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Improve FreqAI documentation (#7072)

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Improve doc + some other small fixes

Co-authored-by: robcaulk <rob.caulk@gmail.com>
This commit is contained in:
lolong
2022-07-18 11:57:52 +02:00
committed by GitHub
parent 921f3899f0
commit ed0f8b1189
3 changed files with 11 additions and 10 deletions
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2
freqtrade/freqai/data_kitchen.py
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@@ -799,7 +799,7 @@ class FreqaiDataKitchen:
max_timeframe_chars = self.freqai_config.get(
"feature_parameters", {}).get("include_timeframes")[-1]
max_period = self.freqai_config.get("feature_parameters", {}).get(
"indicator_max_period", 50
"indicator_max_period_candles", 50
)
additional_seconds = 0
if max_timeframe_chars[-1] == "d":

6
freqtrade/freqai/prediction_models/CatboostPredictionMultiModel.py
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@@ -35,10 +35,12 @@ class CatboostPredictionMultiModel(BaseRegressionModel):
X = data_dictionary["train_features"]
y = data_dictionary["train_labels"]
# eval_set = (data_dictionary["test_features"], data_dictionary["test_labels"])
eval_set = (data_dictionary["test_features"], data_dictionary["test_labels"])
sample_weight = data_dictionary["train_weights"]
model = MultiOutputRegressor(estimator=cbr)
model.fit(X=X, y=y, sample_weight=sample_weight) # , eval_set=eval_set)
train_score = model.score(X, y)
test_score = model.score(*eval_set)
logger.info(f"Train score {train_score}, Test score {test_score}")
return model