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Merge pull request #1 from lolongcovas/refactor_set_weights_higher_recent

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Refactor set weights higher recent
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lolong 2022-07-19 00:16:23 +02:00 committed by GitHub
commit c10c962f1b
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2 changed files with 7 additions and 6 deletions
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8
freqtrade/freqai/data_kitchen.py
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@ -675,12 +675,10 @@ class FreqaiDataKitchen:
Set weights so that recent data is more heavily weighted during
training than older data.
"""
wfactor = self.config["freqai"]["feature_parameters"]["weight_factor"]
weights = np.zeros(num_weights)
for i in range(1, len(weights)):
weights[len(weights) - i] = np.exp(
-i / (self.config["freqai"]["feature_parameters"]["weight_factor"] * num_weights)
)
weights[1:] = np.exp(
- np.arange(1, len(weights)) / (wfactor * num_weights))[::-1]
return weights
def append_predictions(self, predictions, do_predict, len_dataframe):

5
freqtrade/freqai/prediction_models/BaseRegressionModel.py
View File

@ -39,7 +39,10 @@ class BaseRegressionModel(IFreqaiModel):
:model: Trained model which can be used to inference (self.predict)
"""
logger.info("--------------------Starting training " f"{pair} --------------------")
start_date = unfiltered_dataframe["date"].iloc[0]
end_date = unfiltered_dataframe["date"].iloc[-1]
logger.info("-------------------- Starting training " f"{pair} --------------------")
logger.info("-------------------- Using data " f"from {start_date} to {end_date}--------------------")
# filter the features requested by user in the configuration file and elegantly handle NaNs
features_filtered, labels_filtered = dk.filter_features(