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allow users to store data in custom formats, update spot config to reflect better target horizon to training period ratio

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This commit is contained in:
robcaulk 2022-05-30 02:12:31 +02:00
parent d59eac3321
commit 2f1a2c1cd7
2 changed files with 11 additions and 5 deletions
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10
config_examples/config_freqai_spot.example.json
View File

@ -7,6 +7,7 @@
"dry_run": true,
"timeframe": "5m",
"dry_run_wallet": 4000,
"dataformat_ohlcv": "hdf5",
"cancel_open_orders_on_exit": true,
"unfilledtimeout": {
"entry": 10,
@ -24,7 +25,8 @@
"rateLimit": 200
},
"pair_whitelist": [
"BTC/USDT"
"BTC/USDT",
"ETH/USDT"
],
"pair_blacklist": []
},
@ -39,7 +41,7 @@
}
},
"exit_pricing": {
"price_side": "same",
"price_side": "other",
"use_order_book": true,
"order_book_top": 1
},
@ -54,7 +56,7 @@
"15m",
"4h"
],
"train_period": 30,
"train_period": 60,
"backtest_period": 7,
"identifier": "example",
"live_trained_timestamp": 0,
@ -66,7 +68,7 @@
"SOL/USDT"
],
"feature_parameters": {
"period": 20,
"period": 500,
"shift": 1,
"DI_threshold": 0,
"weight_factor": 0.9,

6
freqtrade/freqai/data_kitchen.py
View File

@ -735,7 +735,7 @@ class FreqaiDataKitchen:
exchange, pairs=pairs, timeframes=self.freqai_config.get('timeframes'),
datadir=self.config['datadir'], timerange=timerange,
new_pairs_days=self.config['new_pairs_days'],
erase=False, data_format=self.config['dataformat_ohlcv'],
erase=False, data_format=self.config.get('dataformat_ohlcv', 'json'),
trading_mode=self.config.get('trading_mode', 'spot'),
prepend=self.config.get('prepend_data', False)
)
@ -751,6 +751,8 @@ class FreqaiDataKitchen:
base_dataframes[tf] = load_pair_history(datadir=self.config['datadir'],
timeframe=tf,
pair=metadata['pair'], timerange=timerange,
data_format=self.config.get(
'dataformat_ohlcv', 'json'),
candle_type=self.config.get(
'trading_mode', 'spot'))
if pairs:
@ -762,6 +764,8 @@ class FreqaiDataKitchen:
corr_dataframes[p][tf] = load_pair_history(datadir=self.config['datadir'],
timeframe=tf,
pair=p, timerange=timerange,
data_format=self.config.get(
'dataformat_ohlcv', 'json'),
candle_type=self.config.get(
'trading_mode', 'spot'))