diff --git a/config_examples/freqaiprimer.json b/config_examples/freqaiprimer.json index 3d117576..ddff43c0 100644 --- a/config_examples/freqaiprimer.json +++ b/config_examples/freqaiprimer.json @@ -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, diff --git a/config_examples/live.json b/config_examples/live.json index e586f771..e93fd746 100644 --- a/config_examples/live.json +++ b/config_examples/live.json @@ -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,