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add CNN prediction model

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This commit is contained in:
robcaulk
2022-10-11 19:55:28 +02:00
parent 8d3ed03184 f5870a7540
commit 85df7faa98
5 changed files with 236 additions and 10 deletions
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11
freqtrade/freqai/freqai_interface.py
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@@ -73,10 +73,10 @@ class IFreqaiModel(ABC):
self.identifier: str = self.freqai_info.get("identifier", "no_id_provided")
self.scanning = False
self.ft_params = self.freqai_info["feature_parameters"]
self.keras: bool = self.freqai_info.get("keras", False)
if self.keras and self.ft_params.get("DI_threshold", 0):
self.ft_params["DI_threshold"] = 0
logger.warning("DI threshold is not configured for Keras models yet. Deactivating.")
# self.keras: bool = self.freqai_info.get("keras", False)
# if self.keras and self.ft_params.get("DI_threshold", 0):
# self.ft_params["DI_threshold"] = 0
# logger.warning("DI threshold is not configured for Keras models yet. Deactivating.")
self.CONV_WIDTH = self.freqai_info.get("conv_width", 2)
if self.ft_params.get("inlier_metric_window", 0):
self.CONV_WIDTH = self.ft_params.get("inlier_metric_window", 0) * 2
@@ -645,7 +645,8 @@ class IFreqaiModel(ABC):
# # for keras type models, the conv_window needs to be prepended so
# # viewing is correct in frequi
if self.freqai_info.get('keras', False) or self.ft_params.get('inlier_metric_window', 0):
if (not self.freqai_info.get('model_save_type', 'joblib') or
self.ft_params.get('inlier_metric_window', 0)):
n_lost_points = self.freqai_info.get('conv_width', 2)
zeros_df = DataFrame(np.zeros((n_lost_points, len(hist_preds_df.columns))),
columns=hist_preds_df.columns)