lxy e4e76b8fe4 Add strategy fusion research reports		3 週間前
..
user_data	e4e76b8fe4 Add strategy fusion research reports	3 週間前
README.md	c457ffdcfd feat: add freqtrade comparison experiment	1 ヶ月前
config-okx-futures.json	e4e76b8fe4 Add strategy fusion research reports	3 週間前

Freqtrade Experiment

This directory keeps Freqtrade isolated from the main OKX research code. It is for cross-checking one strategy first: BTC RSI2 Guarded 15m.

Export cached OKX candles:

uv run python scripts/export_freqtrade_data.py --symbol BTC-USDT-SWAP --bar 15m

Run with a local Freqtrade installation:

freqtrade backtesting \
  --config freqtrade/config-okx-futures.json \
  --userdir freqtrade/user_data \
  --strategy BtcRsi2Guarded \
  --timeframe 15m \
  --timerange 20230101-

The first comparison target is the existing report row:

BTC RSI2 Guarded 15m, 3y return around 102.88% before Freqtrade model differences.

Freqtrade's accounting model is not identical to the current research script. Treat this as an execution-framework comparison, not a byte-for-byte backtest replacement.

README.md

Freqtrade Experiment