robcaulk
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e694ea1cfd
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make sure backtesting gets the populated indicators with slimmed down user strat
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2022-07-21 12:48:09 +02:00 |
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robcaulk
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8f86b0deaa
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*breaking change* simplify user strat by consolidating feature loops into backend
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2022-07-21 12:24:22 +02:00 |
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robcaulk
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e7337728bf
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add separator in folder name just incase an asset ends in an integer
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2022-07-21 11:25:28 +02:00 |
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robcaulk
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921a7ef216
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add requirements-freqai.txt to builds
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2022-07-20 15:51:25 +02:00 |
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robcaulk
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d43c146676
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add more tests for datakitchen functionalities, add regression tests for freqai_interface train/backtest
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2022-07-20 12:56:46 +02:00 |
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robcaulk
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ef409dd345
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Add ground work for TensorFlow models, add protections from common mistakes
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2022-07-12 18:09:17 +02:00 |
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Robert Caulk
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8ce6b18318
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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.
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2022-07-11 22:01:48 +02:00 |
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Robert Caulk
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607455919e
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Change config parameter names to improve clarity and consistency throughout the code (!!breaking change, please check discord support channel for migration instructions or review templates/FreqaiExampleStrategy.py config_examples/config_freqai_futures.example.json file changes!!)
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2022-07-10 12:35:44 +02:00 |
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robcaulk
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d9acdc9767
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remove excess, increase no model warning clarity
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2022-07-06 18:20:21 +02:00 |
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robcaulk
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4cac67fd66
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Catch infrequent issue associated with grabbing first candle
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2022-07-05 12:43:33 +02:00 |
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robcaulk
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bd3a6ba2fe
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update backtesting to handle new output framework
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2022-07-03 17:34:44 +02:00 |
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robcaulk
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ffb39a5029
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black formatting on freqai files
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2022-07-03 10:59:38 +02:00 |
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robcaulk
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106131ff0f
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Rehaul organization of return values
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2022-07-02 18:09:38 +02:00 |
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robcaulk
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93e1410ed9
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first step toward cleaning output and enabling multimodel training per pair
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2022-07-01 14:00:30 +02:00 |
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robcaulk
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6c7d02cb18
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expose nu in the SVM outlier detection via svm_nu in config
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2022-06-28 15:12:25 +02:00 |
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robcaulk
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7dfbd432d1
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fix config saving bug, assign priorities to pairs in scanning, sleep the scanning loop to reduce CPU usage
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2022-06-27 11:35:33 +02:00 |
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robcaulk
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68bafa9517
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archive config to the model folder, filter out features before returning dataframe to strategy (to alleviate frequi issues)`
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2022-06-26 23:03:48 +02:00 |
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robcaulk
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b35c64b6c0
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fix bug in backtest, typo in example strat
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2022-06-19 16:41:09 +02:00 |
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robcaulk
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3599d18ff6
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fix bug in follow_mode, thanks @blood4rc
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2022-06-18 12:05:28 +02:00 |
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robcaulk
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6da7a98857
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add docstrings to new functions, remove superceded code
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2022-06-17 16:16:23 +02:00 |
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robcaulk
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f631ae911b
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add model expiration feature, fix bug in DI return values
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2022-06-17 14:55:40 +02:00 |
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robcaulk
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0b0688a91e
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ensure scanning purges models
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2022-06-16 16:12:38 +02:00 |
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robcaulk
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c5de0c49e4
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first functional scanning commit
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2022-06-16 00:24:18 +02:00 |
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robcaulk
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4d472a0ea1
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merging datarehaul into scanning branch
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2022-06-16 00:22:49 +02:00 |
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robcaulk
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66800c7a45
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ensure newest candles are always appended
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2022-06-07 20:24:23 +02:00 |
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robcaulk
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15d049cffe
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detect if upper tf candles are new or not, append if so. Correct the epoch for candle update check
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2022-06-07 19:49:20 +02:00 |
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robcaulk
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4b26b6aaec
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add lock to any historic data access
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2022-06-07 00:54:18 +02:00 |
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robcaulk
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d6b8801f41
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fix follower bug
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2022-06-05 04:40:58 +02:00 |
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robcaulk
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16b4a5b71f
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rehaul of backend data management - increasing performance by holding history in memory, reducing load on the ratelimit by only pinging exchange once per candle. Improve code readability.
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2022-06-03 15:19:46 +02:00 |
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robcaulk
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ace951bf7e
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another queue bug fix for fresh starts
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2022-06-02 13:28:06 +02:00 |
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robcaulk
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833d25bda0
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Save data after queue reorg
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2022-06-01 08:05:38 +02:00 |
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robcaulk
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0b0dd8dd80
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Force high priority pair to be trained before anything else.
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2022-06-01 07:55:05 +02:00 |
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robcaulk
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7523ed825e
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automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now).
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2022-05-31 18:42:27 +02:00 |
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robcaulk
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9b3b08a2bb
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let follower purge old model files
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2022-05-31 15:37:38 +02:00 |
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robcaulk
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bac4ced382
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Ensure follower predictions are persistent and uniquely stored
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2022-05-31 14:35:04 +02:00 |
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robcaulk
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70adf55643
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Automatically detect and change follower data_path to accommodate remote systems
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2022-05-31 12:35:09 +02:00 |
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robcaulk
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0306f5ca13
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Add autopurge feature so that FreqAI cleans up after itself when it no longer needs old models on disk
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2022-05-31 11:58:21 +02:00 |
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robcaulk
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45f4f0f603
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ensure follower sends back null arrays in case leader hasnt created a model file yet
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2022-05-31 01:48:48 +02:00 |
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robcaulk
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606f18e5c1
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Add follow_mode feature so that secondary bots can be launched with the same identifier and load models trained by the leader
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2022-05-30 21:35:48 +02:00 |
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robcaulk
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5b4c649d43
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detect variable sized dataframes coming from strat, adjust our stored/returned data accordingly
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2022-05-30 13:55:46 +02:00 |
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robcaulk
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e229902381
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fix bug in previous commit
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2022-05-30 12:48:22 +02:00 |
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robcaulk
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a20651efd8
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Increase performance by only predicting on most recent candle instead of full strat provided dataframe. Collect predictions and store them so that we can feed true predictions back to strategy (so that frequi isnt updating historic predictions based on newly trained models).
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2022-05-30 11:37:05 +02:00 |
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robcaulk
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d59eac3321
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revert a79032b
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2022-05-29 21:33:38 +02:00 |
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robcaulk
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a79032bf75
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fixing bug in training queue
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2022-05-29 20:19:32 +02:00 |
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robcaulk
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3f72263278
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allow pairs deeper in the queue to get trained if the higher priority pairs dont need training
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2022-05-29 20:02:43 +02:00 |
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robcaulk
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cc6cae47ec
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allow pairs deeper in the queue to get trained if the higher priority pairs dont need training
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2022-05-29 19:49:43 +02:00 |
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robcaulk
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4eb4753e20
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allow subdaily retraining for backtesting
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2022-05-29 17:44:35 +02:00 |
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robcaulk
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ce365eb9e3
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improve example strat so that it has dynamic buy and sell logic according to original prediction
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2022-05-29 14:45:46 +02:00 |
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robcaulk
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4eb29c8810
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Dont reset pair priority if it doesnt successfully train
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2022-05-28 18:34:26 +02:00 |
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robcaulk
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83dd453723
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catch errors occuring on background thread, and make sure to keep the ball rolling. Improve pair retraining queue.
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2022-05-28 18:26:19 +02:00 |
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