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en/develop/freqai-feature-engineering/index.html
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@@ -2109,8 +2109,10 @@ model for training/prediction and has therefore prepended it with <code>%</code>
<p><code>include_shifted_candles</code> indicates the number of previous candles to include in the feature set. For example, <code>include_shifted_candles: 2</code> tells FreqAI to include the past 2 candles for each of the features in the feature set.</p>
<p>In total, the number of features the user of the presented example strategy has created is: length of <code>include_timeframes</code> * no. features in <code>feature_engineering_expand_*()</code> * length of <code>include_corr_pairlist</code> * no. <code>include_shifted_candles</code> * length of <code>indicator_periods_candles</code>
<span class="arithmatex">\(= 3 * 3 * 3 * 2 * 2 = 108\)</span>.</p>
<p>!!! note "Learn more about creative feature engineering"
Check out our <a href="https://emergentmethods.medium.com/freqai-from-price-to-prediction-6fadac18b665">medium article</a> geared toward helping users learn how to creatively engineer features.</p>
<div class="admonition note">
<p class="admonition-title">Learn more about creative feature engineering</p>
<p>Check out our <a href="https://emergentmethods.medium.com/freqai-from-price-to-prediction-6fadac18b665">medium article</a> geared toward helping users learn how to creatively engineer features.</p>
</div>
<h3 id="gain-finer-control-over-feature_engineering_-functions-with-metadata">Gain finer control over <code>feature_engineering_*</code> functions with <code>metadata</code><a class="headerlink" href="#gain-finer-control-over-feature_engineering_-functions-with-metadata" title="Permanent link">&para;</a></h3>
<p>All <code>feature_engineering_*</code> and <code>set_freqai_targets()</code> functions are passed a <code>metadata</code> dictionary which contains information about the <code>pair</code>, <code>tf</code> (timeframe), and <code>period</code> that FreqAI is automating for feature building. As such, a user can use <code>metadata</code> inside <code>feature_engineering_*</code> functions as criteria for blocking/reserving features for certain timeframes, periods, pairs etc.</p>
<div class="highlight"><pre><span></span><code><span class="k">def</span><span class="w"> </span><span class="nf">feature_engineering_expand_all</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="n">period</span><span class="p">,</span> <span class="n">metadata</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="n">DataFrame</span><span class="p">:</span>

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