MukavaValkku
|
01232e9a1f
|
callback function and TDQN model added
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
8eeaab2746
|
add reward function
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
ec813434f5
|
ReinforcementLearningModel
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
2f4d73eb06
|
Revert "ReinforcementLearningModel"
This reverts commit 4d8dfe1ff1daa47276eda77118ddf39c13512a85.
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
c1e7db3130
|
ReinforcementLearningModel
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
05ed1b544f
|
Working base for reinforcement learning model
|
2022-08-24 13:00:40 +02:00 |
|
th0rntwig
|
5ce1c69803
|
Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
|
2022-08-22 19:57:20 +02:00 |
|
robcaulk
|
96d8882f1e
|
Plug mem leak, add training timer
|
2022-08-22 13:30:30 +02:00 |
|
longyu
|
cfa5b3f12c
|
add new line
|
2022-08-19 12:39:08 +02:00 |
|
longyu
|
277245c69d
|
remove line
|
2022-08-19 12:39:00 +02:00 |
|
longyu
|
f70b0bab80
|
remove line
|
2022-08-17 23:49:20 +02:00 |
|
longyu
|
9c38c27eed
|
ignore sample itself distance for avg_mean_dist computation
|
2022-08-17 15:09:57 +02:00 |
|
longyu
|
72c34291e3
|
newline
|
2022-08-17 15:09:10 +02:00 |
|
robcaulk
|
4c0fda400f
|
fix input shape warning for LGBMClassifier, add sample_weights/eval_weights
|
2022-08-16 11:41:53 +02:00 |
|
Matthias
|
c7e1719215
|
Fix interface import sorting
|
2022-08-15 06:53:02 +02:00 |
|
robcaulk
|
006b11e5d5
|
fix leftover bug in indicator population
|
2022-08-14 21:42:55 +02:00 |
|
robcaulk
|
8961b8d560
|
merge in inference timer and historic predictions handling improvements.
|
2022-08-14 20:31:15 +02:00 |
|
robcaulk
|
ad846cdb76
|
fix lock bug, update docstring
|
2022-08-14 20:24:29 +02:00 |
|
Matthias
|
464d99808f
|
Update doc table formatting
|
2022-08-14 18:22:01 +02:00 |
|
Matthias
|
a29402ddde
|
Rename and move analysis_lock to data_kitchen
|
2022-08-14 17:23:14 +02:00 |
|
Matthias
|
3a9ec76c91
|
Move "freqai.lock" to backend to simplify user interface
|
2022-08-14 17:19:50 +02:00 |
|
Robert Caulk
|
c9c128f781
|
finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy
|
2022-08-14 02:49:01 +02:00 |
|
robcaulk
|
58de20af0f
|
make BaseClassifierModel. Add predict_proba to lightgbm
|
2022-08-13 20:07:31 +02:00 |
|
robcaulk
|
31be707cc8
|
clean up code, add docstrings
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
3e38c1b0bd
|
take dynamic sized tail off historic_predictions as return dataframe to strategy.
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
7d448fd4ac
|
allow fit_live_predictions access to current pair
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
1f192be43b
|
avoid denormalizing labels twice
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
b1b76a2dbe
|
debug classifier with predict proba
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
23cc21ce59
|
add predict_proba to base classifier, improve historic predictions handling
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
fb4b73ce89
|
ensure dates are saved
|
2022-08-12 12:03:44 +02:00 |
|
robcaulk
|
2cae3c42e6
|
remove trade database analyzer, clean up a bit
|
2022-08-10 17:43:06 +02:00 |
|
robcaulk
|
5a16d5a512
|
Deactivate database analyzer if user does not use sqlite
|
2022-08-09 16:36:22 +02:00 |
|
robcaulk
|
e7de812948
|
Allow user to user pair_dict for persistent storage of custom data
|
2022-08-09 16:03:10 +02:00 |
|
robcaulk
|
aef086b02e
|
Improved dict typing, timeframe parser, collect dates associated with training data points
|
2022-08-09 15:30:25 +02:00 |
|
Matthias
|
77b3b8a134
|
Use main exchange instead of creating a separate instance.
|
2022-08-08 18:34:11 +00:00 |
|
robcaulk
|
ea64f43e52
|
bring back auto DF resizing for okx
|
2022-08-08 01:13:13 +02:00 |
|
robcaulk
|
eb8bde37c1
|
Add lightgbm classifier, add classifier check test, fix classifier bug.
|
2022-08-06 17:51:21 +02:00 |
|
Matthias
|
47a30047eb
|
Fix typo
|
2022-08-06 15:03:10 +02:00 |
|
Matthias
|
b16f57cb0d
|
Minor stylistic fixes
|
2022-08-06 14:55:46 +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 |
|
Robert Caulk
|
ce8fbbf743
|
ensure loading historical df matches frequi indices
|
2022-08-06 07:25:59 +02:00 |
|
robcaulk
|
60d782e5c5
|
remove unnecessary function
|
2022-08-05 21:31:32 +02:00 |
|
robcaulk
|
a42a060ab5
|
fix DB once and for all. Make DBSCAN more efficient and robust.
|
2022-08-05 21:29:03 +02:00 |
|
Robert Caulk
|
a3799c4d5d
|
start frequi with historical data if available
|
2022-08-05 18:27:47 +02:00 |
|
robcaulk
|
29b7b014e5
|
fix bug in DB path initialization
|
2022-08-05 18:19:26 +02:00 |
|
robcaulk
|
db1d367941
|
fix bug associated to fit_live_predictions_candles
|
2022-08-05 13:46:20 +02:00 |
|
robcaulk
|
05ec5c5e54
|
generalize database url path for any db type
|
2022-08-05 12:19:29 +02:00 |
|
Robert Caulk
|
51a6b4289f
|
improve DBSCAN performance for subsequent trainings
|
2022-08-04 17:41:58 +02:00 |
|
Robert Caulk
|
fe1b8515a8
|
fix bug in DBSCAN, update doc
|
2022-08-04 17:00:59 +02:00 |
|