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Aggregated commit. Adding support vector machine for outlier detection, improve user interface to dry/live, better standardization, fix various other bugs

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This commit is contained in:
robcaulk
2022-05-22 17:51:49 +02:00
parent c5ecf94177
commit 42d95af829
7 changed files with 404 additions and 300 deletions
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11
config_examples/config_freqai.example.json
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@@ -57,8 +57,8 @@
"train_period": 30,
"backtest_period": 7,
"identifier": "example",
"live_trained_timerange": "20220330-20220429",
"live_full_backtestrange": "20220302-20220501",
"live_trained_timerange": "",
"live_full_backtestrange": "",
"corr_pairlist": [
"BTC/USDT",
"ETH/USDT",
@@ -68,20 +68,19 @@
"feature_parameters": {
"period": 12,
"shift": 1,
"drop_features": false,
"DI_threshold": 1,
"weight_factor": 0,
"principal_component_analysis": false,
"remove_outliers": false
"use_SVM_to_remove_outliers": false
},
"data_split_parameters": {
"test_size": 0.25,
"random_state": 1
},
"model_training_parameters": {
"n_estimators": 2000,
"n_estimators": 1000,
"random_state": 1,
"learning_rate": 0.02,
"learning_rate": 0.1,
"task_type": "CPU"
}
},