diff --git a/docs/freqai-parameter-table.md b/docs/freqai-parameter-table.md index 43a066fb8..328e7c0b5 100644 --- a/docs/freqai-parameter-table.md +++ b/docs/freqai-parameter-table.md @@ -45,6 +45,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the | `noise_standard_deviation` | If set, FreqAI adds noise to the training features with the aim of preventing overfitting. FreqAI generates random deviates from a gaussian distribution with a standard deviation of `noise_standard_deviation` and adds them to all data points. `noise_standard_deviation` should be kept relative to the normalized space, i.e., between -1 and 1. In other words, since data in FreqAI is always normalized to be between -1 and 1, `noise_standard_deviation: 0.05` would result in 32% of the data being randomly increased/decreased by more than 2.5% (i.e., the percent of data falling within the first standard deviation).
**Datatype:** Integer.
Default: `0`. | `outlier_protection_percentage` | Enable to prevent outlier detection methods from discarding too much data. If more than `outlier_protection_percentage` % of points are detected as outliers by the SVM or DBSCAN, FreqAI will log a warning message and ignore outlier detection, i.e., the original dataset will be kept intact. If the outlier protection is triggered, no predictions will be made based on the training dataset.
**Datatype:** Float.
Default: `30`. | `reverse_train_test_order` | Split the feature dataset (see below) and use the latest data split for training and test on historical split of the data. This allows the model to be trained up to the most recent data point, while avoiding overfitting. However, you should be careful to understand the unorthodox nature of this parameter before employing it.
**Datatype:** Boolean.
Default: `False` (no reversal). +| `shuffle_after_split` | Split the data into train and test sets, and then shuffle both sets individually.
**Datatype:** Boolean.
Default: `False`. ### Data split parameters diff --git a/freqtrade/constants.py b/freqtrade/constants.py index b2e707d1a..a724664a4 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -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", ] }, diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py index 9c7c9101c..30d2509b5 100644 --- a/freqtrade/freqai/data_kitchen.py +++ b/freqtrade/freqai/data_kitchen.py @@ -171,7 +171,7 @@ class FreqaiDataKitchen: train_labels = labels train_weights = weights - if feat_dict.get("shuffle_after_split", False): + if feat_dict["shuffle_after_split"]: rint1 = random.randint(0, 100) rint2 = random.randint(0, 100) train_features = train_features.sample(