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Merge pull request #8364 from freqtrade/robcaulk-patch-1

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Update freqai_interface.py
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Matthias 2023-03-25 16:27:25 +01:00 committed by GitHub
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3
docs/freqai-running.md
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@ -128,6 +128,9 @@ The FreqAI specific parameter `label_period_candles` defines the offset (number
You can choose to adopt a continual learning scheme by setting `"continual_learning": true` in the config. By enabling `continual_learning`, after training an initial model from scratch, subsequent trainings will start from the final model state of the preceding training. This gives the new model a "memory" of the previous state. By default, this is set to `False` which means that all new models are trained from scratch, without input from previous models. You can choose to adopt a continual learning scheme by setting `"continual_learning": true` in the config. By enabling `continual_learning`, after training an initial model from scratch, subsequent trainings will start from the final model state of the preceding training. This gives the new model a "memory" of the previous state. By default, this is set to `False` which means that all new models are trained from scratch, without input from previous models.
???+ danger "Continual learning enforces a constant parameter space"
Since `continual_learning` means that the model parameter space *cannot* change between trainings, `principal_component_analysis` is automatically disabled when `continual_learning` is enabled. Hint: PCA changes the parameter space and the number of features, learn more about PCA [here](freqai-feature-engineering.md#data-dimensionality-reduction-with-principal-component-analysis).
## Hyperopt ## Hyperopt
You can hyperopt using the same command as for [typical Freqtrade hyperopt](hyperopt.md): You can hyperopt using the same command as for [typical Freqtrade hyperopt](hyperopt.md):

6
freqtrade/freqai/freqai_interface.py
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@ -105,6 +105,9 @@ class IFreqaiModel(ABC):
self.max_system_threads = max(int(psutil.cpu_count() * 2 - 2), 1) self.max_system_threads = max(int(psutil.cpu_count() * 2 - 2), 1)
self.can_short = True # overridden in start() with strategy.can_short self.can_short = True # overridden in start() with strategy.can_short
self.model: Any = None self.model: Any = None
if self.ft_params.get('principal_component_analysis', False) and self.continual_learning:
self.ft_params.update({'principal_component_analysis': False})
logger.warning('User tried to use PCA with continual learning. Deactivating PCA.')
record_params(config, self.full_path) record_params(config, self.full_path)
@ -154,8 +157,7 @@ class IFreqaiModel(ABC):
dk = self.start_backtesting(dataframe, metadata, self.dk, strategy) dk = self.start_backtesting(dataframe, metadata, self.dk, strategy)
dataframe = dk.remove_features_from_df(dk.return_dataframe) dataframe = dk.remove_features_from_df(dk.return_dataframe)
else: else:
logger.info( logger.info("Backtesting using historic predictions (live models)")
"Backtesting using historic predictions (live models)")
dk = self.start_backtesting_from_historic_predictions( dk = self.start_backtesting_from_historic_predictions(
dataframe, metadata, self.dk) dataframe, metadata, self.dk)
dataframe = dk.return_dataframe dataframe = dk.return_dataframe