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pass metadata dictionary to feature_engineering_* and set_freqai_targets functions. Add doc

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This commit is contained in:
robcaulk
2023-02-04 13:47:11 +01:00
parent 55850a5ccd
commit 5da60b718d
3 changed files with 54 additions and 5 deletions
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14
freqtrade/freqai/data_kitchen.py
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@@ -1247,17 +1247,21 @@ class FreqaiDataKitchen:
tfs: List[str] = self.freqai_config["feature_parameters"].get("include_timeframes")
for tf in tfs:
metadata = {"pair": pair, "tf": tf}
informative_df = self.get_pair_data_for_features(
pair, tf, strategy, corr_dataframes, base_dataframes, is_corr_pairs)
informative_copy = informative_df.copy()
for t in self.freqai_config["feature_parameters"]["indicator_periods_candles"]:
metadata["period"] = t
df_features = strategy.feature_engineering_expand_all(
informative_copy.copy(), t)
informative_copy.copy(), t, metadata=metadata)
suffix = f"{t}"
informative_df = self.merge_features(informative_df, df_features, tf, tf, suffix)
generic_df = strategy.feature_engineering_expand_basic(informative_copy.copy())
metadata.pop("period")
generic_df = strategy.feature_engineering_expand_basic(
informative_copy.copy(), metadata=metadata)
suffix = "gen"
informative_df = self.merge_features(informative_df, generic_df, tf, tf, suffix)
@@ -1326,8 +1330,8 @@ class FreqaiDataKitchen:
"include_corr_pairlist", [])
dataframe = self.populate_features(dataframe.copy(), pair, strategy,
corr_dataframes, base_dataframes)
dataframe = strategy.feature_engineering_standard(dataframe.copy())
metadata = {"pair": pair}
dataframe = strategy.feature_engineering_standard(dataframe.copy(), metadata=metadata)
# ensure corr pairs are always last
for corr_pair in corr_pairs:
if pair == corr_pair:
@@ -1336,7 +1340,7 @@ class FreqaiDataKitchen:
dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy,
corr_dataframes, base_dataframes, True)
dataframe = strategy.set_freqai_targets(dataframe.copy())
dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
self.get_unique_classes_from_labels(dataframe)

16
freqtrade/templates/FreqaiExampleStrategy.py
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@@ -58,6 +58,10 @@ class FreqaiExampleStrategy(IStrategy):
All features must be prepended with `%` to be recognized by FreqAI internals.
Access metadata such as the current pair/timeframe/period with:
`metadata["pair"]` `metadata["tf"]` `metadata["period"]`
More details on how these config defined parameters accelerate feature engineering
in the documentation at:
@@ -114,6 +118,10 @@ class FreqaiExampleStrategy(IStrategy):
All features must be prepended with `%` to be recognized by FreqAI internals.
Access metadata such as the current pair/timeframe with:
`metadata["pair"]` `metadata["tf"]`
More details on how these config defined parameters accelerate feature engineering
in the documentation at:
@@ -144,6 +152,10 @@ class FreqaiExampleStrategy(IStrategy):
All features must be prepended with `%` to be recognized by FreqAI internals.
Access metadata such as the current pair with:
`metadata["pair"]`
More details about feature engineering available:
https://www.freqtrade.io/en/latest/freqai-feature-engineering
@@ -161,6 +173,10 @@ class FreqaiExampleStrategy(IStrategy):
Required function to set the targets for the model.
All targets must be prepended with `&` to be recognized by the FreqAI internals.
Access metadata such as the current pair with:
`metadata["pair"]`
More details about feature engineering available:
https://www.freqtrade.io/en/latest/freqai-feature-engineering