diff --git a/config_examples/dryrun.json b/config_examples/dryrun.json index 2ff3d056..85b2385c 100644 --- a/config_examples/dryrun.json +++ b/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, diff --git a/config_examples/live.json b/config_examples/live.json index 90a96b53..9497d97f 100644 --- a/config_examples/live.json +++ b/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 } },