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fix(Config): adjusted parameters to 5 minute timeframe

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Mark Aron Szulyovszky
2022-02-19 14:58:34 +01:00
parent 3b9d7f554a
commit 77206a5d0a
6 changed files with 22 additions and 62 deletions
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feature_extractors/feature_extractor_presets.py
+9 -9
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@@ -22,8 +22,8 @@ __presets = dict(
debug_future_lookahead=[("debug_future", feature_debug_future_lookahead, [1])],
single_mom=[("mom", feature_mom, [30])],
single_vol=[("vol", feature_vol, [30])],
mom=[("mom", feature_mom, [10, 20, 30, 60, 90])],
vol=[("vol", feature_vol, [10, 20, 30, 60])],
mom=[("mom", feature_mom, [100, 300, 600, 900, 1800])],
vol=[("vol", feature_vol, [100, 300, 600, 1800])],
lags_up_to_5=[("lag", feature_lag, [1, 2, 3, 4, 5])],
lags_up_to_10=[("lag", feature_lag, [1, 2, 3, 4, 5, 6, 7, 8, 9, 10])],
date_all=[
@@ -35,13 +35,13 @@ __presets = dict(
("day_of_week", feature_day_of_week, [0]),
("day_of_month", feature_day_of_month, [0]),
],
roc=[("roc", feature_ROC, [10, 30])],
rsi=[("rsi", feature_ROC, [10, 30, 100])],
stod=[("stod", feature_STOD, [10, 30, 200])],
stok=[("stok", feature_STOK, [10, 30, 200])],
fracdiff=[("fracdiff", feature_fractional_differentiation, [10, 30])],
fracdiff_log=[("fracdiff_log", feature_fractional_differentiation_log, [10, 30])],
z_score=[("z_score", feature_expanding_zscore, [10])],
roc=[("roc", feature_ROC, [100, 300])],
rsi=[("rsi", feature_ROC, [100, 300, 1000])],
stod=[("stod", feature_STOD, [100, 300, 2000])],
stok=[("stok", feature_STOK, [100, 300, 2000])],
fracdiff=[("fracdiff", feature_fractional_differentiation, [100, 300])],
fracdiff_log=[("fracdiff_log", feature_fractional_differentiation_log, [100, 300])],
z_score=[("z_score", feature_expanding_zscore, [100])],
)
presets = __presets | dict(