From fdc82f8302f6819e501b25c0c962934cb48a6684 Mon Sep 17 00:00:00 2001 From: Robert Caulk Date: Sat, 6 Aug 2022 09:45:26 +0200 Subject: [PATCH] add doc section for classifier --- docs/freqai.md | 10 +++++++++- 1 file changed, 9 insertions(+), 1 deletion(-) diff --git a/docs/freqai.md b/docs/freqai.md index b8a4718af..caef73d15 100644 --- a/docs/freqai.md +++ b/docs/freqai.md @@ -411,9 +411,17 @@ The Freqai strategy requires the user to include the following lines of code in The user should also include `populate_any_indicators()` from `templates/FreqaiExampleStrategy.py` which builds the feature set with a proper naming convention for the IFreqaiModel to use later. +### Setting classifier targets + +FreqAI includes a the `CatboostClassifier` via the flag `--freqaimodel CatboostClassifier`. Typically, the user would set the targets using strings: + +```python +df['&s-up_or_down'] = np.where( df["close"].shift(-100) > df["close"], 'up', 'down') +``` + ### Building an IFreqaiModel -FreqAI has multiple example prediction model based libraries such as `Catboost` regression (`freqai/prediction_models/CatboostPredictionModel.py`) and `LightGBM` regression. +FreqAI has multiple example prediction model based libraries such as `Catboost` regression (`freqai/prediction_models/CatboostRegressor.py`) and `LightGBM` regression. However, users can customize and create their own prediction models using the `IFreqaiModel` class. Users are encouraged to inherit `train()` and `predict()` to let them customize various aspects of their training procedures.