robcaulk
|
b421521be3
|
help default ReinforcementLearner users by assigning the model_type automatically
|
2022-11-13 17:12:17 +01:00 |
|
robcaulk
|
90f168d1ff
|
remove more user references. cleanup dataprovider
|
2022-11-13 17:06:06 +01:00 |
|
robcaulk
|
388ca21200
|
update docs, fix bug in environment
|
2022-11-13 16:56:31 +01:00 |
|
robcaulk
|
1e9e7887aa
|
fix constants.py, fix freqai test
|
2022-11-13 15:38:35 +01:00 |
|
robcaulk
|
af9e400562
|
add test coverage, fix bug in base environment. Ensure proper fee is used.
|
2022-11-13 15:31:37 +01:00 |
|
Matthias
|
942840da2d
|
Improve setting wording to keep future possibilities open
|
2022-11-13 15:22:44 +01:00 |
|
robcaulk
|
81f800a79b
|
switch to using FT calc_profi_pct, reverse entry/exit fees
|
2022-11-13 13:41:17 +01:00 |
|
robcaulk
|
e45d791c19
|
Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev
|
2022-11-13 13:00:16 +01:00 |
|
Matthias
|
fed3bc6730
|
Simplify Websocket Init
|
2022-11-13 10:33:54 +01:00 |
|
Matthias
|
954da4fec9
|
Add "forcebuy error" exception log
part of #7727
|
2022-11-12 19:52:10 +01:00 |
|
robcaulk
|
e71a8b8ac1
|
add ability to integrate state info or not, and prevent state info integration during backtesting
|
2022-11-12 18:46:48 +01:00 |
|
Wagner Costa Santos
|
27fa9f1f4e
|
backtest saved dataframe from live
|
2022-11-12 14:37:23 -03:00 |
|
Matthias
|
ee0e59157c
|
Update join relationship of orders table to selectin
closes #6791 by slightly improving performance in this area.
|
2022-11-12 16:34:00 +01:00 |
|
Matthias
|
7adca97358
|
Improve python GC behavior
|
2022-11-12 15:43:02 +01:00 |
|
Wagner Costa Santos
|
f9c6c538be
|
Merge branch 'develop' into backtest_fitlivepredictions
|
2022-11-12 09:37:45 -03:00 |
|
robcaulk
|
9c6b97c678
|
ensure normalization acceleration methods are employed in RL
|
2022-11-12 12:01:59 +01:00 |
|
robcaulk
|
6746868ea7
|
store dataprovider to self instead of strategy
|
2022-11-12 11:33:03 +01:00 |
|
robcaulk
|
7a4bb040a5
|
merge develop into feat/freqai-rl-dev
|
2022-11-12 10:54:34 +01:00 |
|
robcaulk
|
214c622475
|
move dataframe converter to converter.py
|
2022-11-12 10:38:25 +01:00 |
|
robcaulk
|
9617d8143d
|
Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai
|
2022-11-12 10:21:38 +01:00 |
|
Matthias
|
e6172a68d7
|
Merge pull request #7730 from freqtrade/fix-metric-tracker
fix loading of metric tracker from disk
|
2022-11-11 20:01:26 +01:00 |
|
Robert Caulk
|
833578716c
|
Merge pull request #7644 from markdregan/multi-target-classifier
Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
|
2022-11-11 18:48:38 +01:00 |
|
robcaulk
|
790ff2a84b
|
merge develop into add-single-prec
|
2022-11-11 18:08:51 +01:00 |
|
robcaulk
|
e46a57bbd0
|
move mem logs to debug
|
2022-11-11 18:05:32 +01:00 |
|
robcaulk
|
66514e84e4
|
add LightGBMClassifierMultiTarget. add test
|
2022-11-11 17:45:53 +01:00 |
|
robcaulk
|
054133955b
|
fix loading of metric tracker from disk
|
2022-11-11 17:24:09 +01:00 |
|
Matthias
|
0f9c5f8d41
|
Simplify timerange handling
|
2022-11-10 18:28:18 +01:00 |
|
Matthias
|
57313dd961
|
Update some usages of timerange to new, simplified method
|
2022-11-10 18:11:39 +01:00 |
|
Matthias
|
3e676dbaa4
|
Add properties to simplify timerange handling
|
2022-11-10 16:33:57 +01:00 |
|
Matthias
|
9e17eabd0a
|
Improve Bybit configuration
|
2022-11-10 07:09:54 +01:00 |
|
Wagner Costa Santos
|
4f0f3e5b64
|
removed unnecessary code
|
2022-11-09 10:07:24 -03:00 |
|
Wagner Costa Santos
|
8ee95db927
|
refactoring backtesting_fit_live_predictions function
|
2022-11-09 09:51:42 -03:00 |
|
Wagner Costa Santos
|
3e57c18ac6
|
add fix_live_predictions function to backtesting
|
2022-11-08 18:20:39 -03:00 |
|
Matthias
|
f43f967040
|
Improve handling of unfilled stoploss orders in edge-cases
|
2022-11-08 20:34:18 +01:00 |
|
Matthias
|
ce3959a0c6
|
Merge pull request #7708 from freqtrade/improve_iteration
Improve iteration logic
|
2022-11-08 19:25:01 +01:00 |
|
Wagner Costa Santos
|
8d9988a942
|
enforce date column in backtesting freqai predictions files
|
2022-11-08 11:06:23 -03:00 |
|
Wagner Costa Santos
|
9c5ba0732a
|
save predictions with date and merge by date
|
2022-11-08 10:32:18 -03:00 |
|
Matthias
|
884014a4b9
|
Fix some minor typos
|
2022-11-07 18:35:28 +00:00 |
|
Wagner Costa Santos
|
6559384286
|
Merge branch 'develop' into backtest_live_models
|
2022-11-07 15:14:10 -03:00 |
|
Matthias
|
29585b5ecd
|
Improve worker iteration logic
|
2022-11-06 11:18:13 +01:00 |
|
Matthias
|
d48a9ae96d
|
Add leverage to backtest results
closes #7574
|
2022-11-06 09:40:44 +01:00 |
|
Matthias
|
1d2b89bc13
|
Improve handling of get_fee to not allow impossible combinations
|
2022-11-06 09:16:03 +01:00 |
|
Matthias
|
ded57fb301
|
Remove no longer valid test part
|
2022-11-05 20:32:31 +01:00 |
|
Matthias
|
d089fdae34
|
Fix current-time_det calculation
|
2022-11-05 20:02:36 +01:00 |
|
Robert Caulk
|
820aad670c
|
Merge pull request #7690 from freqtrade/track-current-candle
Track current candle in FreqAI
|
2022-11-05 17:35:05 +01:00 |
|
Emre
|
06a2957837
|
Merge branch 'develop' into add-single-precision-freqai
|
2022-11-05 19:15:12 +03:00 |
|
Emre
|
43bdd34964
|
Optimize reduce_dataframe_footprint function
|
2022-11-05 19:13:02 +03:00 |
|
Matthias
|
0888b53b5a
|
Udpate current_time handling for detail loop
|
2022-11-05 17:02:27 +01:00 |
|
Matthias
|
a11d579bc2
|
Verify order fills on "detail" timeframe
|
2022-11-05 17:02:27 +01:00 |
|
robcaulk
|
53df607067
|
avoid duplicating features with okx/gateio, ensure inference timer gets logged
|
2022-11-05 15:42:19 +01:00 |
|
Matthias
|
6e09d552ac
|
Properly handle and test ohlcv min_max with empty files
|
2022-11-05 13:14:35 +01:00 |
|
robcaulk
|
257c833831
|
add doc for single precision, dont allow half precision, add test
|
2022-11-04 18:10:04 +01:00 |
|
robcaulk
|
3ccc120f92
|
add option to force single precision
|
2022-11-04 17:42:10 +01:00 |
|
robcaulk
|
8bdc99a3d6
|
fix self-imposed bug
|
2022-11-04 16:41:38 +01:00 |
|
robcaulk
|
19d90b813a
|
improve readibility in start_backtesting()
|
2022-11-04 16:10:46 +01:00 |
|
Wagner Costa Santos
|
8008c63319
|
Merge branch 'develop' into backtest_live_models
|
2022-11-04 09:09:39 -03:00 |
|
Wagner Costa Santos
|
a7acfb7ab7
|
fix dict key error
|
2022-11-04 09:02:28 -03:00 |
|
robcaulk
|
90c5bfb4b5
|
add default conv_width
|
2022-11-03 21:35:12 +01:00 |
|
robcaulk
|
05b309caf2
|
ensure colon replaced for cached attach
|
2022-11-03 21:17:48 +01:00 |
|
robcaulk
|
6938ed6584
|
change default conv_width to 1
|
2022-11-03 21:11:26 +01:00 |
|
robcaulk
|
444a068481
|
merge develop into track-current-candle
|
2022-11-03 21:09:08 +01:00 |
|
robcaulk
|
db942321ad
|
fix bug with lightgbm and colons
|
2022-11-03 21:03:48 +01:00 |
|
robcaulk
|
d721b50230
|
flake8
|
2022-11-03 19:13:24 +01:00 |
|
robcaulk
|
3ba1e221eb
|
fix typo
|
2022-11-03 19:08:33 +01:00 |
|
robcaulk
|
6c4bdb8f67
|
remove special characters from feature names
|
2022-11-03 18:49:39 +01:00 |
|
Wagner Costa Santos
|
17798b3397
|
Merge branch 'develop' into backtest_live_models
|
2022-11-03 13:29:25 -03:00 |
|
Wagner Costa Santos
|
356d79b38a
|
verify mean and std exists in model metadata
|
2022-11-03 13:27:56 -03:00 |
|
Wagner Costa Santos
|
cdf12cc541
|
Merge branch 'develop' into fix_issue_7666
|
2022-11-03 08:30:46 -03:00 |
|
Matthias
|
ff619edebf
|
Improve explanation comment as to why we're waiting ourselfs
|
2022-11-03 06:50:18 +01:00 |
|
Timothy Pogue
|
b749f3edd6
|
add latency measure from ping in emc and ws_client
|
2022-11-02 19:30:35 -06:00 |
|
Timothy Pogue
|
000b0c2198
|
prevent memory leaks from error in _broadcast_queue_data
|
2022-11-02 18:00:10 -06:00 |
|
Timothy Pogue
|
cbede2e27d
|
refactor channel.send to avoid queue.put
|
2022-11-02 17:57:11 -06:00 |
|
Timothy Pogue
|
2dc55e89e6
|
better error handling channel send
|
2022-11-02 15:25:39 -06:00 |
|
Timothy Pogue
|
55bf195bfb
|
remove debugging log calls
|
2022-11-02 14:21:34 -06:00 |
|
Timothy Pogue
|
c2bdaea84a
|
change exception handling in channel send
|
2022-11-02 14:19:08 -06:00 |
|
Timothy Pogue
|
d848c27283
|
add task done to broadcast queue method
|
2022-11-02 13:30:42 -06:00 |
|
Timothy Pogue
|
e25dea7e0e
|
update channel disconnecting
|
2022-11-02 13:26:27 -06:00 |
|
robcaulk
|
ce92731132
|
ensure backwards compatitibility
|
2022-11-02 20:20:35 +01:00 |
|
Wagner Costa Santos
|
23b6915dde
|
fix issue with different backtesting prediction size
|
2022-11-02 15:49:51 -03:00 |
|
Matthias
|
2c3c7e1e3a
|
Merge pull request #7663 from freqtrade/shuffle_list_enhance
Improve ShufflePairlist to shuffle only once per candle
|
2022-11-02 19:37:48 +01:00 |
|
robcaulk
|
1a38c10fc6
|
remove old code
|
2022-11-02 19:37:47 +01:00 |
|
robcaulk
|
255eb71270
|
start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df
|
2022-11-02 19:32:22 +01:00 |
|
robcaulk
|
97df232ac6
|
add a warning to __init__ for get_corr_dataframes
|
2022-10-31 18:18:00 +01:00 |
|
robcaulk
|
66d8ed6c0b
|
Merge remote-tracking branch 'origin/develop' into reduce-indicator-population
|
2022-10-31 09:42:01 +01:00 |
|
robcaulk
|
d59a7fa2f9
|
remove analysis_lock and realign example hybrid strat
|
2022-10-30 17:07:33 +01:00 |
|
Matthias
|
391c3f56f7
|
Add typehint to corr_pairlist
|
2022-10-30 13:28:01 +01:00 |
|
Mark Regan
|
7053f81fa8
|
simplified predict and predict_proba using super(). Added duplicate class label check.
|
2022-10-30 09:48:30 +00:00 |
|
Matthias
|
cf4af2175c
|
Merge pull request #7662 from markdregan/backtest_extra_returns_fix
Fix missing f-string from PR #7611
|
2022-10-30 10:47:06 +01:00 |
|
robcaulk
|
a2843165e1
|
fix leftovers from merge
|
2022-10-30 10:31:38 +01:00 |
|
robcaulk
|
52e15b2070
|
Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev
|
2022-10-30 10:16:39 +01:00 |
|
robcaulk
|
d1a0874683
|
merge develop into feat/freqai-rl-dev
|
2022-10-30 10:13:03 +01:00 |
|
robcaulk
|
fc53054d43
|
leverage list length knowledge, f-string change
|
2022-10-30 10:12:14 +01:00 |
|
Emre
|
f98c7a2423
|
Remove loop of normalization from metadata
|
2022-10-30 10:12:14 +01:00 |
|
Matthias
|
5c14aeddc6
|
Add "--log-file" alias for "--logfile"
|
2022-10-30 09:50:54 +01:00 |
|
Matthias
|
5013351143
|
Rename "shuffle" parameter to "shuffle_freq"
|
2022-10-30 09:48:55 +01:00 |
|
Matthias
|
a323acf343
|
Improve ShufflePairlist to shuffle only once per candle
|
2022-10-30 09:46:12 +01:00 |
|
Mark Regan
|
c26fda282f
|
fix missing f-string from PR #7611
|
2022-10-30 08:19:59 +00:00 |
|
robcaulk
|
650bb8b7d7
|
ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs.
|
2022-10-29 22:26:49 +02:00 |
|
Matthias
|
352adaf127
|
Improve readability of is_time_to_refresh function
|
2022-10-29 19:45:46 +02:00 |
|
Matthias
|
c23a9475e6
|
Move exchange utilities into separate module
|
2022-10-29 09:29:17 +02:00 |
|
Matthias
|
801e91c39e
|
Merge pull request #7618 from wizrds/fix/docker-config-record
Update function in FreqAI interface to record FreqAI config params
|
2022-10-29 08:56:20 +02:00 |
|
Matthias
|
54c7122cc3
|
Merge pull request #7647 from freqtrade/combine_stop
Combine stop logic
|
2022-10-28 19:38:40 +02:00 |
|
Matthias
|
777af5517d
|
Version bump develop version to 2022.11-dev
|
2022-10-28 19:38:19 +02:00 |
|
Mark Regan
|
6ef82dd8b6
|
minor change to return
|
2022-10-27 12:41:12 +01:00 |
|
Matthias
|
9e0b39cddc
|
Properly invert sign
fixes 98ba57ff
|
2022-10-27 06:56:33 +02:00 |
|
Matthias
|
255f38537e
|
Simplify stoploss behavior by combining more commonalities
|
2022-10-26 07:14:33 +02:00 |
|
Matthias
|
6e0ca058f4
|
Update function-head for _get_stop_params
|
2022-10-26 07:12:49 +02:00 |
|
Matthias
|
cf6b75a3f3
|
Use combined stoploss_adjust where possible
|
2022-10-26 07:12:42 +02:00 |
|
Matthias
|
d831d7d317
|
Rename Freqai hybrid example
closes #7645
|
2022-10-26 06:47:34 +02:00 |
|
Matthias
|
110db8b241
|
Merge pull request #7621 from wizrds/fix/channel-api
Improved WebSocketChannel API
|
2022-10-26 06:31:42 +02:00 |
|
Timothy Pogue
|
b9bf9edb02
|
update rapidjson opts
|
2022-10-25 14:12:13 -06:00 |
|
Timothy Pogue
|
fd5f31368c
|
fix indent in initial df send
|
2022-10-25 14:08:28 -06:00 |
|
Mark Regan
|
217add70bd
|
add strat and config for testing on PR
|
2022-10-25 20:07:39 +01:00 |
|
Matthias
|
3fa50077c9
|
Don't use pydantic to type-verify outgoing messages
|
2022-10-25 20:00:53 +02:00 |
|
Mark Regan
|
47056eded3
|
multi target classifier working but not for parallel
|
2022-10-25 18:24:27 +01:00 |
|
Matthias
|
1ef38f137d
|
Fix XGBoost regressor "used before assignment"
|
2022-10-25 13:37:04 +02:00 |
|
Timothy Pogue
|
51be45547f
|
remove np object, make default str
|
2022-10-24 12:23:54 -06:00 |
|
Timothy Pogue
|
32600a113f
|
fix broadcast
|
2022-10-24 12:21:17 -06:00 |
|
Matthias
|
f93b6eec63
|
Improve timing for worker throttling
|
2022-10-24 20:09:13 +02:00 |
|
Matthias
|
e969479525
|
Merge pull request #7619 from freqtrade/stop/usehighlow
Stop/usehighlow
|
2022-10-24 20:04:36 +02:00 |
|
Matthias
|
6669714a73
|
Update mal-formatted docstrings
|
2022-10-24 18:12:17 +02:00 |
|
Robert Caulk
|
137aa1756b
|
Merge pull request #7593 from th0rntwig/prediction-shape
Fix constant PCA
|
2022-10-24 08:33:36 +02:00 |
|
Matthias
|
3a40ad87c6
|
Merge pull request #7615 from freqtrade/price_jump_warn
Add price jump warning
|
2022-10-24 06:27:53 +02:00 |
|
robcaulk
|
4d2b7a74f1
|
move record params to utils, use rapidjson
|
2022-10-23 20:51:32 +02:00 |
|
Timothy Pogue
|
07e813dfa0
|
change param record to only get certain params
|
2022-10-23 12:09:07 -06:00 |
|
Timothy Pogue
|
94b65a007a
|
fix message typing in channel manager, minor improvements
|
2022-10-23 11:42:59 -06:00 |
|
th0rntwig
|
49ff51f11f
|
Change storage loc and fix test fail
|
2022-10-23 16:24:02 +02:00 |
|
Matthias
|
10090a36d5
|
simplify throttle
|
2022-10-23 14:52:10 +02:00 |
|
Matthias
|
d0571464db
|
Improve test for worker throttle
|
2022-10-23 14:20:59 +02:00 |
|
Matthias
|
c36141594e
|
Simplify "refresh" condition
|
2022-10-23 13:56:11 +02:00 |
|
Timothy Pogue
|
9cffa3ca2b
|
add comment in channel
|
2022-10-22 21:03:57 -06:00 |
|
Timothy Pogue
|
4cbea0fd00
|
Merge branch 'develop' of https://github.com/wizrds/freqtrade into fix/channel-api
|
2022-10-22 21:03:31 -06:00 |
|
Timothy Pogue
|
3d7a311caa
|
removed sleep calls, better channel sending
|
2022-10-22 19:02:05 -06:00 |
|
Timothy Pogue
|
2b6d00dde4
|
initial channel api change
|
2022-10-22 09:30:18 -06:00 |
|
Matthias
|
3a9853db10
|
use high/low for custom stoploss evaluation in backtesting
|
2022-10-22 12:52:13 +02:00 |
|
Matthias
|
84a194bcab
|
Simplify stoploss logic by removing redundant condition
|
2022-10-22 11:57:59 +02:00 |
|
Matthias
|
547fd28811
|
Price-jump detection should only run once
|
2022-10-22 08:43:37 +02:00 |
|
Matthias
|
0ff7a0771d
|
Move price_jump_warn to dataloading
it's not relevant for live data, and should only run when loading data
from disk.
|
2022-10-22 08:37:30 +02:00 |
|
Timothy Pogue
|
4464e91256
|
use self.identifier in full path
|
2022-10-21 19:53:33 -06:00 |
|
Timothy Pogue
|
5ee3b8cbbb
|
update config recording to use all configs, fix tests
|
2022-10-21 19:48:26 -06:00 |
|
Robert Caulk
|
a85826bf24
|
Merge pull request #7611 from markdregan/backtest_extra_returns
Make extra_returns_per_train data available during backtest
|
2022-10-21 17:13:22 +02:00 |
|
Matthias
|
b715d9c521
|
Improve fee handling
closes #7586
|
2022-10-21 16:30:14 +02:00 |
|
Robert Caulk
|
410a744ee9
|
Merge pull request #7613 from freqtrade/fix_typo_fit_live_predictions_candles
fix typos - live predictions candles
|
2022-10-21 16:19:40 +02:00 |
|
Matthias
|
d1591883a6
|
add missing datetime conversion in fromJson
|
2022-10-21 07:01:47 +02:00 |
|
Matthias
|
bd424a877b
|
Add Trade from_json method
|
2022-10-20 20:33:08 +02:00 |
|
Matthias
|
107845afa8
|
Keep version number in docker versioning
|
2022-10-20 19:55:42 +02:00 |
|
Wagner Costa Santos
|
6606a0113f
|
refactoring - remove unnecessary config file
|
2022-10-20 14:53:25 -03:00 |
|
Matthias
|
60cb11a44d
|
Add price jump warning
|
2022-10-20 19:36:28 +02:00 |
|
Wagner Costa Santos
|
589944055e
|
fix typos - live predictions candles
|
2022-10-20 12:15:41 -03:00 |
|
Wagner Costa Santos
|
52b60c5cbb
|
Merge branch 'develop' into backtest_live_models
|
2022-10-20 11:59:37 -03:00 |
|
rcaulk
|
a9db668082
|
avoid redundant indicator population for corr_pair list
|
2022-10-20 16:30:32 +02:00 |
|
Mark Regan
|
073ce1659e
|
remove un-used f-string
|
2022-10-20 14:26:10 +01:00 |
|
Mark Regan
|
295ba21389
|
Make extra_returns_per_train values available during backtest
|
2022-10-20 12:05:37 +01:00 |
|
Matthias
|
7192ed7be6
|
Fix bug with dataframe not being 0 indexed
|
2022-10-19 11:57:18 +02:00 |
|
th0rntwig
|
033c5bd441
|
Make check constant pred labels agnostic
|
2022-10-18 12:55:47 +02:00 |
|
Matthias
|
c3d4fb9f1b
|
Simplify backtest calling interface
|
2022-10-18 06:39:55 +02:00 |
|
Matthias
|
c7fff1213c
|
Rate-limit EMC startup to avoid overwelming the queue
|
2022-10-17 20:46:15 +02:00 |
|
Matthias
|
880ddccaa8
|
Merge pull request #7590 from freqtrade/list-models
List models
|
2022-10-17 20:40:41 +02:00 |
|
Matthias
|
441032be25
|
Fix sys.stdout bug for CatboostRegressorMultiTarget
|
2022-10-17 19:48:27 +02:00 |
|
Matthias
|
b166c04cba
|
Bring back asyncio.sleep to avoid overwelming the a consumer queue
|
2022-10-17 19:29:30 +02:00 |
|
Matthias
|
c8e103e4a4
|
Adjust typehints to match return value
|
2022-10-17 10:02:55 +00:00 |
|
Matthias
|
c2914feb12
|
Don't fail contract size repopulation if pair is no longer available
|
2022-10-17 09:55:18 +00:00 |
|
Matthias
|
6cb14148aa
|
Fix random test failure due to catboost bug
https://github.com/catboost/catboost/issues/2195
|
2022-10-17 07:00:44 +02:00 |
|
Matthias
|
6252ae466e
|
Convert position_stacking to attribute of backtest
|
2022-10-17 06:57:26 +02:00 |
|
Matthias
|
8534dfb0d4
|
Extract backtest 1 candle from main function
|
2022-10-17 06:57:26 +02:00 |
|
Matthias
|
0e8cf366f5
|
Keep trade state in LocalTrade
|
2022-10-17 06:57:26 +02:00 |
|
Matthias
|
23a5a516f9
|
Merge pull request #7557 from freqtrade/add-metric-tracker
Add metric tracker to FreqAI
|
2022-10-16 18:20:07 +02:00 |
|
Matthias
|
e82baf5f60
|
Use helper-method to modify trades_open
|
2022-10-16 16:45:16 +02:00 |
|
Evgeniy Vladimirov
|
de9f5660f3
|
Fix counting available trade slots in backtesting.
|
2022-10-16 12:56:59 +03:00 |
|
Matthias
|
dc50186d5b
|
Merge branch 'develop' into list-models
|
2022-10-16 09:23:10 +02:00 |
|
Matthias
|
b6c096d3bc
|
Simplify backtest condition
|
2022-10-16 09:22:56 +02:00 |
|
th0rntwig
|
20fc521771
|
Fix constant PCA
|
2022-10-15 23:30:12 +02:00 |
|
Robert Caulk
|
62ca822597
|
Merge pull request #7569 from Silur/develop
Add XGBoost random forest predictors to freqai
|
2022-10-15 16:09:26 +02:00 |
|
Robert Caulk
|
46ba3bb357
|
Merge pull request #7585 from aemr3/add-eval-set-catboost
Add eval set to CatboostClassifier
|
2022-10-15 16:08:13 +02:00 |
|
robcaulk
|
9135e631c0
|
:Merge branch 'develop' into add-metric-tracker
|
2022-10-15 15:54:41 +02:00 |
|
robcaulk
|
3b4402aaab
|
Merge branch 'move-disk-writing-to-ram' into add-metric-tracker
|
2022-10-15 13:52:14 +02:00 |
|
robcaulk
|
99dbba6cad
|
avoid reading from disk to instantiate large objects
|
2022-10-15 13:50:55 +02:00 |
|
robcaulk
|
d81eef0b70
|
add timestamps to each metric, use rapidjson
|
2022-10-15 13:23:01 +02:00 |
|
Matthias
|
05ca725e4d
|
Remove no longer needed local state
|
2022-10-15 12:07:22 +02:00 |
|
Matthias
|
c8e6dad9cd
|
use exit_reason to determine left open trades
|
2022-10-15 12:00:20 +02:00 |
|
Matthias
|
4bfe58706b
|
Generalize "path" variables for resolvers
|
2022-10-14 19:49:06 +02:00 |
|
robcaulk
|
b236e362ba
|
Merge remote-tracking branch 'origin/develop' into add-metric-tracker
|
2022-10-14 19:00:49 +02:00 |
|
Matthias
|
fda3a2827b
|
add list-freqAI models command
|
2022-10-14 16:20:49 +00:00 |
|
Matthias
|
4a8cb3359b
|
Fix broken tests
|
2022-10-14 16:07:49 +00:00 |
|
Matthias
|
9d4ba767c4
|
Update usages of search_all_objects
|
2022-10-14 14:50:52 +00:00 |
|
Matthias
|
1d8d360a12
|
update _search_all_objects functioning
|
2022-10-14 14:32:30 +00:00 |
|
Emre
|
7f05b44376
|
Add eval set to CatboostClassifier
|
2022-10-13 23:01:09 +03:00 |
|
Wagner Costa Santos
|
02fc59d473
|
Merge branch 'develop' into backtest_live_models
|
2022-10-13 15:52:19 -03:00 |
|
Wagner Costa Santos
|
6919f3aa75
|
Backtest live models - fix utc date convert issue
|
2022-10-13 15:03:27 -03:00 |
|
Matthias
|
f019471051
|
Don't round prices if no custom prices have been used
closes #7573
|
2022-10-13 19:51:42 +02:00 |
|
Wagner Costa Santos
|
93fe2b6446
|
Merge branch 'develop' into backtest_live_models
|
2022-10-13 11:22:58 -03:00 |
|
Matthias
|
2045780810
|
Reinstate default of 1000% for roi
closes #7583
|
2022-10-13 11:58:32 +00:00 |
|
Matthias
|
e3ca740704
|
Merge pull request #7558 from wizrds/feat/queue-per-client-ws
Refactor broadcasting in Message Websocket
|
2022-10-13 09:52:29 +02:00 |
|
Matthias
|
75f1a123eb
|
Move "tickers_needed" check to pairlistmanager to cover all pairlists
|
2022-10-13 06:58:17 +00:00 |
|
Matthias
|
39c27cfc37
|
Don't fail if fetchTickers is not availlable
|
2022-10-13 06:58:02 +00:00 |
|
Matthias
|
a6f6a17393
|
Type fetch_ticker
|
2022-10-11 21:42:48 +02:00 |
|
Matthias
|
52e9528361
|
Improve ticker type
|
2022-10-11 19:33:07 +00:00 |
|
Matthias
|
35f3f988d4
|
Improve price handling in priceFilter
|
2022-10-11 19:33:05 +00:00 |
|
Matthias
|
afaca2167c
|
use Type Alias for Ticker result to improve keyerror resiliancy
|
2022-10-11 19:33:02 +00:00 |
|
robcaulk
|
1e31be562e
|
remove whitespace
|
2022-10-11 21:05:42 +02:00 |
|
robcaulk
|
dba1b573bc
|
remove tensorboard dir from other pred models
|
2022-10-11 19:49:24 +02:00 |
|
robcaulk
|
5b5bb8aab5
|
catboost tensorboard bugfix
|
2022-10-11 19:05:46 +02:00 |
|
Timothy Pogue
|
eb8c89fe31
|
move send delay to relay
|
2022-10-10 23:32:10 -06:00 |
|
Timothy Pogue
|
5ada5eb540
|
fix error message, update exception import
|
2022-10-10 23:30:43 -06:00 |
|
Matthias
|
28f0a35e73
|
Merge pull request #7549 from froggleston/discord_sendmsg
Add support for dp.send_msg() to webhooks
|
2022-10-11 06:35:29 +02:00 |
|
Robert Caulk
|
2e34aa9f04
|
Merge pull request #7544 from th0rntwig/prediction-shape
Remove constant labels from prediction
|
2022-10-10 21:24:25 +02:00 |
|
Robert Caulk
|
7bcb7d9a1a
|
Merge pull request #7554 from initrv/add-catboost-tensorboard
Add tensorboard for catboost
|
2022-10-10 21:03:45 +02:00 |
|
Wagner Costa Santos
|
88418d524a
|
Merge branch 'develop' into backtest_live_models
|
2022-10-10 15:14:59 -03:00 |
|
Wagner Costa Santos
|
3081e73f8a
|
Merge branch 'develop' into backtest_live_models
|
2022-10-10 14:53:45 -03:00 |
|
Matthias
|
ee0d90d1aa
|
Automatically create freqai models directory
|
2022-10-10 18:04:54 +02:00 |
|
Matthias
|
002a46c5a0
|
Fix typo in docstring
|
2022-10-10 14:16:37 +00:00 |
|
silur
|
2ad086dd7a
|
add XGBoost random forest predictors to freqai
|
2022-10-10 14:38:43 +02:00 |
|
Matthias
|
eaae9c9e03
|
Update docstring format
|
2022-10-10 12:19:29 +00:00 |
|
Matthias
|
60de192d47
|
Update Classifier docstrings
|
2022-10-10 12:13:41 +00:00 |
|
Matthias
|
d3b2b2972e
|
Update pairlist docstring to be less missleading
|
2022-10-10 12:01:39 +00:00 |
|
Timothy Pogue
|
db8cf6c957
|
disable ping interval in client
|
2022-10-09 18:51:52 -06:00 |
|
Timothy Pogue
|
71bbffd10a
|
update ws channel send to add data to queue
|
2022-10-09 18:49:04 -06:00 |
|
Timothy Pogue
|
2c76dd9e39
|
change wait timeout to 30 seconds to better support reverse proxies
|
2022-10-09 15:23:56 -06:00 |
|
Timothy Pogue
|
2f64a08623
|
set channel queue maxsize to 32
|
2022-10-09 15:11:58 -06:00 |
|
Timothy Pogue
|
3e8d8fd1b0
|
refactor broadcasting to a queue per client
|
2022-10-09 15:04:52 -06:00 |
|
robcaulk
|
a4aa1b972c
|
isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality
|
2022-10-09 21:11:37 +02:00 |
|
robcaulk
|
76b33359a9
|
add an optional metric tracker to collect train timings, inference timings, and cpu load data
|
2022-10-09 20:22:42 +02:00 |
|
Matthias
|
a10b2d003f
|
Add freqai timeframe validation (incl. test)
closes #7543
|
2022-10-09 14:40:25 +02:00 |
|
Matthias
|
4623c3ec1d
|
Improve test resiliance
|
2022-10-09 10:55:38 +02:00 |
|
Matthias
|
db1132bebd
|
ensure required_candle_call_count is always set
closes #7552
|
2022-10-09 09:29:37 +02:00 |
|
Matthias
|
8e3a4eca41
|
Remove unused type:ignore
|
2022-10-09 09:15:11 +02:00 |
|
th0rntwig
|
4daf0000c7
|
Move check and add log warning
|
2022-10-08 16:15:48 +02:00 |
|
robcaulk
|
8d7adfabe9
|
clean RL tests to avoid dir pollution and increase speed
|
2022-10-08 12:10:38 +02:00 |
|
Matthias
|
9454fb8f7b
|
Fix discord message sending
|
2022-10-07 20:59:49 +02:00 |
|
Matthias
|
df5ae66252
|
Refactor webhook method
|
2022-10-07 20:52:52 +02:00 |
|
Matthias
|
fb2f2d9a39
|
Allow webhook message setting directly
|
2022-10-07 20:44:47 +02:00 |
|
Emre
|
e337d4b78a
|
Reset dataframe index after slice
|
2022-10-07 20:00:05 +02:00 |
|
froggleston
|
8fcb80df69
|
Add support for dp.send_msg() to webhooks
|
2022-10-07 16:06:30 +01:00 |
|
Matthias
|
d42fb15608
|
Improve generic exception handler
|
2022-10-07 16:05:41 +02:00 |
|
Matthias
|
a5bf34587a
|
Improve fiat-convert behavior in case of coingecko outage
|
2022-10-07 15:46:31 +02:00 |
|
Matthias
|
fab6b2f105
|
Align datetime import in fiat_convert
|
2022-10-07 15:23:32 +02:00 |
|
Matthias
|
6e179c7699
|
Only store tick refresh time if we cache
|
2022-10-06 19:35:38 +02:00 |
|
th0rntwig
|
a9d5e04a43
|
Remove constant labels from prediction
|
2022-10-06 19:26:33 +02:00 |
|
initrv
|
86c781798a
|
Add сatboost train_dir for tensorboard
|
2022-10-06 19:59:35 +03:00 |
|
Matthias
|
7c702dd106
|
Add cache eviction
|
2022-10-06 14:51:52 +00:00 |
|
Matthias
|
92a1d58df8
|
Evict cache if we didn't get new candles for X hours
|
2022-10-06 14:51:52 +00:00 |
|
Matthias
|
cea017e79f
|
Age out old candles
|
2022-10-06 14:51:52 +00:00 |
|
Matthias
|
b7f26e4f96
|
Update some formatting issues
|
2022-10-06 14:51:52 +00:00 |
|
Matthias
|
02e238a944
|
Combine ohlcv data in exchange class for live mode
|
2022-10-06 14:51:52 +00:00 |
|
Matthias
|
edb942f662
|
Add typing import to sampleStrategy
|
2022-10-06 06:30:38 +02:00 |
|
robcaulk
|
488739424d
|
fix reward inconsistency in template
|
2022-10-05 20:55:50 +02:00 |
|
robcaulk
|
936ca24482
|
separate RL install from general FAI install, update docs
|
2022-10-05 15:58:54 +02:00 |
|
robcaulk
|
9c73411ac2
|
Merge remote-tracking branch 'origin/develop' into dev-merge-rl
|
2022-10-05 15:21:45 +02:00 |
|
Marek Cieplucha
|
4df533feb0
|
Add missing comma
|
2022-10-04 21:16:30 +02:00 |
|
Marek Cieplucha
|
5019300d5c
|
Fix for #7534 in bot
|
2022-10-04 20:28:47 +02:00 |
|
Marek Cieplucha
|
3264d7b890
|
Fix for #7534 in backtesting
|
2022-10-04 20:27:13 +02:00 |
|
Matthias
|
c1d8ade2fa
|
Improve supported exchange check by supporting exchange aliases
|
2022-10-04 19:28:57 +02:00 |
|
Matthias
|
68db0bc647
|
move check_exchange to exchange package
|
2022-10-04 18:25:23 +02:00 |
|
Matthias
|
a6296be2f5
|
Update market_change datatype
|
2022-10-04 10:27:04 +00:00 |
|
Matthias
|
eb8eebe492
|
Reset open_order_id after trade cancel
Part of #7526
|
2022-10-04 10:08:58 +00:00 |
|
Matthias
|
016e438468
|
Calculate market-change in hyperopt
closes #7532
|
2022-10-04 08:37:07 +00:00 |
|
Matthias
|
bc6729f724
|
Improve readability of "now_is_time_to_refresh"
|
2022-10-04 06:56:10 +02:00 |
|
Matthias
|
7f475e37d7
|
refactor refresh_latest_ohlcv
|
2022-10-04 06:56:06 +02:00 |
|
Matthias
|
4c83552f3b
|
Merge pull request #7506 from freqtrade/cancel_partial_sell
Support cancellation partially filled exit orders
|
2022-10-03 19:36:51 +02:00 |
|
robcaulk
|
292d72d593
|
automatically handle model_save_type for user
|
2022-10-03 18:42:20 +02:00 |
|
Matthias
|
ca22d857b7
|
Improve handling of trades that fail to cancel as they are closed
|
2022-10-03 18:09:53 +02:00 |
|
Robert Caulk
|
3585742b43
|
remove trailing whitespace
|
2022-10-03 17:28:45 +02:00 |
|
Robert Caulk
|
265795824b
|
make default type for close_price and date_pred np.nan
|
2022-10-03 11:58:22 +02:00 |
|
Robert Caulk
|
6ecd92de4a
|
Allow updating without changing identifier
|
2022-10-03 09:55:57 +02:00 |
|
robcaulk
|
b70f18f4c3
|
add close price and date to historic_predictions
|
2022-10-02 18:33:39 +02:00 |
|
Matthias
|
d0b8c8b1a0
|
improve invalid canceled order response handling
|
2022-10-02 08:45:41 +02:00 |
|
Matthias
|
a5bc75b48c
|
Merge branch 'develop' into cancel_partial_sell
|
2022-10-02 08:38:18 +02:00 |
|
Matthias
|
9bb061073d
|
Improve tests
|
2022-10-02 08:36:34 +02:00 |
|
Matthias
|
2c94ed2e59
|
Decrease message throughput
fixes memory leak by queue raising indefinitely
|
2022-10-01 21:23:33 +02:00 |
|
robcaulk
|
cf882fa84e
|
fix tests
|
2022-10-01 20:26:41 +02:00 |
|
robcaulk
|
048cb95bd6
|
Merge remote-tracking branch 'origin/develop' into dev-merge-rl
|
2022-10-01 17:48:47 +02:00 |
|
Robert Caulk
|
3e34f10e3d
|
Merge pull request #7508 from aemr3/fix-pca-errors
Fix feature list match for PCA
|
2022-10-01 16:50:29 +02:00 |
|
robcaulk
|
f4c6b99d63
|
remove commented lines
|
2022-10-01 14:23:15 +02:00 |
|
robcaulk
|
cd514cf15d
|
fix inlier metric in backtesting
|
2022-10-01 14:18:46 +02:00 |
|
robcaulk
|
f2b875483f
|
ensure raw features match when PCA is employed
|
2022-10-01 13:14:59 +02:00 |
|
robcaulk
|
51556e08c3
|
Merge branch 'develop' into pr/th0rntwig/7495
|
2022-10-01 12:45:08 +02:00 |
|
Matthias
|
8f8b5cc28e
|
Disable log spam from analyze_df in webhook/discord
|
2022-10-01 09:35:21 +02:00 |
|
Matthias
|
201bbbcee6
|
Okx formatting
|
2022-10-01 09:32:16 +02:00 |
|
Matthias
|
a96aa568bf
|
Add binance futures mode checks
closes #7505
|
2022-10-01 09:23:41 +02:00 |
|
Matthias
|
545d652352
|
Update okx exception wording
|
2022-10-01 09:02:05 +02:00 |
|
Emre
|
cdc01a0781
|
Fix feature list match for pca
|
2022-09-30 15:22:05 -07:00 |
|
Matthias
|
47ef99f588
|
Simplify interface to notify_exit_cancel
|
2022-09-30 17:18:27 +02:00 |
|
Matthias
|
819488c906
|
Improve exit message wording
|
2022-09-30 17:04:34 +02:00 |
|
Matthias
|
c946d30596
|
Add partial cancel message
|
2022-09-30 16:24:16 +02:00 |
|
Matthias
|
649879192b
|
Implement partial sell
|
2022-09-30 16:24:16 +02:00 |
|
Matthias
|
bd664580fb
|
Don't unnecessarily reset order_id
|
2022-09-30 15:43:23 +02:00 |
|
Matthias
|
cc06c60fd8
|
Fix pandas deprecation warnings from freqAI
|
2022-09-30 15:43:23 +02:00 |
|
Matthias
|
f6a0d677d2
|
Remove pointless notification assignment
|
2022-09-30 09:34:00 +02:00 |
|
Matthias
|
7dd984e25e
|
Simplify cancel_entry
|
2022-09-30 09:34:00 +02:00 |
|
Matthias
|
2d2ff2fff6
|
remove unnecessary assignments and comments
|
2022-09-30 09:34:00 +02:00 |
|
Matthias
|
2ce265bed3
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Merge pull request #7473 from freqtrade/feat/producerpairlist
Producerpairlist
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2022-09-30 06:54:15 +02:00 |
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robcaulk
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be48131185
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make shuffle false in constants
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2022-09-30 00:33:08 +02:00 |
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Matthias
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578da343dc
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Merge pull request #7491 from freqtrade/partial_close_leverage
Partial close leverage
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2022-09-29 19:42:16 +02:00 |
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Matthias
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00965d8c06
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Default to assume stored data only contains complete candles
closes #7468
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2022-09-29 19:18:52 +02:00 |
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Robert Caulk
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6e74d46660
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Ensure 1 thread available
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2022-09-29 14:02:00 +02:00 |
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Robert Caulk
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7ef56e3029
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Ensure at least 1 thread is available
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2022-09-29 14:01:22 +02:00 |
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Robert Caulk
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555cc42630
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Ensure 1 thread is available (for testing purposes)
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2022-09-29 14:00:09 +02:00 |
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Matthias
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388a572cb3
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Version bump develop version
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2022-09-29 07:17:38 +02:00 |
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Matthias
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ac229b7a42
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Reduce message consumer verbosity
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2022-09-29 07:10:00 +02:00 |
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Wagner Costa Santos
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6845a5c6ea
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backtest_live_models - refactoring after PR review
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2022-09-29 01:48:38 -03:00 |
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Matthias
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4e920e9c53
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Reduce verbosity of sending-message
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2022-09-29 06:41:16 +02:00 |
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Robert Caulk
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dcf6ebe273
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Update BaseReinforcementLearningModel.py
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2022-09-29 00:37:03 +02:00 |
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robcaulk
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83343dc2f1
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control number of threads, update doc
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2022-09-29 00:10:18 +02:00 |
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th0rntwig
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683b084323
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Set train-test-split shuffle=False as default and remove stratification
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2022-09-28 18:23:56 +02:00 |
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Wagner Costa Santos
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df0927cdee
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Merge branch 'develop' into backtest_live_models
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2022-09-28 08:49:15 -03:00 |
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Wagner Costa Santos
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55ebbeec18
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backtest_live models tests refactoring
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2022-09-28 08:48:32 -03:00 |
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Matthias
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fb3d408338
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Respect max_open_trades when forceentering
closes #7489
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2022-09-28 09:32:07 +00:00 |
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Matthias
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7c84edbc23
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Avoid online call when asking for /status.
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2022-09-28 07:21:52 +02:00 |
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Timothy Pogue
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099137adac
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remove hasattr calls
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2022-09-27 22:35:15 -06:00 |
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Timothy Pogue
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9e36b0d2ea
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fix formatting
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2022-09-27 22:02:33 -06:00 |
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Timothy Pogue
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caa47a2f47
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close subproc env on shutdown
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2022-09-28 03:06:05 +00:00 |
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Matthias
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42cecb83f2
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Disable base64 loading via API
closes severe RCE vulnerability reported privately.
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2022-09-27 20:37:16 +02:00 |
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Matthias
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30a5bb08dd
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partial exits should account for leverage
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2022-09-27 19:53:55 +02:00 |
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Matthias
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6c491ee02e
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Update missed changes to plot_feature_importance
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2022-09-27 18:17:49 +02:00 |
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Wagner Costa Santos
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3c002ff752
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Merge branch 'develop' into backtest_live_models
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2022-09-27 10:27:47 -03:00 |
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Wagner Costa Santos
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0be115de9c
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backtest_live_models - added new tests and refactoring
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2022-09-27 10:26:57 -03:00 |
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Matthias
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24c1d84982
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Fix lineending
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2022-09-27 09:26:52 +00:00 |
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Matthias
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8c2e473ee5
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Fix test warning
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2022-09-27 08:53:29 +00:00 |
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Matthias
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43e847ff2f
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Update to pandas 1.5.0 syntax, avoiding warnings
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2022-09-27 08:02:51 +00:00 |
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Matthias
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bc007ce038
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Update binance leverage tiers
closes #7485
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2022-09-27 07:14:55 +02:00 |
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Wagner Costa Santos
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72aa47fc51
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backtest_live_models - fix issue with timerange BT and 2 trainings within same candle (no data)
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2022-09-27 00:14:12 -03:00 |
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Wagner Costa Santos
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14b96aaa38
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backtesting live models - fix ci issues
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2022-09-26 19:52:59 -03:00 |
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Wagner Costa Santos
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290afd9699
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backtest_live_models - fix typo
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2022-09-26 19:21:53 -03:00 |
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Wagner Costa Santos
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0318ca9f12
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backtest_live_models - fix typo
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2022-09-26 19:08:25 -03:00 |
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Wagner Costa Santos
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22bef71d5d
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backtest_live_models - add function comments and tests
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2022-09-26 19:01:24 -03:00 |
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Wagner Costa Santos
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182d9e5426
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Merge branch 'develop' into backtest_live_models
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2022-09-26 17:23:44 -03:00 |
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Matthias
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ba8c714698
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Require kwargs on ohlcv_load
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2022-09-26 20:33:49 +02:00 |
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Matthias
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cf5267a4d3
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Merge pull request #7481 from chusri/develop
✏️ fixed typo from StaticPairlist to StaticPairList
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2022-09-26 18:11:56 +02:00 |
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Matthias
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8e0811d9de
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Call cleanup explicitly
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2022-09-26 09:35:21 +00:00 |
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Matthias
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cde1d1c2b3
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Merge pull request #7474 from wizrds/bugfix-emc
Fix bug in API Server WebSocket
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2022-09-26 10:45:44 +02:00 |
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Matthias
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a1a62681bf
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add fixes for random test failures
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2022-09-26 08:11:00 +00:00 |
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Thaweesak Chusri
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c4784c6695
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✏️ fixed typo from StaticPairlist to StaticPairList
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2022-09-26 11:05:27 +08:00 |
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Wagner Costa Santos
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ec947ad65c
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remove commented code - backtest_live_models
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2022-09-25 23:47:27 -03:00 |
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Wagner Costa Santos
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5880f7a638
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backtest_live_models - params validation and get timerange from live models in BT
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2022-09-25 23:14:00 -03:00 |
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Wagner Costa Santos
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f3f3917da3
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Merge branch 'develop' into backtest_live_models
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2022-09-25 20:05:26 -03:00 |
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Timothy Pogue
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e54ed5b10e
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fix runtime error: dict changed size during iteration
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2022-09-25 15:05:56 -06:00 |
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robcaulk
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48e89e68b9
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fix typos
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2022-09-25 20:22:19 +02:00 |
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Matthias
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af59572cb9
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prior pairlists should go first
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2022-09-25 19:32:39 +02:00 |
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Wagner Costa Santos
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0ed7b2bfc3
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change start_backtesting to handle backtest_live_models
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2022-09-25 10:35:55 -03:00 |
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robcaulk
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873d2a5069
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no model save backtest, plot features backtest, ensure inlier plays nice, doc
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2022-09-25 11:18:10 +02:00 |
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Matthias
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bd106b4b8e
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Add tests for Producerpairlist
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2022-09-25 10:13:00 +02:00 |
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Matthias
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1bb45a2650
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Fix crash due to insufficient check
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2022-09-25 09:47:57 +02:00 |
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Matthias
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30d51b6939
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Move "pairlist" logging to manager
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2022-09-25 09:43:39 +02:00 |
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Matthias
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527fd36134
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num_assets should be optional
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2022-09-25 09:38:20 +02:00 |
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Matthias
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4940fa7be3
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Add Producer Pairlist
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2022-09-25 09:29:22 +02:00 |
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Matthias
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0c810868de
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Add Dataprovider to pairlist
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2022-09-25 09:22:21 +02:00 |
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Matthias
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f4fac53a13
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Merge pull request #7458 from xmatthias/dataformat/feather
new Dataformats feather and Parquet
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2022-09-25 09:00:22 +02:00 |
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Wagner Costa Santos
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7f116db95e
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added generic function to get timerange from existent models
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2022-09-24 13:01:53 -03:00 |
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Wagner Costa Santos
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d9c16d4888
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Merge branch 'develop' into backtest_live_models
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2022-09-24 12:30:55 -03:00 |
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Wagner Costa Santos
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3ee7eb63f7
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starting backtest live models
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2022-09-24 12:28:52 -03:00 |
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