_pipeline(threads=dk.thread_count)

        (dd["train_features"],
         dd["train_labels"],
         dd["train_weights"]) = dk.feature_pipeline.fit_transform(dd["train_features"],
                                                                  dd["train_labels"],
                                                                  dd["train_weights"])

        (dd["test_features"],
         dd["test_labels"],
         dd["test_weights"]) = dk.feature_pipeline.transform(dd["test_features"],
                                                             dd["test_labels"],
                                                             dd["test_weights"])

        dd["train_labels"], _, _ = dk.label_pipeline.fit_transform(dd["train_labels"])
        dd["test_labels"], _, _ = dk.label_pipeline.transform(dd["test_labels"])

        # ... your custom code

        return model

    def predict(
        self, unfiltered_df: DataFrame, dk: FreqaiDataKitchen, **kwargs
    ) -> tuple[DataFrame, npt.NDArray[np.int_]]:

        # ... your custom stuff

        # Remove these lines:
        # self.data_cleaning_predict(dk)
        # (2)

        # Add these lines:
        dk.data_dictionary["prediction_features"], outliers, _ = dk.feature_pipeline.transform(
            dk.data_dictionary["prediction_features"], outlier_check=True)

        # Remove this line
        # pred_df = dk.denormalize_labels_from_metadata(pred_df)
        # (3)

        # Replace with these lines
        pred_df, _, _ = dk.label_pipeline.inverse_transform(pred_df)
        if self.freqai_info.get("DI_threshold", 0) > 0:
            dk.DI_values = dk.feature_pipeline["di"].di_values
        else:
            dk.DI_values = np.zeros(outliers.shape[0])
        dk.do_predict = outliers

        # ... your custom code
        return (pred_df, dk.do_predict)
  1. 数据归一化和清洗现在通过新的管道定义实现统一处理。该功能在新增的 define_data_pipeline() 和 define_label_pipeline() 函数中完成。data_cleaning_train() 和 data_cleaning_predict() 函数已不再使用。如有需要，你可以重写 define_data_pipeline() 来创建自己的自定义处理流程。
  2. 数据归一化和清洗现在通过新的管道定义实现统一处理。该功能在新增的 define_data_pipeline() 和 define_label_pipeline() 函数中完成。data_cleaning_train() 和 data_cleaning_predict() 函数已不再使用。如有需要，你可以重写 define_data_pipeline() 来创建自己的自定义处理流程。
  3. 数据反归一化也通过新管道完成，请使用以下代码替换原有逻辑。