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Fstring freqAI sample strategy, remove duplicate features

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This commit is contained in:
Matthias 2022-06-11 19:56:37 +02:00
parent eb47c74096
commit 75a248cf42
1 changed files with 25 additions and 34 deletions
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59
freqtrade/templates/FreqaiExampleStrategy.py
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@ -94,55 +94,46 @@ class FreqaiExampleStrategy(IStrategy):
for t in self.freqai_info["feature_parameters"]["indicator_periods"]: for t in self.freqai_info["feature_parameters"]["indicator_periods"]:
t = int(t) t = int(t)
informative["%-" + coin + "rsi-period_" + str(t)] = ta.RSI( informative[f"%-{coin}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t)
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["%-" + coin + "mfi-period_" + str(t)] = ta.MFI( informative[f"{coin}20sma-period_{t}"] = ta.SMA(informative, timeperiod=t)
informative, timeperiod=t informative[f"{coin}21ema-period_{t}"] = ta.EMA(informative, timeperiod=t)
) informative[f"%-{coin}close_over_20sma-period_{t}"] = (
informative["%-" + coin + "adx-period_" + str(t)] = ta.ADX(informative, window=t) informative["close"] / informative[coin + "20sma-period_{t}"]
informative[coin + "20sma-period_" + str(t)] = ta.SMA(informative, timeperiod=t)
informative[coin + "21ema-period_" + str(t)] = ta.EMA(informative, timeperiod=t)
informative["%-" + coin + "close_over_20sma-period_" + str(t)] = (
informative["close"] / informative[coin + "20sma-period_" + str(t)]
) )
informative["%-" + coin + "mfi-period_" + str(t)] = ta.MFI( informative[f"%-{coin}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t)
informative, timeperiod=t
)
informative[coin + "ema21-period_" + str(t)] = ta.EMA(informative, timeperiod=t)
informative[coin + "sma20-period_" + str(t)] = ta.SMA(informative, timeperiod=t)
bollinger = qtpylib.bollinger_bands( bollinger = qtpylib.bollinger_bands(
qtpylib.typical_price(informative), window=t, stds=2.2 qtpylib.typical_price(informative), window=t, stds=2.2
) )
informative[coin + "bb_lowerband-period_" + str(t)] = bollinger["lower"] informative[f"{coin}bb_lowerband-period_{t}"] = bollinger["lower"]
informative[coin + "bb_middleband-period_" + str(t)] = bollinger["mid"] informative[f"{coin}bb_middleband-period_{t}"] = bollinger["mid"]
informative[coin + "bb_upperband-period_" + str(t)] = bollinger["upper"] informative[f"{coin}bb_upperband-period_{t}"] = bollinger["upper"]
informative["%-" + coin + "bb_width-period_" + str(t)] = (
informative[coin + "bb_upperband-period_" + str(t)] informative[f"%-{coin}bb_width-period_{t}"] = (
- informative[coin + "bb_lowerband-period_" + str(t)] informative[f"{coin}bb_upperband-period_{t}"]
) / informative[coin + "bb_middleband-period_" + str(t)] - informative[f"{coin}bb_lowerband-period_{t}"]
informative["%-" + coin + "close-bb_lower-period_" + str(t)] = ( ) / informative[f"{coin}bb_middleband-period_{t}"]
informative["close"] / informative[coin + "bb_lowerband-period_" + str(t)]
informative[f"%-{coin}close-bb_lower-period_{t}"] = (
informative["close"] / informative[f"{coin}bb_lowerband-period_{t}"]
) )
informative["%-" + coin + "roc-period_" + str(t)] = ta.ROC( informative[f"%-{coin}roc-period_{t}"] = ta.ROC(
informative, timeperiod=t informative, timeperiod=t
) )
informative["%-" + coin + "adx-period_" + str(t)] = ta.ADX(informative, window=t)
macd = ta.MACD(informative, timeperiod=t) macd = ta.MACD(informative, timeperiod=t)
informative["%-" + coin + "macd-period_" + str(t)] = macd["macd"] informative[f"%-{coin}macd-period_{t}"] = macd["macd"]
informative["%-" + coin + "relative_volume-period_" + str(t)] = ( informative[f"%-{coin}relative_volume-period_{t}"] = (
informative["volume"] / informative["volume"].rolling(t).mean() informative["volume"] / informative["volume"].rolling(t).mean()
) )
informative["%-" + coin + "pct-change"] = informative["close"].pct_change() informative[f"%-{coin}pct-change"] = informative["close"].pct_change()
informative["%-" + coin + "raw_volume"] = informative["volume"] informative[f"%-{coin}raw_volume"] = informative["volume"]
informative["%-" + coin + "raw_price"] = informative["close"] informative[f"%-{coin}raw_price"] = informative["close"]
indicators = [col for col in informative if col.startswith("%")] indicators = [col for col in informative if col.startswith("%")]
# This loop duplicates and shifts all indicators to add a sense of recency to data # This loop duplicates and shifts all indicators to add a sense of recency to data