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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@@ -27,29 +27,11 @@ class CatboostPredictionModel(IFreqaiModel):
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return dataframe
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def make_labels(self, dataframe: DataFrame, dk: FreqaiDataKitchen) -> DataFrame:
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"""
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User defines the labels here (target values).
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:params:
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:dataframe: the full dataframe for the present training period
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"""
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dataframe["s"] = (
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dataframe["close"]
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.shift(-self.feature_parameters["period"])
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.rolling(self.feature_parameters["period"])
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.mean()
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/ dataframe["close"]
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- 1
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)
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return dataframe["s"]
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def train(
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self, unfiltered_dataframe: DataFrame, pair: str, dk: FreqaiDataKitchen
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) -> Tuple[DataFrame, DataFrame]:
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"""
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Filter the training data and train a model to it. Train makes heavy use of the datahkitchen
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Filter the training data and train a model to it. Train makes heavy use of the datakitchen
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for storing, saving, loading, and analyzing the data.
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:params:
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:unfiltered_dataframe: Full dataframe for the current training period
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@@ -60,7 +42,6 @@ class CatboostPredictionModel(IFreqaiModel):
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logger.info("--------------------Starting training " f"{pair} --------------------")
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# unfiltered_labels = self.make_labels(unfiltered_dataframe, dk)
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# filter the features requested by user in the configuration file and elegantly handle NaNs
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features_filtered, labels_filtered = dk.filter_features(
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unfiltered_dataframe,
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