live配置更新

config_examples/dryrun.json

@@ -78,7 +78,65 @@
     "price_side": "other",
     "use_order_book": false
   },
-
+  "freqai": {
+    "enabled": true,
+    "data_kitchen": {
+      "fillna": "ffill"
+    },
+    "freqaimodel": "LightGBMRegressorMultiTarget",
+    "purge_old_models": 2,
+    "identifier": "dryruL：Instance",
+    "train_period_days": 12,
+    "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",
+        "1h"
+      ],
+      "include_corr_pairlist": [
+        "ETH/USDT"
+      ],
+      "outlier_protection_percentage": 0.1,
+      "label_period_candles": 36,
+      "include_shifted_candles": 3,
+      "DI_threshold": 0.9,
+      "stratify_training_data": 0,
+      "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": 0.15,
+      "shuffle": false
+    },
+    "model_training_parameters": {
+      "n_estimators": 1000,
+      "learning_rate": 0.015,
+      "num_leaves": 60,
+      "max_depth": 15,
+      "min_data_in_leaf": 10,
+      "feature_fraction": 0.8,
+      "bagging_fraction": 0.8,
+      "bagging_freq": 5,
+      "class_weight": "balanced",
+      "verbose": -1
+    }
+  },
   "fee": 0.0008,
   "api_server": {
     "enabled": true,

config_examples/live.json

@@ -111,9 +111,10 @@
         "ETH/USDT"
       ],
       "outlier_protection_percentage": 0.1,
-      "label_period_candles": 100,
+      "label_period_candles": 36,
       "include_shifted_candles": 3,
-      "DI_threshold": 0,
+      "DI_threshold": 0.9,
+      "stratify_training_data": 0,
       "weight_factor": 0.9,
       "principal_component_analysis": false,
       "use_SVM_to_remove_outliers": true,
@@ -137,6 +138,7 @@
       "feature_fraction": 0.8,
       "bagging_fraction": 0.8,
       "bagging_freq": 5,
+      "class_weight": "balanced",
       "verbose": -1
     }
   },