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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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12
freqtrade/freqai/freqai_interface.py
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@@ -95,7 +95,7 @@ class IFreqaiModel(ABC):
dk = self.start_live(dataframe, metadata, strategy, self.dk)
# For backtesting, each pair enters and then gets trained for each window along the
# sliding window defined by "train_period" (training window) and "backtest_period"
# sliding window defined by "train_period_days" (training window) and "live_retrain_hours"
# (backtest window, i.e. window immediately following the training window).
# FreqAI slides the window and sequentially builds the backtesting results before returning
# the concatenated results for the full backtesting period back to the strategy.
@@ -143,11 +143,11 @@ class IFreqaiModel(ABC):
) -> FreqaiDataKitchen:
"""
The main broad execution for backtesting. For backtesting, each pair enters and then gets
trained for each window along the sliding window defined by "train_period" (training window)
and "backtest_period" (backtest window, i.e. window immediately following the
training window). FreqAI slides the window and sequentially builds the backtesting results
before returning the concatenated results for the full backtesting period back to the
strategy.
trained for each window along the sliding window defined by "train_period_days"
(training window) and "backtest_period_days" (backtest window, i.e. window immediately
following the training window). FreqAI slides the window and sequentially builds
the backtesting results before returning the concatenated results for the full
backtesting period back to the strategy.
:params:
dataframe: DataFrame = strategy passed dataframe
metadata: Dict = pair metadata