lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-10 18:23:55 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

Merge pull request #9408 from konradbeck/patch-1

Browse Source 
Update freqai-feature-engineering.md
This commit is contained in:
Matthias 2023-11-11 10:54:27 +01:00 committed by GitHub
commit babcd5887f
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
2 changed files with 2 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
docs/freqai-feature-engineering.md
View File

@ -7,7 +7,7 @@ Low level feature engineering is performed in the user strategy within a set of
| Function | Description |
|---------------|-------------|
| `feature_engineering_expand_all()` | This optional function will automatically expand the defined features on the config defined `indicator_periods_candles`, `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`.
| `feature_engineering_expand_basic()` | This optional function will automatically expand the defined features on the config defined `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`. Note: this function does *not* expand across `include_periods_candles`.
| `feature_engineering_expand_basic()` | This optional function will automatically expand the defined features on the config defined `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`. Note: this function does *not* expand across `indicator_periods_candles`.
| `feature_engineering_standard()` | This optional function will be called once with the dataframe of the base timeframe. This is the final function to be called, which means that the dataframe entering this function will contain all the features and columns from the base asset created by the other `feature_engineering_expand` functions. This function is a good place to do custom exotic feature extractions (e.g. tsfresh). This function is also a good place for any feature that should not be auto-expanded upon (e.g., day of the week).
| `set_freqai_targets()` | Required function to set the targets for the model. All targets must be prepended with `&` to be recognized by the FreqAI internals.

2
docs/strategy_migration.md
View File

@ -570,7 +570,7 @@ def populate_any_indicators(
```
1. Features - Move to `feature_engineering_expand_all`
2. Basic features, not expanded across `include_periods_candles` - move to`feature_engineering_expand_basic()`.
2. Basic features, not expanded across `indicator_periods_candles` - move to`feature_engineering_expand_basic()`.
3. Standard features which should not be expanded - move to `feature_engineering_standard()`.
4. Targets - Move this part to `set_freqai_targets()`.