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improve price df handling to enable backtesting

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This commit is contained in:
robcaulk
2022-08-17 12:51:14 +02:00
parent 2080ff86ed
commit b90da46b1b
8 changed files with 77 additions and 59 deletions
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7
config_examples/config_freqai-rl.example.json
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@@ -73,16 +73,12 @@
"5m",
"30m"
],
"label_period_candles": 80,
"include_shifted_candles": 0,
"DI_threshold": 0,
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": false,
"svm_params": {"shuffle": true, "nu": 0.1},
"stratify_training_data": 0,
"indicator_max_period_candles": 10,
"indicator_periods_candles": [5]
"indicator_periods_candles": [5, 10]
},
"data_split_parameters": {
"test_size": 0.5,
@@ -90,7 +86,6 @@
"shuffle": false
},
"model_training_parameters": {
"n_steps": 2048,
"ent_coef": 0.005,
"learning_rate": 0.000025,
"batch_size": 256,