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Change config parameter names to improve clarity and consistency throughout the code (!!breaking change, please check discord support channel for migration instructions or review templates/FreqaiExampleStrategy.py config_examples/config_freqai_futures.example.json file changes!!)

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This commit is contained in:
Robert Caulk
2022-07-10 12:34:09 +02:00
parent 819cc9c0e4
commit 607455919e
10 changed files with 269 additions and 196 deletions
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49
config_examples/config_freqai_futures.example.json
View File

@@ -15,7 +15,7 @@
"exit": 30
},
"exchange": {
"name": "okx",
"name": "binance",
"key": "",
"secret": "",
"ccxt_config": {
@@ -26,15 +26,8 @@
"rateLimit": 200
},
"pair_whitelist": [
"AGLD/USDT:USDT",
"1INCH/USDT:USDT",
"AAVE/USDT:USDT",
"ALGO/USDT:USDT",
"ALPHA/USDT:USDT",
"API3/USDT:USDT",
"AVAX/USDT:USDT",
"AXS/USDT:USDT",
"BCH/USDT:USDT"
"1INCH/USDT",
"ALGO/USDT"
],
"pair_blacklist": []
},
@@ -60,29 +53,31 @@
],
"freqai": {
"startup_candles": 10000,
"timeframes": [
"3m",
"15m",
"1h"
],
"train_period": 20,
"backtest_period": 0.001,
"identifier": "constant_retrain_live",
"purge_old_models": true,
"train_period_days": 15,
"backtest_period_days": 7,
"live_retrain_hours": 0,
"identifier": "uniqe-id6",
"live_trained_timestamp": 0,
"corr_pairlist": [
"BTC/USDT:USDT",
"ETH/USDT:USDT"
],
"feature_parameters": {
"period": 20,
"shift": 2,
"include_timeframes": [
"3m",
"15m",
"1h"
],
"include_corr_pairlist": [
"BTC/USDT",
"ETH/USDT"
],
"label_period_candles": 20,
"include_shifted_candles": 2,
"DI_threshold": 0.9,
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": true,
"stratify": 0,
"indicator_max_period": 20,
"indicator_periods": [10, 20]
"stratify_training_data": 0,
"indicator_max_period_candles": 20,
"indicator_periods_candles": [10, 20]
},
"data_split_parameters": {
"test_size": 0.33,

37
config_examples/config_freqai_spot.example.json
View File

@@ -52,32 +52,31 @@
],
"freqai": {
"startup_candles": 10000,
"timeframes": [
"5m",
"15m",
"4h"
],
"train_period": 30,
"backtest_period": 7,
"train_period_days": 30,
"backtest_period_days": 7,
"live_retrain_hours": 1,
"identifier": "example",
"live_trained_timestamp": 0,
"corr_pairlist": [
"BTC/USDT",
"ETH/USDT",
"DOT/USDT",
"MATIC/USDT",
"SOL/USDT"
],
"feature_parameters": {
"period": 500,
"shift": 1,
"include_timeframes": [
"5m",
"15m",
"4h"
],
"include_corr_pairlist": [
"BTC/USDT",
"ETH/USDT"
],
"label_period_candles": 500,
"include_shifted_candles": 1,
"DI_threshold": 0,
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": false,
"stratify": 0,
"indicator_max_period": 50,
"indicator_periods": [10, 20]
"stratify_training_data": 0,
"indicator_max_period_candles": 50,
"indicator_periods_candles": [10, 20]
},
"data_split_parameters": {
"test_size": 0.33,