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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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6
freqtrade/templates/FreqaiExampleStrategy.py
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@@ -166,8 +166,8 @@ class FreqaiExampleStrategy(IStrategy):
dataframe["target_std"],
) = self.model.bridge.start(dataframe, metadata, self)
dataframe["target_roi"] = dataframe["target_mean"] + dataframe["target_std"] * 0.5
dataframe["sell_roi"] = dataframe["target_mean"] - dataframe["target_std"] * 1.5
dataframe["target_roi"] = dataframe["target_mean"] + dataframe["target_std"] * 1.5
dataframe["sell_roi"] = dataframe["target_mean"] - dataframe["target_std"] * 1
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -183,7 +183,7 @@ class FreqaiExampleStrategy(IStrategy):
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
sell_conditions = [
(dataframe["prediction"] < dataframe["sell_roi"]) & (dataframe["do_predict"] == 1)
(dataframe["do_predict"] <= 0)
]
if sell_conditions:
dataframe.loc[reduce(lambda x, y: x | y, sell_conditions), "sell"] = 1