Commit Graph

125 Commits

Author SHA1 Message Date
Robert Caulk 4ab047dfa7
Merge pull request #8297 from Yinon-Polak/feat/add-pytorch-model-support
Feat/add pytorch model support
2023-04-11 15:40:12 +02:00
robcaulk 69b9b35a08 Merge remote-tracking branch 'origin/develop' into feat/add-pytorch-model-support 2023-04-08 13:22:25 +02:00
robcaulk c2c97d9f78 make a fake pair_dict instead of MagicMocking it 2023-04-08 13:20:29 +02:00
robcaulk 355fde3bca revert setting dk to live in test_plot_feature_importances 2023-03-29 22:01:54 +02:00
robcaulk 3cabcabcbd ensure labels are properly defined in backtesting 2023-03-27 15:23:01 +02:00
robcaulk 55781e7f10 fix tests 2023-03-26 19:22:52 +02:00
Yinon Polak f81e3d8667 sort imports 2023-03-21 16:42:13 +02:00
Yinon Polak b9c7d338b3 fix test_start_backtesting 2023-03-21 16:38:05 +02:00
Yinon Polak 02bccd0097 add pytorch mlp models to test_start_backtesting 2023-03-21 16:20:35 +02:00
Yinon Polak eba82360fa skip pytorch tests on python 3.11 and intel based mac os 2023-03-21 15:18:05 +02:00
Yinon Polak 3fa23860c0 skip pytorch tests on python 3.11 and intel based mac os 2023-03-21 14:34:27 +02:00
Yinon Polak 6b4d9f97c1 clean code 2023-03-20 19:28:30 +02:00
Yinon Polak 81a2cbb4eb fix tests 2023-03-20 18:41:04 +02:00
Yinon Polak 0510cf4491 add config params to tests 2023-03-20 18:41:04 +02:00
Yinon Polak 68728409aa add pytorch regressor test 2023-03-20 18:41:04 +02:00
Yinon Polak c00ffcee59 fix pytorch classifier test 2023-03-20 18:41:04 +02:00
Yinon Polak e08d8190ae fix test 2023-03-20 18:41:04 +02:00
Yinon Polak 2a1a8c0e64 fix test 2023-03-20 18:41:04 +02:00
Yinon Polak 833aaf8e10 create children class to PyTorchClassifier to implement the fit method where we initialize the trainer and model objects 2023-03-20 18:41:04 +02:00
Yinon Polak 566346dd87 classifier test - set model file extension 2023-03-20 18:41:03 +02:00
Yinon Polak d0a33d2ee7 fix tests 2023-03-20 18:41:03 +02:00
Yinon Polak 366740885a reduce mlp number of parameters for testing 2023-03-13 20:18:26 +02:00
Yinon Polak 918889a2bd reduce mlp number of parameters for testing 2023-03-13 20:09:12 +02:00
Yinon Polak 9c8c30b0e8 add test 2023-03-13 17:17:00 +02:00
robcaulk d9dc831772 allow user to drop ohlc from features in RL 2023-03-07 11:33:54 +01:00
Matthias 38050b5346 Simplify "model-run" conditions 2023-03-02 18:23:49 +01:00
Matthias b1a5776f14 Skip reinforcement learning for python 3.11 2023-03-02 18:23:49 +01:00
Matthias 7a7f16b658 Skip catboost tests on py3.11 2023-03-02 18:23:49 +01:00
Matthias bcdf4e0fe8 Use variable for exchange mocks to shorten lines 2023-03-01 20:27:15 +01:00
robcaulk 2b5c11c7b4 allow users to buffer train data with buffer_train_data_candles parameter 2023-02-21 21:08:34 +01:00
robcaulk b6a741b421 merge develop into feat/shuffle_after_split 2023-02-16 18:46:01 +01:00
robcaulk ccb4efbe88 remove follow mode in favor of producer consumer 2023-02-02 11:40:23 +01:00
Wagner Costa abdeb72eb0 fix tests 2023-01-05 17:54:56 -03:00
Wagner Costa 2e30bdb9b2 freqai bt - fix tests 2022-12-29 16:35:11 -03:00
robcaulk a276ef4b06 ensure long only RL is tested 2022-12-19 11:49:31 +01:00
Emre e604047158
Enable RL tests on arm mac 2022-12-16 22:57:55 +03:00
Emre a8c9aa01fb
Add 3ac test 2022-12-16 22:31:44 +03:00
robcaulk c9bc91c75b add shuffle_after_split option 2022-12-16 11:20:37 +01:00
robcaulk 62c69bf2b5 fix custom_info 2022-12-05 20:22:54 +01:00
Wagner Costa 17cf3c7e83 bug fixes and removed fillna from fit_live_predictions 2022-11-30 08:28:45 -03:00
Wagner Costa df979ece33 Merge branch 'develop' into backtest_fitlivepredictions 2022-11-29 09:39:15 -03:00
robcaulk 8855e36f57 reduce freqai testing time by reducing retrain frequency and number of features 2022-11-24 18:16:33 +01:00
Wagner Costa d09157efb8 update code to use one prediction file / pair 2022-11-22 15:15:42 -03:00
Wagner Costa Santos 80d070e9ee update code to use historic_predictions for freqai_backtest_live_models 2022-11-19 14:15:58 -03:00
robcaulk 387c905a86 merge develop into RL 2022-11-17 21:59:07 +01:00
robcaulk 60fcd8dce2 fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc 2022-11-17 21:50:02 +01:00
Wagner Costa Santos 3903b04d3f save_live_data_backtest - added docs and tests 2022-11-17 15:20:07 -03:00
robcaulk 1e9e7887aa fix constants.py, fix freqai test 2022-11-13 15:38:35 +01:00
robcaulk af9e400562 add test coverage, fix bug in base environment. Ensure proper fee is used. 2022-11-13 15:31:37 +01:00
robcaulk 7a4bb040a5 merge develop into feat/freqai-rl-dev 2022-11-12 10:54:34 +01:00