Add ability to plot feature importance

This commit is contained in:
initrv
2022-09-16 19:17:41 +03:00
parent 8a236c3c4f
commit b707a6da35
4 changed files with 83 additions and 1 deletions

View File

@@ -20,6 +20,7 @@ from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_seconds
from freqtrade.freqai.data_drawer import FreqaiDataDrawer
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from freqtrade.freqai.utils import plot_feature_importance
from freqtrade.strategy.interface import IStrategy
@@ -555,6 +556,14 @@ class IFreqaiModel(ABC):
model = self.train(unfiltered_dataframe, pair, dk)
if self.freqai_info["feature_parameters"].get("plot_feature_importance", False):
plot_feature_importance(
model=model,
feature_names=dk.training_features_list,
pair=pair,
train_dir=dk.data_path
)
self.dd.pair_dict[pair]["trained_timestamp"] = new_trained_timerange.stopts
dk.set_new_model_names(pair, new_trained_timerange)
self.dd.pair_dict[pair]["first"] = False