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live模式freqai参数使用精确计算训练, 其他模式使用简易入门训练参数

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Ubuntu 2026-01-01 18:21:42 +00:00
parent 98bda169d0
commit fa319c66b3
2 changed files with 69 additions and 10 deletions
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19
config_examples/freqaiprimer.json
View File

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

60
config_examples/live.json
View File

@ -77,6 +77,66 @@
"price_side": "other",
"use_order_book": false
},
"freqai": {
"enabled": true,
"data_kitchen": {
"fillna": "ffill"
},
"freqaimodel": "LightGBMMultiTargetRegressor",
"purge_old_models": 2,
"identifier": "test58",
"train_period_days": 18,
"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",
"30m",
"1h"
],
"include_corr_pairlist": [
"ETH/USDT",
"SOL/USDT"
],
"outlier_protection_percentage": 0.1,
"label_period_candles": 100,
"include_shifted_candles": 6,
"DI_threshold": 0.5,
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": true,
"indicator_periods_candles": [
10,
20,
50,
100
],
"plot_feature_importances": 10
},
"data_split_parameters": {
"test_size": 0.15,
"shuffle": false
},
"model_training_parameters": {
"n_estimators": 800,
"learning_rate": 0.02,
"num_leaves": 80,
"max_depth": 15,
"min_data_in_leaf": 12,
"feature_fraction": 0.8,
"bagging_fraction": 0.8,
"bagging_freq": 5,
"verbose": -1
}
},
"fee": 0.0008,
"api_server": {
"enabled": true,