adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

add explicit metadata argument to example strat, include it with backtesting

Browse Source
This commit is contained in:
robcaulk
2023-02-04 16:53:17 +01:00
parent 5da60b718d
commit e569f6f6df
4 changed files with 15 additions and 15 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
freqtrade/freqai/data_kitchen.py
View File

@@ -1253,13 +1253,11 @@ class FreqaiDataKitchen:
informative_copy = informative_df.copy()
for t in self.freqai_config["feature_parameters"]["indicator_periods_candles"]:
metadata["period"] = t
df_features = strategy.feature_engineering_expand_all(
informative_copy.copy(), t, metadata=metadata)
suffix = f"{t}"
informative_df = self.merge_features(informative_df, df_features, tf, tf, suffix)
metadata.pop("period")
generic_df = strategy.feature_engineering_expand_basic(
informative_copy.copy(), metadata=metadata)
suffix = "gen"

6
freqtrade/freqai/freqai_interface.py
View File

@@ -324,9 +324,11 @@ class IFreqaiModel(ABC):
populate_indicators = False
dataframe_base_train = dataframe.loc[dataframe["date"] < tr_train.stopdt, :]
dataframe_base_train = strategy.set_freqai_targets(dataframe_base_train)
dataframe_base_train = strategy.set_freqai_targets(
dataframe_base_train, metadata=metadata)
dataframe_base_backtest = dataframe.loc[dataframe["date"] < tr_backtest.stopdt, :]
dataframe_base_backtest = strategy.set_freqai_targets(dataframe_base_backtest)
dataframe_base_backtest = strategy.set_freqai_targets(
dataframe_base_backtest, metadata=metadata)
dataframe_train = dk.slice_dataframe(tr_train, dataframe_base_train)
dataframe_backtest = dk.slice_dataframe(tr_backtest, dataframe_base_backtest)