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allow users to store data in custom formats, update spot config to reflect better target horizon to training period ratio

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This commit is contained in:
robcaulk 2022-05-30 02:12:31 +02:00
parent d59eac3321
commit 2f1a2c1cd7
2 changed files with 11 additions and 5 deletions
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10
config_examples/config_freqai_spot.example.json
View File

@ -7,6 +7,7 @@
"dry_run": true, "dry_run": true,
"timeframe": "5m", "timeframe": "5m",
"dry_run_wallet": 4000, "dry_run_wallet": 4000,
"dataformat_ohlcv": "hdf5",
"cancel_open_orders_on_exit": true, "cancel_open_orders_on_exit": true,
"unfilledtimeout": { "unfilledtimeout": {
"entry": 10, "entry": 10,
@ -24,7 +25,8 @@
"rateLimit": 200 "rateLimit": 200
}, },
"pair_whitelist": [ "pair_whitelist": [
"BTC/USDT" "BTC/USDT",
"ETH/USDT"
], ],
"pair_blacklist": [] "pair_blacklist": []
}, },
@ -39,7 +41,7 @@
} }
}, },
"exit_pricing": { "exit_pricing": {
"price_side": "same", "price_side": "other",
"use_order_book": true, "use_order_book": true,
"order_book_top": 1 "order_book_top": 1
}, },
@ -54,7 +56,7 @@
"15m", "15m",
"4h" "4h"
], ],
"train_period": 30, "train_period": 60,
"backtest_period": 7, "backtest_period": 7,
"identifier": "example", "identifier": "example",
"live_trained_timestamp": 0, "live_trained_timestamp": 0,
@ -66,7 +68,7 @@
"SOL/USDT" "SOL/USDT"
], ],
"feature_parameters": { "feature_parameters": {
"period": 20, "period": 500,
"shift": 1, "shift": 1,
"DI_threshold": 0, "DI_threshold": 0,
"weight_factor": 0.9, "weight_factor": 0.9,

6
freqtrade/freqai/data_kitchen.py
View File

@ -735,7 +735,7 @@ class FreqaiDataKitchen:
exchange, pairs=pairs, timeframes=self.freqai_config.get('timeframes'), exchange, pairs=pairs, timeframes=self.freqai_config.get('timeframes'),
datadir=self.config['datadir'], timerange=timerange, datadir=self.config['datadir'], timerange=timerange,
new_pairs_days=self.config['new_pairs_days'], new_pairs_days=self.config['new_pairs_days'],
erase=False, data_format=self.config['dataformat_ohlcv'], erase=False, data_format=self.config.get('dataformat_ohlcv', 'json'),
trading_mode=self.config.get('trading_mode', 'spot'), trading_mode=self.config.get('trading_mode', 'spot'),
prepend=self.config.get('prepend_data', False) prepend=self.config.get('prepend_data', False)
) )
@ -751,6 +751,8 @@ class FreqaiDataKitchen:
base_dataframes[tf] = load_pair_history(datadir=self.config['datadir'], base_dataframes[tf] = load_pair_history(datadir=self.config['datadir'],
timeframe=tf, timeframe=tf,
pair=metadata['pair'], timerange=timerange, pair=metadata['pair'], timerange=timerange,
data_format=self.config.get(
'dataformat_ohlcv', 'json'),
candle_type=self.config.get( candle_type=self.config.get(
'trading_mode', 'spot')) 'trading_mode', 'spot'))
if pairs: if pairs:
@ -762,6 +764,8 @@ class FreqaiDataKitchen:
corr_dataframes[p][tf] = load_pair_history(datadir=self.config['datadir'], corr_dataframes[p][tf] = load_pair_history(datadir=self.config['datadir'],
timeframe=tf, timeframe=tf,
pair=p, timerange=timerange, pair=p, timerange=timerange,
data_format=self.config.get(
'dataformat_ohlcv', 'json'),
candle_type=self.config.get( candle_type=self.config.get(
'trading_mode', 'spot')) 'trading_mode', 'spot'))