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process_only_new_candles config

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zhangkun9038@dingtalk.com 2025-11-24 15:52:24 +08:00
parent 4f830c1d39
commit c2fca03709
1 changed files with 47 additions and 14 deletions
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61
config_examples/freqaiprimer.json
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@ -9,7 +9,6 @@
"stake_currency": "USDT",
"stake_amount": 1,
"tradable_balance_ratio": 1,
"process_only_new_candles": false,
"fiat_display_currency": "USD",
"dry_run": true,
"timeframe": "3m",
@ -67,27 +66,61 @@
],
"freqai": {
"enabled": true,
"identifier": "freqai_primer",
"train_period_days": 30,
"data_kitchen": {
"fillna": "ffill"
},
"freqaimodel": "LightGBMMultiTargetRegressor",
"purge_old_models": 2,
"identifier": "test58",
"train_period_days": 7,
"backtest_period_days": 1,
"live_retrain_hours": 2,
"outlier_detection": {
"method": "IsolationForest",
"contamination": 0.1
},
"feature_selection": {
"method": "recursive_elimination"
},
"feature_parameters": {
"include_timeframes": ["3m", "15m", "1h"],
"include_corr_pairlist": ["BTC/USDT", "SOL/USDT"],
"include_timeframes": [
"3m",
"15m",
"1h"
],
"include_corr_pairlist": [
"BTC/USDT",
"SOL/USDT"
],
"outlier_protection_percentage": 0.1,
"label_period_candles": 24,
"include_shifted_candles": 3,
"label_period_candles": 6,
"indicator_periods_candles": [10, 20, 50]
"DI_threshold": 0.7,
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": true,
"indicator_periods_candles": [
10,
20,
50
],
"plot_feature_importances": 10
},
"data_split_parameters": {
"test_size": 0.2,
"shuffle": false
"shuffle": false
},
"model_training_parameters": {
"n_estimators": 200,
"learning_rate": 0.05,
"num_leaves": 31,
"n_estimators": 400,
"learning_rate": 0.03,
"num_leaves": 40,
"max_depth": 10,
"min_data_in_leaf": 20,
"feature_fraction": 0.8,
"bagging_fraction": 0.8,
"bagging_freq": 5,
"verbose": -1
},
"fit_live_predictions_candles": 100,
"live_retrain_candles": 100
}
},
"api_server": {
"enabled": true,