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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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18
freqtrade/templates/FreqaiExampleStrategy.py
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@@ -56,9 +56,9 @@ class FreqaiExampleStrategy(IStrategy):
def informative_pairs(self):
whitelist_pairs = self.dp.current_whitelist()
corr_pairs = self.config["freqai"]["corr_pairlist"]
corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"]
informative_pairs = []
for tf in self.config["freqai"]["timeframes"]:
for tf in self.config["freqai"]["feature_parameters"]["include_timeframes"]:
for pair in whitelist_pairs:
informative_pairs.append((pair, tf))
for pair in corr_pairs:
@@ -93,7 +93,7 @@ class FreqaiExampleStrategy(IStrategy):
informative = self.dp.get_pair_dataframe(pair, tf)
# first loop is automatically duplicating indicators for time periods
for t in self.freqai_info["feature_parameters"]["indicator_periods"]:
for t in self.freqai_info["feature_parameters"]["indicator_periods_candles"]:
t = int(t)
informative[f"%-{coin}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t)
@@ -123,8 +123,6 @@ class FreqaiExampleStrategy(IStrategy):
)
informative[f"%-{coin}roc-period_{t}"] = ta.ROC(informative, timeperiod=t)
macd = ta.MACD(informative, timeperiod=t)
informative[f"%-{coin}macd-period_{t}"] = macd["macd"]
informative[f"%-{coin}relative_volume-period_{t}"] = (
informative["volume"] / informative["volume"].rolling(t).mean()
@@ -136,7 +134,7 @@ class FreqaiExampleStrategy(IStrategy):
indicators = [col for col in informative if col.startswith("%")]
# This loop duplicates and shifts all indicators to add a sense of recency to data
for n in range(self.freqai_info["feature_parameters"]["shift"] + 1):
for n in range(self.freqai_info["feature_parameters"]["include_shifted_candles"] + 1):
if n == 0:
continue
informative_shift = informative[indicators].shift(n)
@@ -161,8 +159,8 @@ class FreqaiExampleStrategy(IStrategy):
# needs to be used such as templates/CatboostPredictionMultiModel.py
df["&-s_close"] = (
df["close"]
.shift(-self.freqai_info["feature_parameters"]["period"])
.rolling(self.freqai_info["feature_parameters"]["period"])
.shift(-self.freqai_info["feature_parameters"]["label_period_candles"])
.rolling(self.freqai_info["feature_parameters"]["label_period_candles"])
.mean()
/ df["close"]
- 1
@@ -179,7 +177,7 @@ class FreqaiExampleStrategy(IStrategy):
# indicated by the user in the configuration file.
# All indicators must be populated by populate_any_indicators() for live functionality
# to work correctly.
for tf in self.freqai_info["timeframes"]:
for tf in self.freqai_info["feature_parameters"]["include_timeframes"]:
dataframe = self.populate_any_indicators(
metadata,
self.pair,
@@ -189,7 +187,7 @@ class FreqaiExampleStrategy(IStrategy):
set_generalized_indicators=sgi,
)
sgi = False
for pair in self.freqai_info["corr_pairlist"]:
for pair in self.freqai_info["feature_parameters"]["include_corr_pairlist"]:
if metadata["pair"] in pair:
continue # do not include whitelisted pair twice if it is in corr_pairlist
dataframe = self.populate_any_indicators(