reduce freqai testing time by reducing retrain frequency and number of features
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@@ -19,19 +19,6 @@ class freqai_rl_test_strat(IStrategy):
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minimal_roi = {"0": 0.1, "240": -1}
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plot_config = {
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"main_plot": {},
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"subplots": {
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"prediction": {"prediction": {"color": "blue"}},
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"target_roi": {
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"target_roi": {"color": "brown"},
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},
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"do_predict": {
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"do_predict": {"color": "brown"},
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},
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},
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}
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process_only_new_candles = True
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stoploss = -0.05
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use_exit_signal = True
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@@ -50,10 +37,7 @@ class freqai_rl_test_strat(IStrategy):
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t = int(t)
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informative[f"%-{pair}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t)
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informative[f"%-{pair}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t)
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informative[f"%-{pair}adx-period_{t}"] = ta.ADX(informative, window=t)
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# FIXME: add these outside the user strategy?
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# The following columns are necessary for RL models.
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informative[f"%-{pair}raw_close"] = informative["close"]
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informative[f"%-{pair}raw_open"] = informative["open"]
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@@ -79,9 +63,6 @@ class freqai_rl_test_strat(IStrategy):
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# function to populate indicators during training). Notice how we ensure not to
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# add them multiple times
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if set_generalized_indicators:
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df["%-day_of_week"] = (df["date"].dt.dayofweek + 1) / 7
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df["%-hour_of_day"] = (df["date"].dt.hour + 1) / 25
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# For RL, there are no direct targets to set. This is filler (neutral)
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# until the agent sends an action.
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df["&-action"] = 0
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