th0rntwig
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71e6c54ea4
|
Normalise distances before Weibull fit (#7432)
* Normalise distances before Weibull
* Track inlier-metric params
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2022-09-22 18:11:50 +02:00 |
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Wagner Costa Santos
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b1dbc3a65f
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remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count
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2022-09-22 12:13:51 -03:00 |
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robcaulk
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b5fd11f91b
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protect against unforeseen issues in scanning thread
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2022-09-19 21:18:31 +02:00 |
|
robcaulk
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42c75b4a7b
|
combine log messages
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2022-09-19 19:16:32 +02:00 |
|
Robert Caulk
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9b66297cc0
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Fix append
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2022-09-19 12:47:20 +02:00 |
|
Robert Caulk
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995396c775
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Add useful log info
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2022-09-19 11:42:56 +02:00 |
|
Robert Caulk
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ad652817ef
|
Ensure train ordering after restart
Ensure lowest timestamps get trained first after restart
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2022-09-19 11:11:23 +02:00 |
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Robert Caulk
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f9460c80c2
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Merge pull request #7434 from freqtrade/improve-train-queue
improve train queue system in FreqAI
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2022-09-19 10:55:53 +02:00 |
|
Matthias
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ea58c29ded
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Add plot_feature_importance to schema definition
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2022-09-19 08:13:54 +00:00 |
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Matthias
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225f7cd5f8
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Merge pull request #7431 from initrv/add-plot-feature-importance
Add plot feature importance
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2022-09-19 08:41:10 +02:00 |
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Matthias
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d930931000
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Bring back sleep - it'll ensure we give up control over the thread.
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2022-09-19 07:14:33 +02:00 |
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robcaulk
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470d5d8405
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ensure full new pairlist is in the queue
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2022-09-18 17:08:07 +02:00 |
|
robcaulk
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eaa43337d2
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improve train queue system, ensure crash resilience in train queue.
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2022-09-18 17:00:55 +02:00 |
|
robcaulk
|
95457d23ca
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escape freqai-specific characters from file naming
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2022-09-18 13:59:30 +02:00 |
|
Matthias
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667853c504
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Use Alias to type config objects
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2022-09-18 13:20:55 +02:00 |
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robcaulk
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188f75d8ec
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set model in models dict
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2022-09-18 12:50:44 +02:00 |
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robcaulk
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1ef875901a
|
maintian user privacy by keeping plotly offline
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2022-09-18 00:01:42 +02:00 |
|
robcaulk
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68f7a31504
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ensure continued operation despite not being able to plot
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2022-09-18 00:00:14 +02:00 |
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robcaulk
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2c23effbf2
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allow plot to plot multitargets, add test
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2022-09-17 19:17:44 +02:00 |
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initrv
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1c92734f39
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simplify plot_feature_importance call
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2022-09-17 18:53:43 +03:00 |
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initrv
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86aa875bc9
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plot features as html instead of png
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2022-09-16 21:47:12 +03:00 |
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initrv
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b707a6da35
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Add ability to plot feature importance
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2022-09-16 19:17:41 +03:00 |
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initrv
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37dd22c89e
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Fixed a bug that prevents clearing old models
Corrects the error of clearing old models when the model directory contains directories with names that do not match a regular expression
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2022-09-14 03:40:13 +03:00 |
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Emre
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330d7068ab
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Merge branch 'develop' into add-xgboostclassifier
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2022-09-10 23:59:11 +03:00 |
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Robert Caulk
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075748b21a
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Merge pull request #7392 from freqtrade/improve_ai_tests
Improve freqai tests by utilizing parametrization
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2022-09-10 22:37:21 +02:00 |
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robcaulk
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5a0cfee27e
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allow user to multithread jobs (advanced users only)
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2022-09-10 22:16:49 +02:00 |
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Robert Caulk
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73e122ad10
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Merge pull request #7391 from wagnercosta/fixBTfreqaiV2
Fix FreaqAI backtesting - startup_candle_count bug
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2022-09-10 21:53:00 +02:00 |
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Matthias
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e4caccc353
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Merge pull request #7367 from freqtrade/add-continual-learning
add continual learning to catboost and friends
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2022-09-10 20:17:28 +02:00 |
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Wagner Costa Santos
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311ae8bf1f
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freqai backtesting - add startup_candle_count at function description
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2022-09-10 14:45:42 -03:00 |
|
Emre
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60eb02bb62
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Add XGBoostClassifier
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2022-09-10 20:13:16 +03:00 |
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Robert Caulk
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2077f84f9b
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Merge pull request #7363 from wagnercosta/fixHyperoptFreqai
Fix hyperopt - freqai
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2022-09-10 17:02:01 +02:00 |
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Robert Caulk
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4a47c63f71
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Merge pull request #7374 from th0rntwig/filter-constant-features
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2022-09-10 16:58:58 +02:00 |
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robcaulk
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10b6aebc5f
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enable continual learning and evaluation sets on multioutput models.
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2022-09-10 16:54:13 +02:00 |
|
Wagner Costa Santos
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a1f88cca80
|
merge develop
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2022-09-10 10:35:16 -03:00 |
|
Wagner Costa Santos
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79985fda01
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fix backtesting freqai startup candles bug
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2022-09-10 10:27:17 -03:00 |
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Matthias
|
5705b8759b
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Merge branch 'develop' into add-continual-learning
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2022-09-10 08:24:04 +02:00 |
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robcaulk
|
05581db4e3
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ensure columns are only dropped in training
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2022-09-09 20:37:21 +02:00 |
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Matthias
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97be3318f4
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Use Datetime_format from constants
|
2022-09-09 20:31:02 +02:00 |
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robcaulk
|
a826c0eb83
|
ensure signatures match, reduce verbosity
|
2022-09-09 19:30:53 +02:00 |
|
Emre
|
acb410a0de
|
Remove verbosity params
|
2022-09-09 19:30:53 +02:00 |
|
Emre
|
df6e43d2c5
|
Add XGBoostRegressorMultiTarget class
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2022-09-09 19:30:53 +02:00 |
|
Emre
|
1b6410d7d1
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Add XGBoostRegressor for freqAI, fix mypy errors
|
2022-09-09 19:30:53 +02:00 |
|
Wagner Costa Santos
|
d38cc06139
|
Fix freqai backtesting time range issue
|
2022-09-09 19:27:05 +02:00 |
|
Wagner Costa Santos
|
f4f2884a66
|
Fix freqai backtesting time range issue
|
2022-09-07 18:52:58 -03:00 |
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robcaulk
|
e51d352777
|
ensure pca is handling same DF as inlier
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2022-09-07 19:11:54 +02:00 |
|
robcaulk
|
4c9ac6b7c0
|
add kwargs, reduce duplicated code
|
2022-09-07 18:58:55 +02:00 |
|
robcaulk
|
ea7bdac9ed
|
ensure inlier metric can be combined with other cleaning methods
|
2022-09-07 18:45:16 +02:00 |
|
th0rntwig
|
cdc72bf8ca
|
Correct indexing
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2022-09-07 18:14:13 +02:00 |
|
th0rntwig
|
047ded1baa
|
Check for constant columns
|
2022-09-07 17:47:27 +02:00 |
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wagnercosta
|
6b7644029c
|
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
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2022-09-07 11:07:51 -03:00 |
|
Wagner Costa Santos
|
8d16dd804d
|
hyperopt - freqai - docs and refactoring
|
2022-09-06 15:42:47 -03:00 |
|
Robert Caulk
|
d7585161b2
|
Merge branch 'develop' into add-inlier-metric
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2022-09-06 20:40:21 +02:00 |
|
robcaulk
|
97077ba18a
|
add continual learning to catboost and friends
|
2022-09-06 20:30:46 +02:00 |
|
robcaulk
|
d44296783e
|
isort datakitchen
|
2022-09-06 20:10:12 +02:00 |
|
robcaulk
|
e83c9b276d
|
fix whitespace
|
2022-09-06 19:56:52 +02:00 |
|
robcaulk
|
4b28d0495f
|
fix timestamping, move imports, add words to doc
|
2022-09-06 19:46:58 +02:00 |
|
Wagner Costa Santos
|
2c8e5b191b
|
fix hyperopt - freqai
|
2022-09-05 17:43:55 -03:00 |
|
Wagner Costa Santos
|
5b826150df
|
fix hyperopt - freqai
|
2022-09-05 17:43:28 -03:00 |
|
robcaulk
|
78d01810ed
|
reduce code redundancy, ensure live always gets the latest data
|
2022-09-05 00:12:00 +02:00 |
|
Wagner Costa Santos
|
d43ed186fc
|
fix issue with freqai backtesting at slice dataframe
|
2022-09-05 00:12:00 +02:00 |
|
Robert Caulk
|
956ea43e55
|
Merge pull request #7340 from wizrds/sigint-freqai
Support SIGINT in FreqAI
|
2022-09-04 16:43:36 +02:00 |
|
robcaulk
|
ec76214d02
|
backup historical predictions pickle and load the backup in case of corruption
|
2022-09-04 15:56:07 +02:00 |
|
Robert Caulk
|
8545d74378
|
Merge pull request #7331 from th0rntwig/pca
Normalise PCA space
|
2022-09-03 21:49:54 +02:00 |
|
Timothy Pogue
|
dae3b3d86a
|
support shutting down freqai
|
2022-09-03 13:24:14 -06:00 |
|
robcaulk
|
5cfb4154eb
|
revert all changes in normalize_data()
|
2022-09-03 19:48:30 +02:00 |
|
Robert Caulk
|
63514b0443
|
Merge pull request #7325 from wagnercosta/develop
Improve Freqai backtesting performance
|
2022-09-03 19:28:04 +02:00 |
|
robcaulk
|
c21808ff98
|
remove metadata redundancy, fix pca bug
|
2022-09-03 16:54:30 +02:00 |
|
robcaulk
|
c9be66b5b6
|
increase test coverage for dk, improve function naming, extra cleaning
|
2022-09-03 15:52:29 +02:00 |
|
Matthias
|
80b5f035ab
|
Remove typo in log message
|
2022-09-03 15:01:28 +02:00 |
|
robcaulk
|
599c1c79fb
|
reorganized backtest utilities, test new functionality, improve/update doc
|
2022-09-03 14:00:01 +02:00 |
|
Wagner Costa Santos
|
af5460cebf
|
Add option to keep models only in memory for backtest
|
2022-09-02 22:01:53 -03:00 |
|
th0rntwig
|
11b2bc269e
|
Added missing s
|
2022-09-01 22:37:32 +02:00 |
|
th0rntwig
|
3f8400df10
|
Normalise PCA space
|
2022-09-01 21:51:33 +02:00 |
|
Wagner Costa Santos
|
d6e115178a
|
refactoring freqai backtesting - remove duplicate code
|
2022-09-01 07:09:23 -03:00 |
|
Wagner Costa Santos
|
44d3a9140d
|
Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop
|
2022-08-31 15:37:06 -03:00 |
|
Wagner Costa Santos
|
7bed0450d2
|
pr review - refactoring backtesting freqai
|
2022-08-31 15:36:29 -03:00 |
|
wagnercosta
|
3d4497467c
|
Merge branch 'freqtrade:develop' into develop
|
2022-08-31 14:47:06 -03:00 |
|
Wagner Costa Santos
|
df51da22ee
|
refactoring freqai backtesting
|
2022-08-31 11:23:48 -03:00 |
|
Matthias
|
57ff6f8ac5
|
Init timerange object properly
|
2022-08-31 10:28:31 +00:00 |
|
Matthias
|
7ba4fda5d7
|
Implement PR feedback
|
2022-08-31 10:26:47 +00:00 |
|
Matthias
|
a88ffd2c9d
|
Merge branch 'develop' into move_datadownload
|
2022-08-31 10:23:45 +00:00 |
|
robcaulk
|
7e8e29e42d
|
use continuous value for inlier_metric
|
2022-08-30 20:41:37 +02:00 |
|
robcaulk
|
7f52908e87
|
ensure the lost points are prepended for FreqUI
|
2022-08-30 18:55:58 +02:00 |
|
robcaulk
|
a58dd0bbf9
|
add noise feature, improve docstrings
|
2022-08-30 18:26:24 +02:00 |
|
robcaulk
|
b11742a4c5
|
integrate inlier metric function
|
2022-08-30 18:26:24 +02:00 |
|
th0rntwig
|
d3cb211283
|
Add inlier metric computation
|
2022-08-30 18:26:24 +02:00 |
|
th0rntwig
|
50e2808667
|
Fix bug in DI (#7321)
|
2022-08-30 12:54:39 +02:00 |
|
robcaulk
|
62c0a174c8
|
allow users to properly reverse train-test data ordering
|
2022-08-29 11:04:58 +02:00 |
|
robcaulk
|
fcb5d1cb5a
|
remove debugging flag
|
2022-08-28 13:01:39 +02:00 |
|
robcaulk
|
dd628eb525
|
add tests for outlier detection and removal functions
|
2022-08-28 12:56:39 +02:00 |
|
robcaulk
|
1e41c773a0
|
fix outlier protection
|
2022-08-28 12:11:29 +02:00 |
|
th0rntwig
|
71f7d68783
|
Fixed mypy error
|
2022-08-27 12:44:55 +02:00 |
|
elintornquist
|
86c5ac44e4
|
Add outlier percentage check
|
2022-08-26 23:05:07 +02:00 |
|
elintornquist
|
b2d664c63c
|
Change MinPts calculation
|
2022-08-26 18:57:27 +02:00 |
|
robcaulk
|
bb3523f383
|
download data homogeneously across timeframes
|
2022-08-26 18:51:42 +02:00 |
|
robcaulk
|
e7261cf515
|
add freqai utils.py file
|
2022-08-26 15:30:28 +02:00 |
|
robcaulk
|
65b552e310
|
make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection
|
2022-08-26 15:30:01 +02:00 |
|
robcaulk
|
4b7e640f31
|
reduce code duplication, optimize auto data download per tf
|
2022-08-26 13:56:44 +02:00 |
|
th0rntwig
|
5ce1c69803
|
Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
|
2022-08-22 19:57:20 +02:00 |
|
robcaulk
|
ac42c0153d
|
deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.
|
2022-08-22 18:19:07 +02:00 |
|