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improve doc, update test strats, change function names

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This commit is contained in:
robcaulk
2022-12-28 13:25:40 +01:00
parent 8227b4aafe
commit c2936d551b
14 changed files with 515 additions and 594 deletions
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4
freqtrade/freqai/RL/BaseReinforcementLearningModel.py
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@@ -290,8 +290,8 @@ class BaseReinforcementLearningModel(IFreqaiModel):
prices_train = train_df.filter(ohlc_list, axis=1)
if prices_train.empty:
raise OperationalException('Reinforcement learning module didnt find the raw prices '
'assigned in populate_any_indicators. Please assign them '
'with:\n'
'assigned in feature_engineering_standard(). '
'Please assign them with:\n'
'informative[f"%-{pair}raw_close"] = informative["close"]\n'
'informative[f"%-{pair}raw_open"] = informative["open"]\n'
'informative[f"%-{pair}raw_high"] = informative["high"]\n'

8
freqtrade/freqai/data_kitchen.py
View File

@@ -1252,12 +1252,12 @@ class FreqaiDataKitchen:
informative_copy = informative_df.copy()
for t in self.freqai_config["feature_parameters"]["indicator_periods_candles"]:
df_features = strategy.freqai_feature_engineering_indicator_periods(
df_features = strategy.feature_engineering_expand_all(
informative_copy.copy(), t)
suffix = f"{t}"
informative_df = self.merge_features(informative_df, df_features, tf, tf, suffix)
generic_df = strategy.freqai_feature_engineering_generic(informative_copy.copy())
generic_df = strategy.feature_engineering_expand_basic(informative_copy.copy())
suffix = "gen"
informative_df = self.merge_features(informative_df, generic_df, tf, tf, suffix)
@@ -1332,8 +1332,8 @@ class FreqaiDataKitchen:
dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy,
corr_dataframes, base_dataframes, True)
dataframe = strategy.freqai_feature_engineering_generalized_indicators(dataframe.copy())
dataframe = strategy.freqai_set_targets(dataframe.copy())
dataframe = strategy.feature_engineering_standard(dataframe.copy())
dataframe = strategy.set_freqai_targets(dataframe.copy())
self.get_unique_classes_from_labels(dataframe)