robcaulk
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ea64f43e52
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bring back auto DF resizing for okx
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2022-08-08 01:13:13 +02:00 |
|
robcaulk
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67c722c9c8
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fix asyncio bug
|
2022-08-07 14:48:39 +02:00 |
|
robcaulk
|
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 |
|
Matthias
|
47a30047eb
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Fix typo
|
2022-08-06 15:03:10 +02:00 |
|
Matthias
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b16f57cb0d
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Minor stylistic fixes
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2022-08-06 14:55:46 +02:00 |
|
Robert Caulk
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c172ce1011
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improve flexibility of user defined prediction dataframe
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2022-08-06 13:51:19 +02:00 |
|
Robert Caulk
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07763d0d4f
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add classifier, improve model naming scheme
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2022-08-06 08:33:55 +02:00 |
|
Robert Caulk
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ce8fbbf743
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ensure loading historical df matches frequi indices
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2022-08-06 07:25:59 +02:00 |
|
robcaulk
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60d782e5c5
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remove unnecessary function
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2022-08-05 21:31:32 +02:00 |
|
robcaulk
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a42a060ab5
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fix DB once and for all. Make DBSCAN more efficient and robust.
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2022-08-05 21:29:03 +02:00 |
|
Robert Caulk
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a3799c4d5d
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start frequi with historical data if available
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2022-08-05 18:27:47 +02:00 |
|
robcaulk
|
29b7b014e5
|
fix bug in DB path initialization
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2022-08-05 18:19:26 +02:00 |
|
robcaulk
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db1d367941
|
fix bug associated to fit_live_predictions_candles
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2022-08-05 13:46:20 +02:00 |
|
robcaulk
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26de992d20
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ensure user sets startup candles in backtesting mode
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2022-08-05 12:23:14 +02:00 |
|
robcaulk
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05ec5c5e54
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generalize database url path for any db type
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2022-08-05 12:19:29 +02:00 |
|
Robert Caulk
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51a6b4289f
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improve DBSCAN performance for subsequent trainings
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2022-08-04 17:41:58 +02:00 |
|
Robert Caulk
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fe1b8515a8
|
fix bug in DBSCAN, update doc
|
2022-08-04 17:00:59 +02:00 |
|
robcaulk
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29225e4baf
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add DBSCAN outlier detection feature, add supporting documentation
|
2022-08-04 12:15:16 +02:00 |
|
robcaulk
|
eae82d0222
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fix bug with database url during backtesting. comment out example trade db analysis.
|
2022-08-03 16:17:57 +02:00 |
|
robcaulk
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95d3009a95
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give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality
|
2022-08-02 20:14:02 +02:00 |
|
robcaulk
|
3013282dbf
|
remove non-catboost stuff from schema
|
2022-08-01 05:39:38 +02:00 |
|
robcaulk
|
946d4c7cfc
|
fix trailing whitespace for flake8
|
2022-07-31 18:39:46 +02:00 |
|
robcaulk
|
4e68626bcb
|
ensure convolutional window is prepended for frequi consistency
|
2022-07-31 17:51:19 +02:00 |
|
robcaulk
|
d830105605
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*BREAKING CHANGE* remove unnecessary arguments from populate_any_indicators(), accommodate tests
|
2022-07-31 17:05:29 +02:00 |
|
robcaulk
|
153336d424
|
move corr_pairlist expansion to after expand_pairlist()
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2022-07-31 15:45:28 +02:00 |
|
Matthias
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659870312d
|
Use JSON Schema validation for freaAI schema validation
|
2022-07-31 15:23:27 +02:00 |
|
robcaulk
|
dd8288c090
|
expose full parameter set for SVM outlier detection. Set default shuffle to false to improve reproducibility
|
2022-07-30 13:40:05 +02:00 |
|
robcaulk
|
f22b140782
|
fix backtesting bug, undo move of label stat calc, fix example strat exit logic
|
2022-07-29 17:27:35 +02:00 |
|
robcaulk
|
08d3ac7ef8
|
add keras and conv_width to schema and documentation
|
2022-07-29 08:49:35 +02:00 |
|
robcaulk
|
59624181bd
|
isort BaseRegressionModel imports
|
2022-07-29 08:23:44 +02:00 |
|
robcaulk
|
c84d54b35e
|
Fix typing issue, avoid using .get() when unnecessary, convert to fstrings
|
2022-07-29 08:12:50 +02:00 |
|
Matthias
|
efbd83c56d
|
Small type and typo fixes in freqai_interface
|
2022-07-28 07:24:30 +02:00 |
|
Matthias
|
a2a0d35a24
|
Update missing typehints
|
2022-07-28 07:07:40 +02:00 |
|
Matthias
|
3273881282
|
Merge branch 'develop' into feat/freqai
|
2022-07-28 06:36:38 +02:00 |
|
Matthias
|
cc3ead9d7b
|
Set required_profit for stoploss guard, allowing to ignore small stoplosses.
closes #7076
|
2022-07-27 19:52:39 +02:00 |
|
Matthias
|
f31106dc61
|
Minor comment fixes
|
2022-07-27 07:27:24 +02:00 |
|
Matthias
|
bc760b7eb2
|
Simplify small segment in datadrawer
|
2022-07-26 19:41:49 +02:00 |
|
robcaulk
|
324e54c015
|
fix possible memory leak associated with Catboost Pool object
|
2022-07-26 17:29:29 +02:00 |
|
robcaulk
|
3f149c4067
|
fix return type in BaseTensorFlowModel
|
2022-07-26 16:01:54 +02:00 |
|
robcaulk
|
ad25a4cb56
|
reduce number of pair_dict lookups, remove coin_first
|
2022-07-26 15:58:40 +02:00 |
|
robcaulk
|
fb4e8430cd
|
isort auto import sorting
|
2022-07-26 10:51:39 +02:00 |
|
robcaulk
|
e213d0ad55
|
isolate data_drawer functions from data_kitchen, accommodate tests, add new test
|
2022-07-26 10:24:14 +02:00 |
|
robcaulk
|
56b17e6f3c
|
allow user to pass test_size = 0 and avoid using eval sets in prediction models
|
2022-07-25 19:40:13 +02:00 |
|
Matthias
|
4c68bec171
|
Fix problem in is_cancel_order_result_suitable
fixes #7119
|
2022-07-25 17:47:52 +02:00 |
|
Robert Caulk
|
897f18a8c8
|
ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods
|
2022-07-25 15:07:09 +02:00 |
|
Robert Caulk
|
7b105532d1
|
fix mypy error and add test for principal component analysis
|
2022-07-25 11:46:59 +02:00 |
|
Robert Caulk
|
c9d46a5237
|
finish bringing follow_mode up to date
|
2022-07-25 09:24:40 +02:00 |
|
Robert Caulk
|
ab587747fb
|
first fix for follower path bug
|
2022-07-24 23:32:24 +02:00 |
|
Matthias
|
520ee3f7a1
|
Convert freqAI into packages
|
2022-07-24 17:07:45 +02:00 |
|
Matthias
|
1885deb632
|
More docstring changes
|
2022-07-24 16:54:39 +02:00 |
|