'ticker_1': 'USDT_BTC',
'scraper_currency_1': 'BTC',
'candle_size': 300,
'n_days': 10,
'offset': 0,
'bid_ask_spread': 0.0007,
'transaction_fee': 0.0025,
'train_test_validation_ratios': [0.5, 0.2, 0.3],
'output_flag': True,
'plot_flag': False,
'plot_last': True,
'ml_iterations': 15,
'target_score': 'n_steps',
'web_flag': True,
'filename1': "USDT_BTC.csv",
'regression_mode': 'regression',
'momentum_compare': True,
}
search_iterations = 15
time_iterations = 30
strategy_dictionary, fitting_inputs, fitting_targets, data_to_predict = fit_time_scale(
strategy_dictionary, search_iterations, time_iterations)
underlined_output('Offset validation')
offsets = np.linspace(0, 300, 5)
offset_scan_validation(strategy_dictionary, data_to_predict,
fitting_inputs, fitting_targets, offsets)
strategy_dictionary = {
'trading_currencies': ['ETH', 'BTC'],
'ticker_1': 'BTC_ETH',
'ticker_2': 'USDT_BTC',
'candle_size': 1800,
'n_days': 20,
'offset': 0,
'bid_ask_spread': 0.001,
'transaction_fee': 0.0025,
'train_test_ratio': 0.5,
'output_flag': True,
'plot_flag': False,
'ml_iterations': 100,
'target_score': 'idealstrategy',
'windows': [1, 5, 10, 50, 100],
'web_flag': False,
'filename1': "USDT_BTC.csv",
'filename2': "BTC_ETH.csv"
}
search_iterations = 50
strategy_dictionary = random_search(strategy_dictionary, search_iterations)
underlined_output('Offset validation')
offsets = np.linspace(0, 300, 5)
offset_scan_validation(strategy_dictionary, offsets)
print strategy_dictionary