robcaulk
|
e54614fa2f
|
remove remnants of single threaded version, ensure pair queue priority is checked before retraining
|
2022-05-28 14:55:07 +02:00 |
|
robcaulk
|
2a4d1e2d64
|
fix bug in setting new timerange for retraining
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2022-05-28 12:23:26 +02:00 |
|
robcaulk
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7870a86e9a
|
fix live retraining bug
|
2022-05-28 11:38:57 +02:00 |
|
robcaulk
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0bf915054d
|
handle key check correctly
|
2022-05-28 11:22:32 +02:00 |
|
robcaulk
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c5a16e91fb
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throw user error if user tries to load models but feeds the wrong features (while using PCA)
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2022-05-28 11:11:41 +02:00 |
|
robcaulk
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b8f9c3557b
|
dirty dirty, dont look here (hacking a flag to avoid reloading leverage_tiers in dry/live)
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2022-05-27 13:56:34 +02:00 |
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robcaulk
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891fb87712
|
give load_cached_data_for_updating the right flags to avoid redownloading data in dry/live
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2022-05-27 13:38:22 +02:00 |
|
robcaulk
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65fdebab75
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let load_pairs_histories load futures candles in live
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2022-05-27 13:01:33 +02:00 |
|
robcaulk
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c080571b7a
|
help futures go dry/live with auto download feature
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2022-05-27 12:23:32 +02:00 |
|
robcaulk
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8a501831d6
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fix the error logic on previous commit
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2022-05-27 01:15:55 +02:00 |
|
robcaulk
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23c30dbc10
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add error for user trying to backtest with backtest_period<1
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2022-05-27 00:43:52 +02:00 |
|
robcaulk
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6193205012
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fix bug for target_mean/std array merging in backtesting
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2022-05-26 21:07:50 +02:00 |
|
robcaulk
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ff531c416f
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reduce complexity inside start_download_data() in an effort to appease flake8
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2022-05-25 15:31:50 +02:00 |
|
robcaulk
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d79983c791
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try to pass flake8
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2022-05-25 14:55:19 +02:00 |
|
robcaulk
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7593339c14
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small cleanup
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2022-05-25 14:42:46 +02:00 |
|
robcaulk
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b79d4e8876
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Allow user to go live and start from pretrained models (after a completed backtest) by simply reusing the identifier config parameter while dry/live.
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2022-05-25 14:40:32 +02:00 |
|
robcaulk
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7486d9d9e2
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proper validation of freqai config parameters
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2022-05-25 12:37:25 +02:00 |
|
robcaulk
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7ff3258607
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remove assertions, log error if user has not assigned freqai in config, fix stratify bug
|
2022-05-25 11:43:45 +02:00 |
|
robcaulk
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35bed842cb
|
cleanup, add clarity to comments and docstrings
|
2022-05-25 11:31:03 +02:00 |
|
robcaulk
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58b5abbaa6
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improve multithreaded training queue system
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2022-05-24 15:28:38 +02:00 |
|
robcaulk
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31ae2b3060
|
alleviate FutureWarning in sklearn about ensuring svm model features are passed with identical order
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2022-05-24 14:46:16 +02:00 |
|
robcaulk
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255d35976e
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add priority metadata to pairs to avoid a sync of train time + train period
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2022-05-24 12:58:53 +02:00 |
|
robcaulk
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059c285425
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paying closer attention to managing live retraining on separate thread without affecting prediction of other coins on master thread
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2022-05-24 12:01:01 +02:00 |
|
robcaulk
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b0d2d13eb1
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improve data persistence/mapping for live/dry. This accommodates quick reloads after crash and handles multi-pair cleanly
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2022-05-23 21:05:05 +02:00 |
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robcaulk
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e1c068ca66
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add config asserts, use .get method with default values for optional functionality, move data_cleaning_* to freqai_interface (away from user custom pred model) since it is controlled by config params.
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2022-05-23 12:07:09 +02:00 |
|
robcaulk
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dede128648
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set process_only_new_candles to true in example strat
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2022-05-23 10:15:59 +02:00 |
|
robcaulk
|
ee3cdd0ffe
|
more cleanup
|
2022-05-23 09:55:58 +02:00 |
|
robcaulk
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3587bd82e1
|
cleanup superceded code
|
2022-05-23 00:10:36 +02:00 |
|
robcaulk
|
af0cc21af9
|
Enable hourly/minute retraining in live/dry. Suppress catboost folder output. Update config + constants + docs to reflect updates.
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2022-05-23 00:06:26 +02:00 |
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robcaulk
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42d95af829
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Aggregated commit. Adding support vector machine for outlier detection, improve user interface to dry/live, better standardization, fix various other bugs
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2022-05-22 17:51:49 +02:00 |
|
robcaulk
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c5ecf94177
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move live retraining to separate thread.
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2022-05-19 21:15:58 +02:00 |
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robcaulk
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1fae6c9ef7
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keep model accessible in memory to avoid loading objects from disk during live/dry
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2022-05-19 19:27:38 +02:00 |
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robcaulk
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67eb94c69d
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download-data will now check if freqai is active in config, and if so will also download data for corr_pairlist
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2022-05-19 17:55:00 +02:00 |
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robcaulk
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89eacf2f47
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Retrain model if FreqAI found a pretrained model but user strategy is not passing the expected features (user has changed the features in the strategy but has passed a the same config[freqai][identifier]). Logger warning output to user.
|
2022-05-19 17:15:50 +02:00 |
|
Matthias
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c81b960791
|
Fix some typos
|
2022-05-17 19:58:36 +02:00 |
|
robcaulk
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db66b82f6f
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accept open-ended timeranges from user
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2022-05-17 19:50:06 +02:00 |
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robcaulk
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d1d451c27e
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auto populate features based on a prepended % in the strategy (remove feature assignment from config). Update doc/constants/example strategy to reflect change
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2022-05-17 18:15:03 +02:00 |
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robcaulk
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8664e8f9a3
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create a prediction_models folder where basic prediction models can live (similar to optimize/hyperopt-loss. Update resolver/docs/and gitignore to accommodate change
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2022-05-17 17:13:38 +02:00 |
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robcaulk
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80dcd88abf
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allow user to run config from anywhere on their system
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2022-05-15 17:42:15 +02:00 |
|
robcaulk
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a8022c104a
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give beta testers more information in the doc
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2022-05-15 17:42:15 +02:00 |
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robcaulk
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a7029e35b5
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ensure informative pairs includes any combination of whitelist - corr_pairlist
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2022-05-15 17:42:15 +02:00 |
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robcaulk
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9b3e5faebe
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create more flexible whitelist, avoid duplicating whitelist features into corr_pairlist, update docs
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
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22bd5556ed
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add self-retraining functionality for live/dry
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2022-05-15 17:42:15 +02:00 |
|
robcaulk
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178c2014b0
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appease mypy
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2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
a4f5811a5b
|
fix flake8 issue in arguments.py
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
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aae233bd6c
|
try passing the check tests
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
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f653ace24b
|
another attempt at fixing datalength bug
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
b08c0888bb
|
add USERPATH_FREQAIMODELS, remove return values from @abstract methods
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2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
b03c7b514d
|
optional style for interfacing freqai with backtesting
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
e9a7b68bc1
|
revert constants.py and add changes
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
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3020218096
|
fix bug on backtest timerange
|
2022-05-15 17:41:34 +02:00 |
|
robcaulk
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00ff0c9b91
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ensure user defined timerange truncates final backtest so that we arent mismatching data lengths upon return to strategy. Rename DataHandler class to FreqaiDataKitchen
|
2022-05-15 17:41:34 +02:00 |
|
robcaulk
|
def71a0afe
|
auto build full_timerange and self manage training_timerange
|
2022-05-15 17:41:34 +02:00 |
|
robcaulk
|
764f9449b4
|
fix logger, debug some flake8 appeasements
|
2022-05-15 17:41:34 +02:00 |
|
robcaulk
|
29c2d1d189
|
use logger in favor of print
|
2022-05-15 17:38:58 +02:00 |
|
robcaulk
|
99f7e44c30
|
flake8 passing, use pathlib in lieu of os.path to accommodate windows/mac OS
|
2022-05-15 17:38:58 +02:00 |
|
robcaulk
|
2600ba4e74
|
remove unused remnants
|
2022-05-15 17:38:58 +02:00 |
|
robcaulk
|
630d201546
|
remove trained_stake
|
2022-05-15 17:38:58 +02:00 |
|
robcaulk
|
b40f8f88ac
|
cleaning and bug fixing
|
2022-05-15 17:38:58 +02:00 |
|
robcaulk
|
fc837c4daa
|
add freqao backend machinery, user interface, documentation
|
2022-05-15 17:38:58 +02:00 |
|
Matthias
|
ebab02fce3
|
Merge pull request #6827 from eSeR1805/fix_readjust_entry_bt_sl
Fix: Refresh SL on entry order replacement
|
2022-05-15 16:41:18 +02:00 |
|
Matthias
|
18fd3bb333
|
Update stoploss handling for entry-order adjustment
|
2022-05-15 15:45:39 +02:00 |
|
Matthias
|
3b14439240
|
Slightly improve performance of order adjusts
Avoind 2nd call to `get_rate()`.
closes #6821
|
2022-05-14 16:16:32 +02:00 |
|
eSeR1805
|
c27e0a0a1b
|
Allow SL refresh only if no filled entry orders.
|
2022-05-14 16:56:56 +03:00 |
|
eSeR1805
|
1c20fb7638
|
Refresh open_rate and stoploss on order replacement.
|
2022-05-14 16:37:04 +03:00 |
|
Matthias
|
2a1368d508
|
Offsetfilter: add number_assets parameter
closes #6824
|
2022-05-14 14:16:13 +02:00 |
|
மனோஜ்குமார் பழனிச்சாமி
|
8a3c2c6cad
|
Corrected docstring
Discussed in Discord
|
2022-05-13 19:32:52 +05:30 |
|
Matthias
|
c299601ece
|
Add warning about OKX futures backtesting data
|
2022-05-13 07:03:18 +02:00 |
|
Matthias
|
5444f4ee6f
|
Merge pull request #6793 from mkavinkumar1/log
logged balance details
|
2022-05-12 19:11:28 +02:00 |
|
Matthias
|
891900c186
|
Merge pull request #6812 from freqtrade/db_migrate
Db migrate
|
2022-05-11 19:54:31 +02:00 |
|
Matthias
|
1fc041d0d6
|
Fix formatting issue
|
2022-05-11 19:39:56 +02:00 |
|
Matthias
|
ae463fcdf2
|
Merge pull request #6792 from mkavinkumar1/rpc
consistent exchange name
|
2022-05-11 19:23:36 +02:00 |
|
Matthias
|
f374c9da70
|
PR cleanup
|
2022-05-11 06:30:40 +02:00 |
|
Matthias
|
044afdf7af
|
Add better test scenario
|
2022-05-10 20:27:24 +02:00 |
|
Matthias
|
31cce741ac
|
Add sequence migration
|
2022-05-10 07:13:51 +02:00 |
|
Matthias
|
269630e755
|
Add preliminary documentation for database conversion
|
2022-05-10 07:13:42 +02:00 |
|
Matthias
|
0958c06b84
|
Implement database migration to other system
|
2022-05-09 20:58:40 +02:00 |
|
Matthias
|
c3b0f6b64b
|
Add feature shell for database conversion
|
2022-05-09 20:58:40 +02:00 |
|
Matthias
|
0f499469fc
|
Merge pull request #6796 from freqtrade/model_reorg
Model reorg
|
2022-05-09 20:15:45 +02:00 |
|
Matthias
|
30d6eeffd0
|
Fix migration bug
|
2022-05-08 17:49:13 +02:00 |
|
Matthias
|
b58e811b14
|
Move trade/order Models to their own class
|
2022-05-08 17:45:20 +02:00 |
|
Matthias
|
af1a5e0449
|
Extract base and Pairlock from models file
|
2022-05-08 17:38:06 +02:00 |
|
Matthias
|
3221726d85
|
Update migration to use boolean value
closes #6794
|
2022-05-08 17:29:42 +02:00 |
|
Matthias
|
ab91758c7e
|
Merge pull request #6790 from eSeR1805/profit_reporting
Report profit only on filled entries.
|
2022-05-08 17:25:42 +02:00 |
|
Matthias
|
4a7515e66a
|
Add test for 0.0 case
|
2022-05-08 16:04:06 +02:00 |
|
மனோஜ்குமார் பழனிச்சாமி
|
f43ae0ea43
|
logged balance details
|
2022-05-08 13:53:07 +05:30 |
|
மனோஜ்குமார் பழனிச்சாமி
|
d79b90a98f
|
consistent exchange name
|
2022-05-08 12:46:58 +05:30 |
|
Matthias
|
45b328af2e
|
explicitly call cleanup when cleaning backtest
|
2022-05-08 08:11:39 +02:00 |
|
eSeR1805
|
bfc7898654
|
Report profit only on filled entries.
|
2022-05-07 21:56:22 +03:00 |
|
Matthias
|
c9498d0117
|
Merge pull request #6692 from eSeR1805/feat_readjust_entry
Feature: Readjust Entry Order
|
2022-05-07 20:11:20 +02:00 |
|
Matthias
|
277e07589e
|
update/fix some comments and docs
|
2022-05-07 17:47:37 +02:00 |
|
Matthias
|
f5f599c7f0
|
Add LowProfitPairs only_per_side option
|
2022-05-07 15:25:15 +02:00 |
|
Matthias
|
dc0c1bf87d
|
Only fetch accounts when authenticated.
|
2022-05-07 13:17:27 +02:00 |
|
Matthias
|
149704e748
|
Fix wrong type
|
2022-05-07 11:39:47 +02:00 |
|
Matthias
|
6fdcf3a10a
|
Support both position modes on OKX
|
2022-05-07 10:58:41 +02:00 |
|
Matthias
|
2da284b921
|
Properly type side for create_order
|
2022-05-07 10:02:54 +02:00 |
|
Matthias
|
5b3eaa3003
|
Ensure advanced strategy template is runnable
|
2022-05-06 06:42:08 +02:00 |
|
Matthias
|
d11c44940e
|
Slightly reword docs
remove some Note-boxes - people tend to skip these.
|
2022-05-06 06:42:01 +02:00 |
|
Matthias
|
2d9be6dace
|
move open_rate updating to close_bt_order
|
2022-05-05 19:50:16 +02:00 |
|
eSeR1805
|
29f1edbde7
|
Cleanup. Remove stray new line.
|
2022-05-05 12:24:32 +03:00 |
|