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ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs.

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robcaulk
2022-10-29 22:26:49 +02:00
parent a9db668082
commit 650bb8b7d7
5 changed files with 92 additions and 74 deletions
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13
docs/freqai-configuration.md
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@@ -61,7 +61,7 @@ The FreqAI strategy requires including the following lines of code in the standa
"""
Function designed to automatically generate, name and merge features
from user indicated timeframes in the configuration file. User controls the indicators
passed to the training/prediction by prepending indicators with `'%-' + coin `
passed to the training/prediction by prepending indicators with `'%-' + pair `
(see convention below). I.e. user should not prepend any supporting metrics
(e.g. bb_lowerband below) with % unless they explicitly want to pass that metric to the
model.
@@ -69,20 +69,17 @@ The FreqAI strategy requires including the following lines of code in the standa
:param df: strategy dataframe which will receive merges from informatives
:param tf: timeframe of the dataframe which will modify the feature names
:param informative: the dataframe associated with the informative pair
:param coin: the name of the coin which will modify the feature names.
"""
coin = pair.split('/')[0]
if informative is None:
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_candles"]:
t = int(t)
informative[f"%-{coin}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t)
informative[f"%-{coin}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t)
informative[f"%-{coin}adx-period_{t}"] = ta.ADX(informative, window=t)
informative[f"%-{pair}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t)
informative[f"%-{pair}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t)
informative[f"%-{pair}adx-period_{t}"] = ta.ADX(informative, window=t)
indicators = [col for col in informative if col.startswith("%")]
# This loop duplicates and shifts all indicators to add a sense of recency to data
@@ -134,7 +131,7 @@ Notice also the location of the labels under `if set_generalized_indicators:` at
(as exemplified in `freqtrade/templates/FreqaiExampleStrategy.py`):
```python
def populate_any_indicators(self, metadata, pair, df, tf, informative=None, coin="", set_generalized_indicators=False):
def populate_any_indicators(self, pair, df, tf, informative=None, set_generalized_indicators=False):
...