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add noise feature, improve docstrings

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robcaulk
2022-08-19 18:35:24 +02:00
parent b11742a4c5
commit a58dd0bbf9
2 changed files with 18 additions and 11 deletions
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11
freqtrade/freqai/data_kitchen.py
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@@ -821,6 +821,17 @@ class FreqaiDataKitchen:
self.data_dictionary[f'{set_}_features'] = features.iloc[no_prev_pts:]
self.data_dictionary[f'{set_}_labels'] = labels.iloc[no_prev_pts:]
def add_noise_to_training_features(self) -> None:
"""
Add noise to train features to reduce the risk of overfitting.
"""
mu = 0 # no shift
sigma = self.freqai_config["feature_parameters"]["noise_standard_deviation"]
compute_df = self.data_dictionary['train_features']
noise = np.random.normal(mu, sigma, [compute_df.shape[0], compute_df.shape[1]])
self.data_dictionary['train_features'] += noise
return
def find_features(self, dataframe: DataFrame) -> None:
"""
Find features in the strategy provided dataframe