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Merge pull request #7904 from freqtrade/feat/shuffle_after_split

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add shuffle_after_split option
This commit is contained in:
Matthias
2023-02-19 15:03:04 +01:00
committed by GitHub
parent f89b63b0c5 351c5fbf7f
commit b0ec35d526
5 changed files with 31 additions and 12 deletions
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3
freqtrade/constants.py
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@@ -568,7 +568,8 @@ CONF_SCHEMA = {
"shuffle": {"type": "boolean", "default": False},
"nu": {"type": "number", "default": 0.1}
},
}
},
"shuffle_after_split": {"type": "boolean", "default": False}
},
"required": ["include_timeframes", "include_corr_pairlist", ]
},

14
freqtrade/freqai/data_kitchen.py
View File

@@ -1,6 +1,7 @@
import copy
import inspect
import logging
import random
import shutil
from datetime import datetime, timezone
from math import cos, sin
@@ -170,6 +171,19 @@ class FreqaiDataKitchen:
train_labels = labels
train_weights = weights
if feat_dict["shuffle_after_split"]:
rint1 = random.randint(0, 100)
rint2 = random.randint(0, 100)
train_features = train_features.sample(
frac=1, random_state=rint1).reset_index(drop=True)
train_labels = train_labels.sample(frac=1, random_state=rint1).reset_index(drop=True)
train_weights = pd.DataFrame(train_weights).sample(
frac=1, random_state=rint1).reset_index(drop=True).to_numpy()[:, 0]
test_features = test_features.sample(frac=1, random_state=rint2).reset_index(drop=True)
test_labels = test_labels.sample(frac=1, random_state=rint2).reset_index(drop=True)
test_weights = pd.DataFrame(test_weights).sample(
frac=1, random_state=rint2).reset_index(drop=True).to_numpy()[:, 0]
# Simplest way to reverse the order of training and test data:
if self.freqai_config['feature_parameters'].get('reverse_train_test_order', False):
return self.build_data_dictionary(