robcaulk
|
e71a8b8ac1
|
add ability to integrate state info or not, and prevent state info integration during backtesting
|
2022-11-12 18:46:48 +01:00 |
Wagner Costa Santos
|
27fa9f1f4e
|
backtest saved dataframe from live
|
2022-11-12 14:37:23 -03:00 |
|
Wagner Costa Santos
|
f9c6c538be
|
Merge branch 'develop' into backtest_fitlivepredictions
|
2022-11-12 09:37:45 -03:00 |
|
robcaulk
|
9c6b97c678
|
ensure normalization acceleration methods are employed in RL
|
2022-11-12 12:01:59 +01:00 |
|
robcaulk
|
6746868ea7
|
store dataprovider to self instead of strategy
|
2022-11-12 11:33:03 +01:00 |
|
robcaulk
|
7a4bb040a5
|
merge develop into feat/freqai-rl-dev
|
2022-11-12 10:54:34 +01:00 |
|
robcaulk
|
214c622475
|
move dataframe converter to converter.py
|
2022-11-12 10:38:25 +01:00 |
|
robcaulk
|
9617d8143d
|
Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai
|
2022-11-12 10:21:38 +01:00 |
Matthias
|
e6172a68d7
|
Merge pull request #7730 from freqtrade/fix-metric-tracker
fix loading of metric tracker from disk
|
2022-11-11 20:01:26 +01:00 |
|
Robert Caulk
|
833578716c
|
Merge pull request #7644 from markdregan/multi-target-classifier
Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
|
2022-11-11 18:48:38 +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 |
|
robcaulk
|
66514e84e4
|
add LightGBMClassifierMultiTarget. add test
|
2022-11-11 17:45:53 +01:00 |
|
robcaulk
|
054133955b
|
fix loading of metric tracker from disk
|
2022-11-11 17:24:09 +01:00 |
|
Matthias
|
0f9c5f8d41
|
Simplify timerange handling
|
2022-11-10 18:28:18 +01:00 |
|
Matthias
|
57313dd961
|
Update some usages of timerange to new, simplified method
|
2022-11-10 18:11:39 +01:00 |
|
Wagner Costa Santos
|
4f0f3e5b64
|
removed unnecessary code
|
2022-11-09 10:07:24 -03:00 |
|
Wagner Costa Santos
|
8ee95db927
|
refactoring backtesting_fit_live_predictions function
|
2022-11-09 09:51:42 -03:00 |
|
Wagner Costa Santos
|
3e57c18ac6
|
add fix_live_predictions function to backtesting
|
2022-11-08 18:20:39 -03:00 |
|
Wagner Costa Santos
|
8d9988a942
|
enforce date column in backtesting freqai predictions files
|
2022-11-08 11:06:23 -03:00 |
|
Wagner Costa Santos
|
9c5ba0732a
|
save predictions with date and merge by date
|
2022-11-08 10:32:18 -03:00 |
|
Matthias
|
884014a4b9
|
Fix some minor typos
|
2022-11-07 18:35:28 +00:00 |
|
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
|
8bdc99a3d6
|
fix self-imposed bug
|
2022-11-04 16:41:38 +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
|
90c5bfb4b5
|
add default conv_width
|
2022-11-03 21:35:12 +01:00 |
|
robcaulk
|
05b309caf2
|
ensure colon replaced for cached attach
|
2022-11-03 21:17:48 +01:00 |
|
robcaulk
|
6938ed6584
|
change default conv_width to 1
|
2022-11-03 21:11:26 +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
|
1a38c10fc6
|
remove old code
|
2022-11-02 19:37:47 +01:00 |
|
robcaulk
|
255eb71270
|
start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df
|
2022-11-02 19:32:22 +01:00 |
|
robcaulk
|
97df232ac6
|
add a warning to __init__ for get_corr_dataframes
|
2022-10-31 18:18:00 +01:00 |
|
robcaulk
|
66d8ed6c0b
|
Merge remote-tracking branch 'origin/develop' into reduce-indicator-population
|
2022-10-31 09:42:01 +01:00 |
|
robcaulk
|
d59a7fa2f9
|
remove analysis_lock and realign example hybrid strat
|
2022-10-30 17:07:33 +01:00 |
|
Matthias
|
391c3f56f7
|
Add typehint to corr_pairlist
|
2022-10-30 13:28:01 +01:00 |
Mark Regan
|
7053f81fa8
|
simplified predict and predict_proba using super(). Added duplicate class label check.
|
2022-10-30 09:48:30 +00:00 |
|
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
|
a2843165e1
|
fix leftovers from merge
|
2022-10-30 10:31:38 +01:00 |
|
robcaulk
|
52e15b2070
|
Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev
|
2022-10-30 10:16:39 +01:00 |
|
robcaulk
|
d1a0874683
|
merge develop into feat/freqai-rl-dev
|
2022-10-30 10:13:03 +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
|
801e91c39e
|
Merge pull request #7618 from wizrds/fix/docker-config-record
Update function in FreqAI interface to record FreqAI config params
|
2022-10-29 08:56:20 +02:00 |
|
Mark Regan
|
6ef82dd8b6
|
minor change to return
|
2022-10-27 12:41:12 +01:00 |
Timothy Pogue
|
b9bf9edb02
|
update rapidjson opts
|
2022-10-25 14:12:13 -06:00 |
|
Mark Regan
|
217add70bd
|
add strat and config for testing on PR
|
2022-10-25 20:07:39 +01:00 |
|
Mark Regan
|
47056eded3
|
multi target classifier working but not for parallel
|
2022-10-25 18:24:27 +01:00 |
|
Matthias
|
1ef38f137d
|
Fix XGBoost regressor "used before assignment"
|
2022-10-25 13:37:04 +02:00 |
|
Timothy Pogue
|
51be45547f
|
remove np object, make default str
|
2022-10-24 12:23:54 -06:00 |
|
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 |
|
robcaulk
|
4d2b7a74f1
|
move record params to utils, use rapidjson
|
2022-10-23 20:51:32 +02:00 |
|
Timothy Pogue
|
07e813dfa0
|
change param record to only get certain params
|
2022-10-23 12:09:07 -06:00 |
th0rntwig
|
49ff51f11f
|
Change storage loc and fix test fail
|
2022-10-23 16:24:02 +02:00 |
|
Timothy Pogue
|
4464e91256
|
use self.identifier in full path
|
2022-10-21 19:53:33 -06:00 |
|
Timothy Pogue
|
5ee3b8cbbb
|
update config recording to use all configs, fix tests
|
2022-10-21 19:48:26 -06:00 |
|
Robert Caulk
|
a85826bf24
|
Merge pull request #7611 from markdregan/backtest_extra_returns
Make extra_returns_per_train data available during backtest
|
2022-10-21 17:13:22 +02:00 |
|
Wagner Costa Santos
|
6606a0113f
|
refactoring - remove unnecessary config file
|
2022-10-20 14:53:25 -03:00 |
|
Wagner Costa Santos
|
589944055e
|
fix typos - live predictions candles
|
2022-10-20 12:15:41 -03:00 |
|
Wagner Costa Santos
|
52b60c5cbb
|
Merge branch 'develop' into backtest_live_models
|
2022-10-20 11:59:37 -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 |
|
Matthias
|
880ddccaa8
|
Merge pull request #7590 from freqtrade/list-models
List models
|
2022-10-17 20:40:41 +02:00 |
|
Matthias
|
441032be25
|
Fix sys.stdout bug for CatboostRegressorMultiTarget
|
2022-10-17 19:48:27 +02:00 |
|
Matthias
|
6cb14148aa
|
Fix random test failure due to catboost bug
https://github.com/catboost/catboost/issues/2195
|
2022-10-17 07:00:44 +02:00 |
|
Matthias
|
23a5a516f9
|
Merge pull request #7557 from freqtrade/add-metric-tracker
Add metric tracker to FreqAI
|
2022-10-16 18:20:07 +02:00 |
|
th0rntwig
|
20fc521771
|
Fix constant PCA
|
2022-10-15 23:30:12 +02:00 |
|
Robert Caulk
|
62ca822597
|
Merge pull request #7569 from Silur/develop
Add XGBoost random forest predictors to freqai
|
2022-10-15 16:09:26 +02:00 |
|
robcaulk
|
3b4402aaab
|
Merge branch 'move-disk-writing-to-ram' into add-metric-tracker
|
2022-10-15 13:52:14 +02:00 |
|
robcaulk
|
99dbba6cad
|
avoid reading from disk to instantiate large objects
|
2022-10-15 13:50:55 +02:00 |
|
robcaulk
|
d81eef0b70
|
add timestamps to each metric, use rapidjson
|
2022-10-15 13:23:01 +02:00 |
|
robcaulk
|
b236e362ba
|
Merge remote-tracking branch 'origin/develop' into add-metric-tracker
|
2022-10-14 19:00:49 +02:00 |
|
Emre
|
7f05b44376
|
Add eval set to CatboostClassifier
|
2022-10-13 23:01:09 +03:00 |
|
Wagner Costa Santos
|
6919f3aa75
|
Backtest live models - fix utc date convert issue
|
2022-10-13 15:03:27 -03:00 |
|
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
|
dba1b573bc
|
remove tensorboard dir from other pred models
|
2022-10-11 19:49:24 +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 |
silur
|
2ad086dd7a
|
add XGBoost random forest predictors to freqai
|
2022-10-10 14:38:43 +02:00 |
|
Matthias
|
eaae9c9e03
|
Update docstring format
|
2022-10-10 12:19:29 +00:00 |
|
Matthias
|
60de192d47
|
Update Classifier docstrings
|
2022-10-10 12:13:41 +00:00 |
|
robcaulk
|
a4aa1b972c
|
isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality
|
2022-10-09 21:11:37 +02:00 |
|
robcaulk
|
76b33359a9
|
add an optional metric tracker to collect train timings, inference timings, and cpu load data
|
2022-10-09 20:22:42 +02:00 |
|
th0rntwig
|
4daf0000c7
|
Move check and add log warning
|
2022-10-08 16:15:48 +02:00 |
|
robcaulk
|
8d7adfabe9
|
clean RL tests to avoid dir pollution and increase speed
|
2022-10-08 12:10:38 +02:00 |
|
Emre
|
e337d4b78a
|
Reset dataframe index after slice
|
2022-10-07 20:00:05 +02:00 |
|
Matthias
|
d42fb15608
|
Improve generic exception handler
|
2022-10-07 16:05:41 +02:00 |
|
th0rntwig
|
a9d5e04a43
|
Remove constant labels from prediction
|
2022-10-06 19:26:33 +02:00 |
initrv
|
86c781798a
|
Add сatboost train_dir for tensorboard
|
2022-10-06 19:59:35 +03:00 |
|
robcaulk
|
488739424d
|
fix reward inconsistency in template
|
2022-10-05 20:55:50 +02:00 |
|
robcaulk
|
936ca24482
|
separate RL install from general FAI install, update docs
|
2022-10-05 15:58:54 +02:00 |
|
robcaulk
|
9c73411ac2
|
Merge remote-tracking branch 'origin/develop' into dev-merge-rl
|
2022-10-05 15:21:45 +02:00 |
|
robcaulk
|
292d72d593
|
automatically handle model_save_type for user
|
2022-10-03 18:42:20 +02:00 |
|
Robert Caulk
|
3585742b43
|
remove trailing whitespace
|
2022-10-03 17:28:45 +02:00 |
|
Robert Caulk
|
265795824b
|
make default type for close_price and date_pred np.nan
|
2022-10-03 11:58:22 +02:00 |
|
Robert Caulk
|
6ecd92de4a
|
Allow updating without changing identifier
|
2022-10-03 09:55:57 +02:00 |
|
robcaulk
|
b70f18f4c3
|
add close price and date to historic_predictions
|
2022-10-02 18:33:39 +02:00 |
|
robcaulk
|
cf882fa84e
|
fix tests
|
2022-10-01 20:26:41 +02:00 |
|
robcaulk
|
048cb95bd6
|
Merge remote-tracking branch 'origin/develop' into dev-merge-rl
|
2022-10-01 17:48:47 +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 |
|
robcaulk
|
51556e08c3
|
Merge branch 'develop' into pr/th0rntwig/7495
|
2022-10-01 12:45:08 +02:00 |
|
Emre
|
cdc01a0781
|
Fix feature list match for pca
|
2022-09-30 15:22:05 -07:00 |
|
Matthias
|
cc06c60fd8
|
Fix pandas deprecation warnings from freqAI
|
2022-09-30 15:43:23 +02:00 |
|
robcaulk
|
be48131185
|
make shuffle false in constants
|
2022-09-30 00:33:08 +02:00 |
|
Robert Caulk
|
6e74d46660
|
Ensure 1 thread available
|
2022-09-29 14:02:00 +02:00 |
|
Robert Caulk
|
7ef56e3029
|
Ensure at least 1 thread is available
|
2022-09-29 14:01:22 +02:00 |
|
Robert Caulk
|
555cc42630
|
Ensure 1 thread is available (for testing purposes)
|
2022-09-29 14:00:09 +02:00 |
|
Wagner Costa Santos
|
6845a5c6ea
|
backtest_live_models - refactoring after PR review
|
2022-09-29 01:48:38 -03:00 |
|
Robert Caulk
|
dcf6ebe273
|
Update BaseReinforcementLearningModel.py
|
2022-09-29 00:37:03 +02:00 |
|
robcaulk
|
83343dc2f1
|
control number of threads, update doc
|
2022-09-29 00:10:18 +02:00 |
|
th0rntwig
|
683b084323
|
Set train-test-split shuffle=False as default and remove stratification
|
2022-09-28 18:23:56 +02:00 |
|
Wagner Costa Santos
|
55ebbeec18
|
backtest_live models tests refactoring
|
2022-09-28 08:48:32 -03:00 |
|
Timothy Pogue
|
099137adac
|
remove hasattr calls
|
2022-09-27 22:35:15 -06:00 |
|
Timothy Pogue
|
9e36b0d2ea
|
fix formatting
|
2022-09-27 22:02:33 -06:00 |
|
Timothy Pogue
|
caa47a2f47
|
close subproc env on shutdown
|
2022-09-28 03:06:05 +00:00 |
|
Wagner Costa Santos
|
0be115de9c
|
backtest_live_models - added new tests and refactoring
|
2022-09-27 10:26:57 -03:00 |
|
Wagner Costa Santos
|
72aa47fc51
|
backtest_live_models - fix issue with timerange BT and 2 trainings within same candle (no data)
|
2022-09-27 00:14:12 -03:00 |
|
Wagner Costa Santos
|
14b96aaa38
|
backtesting live models - fix ci issues
|
2022-09-26 19:52:59 -03:00 |
|
Wagner Costa Santos
|
290afd9699
|
backtest_live_models - fix typo
|
2022-09-26 19:21:53 -03:00 |
|
Wagner Costa Santos
|
0318ca9f12
|
backtest_live_models - fix typo
|
2022-09-26 19:08:25 -03:00 |
|
Wagner Costa Santos
|
22bef71d5d
|
backtest_live_models - add function comments and tests
|
2022-09-26 19:01:24 -03:00 |
|
Wagner Costa Santos
|
ec947ad65c
|
remove commented code - backtest_live_models
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2022-09-25 23:47:27 -03:00 |
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Wagner Costa Santos
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5880f7a638
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backtest_live_models - params validation and get timerange from live models in BT
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2022-09-25 23:14:00 -03:00 |
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Wagner Costa Santos
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f3f3917da3
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Merge branch 'develop' into backtest_live_models
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2022-09-25 20:05:26 -03:00 |
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robcaulk
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48e89e68b9
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fix typos
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2022-09-25 20:22:19 +02:00 |
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Wagner Costa Santos
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0ed7b2bfc3
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change start_backtesting to handle backtest_live_models
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2022-09-25 10:35:55 -03:00 |