robcaulk
|
214c622475
|
move dataframe converter to converter.py
|
2022-11-12 10:38:25 +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 |
|
Wagner Costa Santos
|
6559384286
|
Merge branch 'develop' into backtest_live_models
|
2022-11-07 15:14:10 -03:00 |
|
Emre
|
43bdd34964
|
Optimize reduce_dataframe_footprint function
|
2022-11-05 19:13:02 +03:00 |
|
robcaulk
|
53df607067
|
avoid duplicating features with okx/gateio, ensure inference timer gets logged
|
2022-11-05 15:42:19 +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
|
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
|
05b309caf2
|
ensure colon replaced for cached attach
|
2022-11-03 21:17:48 +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 |
|
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 |
|
robcaulk
|
66d8ed6c0b
|
Merge remote-tracking branch 'origin/develop' into reduce-indicator-population
|
2022-10-31 09:42:01 +01:00 |
|
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
|
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 |
|
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
|
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 |
|
th0rntwig
|
49ff51f11f
|
Change storage loc and fix test fail
|
2022-10-23 16:24:02 +02:00 |
|
Wagner Costa Santos
|
6606a0113f
|
refactoring - remove unnecessary config file
|
2022-10-20 14:53:25 -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 |
|
th0rntwig
|
033c5bd441
|
Make check constant pred labels agnostic
|
2022-10-18 12:55:47 +02:00 |
|
th0rntwig
|
20fc521771
|
Fix constant PCA
|
2022-10-15 23:30:12 +02:00 |
|
Wagner Costa Santos
|
93fe2b6446
|
Merge branch 'develop' into backtest_live_models
|
2022-10-13 11:22:58 -03:00 |
|
robcaulk
|
1e31be562e
|
remove whitespace
|
2022-10-11 21:05:42 +02:00 |
|
robcaulk
|
5b5bb8aab5
|
catboost tensorboard bugfix
|
2022-10-11 19:05:46 +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
|
3081e73f8a
|
Merge branch 'develop' into backtest_live_models
|
2022-10-10 14:53:45 -03:00 |
|
Matthias
|
eaae9c9e03
|
Update docstring format
|
2022-10-10 12:19:29 +00:00 |
|
robcaulk
|
a4aa1b972c
|
isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality
|
2022-10-09 21:11:37 +02:00 |
|
th0rntwig
|
4daf0000c7
|
Move check and add log warning
|
2022-10-08 16:15:48 +02:00 |
|
th0rntwig
|
a9d5e04a43
|
Remove constant labels from prediction
|
2022-10-06 19:26:33 +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 |
|