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merge datarehaul into main freqai branch

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This commit is contained in:
robcaulk
2022-06-10 20:26:19 +02:00
parent 15a971346d d9b79d94e4
commit eb47c74096
6 changed files with 397 additions and 99 deletions
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21
freqtrade/templates/FreqaiExampleStrategy.py
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@@ -28,7 +28,7 @@ class FreqaiExampleStrategy(IStrategy):
canonical freqtrade configuration file under config['freqai'].
"""
minimal_roi = {"0": 0.01, "240": -1}
minimal_roi = {"0": 0.1, "240": -1}
plot_config = {
"main_plot": {},
@@ -47,7 +47,7 @@ class FreqaiExampleStrategy(IStrategy):
stoploss = -0.05
use_exit_signal = True
startup_candle_count: int = 300
can_short = False
can_short = True
linear_roi_offset = DecimalParameter(
0.00, 0.02, default=0.005, space="sell", optimize=False, load=True
@@ -191,15 +191,10 @@ class FreqaiExampleStrategy(IStrategy):
# the model will return 4 values, its prediction, an indication of whether or not the
# prediction should be accepted, the target mean/std values from the labels used during
# each training period.
(
dataframe["prediction"],
dataframe["do_predict"],
dataframe["target_mean"],
dataframe["target_std"],
) = self.model.bridge.start(dataframe, metadata, self)
dataframe = self.model.bridge.start(dataframe, metadata, self)
dataframe["target_roi"] = dataframe["target_mean"] + dataframe["target_std"]
dataframe["sell_roi"] = dataframe["target_mean"] - dataframe["target_std"]
dataframe["target_roi"] = dataframe["target_mean"] + dataframe["target_std"] * 1.25
dataframe["sell_roi"] = dataframe["target_mean"] - dataframe["target_std"] * 1.25
return dataframe
def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
@@ -256,13 +251,13 @@ class FreqaiExampleStrategy(IStrategy):
entry_tag = trade.enter_tag
if ('prediction' + entry_tag not in pair_dict[pair] or
pair_dict[pair]['prediction' + entry_tag] == 0):
pair_dict[pair]['prediction' + entry_tag] > 0):
with self.model.bridge.lock:
pair_dict[pair]['prediction' + entry_tag] = abs(trade_candle['prediction'])
if not follow_mode:
self.model.bridge.data_drawer.save_drawer_to_disk()
else:
self.model.bridge.data_drawer.save_follower_dict_to_dist()
self.model.bridge.data_drawer.save_follower_dict_to_disk()
roi_price = pair_dict[pair]['prediction' + entry_tag]
roi_time = self.max_roi_time_long.value
@@ -305,7 +300,7 @@ class FreqaiExampleStrategy(IStrategy):
if not follow_mode:
self.model.bridge.data_drawer.save_drawer_to_disk()
else:
self.model.bridge.data_drawer.save_follower_dict_to_dist()
self.model.bridge.data_drawer.save_follower_dict_to_disk()
return True