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add DBSCAN outlier detection feature, add supporting documentation

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This commit is contained in:
robcaulk
2022-08-04 12:14:56 +02:00
parent 778833f90e
commit 29225e4baf
3 changed files with 94 additions and 9 deletions
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6
freqtrade/freqai/freqai_interface.py
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@@ -384,6 +384,9 @@ class IFreqaiModel(ABC):
if self.freqai_info["feature_parameters"].get("DI_threshold", 0):
dk.data["avg_mean_dist"] = dk.compute_distances()
if self.freqai_info["feature_parameters"].get("DBSCAN_outlier_pct", 0):
dk.use_DBSCAN_to_remove_outliers(predict=False)
def data_cleaning_predict(self, dk: FreqaiDataKitchen, dataframe: DataFrame) -> None:
"""
Base data cleaning method for predict.
@@ -406,6 +409,9 @@ class IFreqaiModel(ABC):
if self.freqai_info["feature_parameters"].get("DI_threshold", 0):
dk.check_if_pred_in_training_spaces()
if self.freqai_info["feature_parameters"].get("DBSCAN_outlier_pct", 0):
dk.use_DBSCAN_to_remove_outliers(predict=True)
def model_exists(
self,
pair: str,