v0.2.15

Full Changelog: v0.2.14...v0.2.15

    def set_freqai_targets(
        self,
        dataframe: DataFrame,
        metadata: dict,
        **kwargs
    ) -> DataFrame:
        """
        FreqAI target definition for:
        - Classifier
        - ClassifierMultiTarget
        - Regressor
        - RegressorMultiTarget
        """

        model_name = self.model_name.lower()
        is_classifier = "classifier" in model_name
        is_multi_target = "multitarget" in model_name

        label_period = self.freqai_info["feature_parameters"]["label_period_candles"]

        if is_classifier:
            # ==================================================
            # CLASSIFIERS
            # ==================================================

            if is_multi_target:
                # CatboostClassifierMultiTarget
                # IMPORTANT:
                # - class labels must be UNIQUE across targets
                # - target 1 uses {0, 1}
                # - target 2 uses {2, 3}
                self.freqai.class_names = [0, 1, 2, 3]

                # Target 1: direction (0 = down, 1 = up)
                dataframe["&s-up_or_down"] = (
                    dataframe["close"].shift(-label_period) > dataframe["close"]
                ).astype(int)

                # Target 2: volatility (2 = low, 3 = high)
                dataframe["&s-volatility"] = (
                    (
                        dataframe["close"].rolling(label_period).std()
                        > dataframe["close"].rolling(label_period).std().median()
                    ).astype(int)
                    + 2
                )

            else:
                # CatboostClassifier (single target)
                self.freqai.class_names = [0, 1]

                dataframe["&s-up_or_down"] = (
                    dataframe["close"].shift(-label_period) > dataframe["close"]
                ).astype(int)

        else:
            # ==================================================
            # REGRESSORS
            # ==================================================
            if is_multi_target:
                # CatboostRegressorMultiTarget
                dataframe["&-s_close"] = (
                    dataframe["close"]
                    .shift(-label_period) hi
                    .rolling(label_period)
                    .mean()
                    / dataframe["close"]
                    - 1
                )

                dataframe["&-s_range"] = (
                    dataframe["close"]
                    .shift(-label_period)
                    .rolling(label_period)
                    .max()
                    -
                    dataframe["close"]
                    .shift(-label_period)
                    .rolling(label_period)
                    .min()
                )

            else:
                # CatboostRegressor
                dataframe["&-s_close"] = (
                    dataframe["close"]
                    .shift(-label_period)
                    .rolling(label_period)
                    .mean()
                    / dataframe["close"]
                    - 1
                )

        return dataframe