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Merge branch 'develop' into backtest_live_models
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commit
88418d524a
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@ -206,6 +206,9 @@ If this value is set, FreqAI will initially use the predictions from the trainin
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FreqAI has multiple example prediction model libraries that are ready to be used as is via the flag `--freqaimodel`. These libraries include `Catboost`, `LightGBM`, and `XGBoost` regression, classification, and multi-target models, and can be found in `freqai/prediction_models/`. However, it is possible to customize and create your own prediction models using the `IFreqaiModel` class. You are encouraged to inherit `fit()`, `train()`, and `predict()` to let these customize various aspects of the training procedures.
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You can place custom FreqAI models in `user_data/freqaimodels` - and freqtrade will pick them up from there based on the provided `--freqaimodel` name - which has to correspond to the class name of your custom model.
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Make sure to use unique names to avoid overriding built-in models.
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### Setting classifier targets
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FreqAI includes a variety of classifiers, such as the `CatboostClassifier` via the flag `--freqaimodel CatboostClassifier`. If you elects to use a classifier, the classes need to be set using strings. For example:
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@ -3,7 +3,8 @@ import shutil
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from pathlib import Path
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from typing import Optional
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from freqtrade.constants import USER_DATA_FILES, Config
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from freqtrade.constants import (USER_DATA_FILES, USERPATH_FREQAIMODELS, USERPATH_HYPEROPTS,
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USERPATH_NOTEBOOKS, USERPATH_STRATEGIES, Config)
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from freqtrade.exceptions import OperationalException
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@ -49,8 +50,8 @@ def create_userdata_dir(directory: str, create_dir: bool = False) -> Path:
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:param create_dir: Create directory if it does not exist.
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:return: Path object containing the directory
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"""
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sub_dirs = ["backtest_results", "data", "hyperopts", "hyperopt_results", "logs",
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"notebooks", "plot", "strategies", ]
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sub_dirs = ["backtest_results", "data", USERPATH_HYPEROPTS, "hyperopt_results", "logs",
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USERPATH_NOTEBOOKS, "plot", USERPATH_STRATEGIES, USERPATH_FREQAIMODELS]
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folder = Path(directory)
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chown_user_directory(folder)
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if not folder.is_dir():
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@ -25,7 +25,7 @@ def test_create_userdata_dir(mocker, default_conf, caplog) -> None:
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md = mocker.patch.object(Path, 'mkdir', MagicMock())
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x = create_userdata_dir('/tmp/bar', create_dir=True)
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assert md.call_count == 9
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assert md.call_count == 10
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assert md.call_args[1]['parents'] is False
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assert log_has(f'Created user-data directory: {Path("/tmp/bar")}', caplog)
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assert isinstance(x, Path)
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