)
self.freqai_info["feature_parameters"][pair] = {}
self.freqai_info["feature_parameters"][pair]["label_period_candles"] = (
- self.__optuna_period_params[
- pair
- ].get("label_period_candles", self.ft_params["label_period_candles"])
+ self.__optuna_period_params[pair].get(
+ "label_period_candles", self.ft_params["label_period_candles"]
+ )
)
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
dk.data["extra_returns_per_train"]["DI_cutoff"] = cutoff
dk.data["extra_returns_per_train"]["label_period_candles"] = (
- self.__optuna_period_params.get(
- pair, {}
- ).get("label_period_candles", self.ft_params["label_period_candles"])
+ self.__optuna_period_params.get(pair, {}).get(
+ "label_period_candles", self.ft_params["label_period_candles"]
+ )
)
dk.data["extra_returns_per_train"]["hp_rmse"] = self.__optuna_hp_rmse.get(
pair, -1
)
self.freqai_info["feature_parameters"][pair] = {}
self.freqai_info["feature_parameters"][pair]["label_period_candles"] = (
- self.__optuna_period_params[
- pair
- ].get("label_period_candles", self.ft_params["label_period_candles"])
+ self.__optuna_period_params[pair].get(
+ "label_period_candles", self.ft_params["label_period_candles"]
+ )
)
def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
dk.data["extra_returns_per_train"]["DI_cutoff"] = cutoff
dk.data["extra_returns_per_train"]["label_period_candles"] = (
- self.__optuna_period_params.get(
- pair, {}
- ).get("label_period_candles", self.ft_params["label_period_candles"])
+ self.__optuna_period_params.get(pair, {}).get(
+ "label_period_candles", self.ft_params["label_period_candles"]
+ )
)
dk.data["extra_returns_per_train"]["hp_rmse"] = self.__optuna_hp_rmse.get(
pair, -1
dataframe["high"].values,
order=label_period_candles,
)
- # min_peaks, _ = find_peaks(
- # -dataframe["low"].values,
- # distance=label_period_candles,
- # )
- # max_peaks, _ = find_peaks(
- # dataframe["high"].values,
- # distance=label_period_candles,
- # )
dataframe[EXTREMA_COLUMN] = 0
for mp in min_peaks[0]:
dataframe.at[mp, EXTREMA_COLUMN] = -1
for mp in max_peaks[0]:
dataframe.at[mp, EXTREMA_COLUMN] = 1
- # for mp in min_peaks:
- # dataframe.at[mp, EXTREMA_COLUMN] = -1
- # for mp in max_peaks:
- # dataframe.at[mp, EXTREMA_COLUMN] = 1
dataframe["minima"] = np.where(dataframe[EXTREMA_COLUMN] == -1, -1, 0)
dataframe["maxima"] = np.where(dataframe[EXTREMA_COLUMN] == 1, 1, 0)
dataframe[EXTREMA_COLUMN] = (