122 lines
3.5 KiB
Diff
122 lines
3.5 KiB
Diff
diff --git a/config_examples/config_freqai.okx.json b/config_examples/config_freqai.okx.json
|
|
index 259459e..c2693fc 100644
|
|
--- a/config_examples/config_freqai.okx.json
|
|
+++ b/config_examples/config_freqai.okx.json
|
|
@@ -5,11 +5,10 @@
|
|
"max_open_trades": 4,
|
|
"stake_currency": "USDT",
|
|
"stake_amount": 150,
|
|
- "startup_candle_count": 30,
|
|
"tradable_balance_ratio": 1,
|
|
"fiat_display_currency": "USD",
|
|
"dry_run": true,
|
|
- "timeframe": "5m",
|
|
+ "timeframe": "3m",
|
|
"dry_run_wallet": 1000,
|
|
"cancel_open_orders_on_exit": true,
|
|
"stoploss": -0.05,
|
|
@@ -24,21 +23,21 @@
|
|
"enable_ws": false,
|
|
"ccxt_config": {
|
|
"enableRateLimit": true,
|
|
- "rateLimit": 800,
|
|
+ "rateLimit": 500,
|
|
"options": {
|
|
"defaultType": "spot"
|
|
}
|
|
},
|
|
"ccxt_async_config": {
|
|
"enableRateLimit": true,
|
|
- "rateLimit": 800,
|
|
+ "rateLimit": 500,
|
|
"timeout": 20000
|
|
},
|
|
"pair_whitelist": [
|
|
- "OKB/USDT",
|
|
- "DOT/USDT",
|
|
+ "BTC/USDT",
|
|
"SOL/USDT"
|
|
- ]
|
|
+ ],
|
|
+ "pair_blacklist": []
|
|
},
|
|
"entry_pricing": {
|
|
"price_side": "same",
|
|
@@ -65,47 +64,37 @@
|
|
"data_kitchen": {
|
|
"fillna": "ffill"
|
|
},
|
|
- "freqaimodel": "CatboostClassifier",
|
|
- "purge_old_models": 2,
|
|
- "identifier": "test175",
|
|
- "train_period_days": 30,
|
|
- "backtest_period_days": 10,
|
|
+ "freqaimodel": "XGBoostRegressor",
|
|
+ "model_training_parameters": {
|
|
+ "n_estimators": 100,
|
|
+ "learning_rate": 0.05,
|
|
+ "max_depth": 5
|
|
+ },
|
|
+ "train_period_days": 180,
|
|
+ "backtest_period_days": 60,
|
|
"live_retrain_hours": 0,
|
|
"feature_selection": {
|
|
"method": "recursive_elimination"
|
|
},
|
|
"feature_parameters": {
|
|
- "include_timeframes": [
|
|
- "5m",
|
|
- "1h"
|
|
- ],
|
|
- "include_corr_pairlist": [
|
|
- "BTC/USDT",
|
|
- "ETH/USDT"
|
|
- ],
|
|
- "label_period_candles": 12,
|
|
- "include_shifted_candles": 3,
|
|
- "DI_threshold": 0.9,
|
|
+ "include_timeframes": ["15m"],
|
|
+ "include_corr_pairlist": ["BTC/USDT"],
|
|
+ "label_period_candles": 10,
|
|
+ "include_shifted_candles": 1,
|
|
+
|
|
"weight_factor": 0.9,
|
|
"principal_component_analysis": false,
|
|
"use_SVM_to_remove_outliers": false,
|
|
- "indicator_periods_candles": [
|
|
- 10,
|
|
- 20,
|
|
- 50
|
|
- ],
|
|
- "plot_feature_importances": 0
|
|
+ "indicator_periods_candles": [14],
|
|
},
|
|
"data_split_parameters": {
|
|
- "test_size": 0.2,
|
|
- "shuffle": false,
|
|
+ "test_size": 0.2
|
|
},
|
|
- "model_training_parameters": {
|
|
- "n_estimators": 100,
|
|
- "learning_rate": 0.1,
|
|
- "num_leaves": 15,
|
|
- "verbose": -1
|
|
- }
|
|
+ "model_training_parameters": {
|
|
+ "n_estimators": 100,
|
|
+ "learning_rate": 0.05,
|
|
+ "max_depth": 5
|
|
+ }
|
|
},
|
|
"api_server": {
|
|
"enabled": true,
|
|
@@ -123,7 +112,7 @@
|
|
"initial_state": "running",
|
|
"force_entry_enable": false,
|
|
"internals": {
|
|
- "process_throttle_secs": 10,
|
|
+ "process_throttle_secs": 5,
|
|
"heartbeat_interval": 20,
|
|
"loglevel": "DEBUG"
|
|
}
|