Enable hourly/minute retraining in live/dry. Suppress catboost folder output. Update config + constants + docs to reflect updates.
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@@ -151,7 +151,8 @@ no. `timeframes` * no. `base_features` * no. `corr_pairlist` * no. `shift`_
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Users define the backtesting timerange with the typical `--timerange` parameter in the user
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configuration file. `train_period` is the duration of the sliding training window, while
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`backtest_period` is the sliding backtesting window, both in number of days. In the present example,
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`backtest_period` is the sliding backtesting window, both in number of days (backtest_period can be
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a float to indicate sub daily retraining in live/dry mode). In the present example,
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the user is asking Freqai to use a training period of 30 days and backtest the subsequent 7 days.
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This means that if the user sets `--timerange 20210501-20210701`,
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Freqai will train 8 separate models (because the full range comprises 8 weeks),
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@@ -347,6 +348,22 @@ Freqai will train an SVM on the training data (or components if the user activat
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`principal_component_analysis`) and remove any data point that it deems to be sit beyond the
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feature space.
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## Stratifying the data
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The user can stratify the training/testing data using:
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```json
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"freqai": {
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"feature_parameters" : {
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"stratify": 3
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}
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}
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```
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which will split the data chronolocially so that every X data points is a testing data point. In the
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present example, the user is asking for every third data point in the dataframe to be used for
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testing, the other points are used for training.
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## Additional information
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### Feature standardization
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