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Set train-test-split shuffle=False as default and remove stratification

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This commit is contained in:
th0rntwig
2022-09-28 18:23:56 +02:00
parent fb3d408338
commit 683b084323
3 changed files with 4 additions and 28 deletions
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12
freqtrade/freqai/data_kitchen.py
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@@ -134,20 +134,14 @@ class FreqaiDataKitchen:
"""
feat_dict = self.freqai_config["feature_parameters"]
shuffle = self.freqai_config.get('data_split_parameters', {}).get('shuffle', False)
weights: npt.ArrayLike
if feat_dict.get("weight_factor", 0) > 0:
weights = self.set_weights_higher_recent(len(filtered_dataframe))
else:
weights = np.ones(len(filtered_dataframe))
if feat_dict.get("stratify_training_data", 0) > 0:
stratification = np.zeros(len(filtered_dataframe))
for i in range(1, len(stratification)):
if i % feat_dict.get("stratify_training_data", 0) == 0:
stratification[i] = 1
else:
stratification = None
if self.freqai_config.get('data_split_parameters', {}).get('test_size', 0.1) != 0:
(
train_features,
@@ -160,7 +154,7 @@ class FreqaiDataKitchen:
filtered_dataframe[: filtered_dataframe.shape[0]],
labels,
weights,
stratify=stratification,
shuffle=shuffle,
**self.config["freqai"]["data_split_parameters"],
)
else: