phyer/myTestFreqAI
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

stable1 14

Browse Source
This commit is contained in:
zhangkun9038@dingtalk.com 2025-04-28 21:08:33 +08:00
parent 9bb14377ed
commit 28fd0a80c9
1 changed files with 40 additions and 42 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

82
config_examples/config_freqai.okx.json
View File

@ -60,49 +60,47 @@
"method": "StaticPairList"
}
],
{
"freqai": {
"enabled": true,
"model_path": "/freqtrade/user_data/models",
"data_kitchen": {
"fillna": "ffill"
"freqai": {
"enabled": true,
"model_path": "/freqtrade/user_data/models",
"data_kitchen": {
"fillna": "ffill"
},
"freqaimodel": "XGBoostRegressor",
"model_training_parameters": {
"n_estimators": 300,
"learning_rate": 0.03,
"max_depth": 6,
"subsample": 0.8,
"colsample_bytree": 0.8,
"reg_lambda": 1.0,
"objective": "reg:squarederror",
"eval_metric": "rmse",
"early_stopping_rounds": 20
},
"train_period_days": 730,
"backtest_period_days": 90,
"live_retrain_hours": 0,
"feature_selection": {
"method": "recursive_elimination"
},
"feature_parameters": {
"include_timeframes": ["15m", "1h", "4h"],
"include_corr_pairlist": ["BTC/USDT", "SOL/USDT", "ETH/USDT"],
"label_period_candles": 60,
"include_shifted_candles": 2,
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": true,
"SVM_parameters": {
"nu": 0.1
},
"freqaimodel": "XGBoostRegressor",
"model_training_parameters": {
"n_estimators": 300,
"learning_rate": 0.03,
"max_depth": 6,
"subsample": 0.8,
"colsample_bytree": 0.8,
"reg_lambda": 1.0,
"objective": "reg:squarederror",
"eval_metric": "rmse",
"early_stopping_rounds": 20
},
"train_period_days": 730,
"backtest_period_days": 90,
"live_retrain_hours": 0,
"feature_selection": {
"method": "recursive_elimination"
},
"feature_parameters": {
"include_timeframes": ["15m", "1h", "4h"],
"include_corr_pairlist": ["BTC/USDT", "SOL/USDT", "ETH/USDT"],
"label_period_candles": 60,
"include_shifted_candles": 2,
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": true,
"SVM_parameters": {
"nu": 0.1
},
"DI_threshold": 0,
"indicator_periods_candles": [14, 20]
},
"data_split_parameters": {
"test_size": 0.2,
"shuffle": true
}
"DI_threshold": 0,
"indicator_periods_candles": [14, 20]
},
"data_split_parameters": {
"test_size": 0.2,
"shuffle": true
}
},
"api_server": {