reduce freqai testing time by reducing retrain frequency and number of features

This commit is contained in:
robcaulk
2022-11-24 18:16:33 +01:00
parent 44b042ba51
commit 8855e36f57
4 changed files with 12 additions and 70 deletions

View File

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