stable/docs/freqai-parameter-table.md
2023-02-02 19:30:59 +01:00

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Parameter table

The table below will list all configuration parameters available for FreqAI. Some of the parameters are exemplified in config_examples/config_freqai.example.json.

Mandatory parameters are marked as Required and have to be set in one of the suggested ways.

General configuration parameters

Parameter Description
General configuration parameters within the config.freqai tree
freqai Required.
The parent dictionary containing all the parameters for controlling FreqAI.
Datatype: Dictionary.
train_period_days Required.
Number of days to use for the training data (width of the sliding window).
Datatype: Positive integer.
backtest_period_days Required.
Number of days to inference from the trained model before sliding the train_period_days window defined above, and retraining the model during backtesting (more info here). This can be fractional days, but beware that the provided timerange will be divided by this number to yield the number of trainings necessary to complete the backtest.
Datatype: Float.
identifier Required.
A unique ID for the current model. If models are saved to disk, the identifier allows for reloading specific pre-trained models/data.
Datatype: String.
live_retrain_hours Frequency of retraining during dry/live runs.
Datatype: Float > 0.
Default: 0 (models retrain as often as possible).
expiration_hours Avoid making predictions if a model is more than expiration_hours old.
Datatype: Positive integer.
Default: 0 (models never expire).
purge_old_models Delete all unused models during live runs (not relevant to backtesting). If set to false (not default), dry/live runs will accumulate all unused models to disk. If
Datatype: Boolean.
Default: True.
save_backtest_models Save models to disk when running backtesting. Backtesting operates most efficiently by saving the prediction data and reusing them directly for subsequent runs (when you wish to tune entry/exit parameters). Saving backtesting models to disk also allows to use the same model files for starting a dry/live instance with the same model identifier.
Datatype: Boolean.
Default: False (no models are saved).
fit_live_predictions_candles Number of historical candles to use for computing target (label) statistics from prediction data, instead of from the training dataset (more information can be found here).
Datatype: Positive integer.
continual_learning Use the final state of the most recently trained model as starting point for the new model, allowing for incremental learning (more information can be found here).
Datatype: Boolean.
Default: False.
write_metrics_to_disk Collect train timings, inference timings and cpu usage in json file.
Datatype: Boolean.
Default: False
data_kitchen_thread_count
Designate the number of threads you want to use for data processing (outlier methods, normalization, etc.). This has no impact on the number of threads used for training. If user does not set it (default), FreqAI will use max number of threads - 2 (leaving 1 physical core available for Freqtrade bot and FreqUI)
Datatype: Positive integer.

Feature parameters

Parameter Description
Feature parameters within the freqai.feature_parameters sub dictionary
feature_parameters A dictionary containing the parameters used to engineer the feature set. Details and examples are shown here.
Datatype: Dictionary.
include_timeframes A list of timeframes that all indicators in feature_engineering_expand_*() will be created for. The list is added as features to the base indicators dataset.
Datatype: List of timeframes (strings).
include_corr_pairlist A list of correlated coins that FreqAI will add as additional features to all pair_whitelist coins. All indicators set in feature_engineering_expand_*() during feature engineering (see details here) will be created for each correlated coin. The correlated coins features are added to the base indicators dataset.
Datatype: List of assets (strings).
label_period_candles Number of candles into the future that the labels are created for. This is used in feature_engineering_expand_all() (see templates/FreqaiExampleStrategy.py for detailed usage). You can create custom labels and choose whether to make use of this parameter or not.
Datatype: Positive integer.
include_shifted_candles Add features from previous candles to subsequent candles with the intent of adding historical information. If used, FreqAI will duplicate and shift all features from the include_shifted_candles previous candles so that the information is available for the subsequent candle.
Datatype: Positive integer.
weight_factor Weight training data points according to their recency (see details here).
Datatype: Positive float (typically < 1).
indicator_max_period_candles No longer used (#7325). Replaced by startup_candle_count which is set in the strategy. startup_candle_count is timeframe independent and defines the maximum period used in feature_engineering_*() for indicator creation. FreqAI uses this parameter together with the maximum timeframe in include_time_frames to calculate how many data points to download such that the first data point does not include a NaN.
Datatype: Positive integer.
indicator_periods_candles Time periods to calculate indicators for. The indicators are added to the base indicator dataset.
Datatype: List of positive integers.
principal_component_analysis Automatically reduce the dimensionality of the data set using Principal Component Analysis. See details about how it works here
Datatype: Boolean.
Default: False.
plot_feature_importances Create a feature importance plot for each model for the top/bottom plot_feature_importances number of features. Plot is stored in user_data/models/<identifier>/sub-train-<COIN>_<timestamp>.html.
Datatype: Integer.
Default: 0.
DI_threshold Activates the use of the Dissimilarity Index for outlier detection when set to > 0. See details about how it works here.
Datatype: Positive float (typically < 1).
use_SVM_to_remove_outliers Train a support vector machine to detect and remove outliers from the training dataset, as well as from incoming data points. See details about how it works here.
Datatype: Boolean.
svm_params All parameters available in Sklearn's SGDOneClassSVM(). See details about some select parameters here.
Datatype: Dictionary.
use_DBSCAN_to_remove_outliers Cluster data using the DBSCAN algorithm to identify and remove outliers from training and prediction data. See details about how it works here.
Datatype: Boolean.
inlier_metric_window If set, FreqAI adds an inlier_metric to the training feature set and set the lookback to be the inlier_metric_window, i.e., the number of previous time points to compare the current candle to. Details of how the inlier_metric is computed can be found here.
Datatype: Integer.
Default: 0.
noise_standard_deviation If set, FreqAI adds noise to the training features with the aim of preventing overfitting. FreqAI generates random deviates from a gaussian distribution with a standard deviation of noise_standard_deviation and adds them to all data points. noise_standard_deviation should be kept relative to the normalized space, i.e., between -1 and 1. In other words, since data in FreqAI is always normalized to be between -1 and 1, noise_standard_deviation: 0.05 would result in 32% of the data being randomly increased/decreased by more than 2.5% (i.e., the percent of data falling within the first standard deviation).
Datatype: Integer.
Default: 0.
outlier_protection_percentage Enable to prevent outlier detection methods from discarding too much data. If more than outlier_protection_percentage % of points are detected as outliers by the SVM or DBSCAN, FreqAI will log a warning message and ignore outlier detection, i.e., the original dataset will be kept intact. If the outlier protection is triggered, no predictions will be made based on the training dataset.
Datatype: Float.
Default: 30.
reverse_train_test_order Split the feature dataset (see below) and use the latest data split for training and test on historical split of the data. This allows the model to be trained up to the most recent data point, while avoiding overfitting. However, you should be careful to understand the unorthodox nature of this parameter before employing it.
Datatype: Boolean.
Default: False (no reversal).

Data split parameters

Parameter Description
Data split parameters within the freqai.data_split_parameters sub dictionary
data_split_parameters Include any additional parameters available from Scikit-learn test_train_split(), which are shown here (external website).
Datatype: Dictionary.
test_size The fraction of data that should be used for testing instead of training.
Datatype: Positive float < 1.
shuffle Shuffle the training data points during training. Typically, to not remove the chronological order of data in time-series forecasting, this is set to False.
Datatype: Boolean.
Defaut: False.

Model training parameters

Parameter Description
Model training parameters within the freqai.model_training_parameters sub dictionary
model_training_parameters A flexible dictionary that includes all parameters available by the selected model library. For example, if you use LightGBMRegressor, this dictionary can contain any parameter available by the LightGBMRegressor here (external website). If you select a different model, this dictionary can contain any parameter from that model. A list of the currently available models can be found here.
Datatype: Dictionary.
n_estimators The number of boosted trees to fit in the training of the model.
Datatype: Integer.
learning_rate Boosting learning rate during training of the model.
Datatype: Float.
n_jobs, thread_count, task_type Set the number of threads for parallel processing and the task_type (gpu or cpu). Different model libraries use different parameter names.
Datatype: Float.

Reinforcement Learning parameters

Parameter Description
Reinforcement Learning Parameters within the freqai.rl_config sub dictionary
rl_config A dictionary containing the control parameters for a Reinforcement Learning model.
Datatype: Dictionary.
train_cycles Training time steps will be set based on the `train_cycles * number of training data points.
Datatype: Integer.
cpu_count Number of processors to dedicate to the Reinforcement Learning training process.
Datatype: int.
max_trade_duration_candles Guides the agent training to keep trades below desired length. Example usage shown in prediction_models/ReinforcementLearner.py within the customizable calculate_reward() function.
Datatype: int.
model_type Model string from stable_baselines3 or SBcontrib. Available strings include: 'TRPO', 'ARS', 'RecurrentPPO', 'MaskablePPO', 'PPO', 'A2C', 'DQN'. User should ensure that model_training_parameters match those available to the corresponding stable_baselines3 model by visiting their documentaiton. PPO doc (external website)
Datatype: string.
policy_type One of the available policy types from stable_baselines3
Datatype: string.
max_training_drawdown_pct The maximum drawdown that the agent is allowed to experience during training.
Datatype: float.
Default: 0.8
cpu_count Number of threads/cpus to dedicate to the Reinforcement Learning training process (depending on if ReinforcementLearning_multiproc is selected or not). Recommended to leave this untouched, by default, this value is set to the total number of physical cores minus 1.
Datatype: int.
model_reward_parameters Parameters used inside the customizable calculate_reward() function in ReinforcementLearner.py
Datatype: int.
add_state_info Tell FreqAI to include state information in the feature set for training and inferencing. The current state variables include trade duration, current profit, trade position. This is only available in dry/live runs, and is automatically switched to false for backtesting.
Datatype: bool.
Default: False.
net_arch Network architecture which is well described in stable_baselines3 doc. In summary: [<shared layers>, dict(vf=[<non-shared value network layers>], pi=[<non-shared policy network layers>])]. By default this is set to [128, 128], which defines 2 shared hidden layers with 128 units each.
randomize_starting_position Randomize the starting point of each episode to avoid overfitting.
Datatype: bool.
Default: False.

Additional parameters

Parameter Description
Extraneous parameters
freqai.keras If the selected model makes use of Keras (typical for Tensorflow-based prediction models), this flag needs to be activated so that the model save/loading follows Keras standards.
Datatype: Boolean.
Default: False.
freqai.conv_width The width of a convolutional neural network input tensor. This replaces the need for shifting candles (include_shifted_candles) by feeding in historical data points as the second dimension of the tensor. Technically, this parameter can also be used for regressors, but it only adds computational overhead and does not change the model training/prediction.
Datatype: Integer.
Default: 2.
freqai.reduce_df_footprint Recast all numeric columns to float32/int32, with the objective of reducing ram/disk usage and decreasing train/inference timing. This parameter is set in the main level of the Freqtrade configuration file (not inside FreqAI).
Datatype: Boolean.
Default: False.