Commit Graph

125 Commits

Author SHA1 Message Date
robcaulk 214c622475 move dataframe converter to converter.py 2022-11-12 10:38:25 +01:00
robcaulk 9617d8143d Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai 2022-11-12 10:21:38 +01:00
Robert Caulk 833578716c
Merge pull request #7644 from markdregan/multi-target-classifier
Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
2022-11-11 18:48:38 +01:00
robcaulk 790ff2a84b merge develop into add-single-prec 2022-11-11 18:08:51 +01:00
robcaulk 66514e84e4 add LightGBMClassifierMultiTarget. add test 2022-11-11 17:45:53 +01:00
robcaulk 257c833831 add doc for single precision, dont allow half precision, add test 2022-11-04 18:10:04 +01:00
robcaulk 444a068481 merge develop into track-current-candle 2022-11-03 21:09:08 +01:00
robcaulk b3b756ec14 ensure test pass 2022-11-02 20:30:04 +01:00
robcaulk 255eb71270 start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df 2022-11-02 19:32:22 +01:00
robcaulk 2afa185dc6 add integrated tests for PCA and DBSCAN 2022-11-02 18:34:56 +01:00
robcaulk a49edfbaee add tests for CatboostClassifier 2022-10-30 18:08:10 +01:00
robcaulk d1a0874683 merge develop into feat/freqai-rl-dev 2022-10-30 10:13:03 +01:00
Timothy Pogue bb06745227 fix tests 2022-10-23 12:25:39 -06:00
Timothy Pogue c4a2ee05e7 fix freqai test 2022-10-22 09:31:55 -06:00
Timothy Pogue 5ee3b8cbbb update config recording to use all configs, fix tests 2022-10-21 19:48:26 -06:00
Matthias 23a5a516f9
Merge pull request #7557 from freqtrade/add-metric-tracker
Add metric tracker to FreqAI
2022-10-16 18:20:07 +02:00
Robert Caulk 62ca822597
Merge pull request #7569 from Silur/develop
Add XGBoost random forest predictors to freqai
2022-10-15 16:09:26 +02:00
robcaulk 9135e631c0 :Merge branch 'develop' into add-metric-tracker 2022-10-15 15:54:41 +02:00
Matthias 498289728d Fix catboost tests polluting CWD 2022-10-15 08:48:41 +02:00
robcaulk b236e362ba Merge remote-tracking branch 'origin/develop' into add-metric-tracker 2022-10-14 19:00:49 +02:00
robcaulk 88b8f18639 add test for metric tracker 2022-10-11 19:24:47 +02:00
silur 30a45bb597 add XGBoostRF models to freqai test interface 2022-10-11 13:17:21 +02:00
robcaulk c9eee2eba4 revert syntax 2022-10-10 20:50:54 +02:00
th0rntwig 4daf0000c7 Move check and add log warning 2022-10-08 16:15:48 +02:00
robcaulk 8d7adfabe9 clean RL tests to avoid dir pollution and increase speed 2022-10-08 12:10:38 +02:00
Matthias 3e258e000e Don't set use_db without resetting it 2022-10-07 07:05:56 +02:00
th0rntwig a9d5e04a43 Remove constant labels from prediction 2022-10-06 19:26:33 +02:00
robcaulk cf10a76a2a bring back Trades.use_db = True 2022-10-05 17:06:18 +02:00
robcaulk 936ca24482 separate RL install from general FAI install, update docs 2022-10-05 15:58:54 +02:00
robcaulk 9c73411ac2 Merge remote-tracking branch 'origin/develop' into dev-merge-rl 2022-10-05 15:21:45 +02:00
robcaulk 4edb30bfa8 isort 2022-10-05 14:11:19 +02:00
robcaulk 0e0bda8f13 improve freqai tests 2022-10-05 14:08:03 +02:00
robcaulk 647200e8a7 isort 2022-09-23 19:30:56 +02:00
robcaulk 77c360b264 improve typing, improve docstrings, ensure global tests pass 2022-09-23 19:17:27 +02:00
robcaulk 9c361f4422 increase test coverage for RL and FreqAI 2022-09-23 18:04:43 +02:00
Robert Caulk 95121550ef
Remove unnecessary models, add model arg 2022-09-23 10:37:34 +02:00
Robert Caulk f7dd3045f7
Parameterize backtesting test 2022-09-23 10:30:52 +02:00
robcaulk 7295ba0fb2 add test for Base4ActionEnv 2022-09-22 23:42:33 +02:00
robcaulk eeebb78a5c skip darwin in RL tests, remove example scripts, improve doc 2022-09-22 21:16:21 +02:00
robcaulk ea8e34e192 Merge branch 'develop' into dev-merge-rl 2022-09-22 19:46:50 +02:00
Robert Caulk bdeb2f9c6a
Merge branch 'develop' into add-plot-feature-importance 2022-09-18 00:02:46 +02:00
robcaulk 2c23effbf2 allow plot to plot multitargets, add test 2022-09-17 19:17:44 +02:00
Matthias 38b28fc4da Update duplicated test 2022-09-17 14:19:20 +02:00
Matthias d62cef01be Add test for __informative_pairs_freqai 2022-09-17 10:18:08 +02:00
robcaulk 8aac644009 add tests. add guardrails. 2022-09-15 00:46:35 +02:00
Emre 330d7068ab
Merge branch 'develop' into add-xgboostclassifier 2022-09-10 23:59:11 +03:00
Matthias b3fc1cfde9 Parametrize classifier tests 2022-09-10 20:18:00 +02:00
Matthias 88892ba663 Parametrize regressor tests 2022-09-10 20:18:00 +02:00
Matthias f97f1dc5c3 Test CatboostRegressorMultiTarget, simplify test setup via parametrization 2022-09-10 20:18:00 +02:00
Emre 60eb02bb62
Add XGBoostClassifier 2022-09-10 20:13:16 +03:00
Matthias 170bec0438 Fix failing XGBoost tests 2022-09-10 08:24:23 +02:00
Matthias 5705b8759b Merge branch 'develop' into add-continual-learning 2022-09-10 08:24:04 +02:00
Emre df6e43d2c5 Add XGBoostRegressorMultiTarget class 2022-09-09 19:30:53 +02:00
Emre 1b6410d7d1 Add XGBoostRegressor for freqAI, fix mypy errors 2022-09-09 19:30:53 +02:00
Robert Caulk d7585161b2
Merge branch 'develop' into add-inlier-metric 2022-09-06 20:40:21 +02:00
robcaulk c9be66b5b6 increase test coverage for dk, improve function naming, extra cleaning 2022-09-03 15:52:29 +02:00
robcaulk 599c1c79fb reorganized backtest utilities, test new functionality, improve/update doc 2022-09-03 14:00:01 +02:00
Wagner Costa Santos 7bed0450d2 pr review - refactoring backtesting freqai 2022-08-31 15:36:29 -03:00
Matthias 398b2946b5 Update test formatting 2022-08-15 06:49:28 +02:00
robcaulk 3f6d427084 add a check for number of training features in tests 2022-08-14 21:46:37 +02:00
Matthias 77b3b8a134 Use main exchange instead of creating a separate instance. 2022-08-08 18:34:11 +00:00
Matthias 20b4134787 Properly exclude catboost in ARM 2022-08-08 18:15:18 +00:00
robcaulk eb8bde37c1 Add lightgbm classifier, add classifier check test, fix classifier bug. 2022-08-06 17:51:21 +02:00
Robert Caulk c172ce1011 improve flexibility of user defined prediction dataframe 2022-08-06 13:51:19 +02:00
Robert Caulk 07763d0d4f add classifier, improve model naming scheme 2022-08-06 08:33:55 +02:00
robcaulk e213d0ad55 isolate data_drawer functions from data_kitchen, accommodate tests, add new test 2022-07-26 10:24:14 +02:00
robcaulk 55cf378ec2 remove leftover breakpoint from test file 2022-07-25 17:13:24 +02:00
Robert Caulk 897f18a8c8 ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods 2022-07-25 15:07:09 +02:00
Robert Caulk 7b105532d1 fix mypy error and add test for principal component analysis 2022-07-25 11:46:59 +02:00
Robert Caulk 4abc26b582 add test for follow_mode 2022-07-25 10:48:04 +02:00
Matthias 95f5218ceb
Reenable Catboost test (#7118)
* Reenable Catboost test

* Simplify freqAI tests, ensure they use a tempdir for modelstorage
2022-07-24 07:32:13 +02:00
Matthias 62f7606d2c Update tests to new variant 2022-07-23 17:08:05 +02:00
robcaulk a99c126266 help windows builds pass freqai tests. Add freqai to README.md 2022-07-20 16:14:19 +02:00
robcaulk 88d769d801 comment out problematic catboost test 2022-07-20 14:18:06 +02:00
robcaulk d43c146676 add more tests for datakitchen functionalities, add regression tests for freqai_interface train/backtest 2022-07-20 12:56:46 +02:00