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freqai config update: model_training_parameters.feature_fraction 和 bagging_fraction

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zhangkun9038@dingtalk.com 2026-01-05 09:31:25 +08:00
parent 5b9df1b613
commit 0818437caf
2 changed files with 71 additions and 64 deletions
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1
.gitignore vendored
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@ -14,6 +14,7 @@ user_data/notebooks/*
freqtrade-plot.html
freqtrade-profit-plot.html
freqtrade/rpc/api_server/ui/*
freqtrade/templates/freqaiprimer.json.*
build_helpers/ta-lib/*
# Macos related

134
config_examples/live.json
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@ -18,35 +18,41 @@
"timeout": 20000
},
"pair_whitelist": [
"AAVE/USDT",
"ACT/USDT",
"ADA/USDT",
"AVAX/USDT",
"BCH/USDT",
"BNB/USDT",
"BTC/USDT",
"CHZ/USDT",
"DOGE/USDT",
"ETC/USDT",
"DOT/USDT",
"ETH/USDT",
"FIL/USDT",
"ICP/USDT",
"KAITO/USDT",
"LINK/USDT",
"LTC/USDT",
"MASK/USDT",
"MOODENG/USDT",
"OKB/USDT",
"PENGU/USDT",
"PEPE/USDT",
"PUMP/USDT",
"PI/USDT",
"PNUT/USDT",
"RENDER/USDT",
"SHIB/USDT",
"SNX/USDT",
"SOL/USDT",
"SUI/USDT",
"TON/USDT",
"TRB/USDT",
"TRUMP/USDT",
"TRX/USDT",
"UNI/USDT",
"WIF/USDT",
"WLD/USDT",
"WLFI/USDT",
"XAUT/USDT",
"XLM/USDT",
"XPL/USDT",
"XRP/USDT"
],
"pair_blacklist": [
@ -78,64 +84,64 @@
"use_order_book": false
},
"freqai": {
"enabled": true,
"data_kitchen": {
"fillna": "ffill"
},
"freqaimodel": "LightGBMMultiTargetRegressor",
"purge_old_models": 2,
"identifier": "test58",
"train_period_days": 18,
"backtest_period_days": 2,
"live_retrain_hours": 2,
"outlier_detection": {
"method": "IsolationForest",
"contamination": 0.1
},
"feature_selection": {
"method": "recursive_elimination"
},
"feature_parameters": {
"include_timeframes": [
"3m",
"15m",
"30m",
"1h"
],
"include_corr_pairlist": [
"ETH/USDT",
"SOL/USDT"
],
"outlier_protection_percentage": 0.1,
"label_period_candles": 100,
"include_shifted_candles": 6,
"DI_threshold": 0.5,
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": true,
"indicator_periods_candles": [
10,
20,
50,
100
],
"plot_feature_importances": 10
},
"data_split_parameters": {
"test_size": 0.15,
"shuffle": false
},
"model_training_parameters": {
"n_estimators": 800,
"learning_rate": 0.02,
"num_leaves": 80,
"max_depth": 15,
"min_data_in_leaf": 12,
"feature_fraction": 0.8,
"bagging_fraction": 0.8,
"bagging_freq": 5,
"verbose": -1
}
"enabled": true,
"data_kitchen": {
"fillna": "ffill"
},
"freqaimodel": "LightGBMMultiTargetRegressor",
"purge_old_models": 2,
"identifier": "test58",
"train_period_days": 18,
"backtest_period_days": 2,
"live_retrain_hours": 2,
"outlier_detection": {
"method": "IsolationForest",
"contamination": 0.1
},
"feature_selection": {
"method": "recursive_elimination"
},
"feature_parameters": {
"include_timeframes": [
"3m",
"15m",
"30m",
"1h"
],
"include_corr_pairlist": [
"ETH/USDT",
"SOL/USDT"
],
"outlier_protection_percentage": 0.1,
"label_period_candles": 100,
"include_shifted_candles": 6,
"DI_threshold": 0.5,
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": true,
"indicator_periods_candles": [
10,
20,
50,
100
],
"plot_feature_importances": 10
},
"data_split_parameters": {
"test_size": 0.15,
"shuffle": false
},
"model_training_parameters": {
"n_estimators": 800,
"learning_rate": 0.02,
"num_leaves": 80,
"max_depth": 15,
"min_data_in_leaf": 12,
"feature_fraction": 0.7,
"bagging_fraction": 0.7,
"bagging_freq": 5,
"verbose": -1
}
},
"fee": 0.0008,
"api_server": {