adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add typehint to corr_pairlist

Browse Source
This commit is contained in:
Matthias 2022-10-30 13:28:01 +01:00
parent 650bb8b7d7
commit 391c3f56f7
2 changed files with 2 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
docs/freqai-feature-engineering.md
View File

@ -2,7 +2,7 @@
## Defining the features ## Defining the features
Low level feature engineering is performed in the user strategy within a function called `populate_any_indicators()`. That function sets the `base features` such as, `RSI`, `MFI`, `EMA`, `SMA`, time of day, volume, etc. The `base features` can be custom indicators or they can be imported from any technical-analysis library that you can find. One important syntax rule is that all `base features` string names are prepended with `%-{pair}`, while labels/targets are prepended with `&`. Low level feature engineering is performed in the user strategy within a function called `populate_any_indicators()`. That function sets the `base features` such as, `RSI`, `MFI`, `EMA`, `SMA`, time of day, volume, etc. The `base features` can be custom indicators or they can be imported from any technical-analysis library that you can find. One important syntax rule is that all `base features` string names are prepended with `%-{pair}`, while labels/targets are prepended with `&`.
!!! Note !!! Note
Adding the full pair string, e.g. XYZ/USD, in the feature name enables improved performance for dataframe caching on the backend. If users elect *not* to add the full pair string in the feature string, FreqAI will operate in a reduced performance mode. Adding the full pair string, e.g. XYZ/USD, in the feature name enables improved performance for dataframe caching on the backend. If users elect *not* to add the full pair string in the feature string, FreqAI will operate in a reduced performance mode.

2
freqtrade/freqai/freqai_interface.py
View File

@ -72,7 +72,7 @@ class IFreqaiModel(ABC):
self.identifier: str = self.freqai_info.get("identifier", "no_id_provided") self.identifier: str = self.freqai_info.get("identifier", "no_id_provided")
self.scanning = False self.scanning = False
self.ft_params = self.freqai_info["feature_parameters"] self.ft_params = self.freqai_info["feature_parameters"]
self.corr_pairlist = self.ft_params.get("include_corr_pairlist", []) self.corr_pairlist: List[str] = self.ft_params.get("include_corr_pairlist", [])
self.keras: bool = self.freqai_info.get("keras", False) self.keras: bool = self.freqai_info.get("keras", False)
if self.keras and self.ft_params.get("DI_threshold", 0): if self.keras and self.ft_params.get("DI_threshold", 0):
self.ft_params["DI_threshold"] = 0 self.ft_params["DI_threshold"] = 0