diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py index 257a99c85..f8dbd1f4f 100644 --- a/freqtrade/freqai/data_kitchen.py +++ b/freqtrade/freqai/data_kitchen.py @@ -884,25 +884,11 @@ class FreqaiDataKitchen: """ Add noise to train features to reduce the risk of overfitting. """ - da = self.freqai_config["feature_parameters"]["data_augment"] - X = self.data_dictionary['train_features'] - y = self.data_dictionary['train_labels'] - da_type = da.get("type", "std") - if da_type == "std": - # generate alpha values of 0-mean and 1-std - alpha = np.random.randn(*X.shape) - scale = da.get("vaue", 0.01) - Xaugmented = X + alpha * scale * X.std(0)[None, :] - X = np.vstack((X, Xaugmented)) - y = y.append(y) - self.data_dictionary['train_features'] = X - self.data_dictionary['train_labels'] = y - elif da_type == "constant": - mu = 0 # no shift - sigma = self.freqai_config["feature_parameters"]["data_augment"]["value"] - compute_df = self.data_dictionary['train_features'] - noise = np.random.normal(mu, sigma, [compute_df.shape[0], compute_df.shape[1]]) - self.data_dictionary['train_features'] += noise + mu = 0 # no shift + sigma = self.freqai_config["feature_parameters"]["noise_standard_deviation"] + compute_df = self.data_dictionary['train_features'] + noise = np.random.normal(mu, sigma, [compute_df.shape[0], compute_df.shape[1]]) + self.data_dictionary['train_features'] += noise return def find_features(self, dataframe: DataFrame) -> None: