 robcaulk
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006b11e5d5
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fix leftover bug in indicator population
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2022-08-14 21:42:55 +02:00 |
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robcaulk
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8961b8d560
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merge in inference timer and historic predictions handling improvements.
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2022-08-14 20:31:15 +02:00 |
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robcaulk
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ad846cdb76
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fix lock bug, update docstring
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2022-08-14 20:24:29 +02:00 |
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Robert Caulk
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c9c128f781
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finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy
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2022-08-14 02:49:01 +02:00 |
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robcaulk
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58de20af0f
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make BaseClassifierModel. Add predict_proba to lightgbm
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2022-08-13 20:07:31 +02:00 |
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robcaulk
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31be707cc8
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clean up code, add docstrings
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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3e38c1b0bd
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take dynamic sized tail off historic_predictions as return dataframe to strategy.
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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7d448fd4ac
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allow fit_live_predictions access to current pair
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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1f192be43b
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avoid denormalizing labels twice
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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b1b76a2dbe
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debug classifier with predict proba
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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23cc21ce59
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add predict_proba to base classifier, improve historic predictions handling
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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fb4b73ce89
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ensure dates are saved
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2022-08-12 12:03:44 +02:00 |
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robcaulk
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2cae3c42e6
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remove trade database analyzer, clean up a bit
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2022-08-10 17:43:06 +02:00 |
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robcaulk
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91d0c91287
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improve docs
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2022-08-10 11:56:42 +02:00 |
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robcaulk
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4289c5c684
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update freqai logo
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2022-08-09 16:51:57 +02:00 |
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robcaulk
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5a16d5a512
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Deactivate database analyzer if user does not use sqlite
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2022-08-09 16:36:22 +02:00 |
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robcaulk
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e7de812948
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Allow user to user pair_dict for persistent storage of custom data
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2022-08-09 16:03:10 +02:00 |
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robcaulk
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aef086b02e
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Improved dict typing, timeframe parser, collect dates associated with training data points
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2022-08-09 15:30:25 +02:00 |
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robcaulk
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ea64f43e52
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bring back auto DF resizing for okx
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2022-08-08 01:13:13 +02:00 |
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robcaulk
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67c722c9c8
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fix asyncio bug
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2022-08-07 14:48:39 +02:00 |
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robcaulk
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eb8bde37c1
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Add lightgbm classifier, add classifier check test, fix classifier bug.
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2022-08-06 17:51:21 +02:00 |
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Robert Caulk
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c172ce1011
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improve flexibility of user defined prediction dataframe
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2022-08-06 13:51:19 +02:00 |
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Robert Caulk
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fdc82f8302
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add doc section for classifier
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2022-08-06 09:45:26 +02:00 |
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Robert Caulk
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07763d0d4f
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add classifier, improve model naming scheme
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2022-08-06 08:33:55 +02:00 |
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Robert Caulk
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ce8fbbf743
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ensure loading historical df matches frequi indices
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2022-08-06 07:25:59 +02:00 |
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robcaulk
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60d782e5c5
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remove unnecessary function
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2022-08-05 21:31:32 +02:00 |
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robcaulk
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a42a060ab5
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fix DB once and for all. Make DBSCAN more efficient and robust.
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2022-08-05 21:29:03 +02:00 |
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Robert Caulk
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a3799c4d5d
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start frequi with historical data if available
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2022-08-05 18:27:47 +02:00 |
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robcaulk
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29b7b014e5
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fix bug in DB path initialization
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2022-08-05 18:19:26 +02:00 |
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robcaulk
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db1d367941
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fix bug associated to fit_live_predictions_candles
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2022-08-05 13:46:20 +02:00 |
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robcaulk
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26de992d20
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ensure user sets startup candles in backtesting mode
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2022-08-05 12:23:14 +02:00 |
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robcaulk
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05ec5c5e54
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generalize database url path for any db type
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2022-08-05 12:19:29 +02:00 |
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Robert Caulk
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51a6b4289f
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improve DBSCAN performance for subsequent trainings
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2022-08-04 17:41:58 +02:00 |
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Robert Caulk
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fe1b8515a8
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fix bug in DBSCAN, update doc
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2022-08-04 17:00:59 +02:00 |
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robcaulk
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29225e4baf
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add DBSCAN outlier detection feature, add supporting documentation
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2022-08-04 12:15:16 +02:00 |
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robcaulk
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eae82d0222
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fix bug with database url during backtesting. comment out example trade db analysis.
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2022-08-03 16:17:57 +02:00 |
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robcaulk
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95d3009a95
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give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality
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2022-08-02 20:14:02 +02:00 |
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robcaulk
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3013282dbf
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remove non-catboost stuff from schema
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2022-08-01 05:39:38 +02:00 |
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robcaulk
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946d4c7cfc
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fix trailing whitespace for flake8
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2022-07-31 18:39:46 +02:00 |
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robcaulk
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4e68626bcb
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ensure convolutional window is prepended for frequi consistency
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2022-07-31 17:51:19 +02:00 |
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robcaulk
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d830105605
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*BREAKING CHANGE* remove unnecessary arguments from populate_any_indicators(), accommodate tests
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2022-07-31 17:05:29 +02:00 |
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robcaulk
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153336d424
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move corr_pairlist expansion to after expand_pairlist()
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2022-07-31 15:45:28 +02:00 |
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robcaulk
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61693f6c8b
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fix tests after changing config_example file
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2022-07-31 13:20:11 +02:00 |
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robcaulk
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e6ebc0443e
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make single generalized config for freqai. update docs to reflect that.
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2022-07-31 13:08:43 +02:00 |
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Robert Caulk
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c2eaa3d2cd
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add image of algorithmic overview to doc
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2022-07-30 18:51:00 +02:00 |
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robcaulk
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dd8288c090
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expose full parameter set for SVM outlier detection. Set default shuffle to false to improve reproducibility
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2022-07-30 13:40:05 +02:00 |
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robcaulk
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f22b140782
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fix backtesting bug, undo move of label stat calc, fix example strat exit logic
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2022-07-29 17:27:35 +02:00 |
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robcaulk
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08d3ac7ef8
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add keras and conv_width to schema and documentation
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2022-07-29 08:49:35 +02:00 |
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robcaulk
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59624181bd
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isort BaseRegressionModel imports
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2022-07-29 08:23:44 +02:00 |
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robcaulk
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c84d54b35e
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Fix typing issue, avoid using .get() when unnecessary, convert to fstrings
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2022-07-29 08:12:50 +02:00 |
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robcaulk
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324e54c015
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fix possible memory leak associated with Catboost Pool object
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2022-07-26 17:29:29 +02:00 |
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robcaulk
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3f149c4067
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fix return type in BaseTensorFlowModel
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2022-07-26 16:01:54 +02:00 |
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robcaulk
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ad25a4cb56
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reduce number of pair_dict lookups, remove coin_first
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2022-07-26 15:58:40 +02:00 |
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robcaulk
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fb4e8430cd
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isort auto import sorting
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2022-07-26 10:51:39 +02:00 |
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robcaulk
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e213d0ad55
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isolate data_drawer functions from data_kitchen, accommodate tests, add new test
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2022-07-26 10:24:14 +02:00 |
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robcaulk
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56b17e6f3c
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allow user to pass test_size = 0 and avoid using eval sets in prediction models
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2022-07-25 19:40:13 +02:00 |
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robcaulk
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55cf378ec2
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remove leftover breakpoint from test file
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2022-07-25 17:13:24 +02:00 |
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Robert Caulk
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897f18a8c8
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ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods
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2022-07-25 15:07:09 +02:00 |
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Robert Caulk
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7b105532d1
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fix mypy error and add test for principal component analysis
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2022-07-25 11:46:59 +02:00 |
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Robert Caulk
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4abc26b582
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add test for follow_mode
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2022-07-25 10:48:04 +02:00 |
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Robert Caulk
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c9d46a5237
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finish bringing follow_mode up to date
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2022-07-25 09:24:40 +02:00 |
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Robert Caulk
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ab587747fb
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first fix for follower path bug
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2022-07-24 23:32:24 +02:00 |
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Robert Caulk
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88e10f7306
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add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs
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2022-07-24 09:01:23 +02:00 |
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Robert Caulk
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fff39eff9e
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fix multitarget bug
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2022-07-24 08:42:50 +02:00 |
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robcaulk
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f3d46613ee
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move prediction denormalization into datakitchen. remove duplicate associated code. avoid normalization/denormalization for string dtypes.
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2022-07-23 17:14:33 +02:00 |
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robcaulk
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c91e23dc50
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let user avoid normalizing labels
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2022-07-23 16:14:13 +02:00 |
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robcaulk
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50d630a155
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remove unnecessary comments from data_drawer.py
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2022-07-23 13:35:44 +02:00 |
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robcaulk
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a1cff377ec
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add record of contribution to data_kitchen.py
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2022-07-23 13:32:04 +02:00 |
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robcaulk
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c2d6a0e891
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add record of contribution to doc and source
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2022-07-23 13:04:06 +02:00 |
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robcaulk
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3acc869570
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improve the dataframe key description, update outdated parts of doc
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2022-07-23 12:42:24 +02:00 |
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robcaulk
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5559e605b8
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small PR conversation resolutions
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2022-07-22 17:46:14 +02:00 |
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robcaulk
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40f00196eb
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use cloudpickle in place of pickle. define Paths once in data_drawer.
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2022-07-22 17:37:51 +02:00 |
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robcaulk
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accc629e32
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set separate table sections in doc
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2022-07-22 12:44:43 +02:00 |
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robcaulk
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98c8a447b2
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add LightGBMPredictionMultiModel
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2022-07-22 12:40:51 +02:00 |
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robcaulk
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afcb0bec00
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clean up obsolete comments, move remove_features_from_df to datakitchen
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2022-07-22 12:29:20 +02:00 |
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robcaulk
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ac0f484918
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add freqai logo to top of doc
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2022-07-22 00:02:07 +02:00 |
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robcaulk
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3205788bce
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extend doc to include descriptions of the return values from FreqAI to the strategy
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2022-07-21 22:11:46 +02:00 |
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robcaulk
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8033e0bf23
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add counter to backtesting log so users know how many more pairs and how many more models will need to be trained
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2022-07-21 13:22:12 +02:00 |
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robcaulk
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183dec866a
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remove ability to backtest open ended timeranges (safer)
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2022-07-21 13:02:52 +02:00 |
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robcaulk
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e694ea1cfd
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make sure backtesting gets the populated indicators with slimmed down user strat
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2022-07-21 12:48:09 +02:00 |
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robcaulk
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ca4dd58642
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remove superceded function from datakitchen
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2022-07-21 12:40:54 +02:00 |
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robcaulk
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8f86b0deaa
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*breaking change* simplify user strat by consolidating feature loops into backend
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2022-07-21 12:24:22 +02:00 |
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robcaulk
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e7337728bf
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add separator in folder name just incase an asset ends in an integer
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2022-07-21 11:25:28 +02:00 |
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robcaulk
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c9a6dc88a1
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add parameter list/discriptions to doc
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2022-07-21 11:11:36 +02:00 |
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robcaulk
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a99c126266
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help windows builds pass freqai tests. Add freqai to README.md
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2022-07-20 16:14:19 +02:00 |
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robcaulk
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4e5d60fdc9
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match scikit-learn version to hyperopt required version
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2022-07-20 15:54:22 +02:00 |
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robcaulk
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921a7ef216
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add requirements-freqai.txt to builds
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2022-07-20 15:51:25 +02:00 |
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robcaulk
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286bd0c40b
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follow string for adding a strat to tests/strategy/strats
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2022-07-20 15:00:02 +02:00 |
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robcaulk
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c43935e82a
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create dedicated minimal freqai test strat
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2022-07-20 14:39:28 +02:00 |
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robcaulk
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88d769d801
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comment out problematic catboost test
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2022-07-20 14:18:06 +02:00 |
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robcaulk
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d43c146676
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add more tests for datakitchen functionalities, add regression tests for freqai_interface train/backtest
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2022-07-20 12:56:46 +02:00 |
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robcaulk
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714d9534b6
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start adding tests
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2022-07-19 16:16:44 +02:00 |
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Robert Caulk
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921f3899f0
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revert pickle reading for historic predictions
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2022-07-17 16:06:36 +02:00 |
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Robert Caulk
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41eeb99177
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load pickle file for writing
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2022-07-17 10:05:21 +02:00 |
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Robert Caulk
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9d184586f1
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fix bug in historic prediction saving
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2022-07-16 21:16:59 +02:00 |
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Robert Caulk
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4ef2ed2f1b
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Merge pull request #7085 from wagnercosta/feat/freqai
freqai: fix issue when bot restarts with same identifier, does not load predi…
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2022-07-15 20:00:53 +02:00 |
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robcaulk
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4141d165ff
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add BaseTensorFlowModel class
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2022-07-12 19:10:09 +02:00 |
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robcaulk
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ef409dd345
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Add ground work for TensorFlow models, add protections from common mistakes
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2022-07-12 18:09:17 +02:00 |
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Robert Caulk
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fea63fba12
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Fix saving/loading historic predictions
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2022-07-12 10:12:50 +02:00 |
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Robert Caulk
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8ce6b18318
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start collecting indefinite history of predictions. Allow user to generate statistics on these predictions. Direct FreqAI to save these to disk and reload them if available.
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2022-07-11 22:01:48 +02:00 |
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