Wagner Costa Santos
|
d38cc06139
|
Fix freqai backtesting time range issue
|
2022-09-09 19:27:05 +02:00 |
|
robcaulk
|
c5d9180758
|
isort
|
2022-09-08 22:35:52 +02:00 |
|
robcaulk
|
bc7295579f
|
improve docs, make example strat hyperoptable
|
2022-09-08 22:22:50 +02:00 |
|
Matthias
|
883abe5b4f
|
Merge pull request #7379 from freqtrade/fix/keyerror_fundingfee
Fix keyerror fundingfee update
|
2022-09-08 12:06:52 +02:00 |
|
Matthias
|
9ef0ffe277
|
Update tests for funding-Fee exceptions
|
2022-09-08 07:19:17 +00:00 |
|
Matthias
|
791f61c089
|
Add test case for funding fee update failure
|
2022-09-08 07:13:15 +00:00 |
|
Matthias
|
b91ad609f2
|
Merge pull request #7370 from wizrds/feat/suffix-merge-informative
Add optional `suffix` parameter to `merge_informative_pair`
|
2022-09-08 08:08:55 +02:00 |
|
Matthias
|
39b6cadd14
|
Test keyerror case for funding_Fee calculation
|
2022-09-08 07:24:57 +02:00 |
|
Matthias
|
4e15611b05
|
Don't crash in case of funding fee fetch error
|
2022-09-08 07:18:38 +02:00 |
|
Matthias
|
f3417a8690
|
Revert condition sequence to simplify conditions
|
2022-09-08 06:59:14 +02:00 |
|
Matthias
|
20bf44a856
|
Merge pull request #7375 from freqtrade/combine-metrics
ensure inlier metric can be combined with other cleaning methods
|
2022-09-08 06:43:02 +02:00 |
|
Wagner Costa Santos
|
f4f2884a66
|
Fix freqai backtesting time range issue
|
2022-09-07 18:52:58 -03:00 |
|
Timothy Pogue
|
1ef1fc269e
|
docstring and tests
|
2022-09-07 15:26:38 -06:00 |
|
Wagner Costa Santos
|
bf3ee51167
|
validate freqai hyperopt with freqai enabled param
|
2022-09-07 14:42:05 -03:00 |
|
Matthias
|
f8e7ed5d7d
|
Reduce shutdown verbosity of exchange
|
2022-09-07 19:28:42 +02:00 |
|
Matthias
|
a9fd12b816
|
Allow more dynamic timeframes by disabling "choice"
part of #7366
|
2022-09-07 19:28:42 +02:00 |
|
robcaulk
|
e51d352777
|
ensure pca is handling same DF as inlier
|
2022-09-07 19:11:54 +02:00 |
|
robcaulk
|
4c9ac6b7c0
|
add kwargs, reduce duplicated code
|
2022-09-07 18:58:55 +02:00 |
|
Timothy Pogue
|
5d338e697c
|
change window to timeperiod in hybrid
|
2022-09-07 18:49:47 +02:00 |
|
Timothy Pogue
|
48cadbf933
|
remove duplicate line, change window to timeperiod
|
2022-09-07 18:49:47 +02:00 |
|
robcaulk
|
ea7bdac9ed
|
ensure inlier metric can be combined with other cleaning methods
|
2022-09-07 18:45:16 +02:00 |
|
Matthias
|
322f00e3e8
|
Fix empty entry message if order doesn't fill immediately
closes #7368
|
2022-09-07 18:19:43 +02:00 |
|
th0rntwig
|
cdc72bf8ca
|
Correct indexing
|
2022-09-07 18:14:13 +02:00 |
|
th0rntwig
|
047ded1baa
|
Check for constant columns
|
2022-09-07 17:47:27 +02:00 |
|
Timothy Pogue
|
2c9b765953
|
add suffix parameter
|
2022-09-07 09:35:37 -06:00 |
|
Wagner Costa Santos
|
972b699105
|
hyperopt - freqai - change validation to config_validation
|
2022-09-07 11:11:31 -03:00 |
|
wagnercosta
|
6b7644029c
|
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
|
2022-09-07 11:07:51 -03:00 |
|
Matthias
|
c08c82bc40
|
Merge pull request #7322 from freqtrade/add-inlier-metric
Add inlier metric
|
2022-09-07 07:05:57 +02:00 |
|
Matthias
|
4d69df08dd
|
trunc to amount precision before checking valid partial exits
closes #7368
|
2022-09-07 06:43:08 +02:00 |
|
Matthias
|
95a33ab2e6
|
Add amount_to_contract helper in the exchange
|
2022-09-07 06:34:03 +02:00 |
|
Wagner Costa Santos
|
e0490b3efc
|
Merge branch 'fixHyperoptFreqai' of https://github.com/wagnercosta/freqtrade into fixHyperoptFreqai
|
2022-09-06 15:43:08 -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
|
2022-09-06 20:40:21 +02:00 |
|
wagnercosta
|
55195260e4
|
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
|
2022-09-06 15:32:28 -03:00 |
|
robcaulk
|
97077ba18a
|
add continual learning to catboost and friends
|
2022-09-06 20:30:46 +02:00 |
|
Matthias
|
dc4a4bdf09
|
Wrap cleanup in try/finally handler
If a database has errors, the database cleanups would fail, causing
cleanup to be incomplete.
closes #7364
|
2022-09-06 20:26:42 +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 |
|
Matthias
|
f2f811a2fe
|
Fix telegram bug with open partial exit orders
|
2022-09-06 19:55:18 +02:00 |
|
robcaulk
|
4b28d0495f
|
fix timestamping, move imports, add words to doc
|
2022-09-06 19:46:58 +02:00 |
|
Matthias
|
98ec84fca6
|
Merge pull request #7339 from freqtrade/fix/fundingfee_handling
Fix/fundingfee handling
|
2022-09-06 19:21:40 +02:00 |
|
wagnercosta
|
1820bc6832
|
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
|
2022-09-06 10:02:17 -03:00 |
|
Matthias
|
3f3099cbfc
|
Merge pull request #7361 from italodamato/develop
fix hyperopt df preprocessing
|
2022-09-06 07:26:14 +02:00 |
|
Matthias
|
4dec19de9f
|
Add comment to explain why we use the non-trimmed DF
|
2022-09-06 06:52:50 +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 |
|
Matthias
|
36e5c18fa6
|
Don't raise exception when a message is not implemented in telegram
|
2022-09-05 20:54:03 +02:00 |
|
Italo
|
9f5642fd97
|
fix hyperopt df preprocessing
|
2022-09-05 18:12:19 +02:00 |
|
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 |
|
robcaulk
|
69b3fcfd32
|
Merge branch 'develop' into dev-merge-rl
|
2022-09-04 11:23:25 +02:00 |
|
robcaulk
|
27dce20b29
|
fix bug in Base4ActionRLEnv, improve example strats
|
2022-09-04 11:21:54 +02:00 |
|
Timothy Pogue
|
3b5e5fc57b
|
fix method name in dummy class
|
2022-09-03 14:10:23 -06:00 |
|
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 |
|
Matthias
|
16573b19e3
|
Fix migration syntax error
|
2022-09-03 19:51:44 +02:00 |
|
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
|
ed4cc18cdd
|
Migration to check order funding fee
|
2022-09-03 15:19:40 +02:00 |
|
Matthias
|
0f483ee31f
|
Use "since last order" approach for live as well.
|
2022-09-03 15:01:42 +02:00 |
|
Matthias
|
0c6a02687a
|
Don't calculate funding fees if we're not going to use them.
|
2022-09-03 15:01:42 +02:00 |
|
Matthias
|
df50b1928d
|
Fix funding fee calculation for backtesting
|
2022-09-03 15:01:42 +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 |
|
Matthias
|
b26126cb57
|
Don't use ticker['symbol'] but use "pair" instead
closes #7262
|
2022-09-02 20:09:30 +02:00 |
|
Matthias
|
b53791fef2
|
Futures volumepairlist to account for contract size
|
2022-09-02 07:11:32 +02:00 |
|
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 |
|
Matthias
|
11fbfd3402
|
Remove unnecessary assignment
|
2022-09-01 19:39:20 +02:00 |
|
Wagner Costa Santos
|
d6e115178a
|
refactoring freqai backtesting - remove duplicate code
|
2022-09-01 07:09:23 -03:00 |
|
Matthias
|
f3c73189d5
|
Remove pointless default on wallet_balance argument
|
2022-09-01 06:49:51 +02:00 |
|
Matthias
|
ba2eb7cf0f
|
Fix BNB fee bug when selling
thanks @epigramx, for reporting and for the detailed data.
|
2022-09-01 06:42:51 +02:00 |
|
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 |
|
robcaulk
|
240b529533
|
fix tensorboard path so that users can track all historical models
|
2022-08-31 16:50:39 +02:00 |
|
Richard Jozsa
|
2493e0c8a5
|
Unnecessary lines in Base4, and changes for box space, to fit better for our needs (#7324)
|
2022-08-31 16:37:02 +02:00 |
|
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
|
13ccd940d5
|
Remove startup_candle_count from freqai sample config to avoid confusion
|
2022-08-31 10:27:08 +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 |
|
Matthias
|
c9aa09ec89
|
Simplify base fee handling
|
2022-08-30 20:46:06 +02:00 |
|
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 |
|
Matthias
|
27a9f98d5f
|
Simplify liquidation price structure, improve test cov
|
2022-08-29 07:04:48 +02:00 |
|
Matthias
|
226fa5d93c
|
Simplify liquidation price calling structure
|
2022-08-29 07:04:48 +02:00 |
|
Matthias
|
4def3678b7
|
Merge pull request #7298 from freqtrade/tif_align
align TimeInForce to ccxt usage
|
2022-08-29 06:36:51 +02:00 |
|
Matthias
|
8be8a12cc4
|
Merge pull request #7260 from JohanVlugt/develop
Example FreqAI hybrid strategy
|
2022-08-29 06:34:45 +02:00 |
|
Matthias
|
40c00d2d8f
|
Version bump dev version to 2022.9
|
2022-08-29 06:34:20 +02:00 |
|
robcaulk
|
7766350c15
|
refactor environment inheritence tree to accommodate flexible action types/counts. fix bug in train profit handling
|
2022-08-28 19:21:57 +02:00 |
|
Robert Caulk
|
39a739eadb
|
Merge pull request #7296 from th0rntwig/dbscan
Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests
|
2022-08-28 14:37:47 +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 |
|
smarmau
|
ff3a4995c1
|
remove unnecessary code
|
2022-08-28 11:45:20 +02:00 |
|
Matthias
|
b9f35cadb3
|
add /stopentry alias for /stopbuy
|
2022-08-28 11:37:22 +02:00 |
|
smarmau
|
005594c29c
|
simplify hybrid template
|
2022-08-28 11:29:48 +02:00 |
|
th0rntwig
|
71f7d68783
|
Fixed mypy error
|
2022-08-27 12:44:55 +02:00 |
|
Matthias
|
c61b986c3d
|
FTX - support time_in_force (and PO ordertype)
closes #7175
|
2022-08-27 10:30:38 +02:00 |
|
Matthias
|
104a73025d
|
Uppercase TimeInForce (align with ccxt)
|
2022-08-27 10:30:06 +02:00 |
|
Matthias
|
6686489c06
|
Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator
Add flag to move hyperopt populate_indicators to epoch
|
2022-08-27 09:21:16 +02:00 |
|
Matthias
|
2b70c3d0c0
|
support price callback for partial exits in bt
This will align results to how live works.
closes #7292
|
2022-08-27 08:50:09 +02:00 |
|
Matthias
|
9204f01312
|
Don't lock pairs on partial exit
|
2022-08-27 07:23:02 +02:00 |
|
elintornquist
|
86c5ac44e4
|
Add outlier percentage check
|
2022-08-26 23:05:07 +02:00 |
|
Matthias
|
01126c43f7
|
Fix liquidation price tier calculation
closes #7294
|
2022-08-26 20:14:24 +02:00 |
|
Matthias
|
753d1b2aad
|
Update leverage tier terminology to be clear and aligned with ccxt
|
2022-08-26 19:34:51 +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 |
|
robcaulk
|
baa4f8e3d0
|
remove Base3ActionEnv in favor of Base4Action
|
2022-08-26 11:04:25 +02:00 |
|
richardjozsa
|
d31926efdf
|
Added Base4Action
|
2022-08-26 11:04:25 +02:00 |
|
Matthias
|
53d46a0385
|
align max_entry_position_adjustment behavior of backtesting to live
closes #7293
|
2022-08-25 20:36:17 +02:00 |
|
robcaulk
|
3199eb453b
|
reduce code for base use-case, ensure multiproc inherits custom env, add ability to limit ram use.
|
2022-08-25 19:05:51 +02:00 |
|
Matthias
|
1fd223c815
|
Update --prepend help string
closes #7290
|
2022-08-25 17:03:41 +02:00 |
|
robcaulk
|
05ccebf9a1
|
automate eval freq in multiproc
|
2022-08-25 12:29:48 +02:00 |
|
robcaulk
|
94cfc8e63f
|
fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward
|
2022-08-25 11:46:18 +02:00 |
|
Matthias
|
f2a356a80c
|
Fix some imports
|
2022-08-25 07:08:58 +02:00 |
|
Matthias
|
6636f17e0f
|
Simplify usage of amount_to_contract precision
|
2022-08-25 07:08:22 +02:00 |
|
Matthias
|
32faad9333
|
Fix backtest calculation problem with DCA
closes #7287
|
2022-08-24 20:36:08 +02:00 |
|
robcaulk
|
d1bee29b1e
|
improve default reward, fix bugs in environment
|
2022-08-24 18:32:40 +02:00 |
|
robcaulk
|
a61821e1c6
|
remove monitor log
|
2022-08-24 16:33:13 +02:00 |
|
robcaulk
|
bd870e2331
|
fix monitor bug, set default values in case user doesnt set params
|
2022-08-24 16:32:14 +02:00 |
|
robcaulk
|
c0cee5df07
|
add continual retraining feature, handly mypy typing reqs, improve docstrings
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
b708134c1a
|
switch multiproc thread count to rl_config definition
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
b26ed7dea4
|
fix generic reward, add time duration to reward
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
280a1dc3f8
|
add live rate, add trade duration
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
f9a49744e6
|
add strategy to the freqai object
|
2022-08-24 13:00:55 +02:00 |
|
richardjozsa
|
a2a4bc05db
|
Fix the state profit calculation logic
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
29f0e01c4a
|
expose environment reward parameters to the user config
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
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d88a0dbf82
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add sb3_contrib models to the available agents. include sb3_contrib in requirements.
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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8b3a8234ac
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fix env bug, allow example strat to short
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2022-08-24 13:00:55 +02:00 |
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mrzdev
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8cd4daad0a
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Feat/freqai rl dev (#7)
* access trades through get_trades_proxy method to allow backtesting
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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3eb897c2f8
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reuse callback, allow user to acces all stable_baselines3 agents via config
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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4b9499e321
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improve nomenclature and fix short exit bug
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2022-08-24 13:00:55 +02:00 |
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sonnhfit
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4baa36bdcf
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fix persist a single training environment for PPO
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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f95602f6bd
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persist a single training environment.
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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5d4e5e69fe
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reinforce training with state info, reinforce prediction with state info, restructure config to accommodate all parameters from any user imported model type. Set 5Act to default env on TDQN. Clean example config.
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2022-08-24 13:00:55 +02:00 |
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