开源库

Freqtrade

freqtrade/freqtrade

Crypto trading bot framework with FreqAI ML extension supporting multiple machine learning and deep learning models.

语言 Python资产 crypto市场 spot, derivatives类型 framework

来源与实践起点

下列模型路径已对照 Freqtrade develop 修订版 c0a991f (2026-09-24). 这些是示例实现;未测量速度、准确率或交易收益评分。

官方 FreqAI 指南从 FreqaiExampleStrategy、LightGBMRegressor 和 config_freqai.example.json 入手。示例策略仅供学习与测试,不用于生产交易。参见 FreqAI.

freqtrade trade --config config_examples/config_freqai.example.json --strategy FreqaiExampleStrategy --freqaimodel LightGBMRegressor --strategy-path freqtrade/templates

先安装 FreqAI 依赖并检查示例配置。将预测用于策略前,须用时间顺序数据和交易成本验证。

基于指标的模板

SampleStrategy
Freqtrade
指标驱动beginner

Template strategy demonstrating basic technical indicator usage for entry/exit signals.

源代码:freqtrade/templates/sample_strategy.py

机器学习模型(FreqAI)

FreqAI 预测模型用于基于机器学习的价格预测。每个模型都需要通过 Freqtrade 的特征流水线进行特征工程。

LightGBMRegressor
Freqtrade
机器学习intermediate

Gradient boosting regression model for price movement prediction using LightGBM.

源代码:freqtrade/freqai/prediction_models/LightGBMRegressor.py
LightGBMClassifier
Freqtrade
机器学习intermediate

LightGBM classification model for user-defined discrete labels.

源代码:freqtrade/freqai/prediction_models/LightGBMClassifier.py
XGBoostRegressor
Freqtrade
机器学习intermediate

XGBoost-based regression model for continuous value prediction.

源代码:freqtrade/freqai/prediction_models/XGBoostRegressor.py
XGBoostClassifier
Freqtrade
机器学习intermediate

XGBoost classification model for user-defined discrete labels.

源代码:freqtrade/freqai/prediction_models/XGBoostClassifier.py
PyTorchMLPRegressor
Freqtrade
机器学习advanced

Multi-layer perceptron neural network for regression-based price prediction.

源代码:freqtrade/freqai/prediction_models/PyTorchMLPRegressor.py
PyTorchTransformerRegressor
Freqtrade
机器学习advanced

Transformer architecture for time-series regression using self-attention mechanism.

源代码:freqtrade/freqai/prediction_models/PyTorchTransformerRegressor.py

强化学习(FreqAI)

基于 Stable Baselines3 构建的强化学习智能体。智能体通过与环境交互而非标注数据来学习交易决策。

ReinforcementLearner
Freqtrade
强化学习advanced

Reinforcement learning agent using Stable Baselines3 (PPO/A2C/etc.) for trading decisions.

源代码:freqtrade/freqai/prediction_models/ReinforcementLearner.py

Freqtrade 策略与 FreqAI 模型,算法参考

SampleStrategy (Freqtrade)
Template strategy demonstrating basic technical indicator usage for entry/exit signals. 源代码: https://github.com/freqtrade/freqtrade/blob/c0a991f5632cb900075ff2864b6671ed71a319d7/freqtrade/templates/sample_strategy.py.
LightGBMRegressor (Freqtrade)
Gradient boosting regression model for price movement prediction using LightGBM. 源代码: https://github.com/freqtrade/freqtrade/blob/c0a991f5632cb900075ff2864b6671ed71a319d7/freqtrade/freqai/prediction_models/LightGBMRegressor.py.
LightGBMClassifier (Freqtrade)
LightGBM classification model for user-defined discrete labels. 源代码: https://github.com/freqtrade/freqtrade/blob/c0a991f5632cb900075ff2864b6671ed71a319d7/freqtrade/freqai/prediction_models/LightGBMClassifier.py.
XGBoostRegressor (Freqtrade)
XGBoost-based regression model for continuous value prediction. 源代码: https://github.com/freqtrade/freqtrade/blob/c0a991f5632cb900075ff2864b6671ed71a319d7/freqtrade/freqai/prediction_models/XGBoostRegressor.py.
XGBoostClassifier (Freqtrade)
XGBoost classification model for user-defined discrete labels. 源代码: https://github.com/freqtrade/freqtrade/blob/c0a991f5632cb900075ff2864b6671ed71a319d7/freqtrade/freqai/prediction_models/XGBoostClassifier.py.
PyTorchMLPRegressor (Freqtrade)
Multi-layer perceptron neural network for regression-based price prediction. 源代码: https://github.com/freqtrade/freqtrade/blob/c0a991f5632cb900075ff2864b6671ed71a319d7/freqtrade/freqai/prediction_models/PyTorchMLPRegressor.py.
PyTorchTransformerRegressor (Freqtrade)
Transformer architecture for time-series regression using self-attention mechanism. 源代码: https://github.com/freqtrade/freqtrade/blob/c0a991f5632cb900075ff2864b6671ed71a319d7/freqtrade/freqai/prediction_models/PyTorchTransformerRegressor.py.
ReinforcementLearner (Freqtrade)
Reinforcement learning agent using Stable Baselines3 (PPO/A2C/etc.) for trading decisions. 源代码: https://github.com/freqtrade/freqtrade/blob/c0a991f5632cb900075ff2864b6671ed71a319d7/freqtrade/freqai/prediction_models/ReinforcementLearner.py.