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chore: make DOCS_LINK in constants.py, ensure datasieve is added to setup.py
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@ -8,6 +8,7 @@ from typing import Any, Dict, List, Literal, Tuple
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from freqtrade.enums import CandleType, PriceType, RPCMessageType
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from freqtrade.enums import CandleType, PriceType, RPCMessageType
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DOCS_LINK = "https://www.freqtrade.io/en/stable"
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DEFAULT_CONFIG = 'config.json'
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DEFAULT_CONFIG = 'config.json'
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DEFAULT_EXCHANGE = 'bittrex'
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DEFAULT_EXCHANGE = 'bittrex'
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PROCESS_THROTTLE_SECS = 5 # sec
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PROCESS_THROTTLE_SECS = 5 # sec
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@ -119,7 +119,6 @@ class BaseReinforcementLearningModel(IFreqaiModel):
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prices_train, prices_test = self.build_ohlc_price_dataframes(dk.data_dictionary, pair, dk)
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prices_train, prices_test = self.build_ohlc_price_dataframes(dk.data_dictionary, pair, dk)
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dk.feature_pipeline = self.define_data_pipeline(threads=dk.thread_count)
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dk.feature_pipeline = self.define_data_pipeline(threads=dk.thread_count)
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dk.label_pipeline = self.define_label_pipeline(threads=dk.thread_count)
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(dd["train_features"],
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(dd["train_features"],
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dd["train_labels"],
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dd["train_labels"],
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@ -12,7 +12,6 @@ import numpy.typing as npt
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import pandas as pd
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import pandas as pd
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import psutil
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import psutil
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from datasieve.pipeline import Pipeline
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from datasieve.pipeline import Pipeline
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from datasieve.transforms import SKLearnWrapper
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from pandas import DataFrame
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from pandas import DataFrame
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from sklearn.model_selection import train_test_split
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from sklearn.model_selection import train_test_split
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@ -966,35 +965,7 @@ class FreqaiDataKitchen:
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"in a future version.\n"
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"in a future version.\n"
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"This version does not include any outlier configurations")
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"This version does not include any outlier configurations")
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import datasieve.transforms as ds
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return data_dictionary
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from sklearn.preprocessing import MinMaxScaler
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dd = data_dictionary
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self.feature_pipeline = Pipeline([
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('variance_threshold', ds.VarianceThreshold()),
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('scaler', SKLearnWrapper(MinMaxScaler(feature_range=(-1, 1))))
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])
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(dd["train_features"],
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dd["train_labels"],
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dd["train_weights"]) = self.feature_pipeline.fit_transform(dd["train_features"],
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dd["train_labels"],
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dd["train_weights"])
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(dd["test_features"],
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dd["test_labels"],
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dd["test_weights"]) = self.feature_pipeline.transform(dd["test_features"],
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dd["test_labels"],
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dd["test_weights"])
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self.label_pipeline = Pipeline([
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('scaler', SKLearnWrapper(MinMaxScaler(feature_range=(-1, 1))))
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])
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dd["train_labels"], _, _ = self.label_pipeline.fit_transform(dd["train_labels"])
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dd["test_labels"], _, _ = self.label_pipeline.transform(dd["test_labels"])
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return dd
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def denormalize_labels_from_metadata(self, df: DataFrame) -> DataFrame:
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def denormalize_labels_from_metadata(self, df: DataFrame) -> DataFrame:
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"""
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"""
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@ -18,7 +18,7 @@ from pandas import DataFrame
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from sklearn.preprocessing import MinMaxScaler
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from sklearn.preprocessing import MinMaxScaler
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from freqtrade.configuration import TimeRange
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from freqtrade.configuration import TimeRange
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from freqtrade.constants import Config
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from freqtrade.constants import DOCS_LINK, Config
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from freqtrade.data.dataprovider import DataProvider
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from freqtrade.data.dataprovider import DataProvider
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from freqtrade.enums import RunMode
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from freqtrade.enums import RunMode
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from freqtrade.exceptions import OperationalException
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from freqtrade.exceptions import OperationalException
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@ -974,20 +974,20 @@ class IFreqaiModel(ABC):
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"""
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"""
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throw deprecation warning if this function is called
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throw deprecation warning if this function is called
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"""
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"""
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ft = "https://www.freqtrade.io/en/latest"
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logger.warning(f"Your model {self.__class__.__name__} relies on the deprecated"
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logger.warning(f"Your model {self.__class__.__name__} relies on the deprecated"
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" data pipeline. Please update your model to use the new data pipeline."
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" data pipeline. Please update your model to use the new data pipeline."
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" This can be achieved by following the migration guide at "
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" This can be achieved by following the migration guide at "
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f"{ft}/strategy_migration/#freqai-new-data-pipeline")
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f"{DOCS_LINK}/strategy_migration/#freqai-new-data-pipeline")
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dk.feature_pipeline = self.define_data_pipeline(threads=dk.thread_count)
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return
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return
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def data_cleaning_predict(self, dk: FreqaiDataKitchen, pair: str):
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def data_cleaning_predict(self, dk: FreqaiDataKitchen, pair: str):
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"""
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"""
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throw deprecation warning if this function is called
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throw deprecation warning if this function is called
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"""
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"""
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ft = "https://www.freqtrade.io/en/latest"
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logger.warning(f"Your model {self.__class__.__name__} relies on the deprecated"
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logger.warning(f"Your model {self.__class__.__name__} relies on the deprecated"
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" data pipeline. Please update your model to use the new data pipeline."
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" data pipeline. Please update your model to use the new data pipeline."
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" This can be achieved by following the migration guide at "
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" This can be achieved by following the migration guide at "
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f"{ft}/strategy_migration/#freqai-new-data-pipeline")
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f"{DOCS_LINK}/strategy_migration/#freqai-new-data-pipeline")
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dk.label_pipeline = self.define_data_pipeline(threads=dk.thread_count)
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return
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return
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