Feat/freqai (#7105)
Vectorize weight setting, log training dates Co-authored-by: robcaulk <rob.caulk@gmail.com>
This commit is contained in:
@@ -680,12 +680,9 @@ class FreqaiDataKitchen:
|
||||
Set weights so that recent data is more heavily weighted during
|
||||
training than older data.
|
||||
"""
|
||||
|
||||
weights = np.zeros(num_weights)
|
||||
for i in range(1, len(weights)):
|
||||
weights[len(weights) - i] = np.exp(
|
||||
-i / (self.config["freqai"]["feature_parameters"]["weight_factor"] * num_weights)
|
||||
)
|
||||
wfactor = self.config["freqai"]["feature_parameters"]["weight_factor"]
|
||||
weights = np.exp(
|
||||
- np.arange(num_weights) / (wfactor * num_weights))[::-1]
|
||||
return weights
|
||||
|
||||
def append_predictions(self, predictions, do_predict, len_dataframe):
|
||||
|
Reference in New Issue
Block a user