add spice_rack to FreqAI
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@@ -807,3 +807,85 @@ Code review, software architecture brainstorming:
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Beta testing and bug reporting:
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@bloodhunter4rc, Salah Lamkadem @ikonx, @ken11o2, @longyu, @paranoidandy, @smidelis, @smarm,
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Juha Nykänen @suikula, Wagner Costa @wagnercosta
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## Using the `spice_rack`
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<!-- Dont forget this section during the doc reorg! -->
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The `spice_rack` is aimed at users who do not wish to deal with setting up `FreqAI` confgs, but instead prefer to interact with `FreqAI` similar to a `talib` indicator. In this case, the user can instead simply add two keys to their config:
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```json
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"freqai_spice_rack": true,
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"freqai_identifier": "spicey-id",
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```
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Which tells `FreqAI` to set up a pre-set `FreqAI` instance automatically under the hood with preset parameters. Now the user can access a suite of custom `FreqAI` supercharged indicators inside their strategy:
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```python
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dataframe['dissimilarity_index'] = self.freqai.spice_rack(
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'DI_values', dataframe, metadata, self)
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dataframe['maxima'] = self.freqai.spice_rack(
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'&s-maxima', dataframe, metadata, self)
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dataframe['minima'] = self.freqai.spice_rack(
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'&s-minima', dataframe, metadata, self)
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self.freqai.close_spice_rack() # user must close the spicerack
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```
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Users can then use these columns, concert with all their own additional indicators added to `populate_indicators` in their entry/exit criteria and strategy callback methods the same way as any typical indicator. For example:
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```python
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def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
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df.loc[
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(
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(df['dissimilarity_index'] < 1) &
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(df['minima'] > 0.1)
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),
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'enter_long'] = 1
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df.loc[
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(
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(df['dissimilarity_index'] < 1) &
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(df['maxima'] > 0.1)
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),
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'enter_short'] = 1
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return df
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def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
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df.loc[
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(
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(df['dissimilarity_index'] < 1) &
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(df['maxima'] > 0.1)
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),
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'exit_long'] = 1
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df.loc[
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(
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(df['dissimilarity_index'] < 1) &
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(df['minima'] > 0.1)
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),
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'exit_short'] = 1
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return df
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```
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The user does need to ensure their `informative_pairs()` contains the following (users can add their own `informative_pair` needs to the bottom of this template):
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```python
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def informative_pairs(self):
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whitelist_pairs = self.dp.current_whitelist()
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corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"]
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informative_pairs = []
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for tf in self.config["freqai"]["feature_parameters"]["include_timeframes"]:
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for pair in whitelist_pairs:
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informative_pairs.append((pair, tf))
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for pair in corr_pairs:
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if pair in whitelist_pairs:
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continue # avoid duplication
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informative_pairs.append((pair, tf))
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return informative_pairs
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```
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