Commit Graph

68 Commits

Author SHA1 Message Date
robcaulk
c0cee5df07 add continual retraining feature, handly mypy typing reqs, improve docstrings 2022-08-24 13:00:55 +02:00
robcaulk
3eb897c2f8 reuse callback, allow user to acces all stable_baselines3 agents via config 2022-08-24 13:00:55 +02:00
robcaulk
16cec7dfbd fix save/reload functionality for stablebaselines 2022-08-24 13:00:55 +02:00
robcaulk
bf7ceba958 set cpu threads in config 2022-08-24 13:00:55 +02:00
MukavaValkku
01232e9a1f callback function and TDQN model added 2022-08-24 13:00:55 +02:00
robcaulk
05ed1b544f Working base for reinforcement learning model 2022-08-24 13:00:40 +02:00
robcaulk
96d8882f1e Plug mem leak, add training timer 2022-08-22 13:30:30 +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
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
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
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
robcaulk
ea64f43e52 bring back auto DF resizing for okx 2022-08-08 01:13:13 +02:00
Matthias
47a30047eb Fix typo 2022-08-06 15:03:10 +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
Robert Caulk
a3799c4d5d start frequi with historical data if available 2022-08-05 18:27:47 +02:00
Robert Caulk
51a6b4289f improve DBSCAN performance for subsequent trainings 2022-08-04 17:41:58 +02:00
robcaulk
95d3009a95 give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality 2022-08-02 20:14:02 +02:00
robcaulk
946d4c7cfc fix trailing whitespace for flake8 2022-07-31 18:39:46 +02:00
robcaulk
4e68626bcb ensure convolutional window is prepended for frequi consistency 2022-07-31 17:51:19 +02:00
robcaulk
c84d54b35e Fix typing issue, avoid using .get() when unnecessary, convert to fstrings 2022-07-29 08:12:50 +02:00
Matthias
a2a0d35a24 Update missing typehints 2022-07-28 07:07:40 +02:00
Matthias
f31106dc61 Minor comment fixes 2022-07-27 07:27:24 +02:00
Matthias
bc760b7eb2 Simplify small segment in datadrawer 2022-07-26 19:41:49 +02:00
robcaulk
ad25a4cb56 reduce number of pair_dict lookups, remove coin_first 2022-07-26 15:58:40 +02:00
robcaulk
fb4e8430cd isort auto import sorting 2022-07-26 10:51:39 +02:00
robcaulk
e213d0ad55 isolate data_drawer functions from data_kitchen, accommodate tests, add new test 2022-07-26 10:24:14 +02:00
Robert Caulk
c9d46a5237 finish bringing follow_mode up to date 2022-07-25 09:24:40 +02:00
Robert Caulk
ab587747fb first fix for follower path bug 2022-07-24 23:32:24 +02:00
Matthias
70b7a254af Update some areas to use default docstring formatting 2022-07-24 16:51:48 +02:00
robcaulk
50d630a155 remove unnecessary comments from data_drawer.py 2022-07-23 13:35:44 +02:00
robcaulk
c2d6a0e891 add record of contribution to doc and source 2022-07-23 13:04:06 +02:00
robcaulk
40f00196eb use cloudpickle in place of pickle. define Paths once in data_drawer. 2022-07-22 17:37:51 +02:00
robcaulk
e7337728bf add separator in folder name just incase an asset ends in an integer 2022-07-21 11:25:28 +02:00
Robert Caulk
921f3899f0 revert pickle reading for historic predictions 2022-07-17 16:06:36 +02:00
Robert Caulk
41eeb99177 load pickle file for writing 2022-07-17 10:05:21 +02:00
Robert Caulk
9d184586f1 fix bug in historic prediction saving 2022-07-16 21:16:59 +02:00
Wagner Costa Santos
ca2029a46b fix issue when bot restarts with same identifier, does not load prediction history 2022-07-14 18:55:24 -03:00
Robert Caulk
fea63fba12 Fix saving/loading historic predictions 2022-07-12 10:12:50 +02:00
Robert Caulk
8ce6b18318 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. 2022-07-11 22:01:48 +02:00
robcaulk
ffb39a5029 black formatting on freqai files 2022-07-03 10:59:38 +02:00
robcaulk
106131ff0f Rehaul organization of return values 2022-07-02 18:09:38 +02:00
robcaulk
93e1410ed9 first step toward cleaning output and enabling multimodel training per pair 2022-07-01 14:00:30 +02:00
robcaulk
051b99791d reduce unnecessary verbosity, fix error on first training sweep, add LightGBMPredictionModel 2022-06-26 19:04:23 +02:00