add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs
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@ -83,7 +83,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
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| `backtest_period_days` | **Required.** Number of days to inference into the trained model before sliding the window and retraining. This can be fractional days, but beware that the user provided `timerange` will be divided by this number to yield the number of trainings necessary to complete the backtest. <br> **Datatype:** Float.
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| `backtest_period_days` | **Required.** Number of days to inference into the trained model before sliding the window and retraining. This can be fractional days, but beware that the user provided `timerange` will be divided by this number to yield the number of trainings necessary to complete the backtest. <br> **Datatype:** Float.
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| `live_retrain_hours` | Frequency of retraining during dry/live runs. Default set to 0, which means it will retrain as often as possible. **Datatype:** Float > 0.
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| `live_retrain_hours` | Frequency of retraining during dry/live runs. Default set to 0, which means it will retrain as often as possible. **Datatype:** Float > 0.
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| `follow_mode` | If true, this instance of FreqAI will look for models associated with `identifier` and load those for inferencing. A `follower` will **not** train new models. `False` by default. <br> **Datatype:** boolean.
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| `follow_mode` | If true, this instance of FreqAI will look for models associated with `identifier` and load those for inferencing. A `follower` will **not** train new models. `False` by default. <br> **Datatype:** boolean.
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| `live_trained_timestamp` | Useful if user wants to start from models trained during a *backtest*. The timestamp can be located in the `user_data/models` backtesting folder. This is not a commonly used parameter, leave undefined for most applications. <br> **Datatype:** positive integer.
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| `startup_candles` | Number of candles needed for *backtesting only* to ensure all indicators are non NaNs at the start of the first train period. <br> **Datatype:** positive integer.
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| `fit_live_predictions_candles` | Computes target (label) statistics from prediction data, instead of from the training data set. Number of candles is the number of historical candles it uses to generate the statistics. <br> **Datatype:** positive integer.
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| `fit_live_predictions_candles` | Computes target (label) statistics from prediction data, instead of from the training data set. Number of candles is the number of historical candles it uses to generate the statistics. <br> **Datatype:** positive integer.
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| `purge_old_models` | Tell FreqAI to delete obsolete models. Otherwise, all historic models will remain on disk. Defaults to `False`. <br> **Datatype:** boolean.
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| `purge_old_models` | Tell FreqAI to delete obsolete models. Otherwise, all historic models will remain on disk. Defaults to `False`. <br> **Datatype:** boolean.
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| `expiration_hours` | Ask FreqAI to avoid making predictions if a model is more than `expiration_hours` old. Defaults to 0 which means models never expire. <br> **Datatype:** positive integer.
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| `expiration_hours` | Ask FreqAI to avoid making predictions if a model is more than `expiration_hours` old. Defaults to 0 which means models never expire. <br> **Datatype:** positive integer.
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@ -76,6 +76,9 @@ class FreqaiDataKitchen:
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self.keras = self.freqai_config.get("keras", False)
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self.keras = self.freqai_config.get("keras", False)
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self.set_all_pairs()
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self.set_all_pairs()
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if not self.live:
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if not self.live:
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if not self.config["timerange"]:
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raise OperationalException(
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'Please pass --timerange if you intend to use FreqAI for backtesting.')
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self.full_timerange = self.create_fulltimerange(
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self.full_timerange = self.create_fulltimerange(
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self.config["timerange"], self.freqai_config.get("train_period_days")
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self.config["timerange"], self.freqai_config.get("train_period_days")
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)
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)
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@ -38,8 +38,6 @@ class CatboostPredictionModel(BaseRegressionModel):
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model = CatBoostRegressor(
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model = CatBoostRegressor(
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allow_writing_files=False,
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allow_writing_files=False,
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verbose=100,
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early_stopping_rounds=400,
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**self.model_training_parameters,
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**self.model_training_parameters,
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)
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)
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model.fit(X=train_data, eval_set=test_data)
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model.fit(X=train_data, eval_set=test_data)
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@ -27,9 +27,6 @@ class CatboostPredictionMultiModel(BaseRegressionModel):
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cbr = CatBoostRegressor(
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cbr = CatBoostRegressor(
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allow_writing_files=False,
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allow_writing_files=False,
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gpu_ram_part=0.5,
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verbose=100,
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early_stopping_rounds=400,
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**self.model_training_parameters,
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**self.model_training_parameters,
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)
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)
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