Add additional data normalization methods to freqai module, including StandardScaler, MinMaxScaler, and QuantileTransformer. Add support for pickle metadata, normalization_factory, and unit tests.

2023-03-29 17:16:20 +03:00
parent 8a49d62068
commit 4aa9284737
6 changed files with 415 additions and 98 deletions
--- a/config_examples/config_freqai.example.json
+++ b/config_examples/config_freqai.example.json
@@ -73,7 +73,8 @@
                10,
                20
            ],
-            "plot_feature_importances": 0
+            "plot_feature_importances": 0,
+            "data_normalization": "legacy"
        },
        "data_split_parameters": {
            "test_size": 0.33,