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create more flexible whitelist, avoid duplicating whitelist features into corr_pairlist, update docs

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robcaulk
2022-05-09 17:01:49 +02:00
parent 22bd5556ed
commit 9b3e5faebe
6 changed files with 119 additions and 39 deletions
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12
freqtrade/freqai/freqai_interface.py
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@@ -93,7 +93,7 @@ class IFreqaiModel(ABC):
else:
self.model = self.dh.load_data()
preds, do_preds = self.predict(dataframe_backtest)
preds, do_preds = self.predict(dataframe_backtest, metadata)
self.dh.append_predictions(preds, do_preds, len(dataframe_backtest))
print('predictions', len(self.dh.full_predictions),
@@ -120,13 +120,13 @@ class IFreqaiModel(ABC):
if retrain or not file_exists:
self.dh.download_new_data_for_retraining(new_trained_timerange, metadata)
# dataframe = download-data
corr_dataframes, pair_dataframes = self.dh.load_pairs_histories(new_trained_timerange,
corr_dataframes, base_dataframes = self.dh.load_pairs_histories(new_trained_timerange,
metadata)
unfiltered_dataframe = self.dh.use_strategy_to_populate_indicators(strategy,
metadata,
corr_dataframes,
pair_dataframes)
base_dataframes,
metadata)
self.model = self.train(unfiltered_dataframe, metadata)
self.dh.save_data(self.model)
@@ -134,7 +134,7 @@ class IFreqaiModel(ABC):
self.freqai_info
self.model = self.dh.load_data()
preds, do_preds = self.predict(dataframe)
preds, do_preds = self.predict(dataframe, metadata)
self.dh.append_predictions(preds, do_preds, len(dataframe))
# dataframe should have len 1 here
@@ -175,7 +175,7 @@ class IFreqaiModel(ABC):
return
@abstractmethod
def predict(self, dataframe: DataFrame) -> Tuple[npt.ArrayLike, npt.ArrayLike]:
def predict(self, dataframe: DataFrame, metadata: dict) -> Tuple[npt.ArrayLike, npt.ArrayLike]:
"""
Filter the prediction features data and predict with it.
:param: unfiltered_dataframe: Full dataframe for the current backtest period.