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

freqai 强化训练

Browse Source
This commit is contained in:
zhangkun9038@dingtalk.com 2026-01-02 00:53:03 +08:00
parent fa813242c7
commit 98bda169d0
1 changed files with 10 additions and 9 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

19
config_examples/freqaiprimer.json
View File

@ -75,7 +75,7 @@
"freqaimodel": "LightGBMMultiTargetRegressor",
"purge_old_models": 2,
"identifier": "test58",
"train_period_days": 12,
"train_period_days": 18,
"backtest_period_days": 2,
"live_retrain_hours": 2,
"outlier_detection": {
@ -89,18 +89,19 @@
"include_timeframes": [
"3m",
"15m",
"30m",
"1h"
],
"include_corr_pairlist": [
"BTC/USDT",
"ETH/USDT",
"SOL/USDT"
],
"outlier_protection_percentage": 0.1,
"label_period_candles": 100,
"include_shifted_candles": 3,
"include_shifted_candles": 6,
"DI_threshold": 0.5,
"weight_factor": 0.9,
"principal_component_analysis": false,
"principal_component_analysis": true,
"use_SVM_to_remove_outliers": true,
"indicator_periods_candles": [
10,
@ -111,14 +112,14 @@
},
"data_split_parameters": {
"test_size": 0.15,
"shuffle": false
"shuffle": false
},
"model_training_parameters": {
"n_estimators": 600,
"n_estimators": 800,
"learning_rate": 0.02,
"num_leaves": 60,
"max_depth": 12,
"min_data_in_leaf": 15,
"num_leaves": 80,
"max_depth": 15,
"min_data_in_leaf": 12,
"feature_fraction": 0.8,
"bagging_fraction": 0.8,
"bagging_freq": 5,