Merge remote-tracking branch 'origin/develop' into use-datasieve

This commit is contained in:
robcaulk
2023-06-17 13:26:35 +02:00
52 changed files with 1060 additions and 221 deletions

View File

@@ -43,10 +43,10 @@ The FreqAI strategy requires including the following lines of code in the standa
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# the model will return all labels created by user in `set_freqai_labels()`
# the model will return all labels created by user in `set_freqai_targets()`
# (& appended targets), an indication of whether or not the prediction should be accepted,
# the target mean/std values for each of the labels created by user in
# `feature_engineering_*` for each training period.
# `set_freqai_targets()` for each training period.
dataframe = self.freqai.start(dataframe, metadata, self)

View File

@@ -180,6 +180,9 @@ You can ask for each of the defined features to be included also for informative
In total, the number of features the user of the presented example strat has created is: length of `include_timeframes` * no. features in `feature_engineering_expand_*()` * length of `include_corr_pairlist` * no. `include_shifted_candles` * length of `indicator_periods_candles`
$= 3 * 3 * 3 * 2 * 2 = 108$.
!!! note "Learn more about creative feature engineering"
Check out our [medium article](https://emergentmethods.medium.com/freqai-from-price-to-prediction-6fadac18b665) geared toward helping users learn how to creatively engineer features.
### Gain finer control over `feature_engineering_*` functions with `metadata`

View File

@@ -107,6 +107,13 @@ This is for performance reasons - FreqAI relies on making quick predictions/retr
it needs to download all the training data at the beginning of a dry/live instance. FreqAI stores and appends
new candles automatically for future retrains. This means that if new pairs arrive later in the dry run due to a volume pairlist, it will not have the data ready. However, FreqAI does work with the `ShufflePairlist` or a `VolumePairlist` which keeps the total pairlist constant (but reorders the pairs according to volume).
## Additional learning materials
Here we compile some external materials that provide deeper looks into various components of FreqAI:
- [Real-time head-to-head: Adaptive modeling of financial market data using XGBoost and CatBoost](https://emergentmethods.medium.com/real-time-head-to-head-adaptive-modeling-of-financial-market-data-using-xgboost-and-catboost-995a115a7495)
- [FreqAI - from price to prediction](https://emergentmethods.medium.com/freqai-from-price-to-prediction-6fadac18b665)
## Credits
FreqAI is developed by a group of individuals who all contribute specific skillsets to the project.