robcaulk
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1e41c773a0
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fix outlier protection
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2022-08-28 12:11:29 +02:00 |
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th0rntwig
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71f7d68783
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Fixed mypy error
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2022-08-27 12:44:55 +02:00 |
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elintornquist
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86c5ac44e4
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Add outlier percentage check
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2022-08-26 23:05:07 +02:00 |
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elintornquist
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b2d664c63c
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Change MinPts calculation
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2022-08-26 18:57:27 +02:00 |
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th0rntwig
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5ce1c69803
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Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
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2022-08-22 19:57:20 +02:00 |
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robcaulk
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96d8882f1e
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Plug mem leak, add training timer
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2022-08-22 13:30:30 +02:00 |
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longyu
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cfa5b3f12c
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add new line
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2022-08-19 12:39:08 +02:00 |
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longyu
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277245c69d
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remove line
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2022-08-19 12:39:00 +02:00 |
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longyu
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f70b0bab80
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remove line
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2022-08-17 23:49:20 +02:00 |
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longyu
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9c38c27eed
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ignore sample itself distance for avg_mean_dist computation
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2022-08-17 15:09:57 +02:00 |
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longyu
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72c34291e3
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newline
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2022-08-17 15:09:10 +02:00 |
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robcaulk
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4c0fda400f
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fix input shape warning for LGBMClassifier, add sample_weights/eval_weights
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2022-08-16 11:41:53 +02:00 |
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Matthias
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c7e1719215
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Fix interface import sorting
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2022-08-15 06:53:02 +02:00 |
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robcaulk
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006b11e5d5
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fix leftover bug in indicator population
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2022-08-14 21:42:55 +02:00 |
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robcaulk
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8961b8d560
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merge in inference timer and historic predictions handling improvements.
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2022-08-14 20:31:15 +02:00 |
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robcaulk
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ad846cdb76
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fix lock bug, update docstring
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2022-08-14 20:24:29 +02:00 |
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Matthias
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464d99808f
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Update doc table formatting
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2022-08-14 18:22:01 +02:00 |
|
Matthias
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a29402ddde
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Rename and move analysis_lock to data_kitchen
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2022-08-14 17:23:14 +02:00 |
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Matthias
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3a9ec76c91
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Move "freqai.lock" to backend to simplify user interface
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2022-08-14 17:19:50 +02:00 |
|
Robert Caulk
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c9c128f781
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finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy
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2022-08-14 02:49:01 +02:00 |
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robcaulk
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58de20af0f
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make BaseClassifierModel. Add predict_proba to lightgbm
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2022-08-13 20:07:31 +02:00 |
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robcaulk
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31be707cc8
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clean up code, add docstrings
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
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3e38c1b0bd
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take dynamic sized tail off historic_predictions as return dataframe to strategy.
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2022-08-13 19:40:24 +02:00 |
|
robcaulk
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7d448fd4ac
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allow fit_live_predictions access to current pair
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2022-08-13 19:40:24 +02:00 |
|
robcaulk
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1f192be43b
|
avoid denormalizing labels twice
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2022-08-13 19:40:24 +02:00 |
|
robcaulk
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b1b76a2dbe
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debug classifier with predict proba
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2022-08-13 19:40:24 +02:00 |
|
robcaulk
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23cc21ce59
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add predict_proba to base classifier, improve historic predictions handling
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2022-08-13 19:40:24 +02:00 |
|
robcaulk
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fb4b73ce89
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ensure dates are saved
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2022-08-12 12:03:44 +02:00 |
|
robcaulk
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2cae3c42e6
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remove trade database analyzer, clean up a bit
|
2022-08-10 17:43:06 +02:00 |
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robcaulk
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5a16d5a512
|
Deactivate database analyzer if user does not use sqlite
|
2022-08-09 16:36:22 +02:00 |
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robcaulk
|
e7de812948
|
Allow user to user pair_dict for persistent storage of custom data
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2022-08-09 16:03:10 +02:00 |
|
robcaulk
|
aef086b02e
|
Improved dict typing, timeframe parser, collect dates associated with training data points
|
2022-08-09 15:30:25 +02:00 |
|
Matthias
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77b3b8a134
|
Use main exchange instead of creating a separate instance.
|
2022-08-08 18:34:11 +00:00 |
|
robcaulk
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ea64f43e52
|
bring back auto DF resizing for okx
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2022-08-08 01:13:13 +02:00 |
|
robcaulk
|
eb8bde37c1
|
Add lightgbm classifier, add classifier check test, fix classifier bug.
|
2022-08-06 17:51:21 +02:00 |
|
Matthias
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47a30047eb
|
Fix typo
|
2022-08-06 15:03:10 +02:00 |
|
Matthias
|
b16f57cb0d
|
Minor stylistic fixes
|
2022-08-06 14:55:46 +02:00 |
|
Robert Caulk
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c172ce1011
|
improve flexibility of user defined prediction dataframe
|
2022-08-06 13:51:19 +02:00 |
|
Robert Caulk
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07763d0d4f
|
add classifier, improve model naming scheme
|
2022-08-06 08:33:55 +02:00 |
|
Robert Caulk
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ce8fbbf743
|
ensure loading historical df matches frequi indices
|
2022-08-06 07:25:59 +02:00 |
|
robcaulk
|
60d782e5c5
|
remove unnecessary function
|
2022-08-05 21:31:32 +02:00 |
|
robcaulk
|
a42a060ab5
|
fix DB once and for all. Make DBSCAN more efficient and robust.
|
2022-08-05 21:29:03 +02:00 |
|
Robert Caulk
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a3799c4d5d
|
start frequi with historical data if available
|
2022-08-05 18:27:47 +02:00 |
|
robcaulk
|
29b7b014e5
|
fix bug in DB path initialization
|
2022-08-05 18:19:26 +02:00 |
|
robcaulk
|
db1d367941
|
fix bug associated to fit_live_predictions_candles
|
2022-08-05 13:46:20 +02:00 |
|
robcaulk
|
05ec5c5e54
|
generalize database url path for any db type
|
2022-08-05 12:19:29 +02:00 |
|
Robert Caulk
|
51a6b4289f
|
improve DBSCAN performance for subsequent trainings
|
2022-08-04 17:41:58 +02:00 |
|
Robert Caulk
|
fe1b8515a8
|
fix bug in DBSCAN, update doc
|
2022-08-04 17:00:59 +02:00 |
|
robcaulk
|
29225e4baf
|
add DBSCAN outlier detection feature, add supporting documentation
|
2022-08-04 12:15:16 +02:00 |
|
robcaulk
|
eae82d0222
|
fix bug with database url during backtesting. comment out example trade db analysis.
|
2022-08-03 16:17:57 +02:00 |
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