Add lightgbm classifier, add classifier check test, fix classifier bug.

This commit is contained in:
robcaulk
2022-08-06 17:51:21 +02:00
parent 47a30047eb
commit eb8bde37c1
8 changed files with 249 additions and 6 deletions

View File

@@ -155,6 +155,10 @@ class FreqaiExampleStrategy(IStrategy):
- 1
)
# Classifiers are typically set up with strings as targets:
# df['&s-up_or_down'] = np.where( df["close"].shift(-100) >
# df["close"], 'up', 'down')
# If user wishes to use multiple targets, they can add more by
# appending more columns with '&'. User should keep in mind that multi targets
# requires a multioutput prediction model such as