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add shuffle_after_split option

This commit is contained in:
robcaulk 2022-12-16 11:20:37 +01:00
parent 581a5296cc
commit c9bc91c75b
2 changed files with 25 additions and 9 deletions
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14
freqtrade/freqai/data_kitchen.py
View File

@ -1,5 +1,6 @@
import copy
import logging
import random
import shutil
from datetime import datetime, timezone
from math import cos, sin
@ -168,6 +169,19 @@ class FreqaiDataKitchen:
train_labels = labels
train_weights = weights
if feat_dict.get("shuffle_after_split", False):
rint1 = random.randint(0, 100)
rint2 = random.randint(0, 100)
train_features = train_features.sample(
frac=1, random_state=rint1).reset_index(drop=True)
train_labels = train_labels.sample(frac=1, random_state=rint1).reset_index(drop=True)
train_weights = pd.DataFrame(train_weights).sample(
frac=1, random_state=rint1).reset_index(drop=True).to_numpy()[:, 0]
test_features = test_features.sample(frac=1, random_state=rint2).reset_index(drop=True)
test_labels = test_labels.sample(frac=1, random_state=rint2).reset_index(drop=True)
test_weights = pd.DataFrame(test_weights).sample(
frac=1, random_state=rint2).reset_index(drop=True).to_numpy()[:, 0]
# Simplest way to reverse the order of training and test data:
if self.freqai_config['feature_parameters'].get('reverse_train_test_order', False):
return self.build_data_dictionary(

20
tests/freqai/test_freqai_interface.py
View File

@ -27,16 +27,17 @@ def is_mac() -> bool:
return "Darwin" in machine
@pytest.mark.parametrize('model, pca, dbscan, float32', [
('LightGBMRegressor', True, False, True),
('XGBoostRegressor', False, True, False),
('XGBoostRFRegressor', False, False, False),
('CatboostRegressor', False, False, False),
('ReinforcementLearner', False, True, False),
('ReinforcementLearner_multiproc', False, False, False),
('ReinforcementLearner_test_4ac', False, False, False)
@pytest.mark.parametrize('model, pca, dbscan, float32, shuffle', [
('LightGBMRegressor', True, False, True, False),
('XGBoostRegressor', False, True, False, False),
('XGBoostRFRegressor', False, False, False, False),
('CatboostRegressor', False, False, False, True),
('ReinforcementLearner', False, True, False, False),
('ReinforcementLearner_multiproc', False, False, False, False),
('ReinforcementLearner_test_4ac', False, False, False, False)
])
def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca, dbscan, float32):
def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
dbscan, float32, shuffle):
if is_arm() and model == 'CatboostRegressor':
pytest.skip("CatBoost is not supported on ARM")
@ -50,6 +51,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
freqai_conf['freqai']['feature_parameters'].update({"principal_component_analysis": pca})
freqai_conf['freqai']['feature_parameters'].update({"use_DBSCAN_to_remove_outliers": dbscan})
freqai_conf.update({"reduce_df_footprint": float32})
freqai_conf['freqai']['feature_parameters'].update({"shuffle_after_split": shuffle})
if 'ReinforcementLearner' in model:
model_save_ext = 'zip'