fix bug in backtest, typo in example strat

This commit is contained in:
robcaulk 2022-06-19 16:41:09 +02:00
parent 3599d18ff6
commit b35c64b6c0
2 changed files with 2 additions and 2 deletions

View File

@ -198,7 +198,7 @@ class IFreqaiModel(ABC):
self.model = self.train(dataframe_train, metadata['pair'], dh) self.model = self.train(dataframe_train, metadata['pair'], dh)
self.data_drawer.pair_dict[metadata['pair']][ self.data_drawer.pair_dict[metadata['pair']][
'trained_timestamp'] = trained_timestamp.stopts 'trained_timestamp'] = trained_timestamp.stopts
dh.set_new_model_names(metadata, trained_timestamp) dh.set_new_model_names(metadata['pair'], trained_timestamp)
dh.save_data(self.model, metadata['pair']) dh.save_data(self.model, metadata['pair'])
else: else:
self.model = dh.load_data(metadata['pair']) self.model = dh.load_data(metadata['pair'])

View File

@ -100,7 +100,7 @@ class FreqaiExampleStrategy(IStrategy):
informative[f"{coin}20sma-period_{t}"] = ta.SMA(informative, timeperiod=t) informative[f"{coin}20sma-period_{t}"] = ta.SMA(informative, timeperiod=t)
informative[f"{coin}21ema-period_{t}"] = ta.EMA(informative, timeperiod=t) informative[f"{coin}21ema-period_{t}"] = ta.EMA(informative, timeperiod=t)
informative[f"%-{coin}close_over_20sma-period_{t}"] = ( informative[f"%-{coin}close_over_20sma-period_{t}"] = (
informative["close"] / informative[coin + "20sma-period_{t}"] informative["close"] / informative[f"{coin}20sma-period_{t}"]
) )
informative[f"%-{coin}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t) informative[f"%-{coin}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t)