Matthias
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3918f4abbd
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Simplify strategy interface by removing explicit self.freqai_info assignment
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2022-08-13 09:27:56 +02:00 |
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robcaulk
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e7de812948
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Allow user to user pair_dict for persistent storage of custom data
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2022-08-09 16:03:10 +02:00 |
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robcaulk
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eb8bde37c1
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Add lightgbm classifier, add classifier check test, fix classifier bug.
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2022-08-06 17:51:21 +02:00 |
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robcaulk
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3013282dbf
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remove non-catboost stuff from schema
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2022-08-01 05:39:38 +02:00 |
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robcaulk
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d830105605
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*BREAKING CHANGE* remove unnecessary arguments from populate_any_indicators(), accommodate tests
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2022-07-31 17:05:29 +02:00 |
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robcaulk
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f22b140782
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fix backtesting bug, undo move of label stat calc, fix example strat exit logic
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2022-07-29 17:27:35 +02:00 |
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Matthias
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70b7a254af
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Update some areas to use default docstring formatting
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2022-07-24 16:51:48 +02:00 |
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Matthias
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81c1aa3c13
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Update imports in freqAI sample strategies
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2022-07-23 17:08:05 +02:00 |
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Matthias
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8a3cffcd1b
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Remove remaining CustomModel references
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2022-07-23 17:08:05 +02:00 |
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Matthias
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8fa6e8b4ba
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Remove freqAI model bridge in favor of self.freqai
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2022-07-23 17:08:05 +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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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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4ff0ef7359
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fix bug returning multiple targets for training
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2022-07-03 12:15:59 +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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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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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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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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Matthias
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75a248cf42
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Fstring freqAI sample strategy, remove duplicate features
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2022-06-11 19:56:37 +02:00 |
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robcaulk
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eb47c74096
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merge datarehaul into main freqai branch
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2022-06-10 20:26:19 +02:00 |
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robcaulk
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f8f25e36ef
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update example config/strat
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2022-06-07 19:54:45 +02:00 |
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Robert Caulk
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3c2e314ee5
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Fix bugs
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2022-06-06 16:26:07 -06:00 |
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Robert Caulk
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e6c5e737a2
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Fix other bugs
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2022-06-06 16:24:32 -06:00 |
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Robert Caulk
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bf19055e53
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Update function spelling
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2022-06-06 15:56:12 -06:00 |
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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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Robert Caulk
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7d41542f93
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process_only_new_candles in examplestrat should be True, thanks @Bloodhunter4rc
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2022-06-02 07:24:08 -06:00 |
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robcaulk
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fea39254d9
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fix custom_exit (thanks @paranoidandy)
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2022-06-02 14:58:45 +02:00 |
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robcaulk
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b37c31cc21
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fix ta-lib issue with simultaneous method access
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2022-06-02 14:37:40 +02:00 |
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robcaulk
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4ac6ef2972
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make defining period intervals more user friendly and flexible
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2022-06-02 13:45:29 +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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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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0aa7162055
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ensure the prediction is reset in the pair_dict after any trade exit, not just custom_exit
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2022-05-29 16:36:46 +02:00 |
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robcaulk
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fe36b08fce
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fix key error in example strat
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2022-05-29 16:26:34 +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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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 |
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robcaulk
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31ae2b3060
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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 |
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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 |
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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 |
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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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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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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
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2022-05-15 17:42:15 +02:00 |
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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 |
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robcaulk
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99f7e44c30
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flake8 passing, use pathlib in lieu of os.path to accommodate windows/mac OS
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2022-05-15 17:38:58 +02:00 |
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robcaulk
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fc837c4daa
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add freqao backend machinery, user interface, documentation
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2022-05-15 17:38:58 +02:00 |
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