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improve example strat so that it has dynamic buy and sell logic according to original prediction

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This commit is contained in:
robcaulk
2022-05-29 14:45:46 +02:00
parent 4eb29c8810
commit ce365eb9e3
5 changed files with 189 additions and 23 deletions
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93
config_examples/config_freqai_futures.example.json Normal file
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@@ -0,0 +1,93 @@
{
"trading_mode": "futures",
"margin_mode": "isolated",
"max_open_trades": 5,
"stake_currency": "USDT",
"stake_amount": 200,
"tradable_balance_ratio": 1,
"fiat_display_currency": "USD",
"dry_run": true,
"timeframe": "3m",
"dry_run_wallet": 1000,
"cancel_open_orders_on_exit": true,
"unfilledtimeout": {
"entry": 10,
"exit": 30
},
"exchange": {
"name": "okx",
"key": "",
"secret": "",
"ccxt_config": {
"enableRateLimit": true
},
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 200
},
"pair_whitelist": [
"AGLD/USDT:USDT",
"1INCH/USDT:USDT",
"AAVE/USDT:USDT",
"ALGO/USDT:USDT",
"ALPHA/USDT:USDT",
"API3/USDT:USDT",
"AVAX/USDT:USDT",
"AXS/USDT:USDT",
"BCH/USDT:USDT"
],
"pair_blacklist": []
},
"entry_pricing": {
"price_side": "same",
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"exit_pricing": {
"price_side": "other",
"use_order_book": true,
"order_book_top": 1
},
"pairlists": [
{
"method": "StaticPairList"
}
],
"freqai": {
"timeframes": [
"3m",
"15m",
"1h"
],
"train_period": 20,
"backtest_period": 2,
"identifier": "example",
"live_trained_timestamp": 0,
"corr_pairlist": [
"BTC/USDT:USDT",
"ETH/USDT:USDT"
],
"feature_parameters": {
"period": 20,
"shift": 2,
"DI_threshold": 0,
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": true,
"stratify": 0
},
"data_split_parameters": {
"test_size": 0.33,
"random_state": 1
},
"model_training_parameters": {
"n_estimators": 1000,
"task_type": "CPU"
}
}
}

17
config_examples/config_freqai.example.json → config_examples/config_freqai_spot.example.json
View File

@@ -6,7 +6,7 @@
"fiat_display_currency": "USD",
"dry_run": true,
"timeframe": "5m",
"dry_run_wallet": 1000,
"dry_run_wallet": 4000,
"cancel_open_orders_on_exit": true,
"unfilledtimeout": {
"entry": 10,
@@ -51,7 +51,8 @@
"freqai": {
"timeframes": [
"5m",
"15m"
"15m",
"4h"
],
"train_period": 30,
"backtest_period": 7,
@@ -60,16 +61,18 @@
"corr_pairlist": [
"BTC/USDT",
"ETH/USDT",
"DOT/USDT"
"DOT/USDT",
"MATIC/USDT",
"SOL/USDT"
],
"feature_parameters": {
"period": 24,
"period": 20,
"shift": 1,
"DI_threshold": 0,
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": true,
"stratify": 3
"use_SVM_to_remove_outliers": false,
"stratify": 0
},
"data_split_parameters": {
"test_size": 0.33,
@@ -77,8 +80,6 @@
},
"model_training_parameters": {
"n_estimators": 1000,
"random_state": 1,
"learning_rate": 0.1,
"task_type": "CPU"
}
},