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refactor set_weights_higher_recent

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This commit is contained in:
longyu 2022-07-15 23:02:09 +02:00
parent 00461850f5
commit 7260a71ecb
1 changed files with 3 additions and 5 deletions
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8
freqtrade/freqai/data_kitchen.py
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@ -675,12 +675,10 @@ class FreqaiDataKitchen:
Set weights so that recent data is more heavily weighted during Set weights so that recent data is more heavily weighted during
training than older data. training than older data.
""" """
wfactor = self.config["freqai"]["feature_parameters"]["weight_factor"]
weights = np.zeros(num_weights) weights = np.zeros(num_weights)
for i in range(1, len(weights)): weights[1:] = np.exp(
weights[len(weights) - i] = np.exp( - np.arange(1, len(weights)) / (wfactor * num_weights))[::-1]
-i / (self.config["freqai"]["feature_parameters"]["weight_factor"] * num_weights)
)
return weights return weights
def append_predictions(self, predictions, do_predict, len_dataframe): def append_predictions(self, predictions, do_predict, len_dataframe):