phyer/myTestFreqAI
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跟特征数量没关系
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zhangkun9038@dingtalk.com 2025-04-28 13:49:35 +08:00
parent fbd72745cb
commit 65116ab7b4
1 changed files with 7 additions and 8 deletions
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config_examples/config_freqai.okx.json
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@ -66,9 +66,9 @@
}, },
"freqaimodel": "CatboostClassifier", "freqaimodel": "CatboostClassifier",
"purge_old_models": 2, "purge_old_models": 2,
"train_period_days": 15, "train_period_days": 180,
"train_period_days": 90, "train_period_days": 180,
"backtest_period_days": 30, "backtest_period_days": 60,
"live_retrain_hours": 0, "live_retrain_hours": 0,
"feature_selection": { "feature_selection": {
"method": "recursive_elimination" "method": "recursive_elimination"
@ -78,7 +78,7 @@
"include_corr_pairlist": ["BTC/USDT"], "include_corr_pairlist": ["BTC/USDT"],
"label_period_candles": 10, "label_period_candles": 10,
"include_shifted_candles": 1, "include_shifted_candles": 1,
"DI_threshold": 0.9, "DI_threshold": 0.5,
"weight_factor": 0.9, "weight_factor": 0.9,
"principal_component_analysis": false, "principal_component_analysis": false,
"use_SVM_to_remove_outliers": false, "use_SVM_to_remove_outliers": false,
@ -88,10 +88,9 @@
"test_size": 0.2 "test_size": 0.2
}, },
"model_training_parameters": { "model_training_parameters": {
"n_estimators": 100, "n_estimators": 100,
"learning_rate": 0.05, "learning_rate": 0.05,
"max_depth": 5, "max_depth": 5
"num_leaves": 31
} }
}, },
"api_server": { "api_server": {