fix bug for target_mean/std array merging in backtesting

This commit is contained in:
robcaulk
2022-05-26 21:07:50 +02:00
parent ff531c416f
commit 6193205012
6 changed files with 186 additions and 110 deletions

View File

@@ -1,7 +1,7 @@
{
"max_open_trades": 1,
"stake_currency": "USDT",
"stake_amount": 800,
"stake_amount": 900,
"tradable_balance_ratio": 1,
"fiat_display_currency": "USD",
"dry_run": true,
@@ -24,8 +24,7 @@
"rateLimit": 200
},
"pair_whitelist": [
"BTC/USDT",
"ETH/USDT"
"BTC/USDT"
],
"pair_blacklist": []
},
@@ -55,7 +54,7 @@
"15m"
],
"train_period": 30,
"backtest_period": 10,
"backtest_period": 7,
"identifier": "example",
"live_trained_timestamp": 0,
"corr_pairlist": [
@@ -64,16 +63,16 @@
"DOT/USDT"
],
"feature_parameters": {
"period": 12,
"period": 24,
"shift": 1,
"DI_threshold": 1,
"weight_factor": 0,
"DI_threshold": 0,
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": false,
"stratify": 0
"use_SVM_to_remove_outliers": true,
"stratify": 3
},
"data_split_parameters": {
"test_size": 0.25,
"test_size": 0.33,
"random_state": 1
},
"model_training_parameters": {