https://github.com/sponsors/robcaulk
"""
- version = "3.7.1"
+ version = "3.7.2"
@cached_property
def _optuna_config(self) -> dict:
self._optuna_train_rmse[pair] = -1
self._optuna_label_values[pair] = [-1, -1]
self._optuna_hp_params[pair] = (
- self.optuna_load_best_params(pair, "hp") or {}
+ self.optuna_load_best_params(pair, "hp")
+ if self.optuna_load_best_params(pair, "hp")
+ else {}
)
self._optuna_train_params[pair] = (
- self.optuna_load_best_params(pair, "train") or {}
+ self.optuna_load_best_params(pair, "train")
+ if self.optuna_load_best_params(pair, "train")
+ else {}
+ )
+ self._optuna_label_params[pair] = (
+ self.optuna_load_best_params(pair, "label")
+ if self.optuna_load_best_params(pair, "label")
+ else {
+ "label_period_candles": self.ft_params.get(
+ "label_period_candles", 50
+ ),
+ "label_natr_ratio": self.ft_params.get("label_natr_ratio", 0.075),
+ }
)
- self._optuna_label_params[pair] = self.optuna_load_best_params(
- pair, "label"
- ) or {
- "label_period_candles": self.ft_params.get("label_period_candles", 50),
- "label_natr_ratio": self.ft_params.get("label_natr_ratio", 0.075),
- }
logger.info(
f"Initialized {self.__class__.__name__} {self.freqai_info.get('regressor', 'xgboost')} regressor model version {self.version}"
)
INTERFACE_VERSION = 3
def version(self) -> str:
- return "3.3.1"
+ return "3.3.2"
timeframe = "5m"
)
self._label_params: dict[str, dict] = {}
for pair in self.pairs:
- self._label_params[pair] = self.optuna_load_best_params(pair, "label") or {
- "label_period_candles": self.freqai_info["feature_parameters"].get(
- "label_period_candles", 50
- ),
- "label_natr_ratio": self.freqai_info["feature_parameters"].get(
- "label_natr_ratio", 0.075
- ),
- }
+ self._label_params[pair] = (
+ self.optuna_load_best_params(pair, "label")
+ if self.optuna_load_best_params(pair, "label")
+ else {
+ "label_period_candles": self.freqai_info["feature_parameters"].get(
+ "label_period_candles", 50
+ ),
+ "label_natr_ratio": self.freqai_info["feature_parameters"].get(
+ "label_natr_ratio", 0.075
+ ),
+ }
+ )
def feature_engineering_expand_all(
self, dataframe: DataFrame, period: int, metadata: dict, **kwargs
return dataframe
def get_label_period_candles(self, pair: str) -> int:
- label_period_candles = self._label_params.get(pair).get("label_period_candles")
+ label_period_candles = self._label_params.get(pair, {}).get(
+ "label_period_candles"
+ )
if label_period_candles:
return label_period_candles
return self.freqai_info["feature_parameters"].get("label_period_candles", 50)
self._label_params[pair]["label_period_candles"] = label_period_candles
def get_label_natr_ratio(self, pair: str) -> float:
- label_natr_ratio = self._label_params.get(pair).get("label_natr_ratio")
+ label_natr_ratio = self._label_params.get(pair, {}).get("label_natr_ratio")
if label_natr_ratio:
return label_natr_ratio
return self.freqai_info["feature_parameters"].get("label_natr_ratio", 0.075)