Freqtrade：51,300 Stars 的 Python 加密货币交易机器人 — 回测、优化、部署 — 2026 实战指南

# strategies/MyStrategy.py
from freqtrade.strategy import IStrategy
from pandas import DataFrame
import talib.abstract as ta

class MyStrategy(IStrategy):
    # 策略接口设置
    stoploss = -0.10
    timeframe = '15m'

    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        dataframe['adx'] = ta.ADX(dataframe)
        dataframe['ema_fast'] = ta.EMA(dataframe, timeperiod=20)
        dataframe['ema_slow'] = ta.EMA(dataframe, timeperiod=50)
        return dataframe

    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (dataframe['rsi'] < 30) &
            (dataframe['adx'] > 25) &
            (dataframe['ema_fast'] > dataframe['ema_slow']),
            'buy'] = 1
        return dataframe

    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
        dataframe.loc[
            (dataframe['rsi'] > 70) |
            (dataframe['ema_fast'] < dataframe['ema_slow']),
            'sell'] = 1
        return dataframe

# 下载历史数据
freqtrade download-data --timerange 20230101-20260101 --days 1000

# 运行回测
freqtrade backtesting \
  --strategy MyStrategy \
  --timerange 20240101-20251231 \
  --datadir ./data \
  --export trades

# 优化策略参数
freqtrade hyperopt \
  --strategy MyStrategy \
  --hyperopt-loss SharpeHyperOptLossDaily \
  --epochs 500 \
  --spaces buy sell roi stoploss trailing

# 先用模拟模式（纸面交易）测试
freqtrade trade \
  --strategy MyStrategy \
  --db-url sqlite:///trades.db \
  --config config.json \
  --dry-run

# 确认无误后切换到实盘交易
freqtrade trade \
  --strategy MyStrategy \
  --config config.json

// config.json
{
    "exchange": {
        "name": "binance",
        "key": "",
        "secret": "",
        "ccxt_config": {
            "enableRateLimit": true
        },
        "ccxt_async_config": {
            "enableRateLimit": true,
            "rateLimit": 200
        }
    },
    "api_trading": {
        "trading_pairs": ["BTC/USDT", "ETH/USDT", "SOL/USDT"],
        "stake_currency": "USDT",
        "stake_amount": "unlimited",
        "max_open_trades": 3,
        "dry_run": false
    }
}

# 多币种交易配置
# config.json:
# "stake_currency": "USDT"
# "stake_amount": 100
# "max_open_trades": 5
# "trading_pairs": ["BTC/USDT", "ETH/USDT", "SOL/USDT", "AVAX/USDT", "DOT/USDT"]
# "timeframe": "5m"

# 启动 24/7 交易
freqtrade trade --strategy GridStrategy --config config.json --dry-run &

# 带风控保护的策略
class SwingStrategy(IStrategy):
    stoploss = -0.08
    trailing_stop = True
    trailing_stop_positive = 0.02
    trailing_stop_positive_offset = 0.05

    # 风控设置
    use_exit_signal = True
    exit_profit_only = True
    exit_profit_offset = 0.03

    def populate_indicators(self, dataframe, metadata):
        dataframe['bb_upper'], dataframe['bb_middle'], dataframe['bb_lower'] = ta.BBANDS(dataframe, timeperiod=20)
        dataframe['atr'] = ta.ATR(dataframe, timeperiod=14)
        return dataframe

FROM freqtradeorg/freqtrade:stable

# 复制自定义策略
COPY strategies/MyStrategy.py /freqtrade/user_data/strategies/
COPY config.json /freqtrade/user_data/config.json

# 以挂载配置的方式运行
CMD ["trade", "--strategy", "MyStrategy", "--config", "/freqtrade/user_data/config.json"]

# 生产环境部署命令
docker run -d \
  --name freqtrade-bot \
  --restart unless-stopped \
  -v $(pwd)/user_data:/freqtrade/user_data \
  -e FREQTRADE_MODE=trade \
  freqtradeorg/freqtrade:stable

# 导入自定义 CSV 交易数据
freqtrade convert-trade-data \
  --input-file /path/to/trades.csv \
  --output-format json \
  --exchange custom

# 从自定义数据源生成 OHLCV 数据
freqtrade download-data \
  --timerange 20240101-20260101 \
  --pairs BTC/USDT ETH/USDT \
  --timeframes 5m 15m 1h \
  --exchange custom \
  --datadir ./custom_data

# 启用 Telegram 通知
# 在 config.json 中配置：
{
    "telegram": {
        "enabled": true,
        "token": "YOUR_TELEGRAM_TOKEN",
        "chat_id": "YOUR_CHAT_ID"
    }
}

# 机器人会发送：
# - 开仓/平仓通知
# - 每日盈亏摘要
# - 错误告警
# - 通过聊天室手动卖出指令

# 查看当前运行的交易对
freqtrade list-trades

# 查看账户余额
freqtrade show-config

# 手动关闭所有开仓
freqtrade exit-pos

# 查看策略列表
freqtrade list-strategies --userdir user_data

# 查看 hyperopt 历史结果
freqtrade hyperopt-list --best --min-trades 10

// config.json 中的 protections 配置
{
    "protections": [
        {
            "method": "StoplossGuard",
            "lookback_period_candles": 24,
            "trade_limit": 2,
            "stop_duration_candles": 4,
            "only_per_pair": true
        },
        {
            "method": "MaxDrawdown",
            "lookback_period_candles": 48,
            "max_drawdown_portfolio": 0.10,
            "max_drawdown_per_trade": 0.03
        }
    ]
}

# 策略文件基本结构
from freqtrade.strategy import IStrategy
from pandas import DataFrame
import talib.abstract as ta

class QuickStartStrategy(IStrategy):
    # === 基本参数 ===
    timeframe = '1h'
    stoploss = -0.10
    initial_stake_amount = 100

    # === 参数可优化 ===
    buy_rsi = 30
    sell_rsi = 70

    def populate_indicators(self, dataframe, metadata):
        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
        return dataframe

    def populate_buy_trend(self, dataframe, metadata):
        dataframe.loc[dataframe['rsi'] < self.buy_rsi, 'buy'] = 1
        return dataframe

    def populate_sell_trend(self, dataframe, metadata):
        dataframe.loc[dataframe['rsi'] > self.sell_rsi, 'sell'] = 1
        return dataframe