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Merge branch 'develop' of github.com:freqtrade/freqtrade into develop

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Matthias 2023-03-25 16:33:07 +01:00
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3
docs/freqai-running.md
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@ -128,6 +128,9 @@ The FreqAI specific parameter `label_period_candles` defines the offset (number
You can choose to adopt a continual learning scheme by setting `"continual_learning": true` in the config. By enabling `continual_learning`, after training an initial model from scratch, subsequent trainings will start from the final model state of the preceding training. This gives the new model a "memory" of the previous state. By default, this is set to `False` which means that all new models are trained from scratch, without input from previous models.
???+ danger "Continual learning enforces a constant parameter space"
Since `continual_learning` means that the model parameter space *cannot* change between trainings, `principal_component_analysis` is automatically disabled when `continual_learning` is enabled. Hint: PCA changes the parameter space and the number of features, learn more about PCA [here](freqai-feature-engineering.md#data-dimensionality-reduction-with-principal-component-analysis).
## Hyperopt
You can hyperopt using the same command as for [typical Freqtrade hyperopt](hyperopt.md):

2
docs/includes/protections.md
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@ -149,7 +149,7 @@ The below example assumes a timeframe of 1 hour:
* Locks each pair after selling for an additional 5 candles (`CooldownPeriod`), giving other pairs a chance to get filled.
* Stops trading for 4 hours (`4 * 1h candles`) if the last 2 days (`48 * 1h candles`) had 20 trades, which caused a max-drawdown of more than 20%. (`MaxDrawdown`).
* Stops trading if more than 4 stoploss occur for all pairs within a 1 day (`24 * 1h candles`) limit (`StoplossGuard`).
* Locks all pairs that had 4 Trades within the last 6 hours (`6 * 1h candles`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
* Locks all pairs that had 2 Trades within the last 6 hours (`6 * 1h candles`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
* Locks all pairs for 2 candles that had a profit of below 0.01 (<1%) within the last 24h (`24 * 1h candles`), a minimum of 4 trades.
``` python

6
freqtrade/freqai/freqai_interface.py
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@ -105,6 +105,9 @@ class IFreqaiModel(ABC):
self.max_system_threads = max(int(psutil.cpu_count() * 2 - 2), 1)
self.can_short = True # overridden in start() with strategy.can_short
self.model: Any = None
if self.ft_params.get('principal_component_analysis', False) and self.continual_learning:
self.ft_params.update({'principal_component_analysis': False})
logger.warning('User tried to use PCA with continual learning. Deactivating PCA.')
record_params(config, self.full_path)
@ -154,8 +157,7 @@ class IFreqaiModel(ABC):
dk = self.start_backtesting(dataframe, metadata, self.dk, strategy)
dataframe = dk.remove_features_from_df(dk.return_dataframe)
else:
logger.info(
"Backtesting using historic predictions (live models)")
logger.info("Backtesting using historic predictions (live models)")
dk = self.start_backtesting_from_historic_predictions(
dataframe, metadata, self.dk)
dataframe = dk.return_dataframe