make defining period intervals more user friendly and flexible

This commit is contained in:
robcaulk 2022-06-02 13:45:29 +02:00
parent ace951bf7e
commit 4ac6ef2972
3 changed files with 3 additions and 5 deletions

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@ -82,7 +82,7 @@
"use_SVM_to_remove_outliers": true,
"stratify": 0,
"indicator_max_period": 20,
"indicator_interval": 10
"indicator_periods": [10, 20, 30]
},
"data_split_parameters": {
"test_size": 0.33,

View File

@ -77,7 +77,7 @@
"use_SVM_to_remove_outliers": false,
"stratify": 0,
"indicator_max_period": 50,
"indicator_interval": 10
"indicator_periods": [10, 20]
},
"data_split_parameters": {
"test_size": 0.33,

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@ -1,7 +1,6 @@
import logging
from functools import reduce
import numpy as np
import pandas as pd
import talib.abstract as ta
from pandas import DataFrame
@ -90,8 +89,7 @@ class FreqaiExampleStrategy(IStrategy):
informative = self.dp.get_pair_dataframe(pair, tf)
# first loop is automatically duplicating indicators for time periods
for t in np.arange(10, self.freqai_info["feature_parameters"]["indicator_max_period"],
self.freqai_info["feature_parameters"]["indicator_interval"]):
for t in self.freqai_info["feature_parameters"]["indicator_periods"]:
t = int(t)
informative['%-' + coin + "rsi-period_" + str(t)] = ta.RSI(informative, timeperiod=t)