automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now).

This commit is contained in:
robcaulk
2022-05-31 18:42:27 +02:00
parent 9b3b08a2bb
commit 7523ed825e
7 changed files with 141 additions and 71 deletions

View File

@@ -59,6 +59,7 @@
}
],
"freqai": {
"startup_candles": 10000,
"timeframes": [
"3m",
"15m",
@@ -79,7 +80,9 @@
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": true,
"stratify": 0
"stratify": 0,
"indicator_max_period": 20,
"indicator_interval": 10
},
"data_split_parameters": {
"test_size": 0.33,

View File

@@ -7,7 +7,7 @@
"dry_run": true,
"timeframe": "5m",
"dry_run_wallet": 4000,
"dataformat_ohlcv": "hdf5",
"dataformat_ohlcv": "json",
"cancel_open_orders_on_exit": true,
"unfilledtimeout": {
"entry": 10,
@@ -51,6 +51,7 @@
}
],
"freqai": {
"startup_candles": 10000,
"timeframes": [
"5m",
"15m",
@@ -74,7 +75,9 @@
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": false,
"stratify": 0
"stratify": 0,
"indicator_max_period": 50,
"indicator_interval": 10
},
"data_split_parameters": {
"test_size": 0.33,