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add automatic change to process_only_new_candles, fix flake8

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This commit is contained in:
robcaulk 2022-09-17 16:37:39 +02:00
parent ff300d5c85
commit a7312dec03
2 changed files with 12 additions and 43 deletions
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7
freqtrade/strategy/interface.py
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@ -154,9 +154,14 @@ class IStrategy(ABC, HyperStrategyMixin):
from freqtrade.freqai.utils import download_all_data_for_training
from freqtrade.resolvers.freqaimodel_resolver import FreqaiModelResolver
self.freqai = FreqaiModelResolver.load_freqaimodel(self.config)
if not self.process_only_new_candles:
logger.warning('User set process_only_new_candles to false, '
'FreqAI requires true. Changing to true.')
self.process_only_new_candles = True
if spice_rack:
import types
from freqtrade.freqai.utils import auto_populate_any_indicators
self.populate_any_indicators = types.MethodType( # type: ignore
auto_populate_any_indicators, self)
@ -186,9 +191,9 @@ class IStrategy(ABC, HyperStrategyMixin):
self.freqai = DummyClass() # type: ignore
def setup_freqai_spice_rack(self, config: dict) -> Dict[str, Any]:
import difflib
import json
from pathlib import Path
import difflib
auto_config = config.get('freqai_config', 'lightgbm_config.json')
with open(Path('freqtrade') / 'freqai' / 'spice_rack'
/ auto_config) as json_file:

48
tests/strategy/strats/freqai_test_spice_rack.py
View File

@ -1,11 +1,9 @@
import logging
from functools import reduce
import pandas as pd
import talib.abstract as ta
from pandas import DataFrame
from freqtrade.strategy import DecimalParameter, IntParameter, IStrategy, merge_informative_pair
from freqtrade.strategy import IStrategy
logger = logging.getLogger(__name__)
@ -19,42 +17,8 @@ class freqai_test_spice_rack(IStrategy):
minimal_roi = {"0": 0.1, "240": -1}
plot_config = {
"main_plot": {},
"subplots": {
"prediction": {"prediction": {"color": "blue"}},
"target_roi": {
"target_roi": {"color": "brown"},
},
"do_predict": {
"do_predict": {"color": "brown"},
},
},
}
process_only_new_candles = True
stoploss = -0.05
use_exit_signal = True
startup_candle_count: int = 300
can_short = False
linear_roi_offset = DecimalParameter(
0.00, 0.02, default=0.005, space="sell", optimize=False, load=True
)
max_roi_time_long = IntParameter(0, 800, default=400, space="sell", optimize=False, load=True)
def informative_pairs(self):
whitelist_pairs = self.dp.current_whitelist()
corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"]
informative_pairs = []
for tf in self.config["freqai"]["feature_parameters"]["include_timeframes"]:
for pair in whitelist_pairs:
informative_pairs.append((pair, tf))
for pair in corr_pairs:
if pair in whitelist_pairs:
continue # avoid duplication
informative_pairs.append((pair, tf))
return informative_pairs
startup_candle_count: int = 30
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@ -77,7 +41,7 @@ class freqai_test_spice_rack(IStrategy):
df.loc[
(
(df['tema'] > df['tema'].shift(1)) & # Guard: tema is raising
(df['rsi'] > df['rsi'].shift(1)) & # Guard: tema is raising
(df['dissimilarity_index'] < 1) &
(df['maxima'] > 0.1)
),
@ -85,7 +49,7 @@ class freqai_test_spice_rack(IStrategy):
df.loc[
(
(df['tema'] < df['tema'].shift(1)) & # Guard: tema is falling
(df['rsi'] < df['rsi'].shift(1)) & # Guard: tema is falling
(df['dissimilarity_index'] < 1) &
(df['minima'] > 0.1)
),
@ -97,7 +61,7 @@ class freqai_test_spice_rack(IStrategy):
df.loc[
(
(df['tema'] < df['tema'].shift(1)) & # Guard: tema is falling
(df['rsi'] < df['rsi'].shift(1)) & # Guard: tema is falling
(df['dissimilarity_index'] < 1) &
(df['maxima'] > 0.1)
),
@ -106,7 +70,7 @@ class freqai_test_spice_rack(IStrategy):
df.loc[
(
(df['tema'] > df['tema'].shift(1)) & # Guard: tema is raising
(df['rsi'] > df['rsi'].shift(1)) & # Guard: tema is raising
(df['dissimilarity_index'] < 1) &
(df['minima'] > 0.1)
),