From 7260a71ecbcd55b6bc4f377f5a750df10ecb7e69 Mon Sep 17 00:00:00 2001 From: longyu Date: Fri, 15 Jul 2022 23:02:09 +0200 Subject: [PATCH] refactor set_weights_higher_recent --- freqtrade/freqai/data_kitchen.py | 8 +++----- 1 file changed, 3 insertions(+), 5 deletions(-) diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py index f320bdc2f..74d763e1b 100644 --- a/freqtrade/freqai/data_kitchen.py +++ b/freqtrade/freqai/data_kitchen.py @@ -675,12 +675,10 @@ class FreqaiDataKitchen: Set weights so that recent data is more heavily weighted during training than older data. """ - + wfactor = self.config["freqai"]["feature_parameters"]["weight_factor"] weights = np.zeros(num_weights) - for i in range(1, len(weights)): - weights[len(weights) - i] = np.exp( - -i / (self.config["freqai"]["feature_parameters"]["weight_factor"] * num_weights) - ) + weights[1:] = np.exp( + - np.arange(1, len(weights)) / (wfactor * num_weights))[::-1] return weights def append_predictions(self, predictions, do_predict, len_dataframe):