Commit Graph
100 Commits
Author SHA1 Message Date
robcaulk 0d67afe15b allow less precision, ensure regex is catching the right chars 2022-10-05 14:38:50 +02:00
robcaulk 4edb30bfa8 isort 2022-10-05 14:11:19 +02:00
robcaulk 0e0bda8f13 improve freqai tests 2022-10-05 14:08:03 +02:00
Robert Caulk a1a598dcab Merge pull request #7519 from freqtrade/dependabot/pip/develop/catboost-1.1
Bump catboost from 1.0.6 to 1.1
2022-10-04 21:08:11 +02:00
Robert Caulk 3585742b43 remove trailing whitespace 2022-10-03 17:28:45 +02:00
Robert Caulk 74277c7eff Merge pull request #7511 from th0rntwig/improve-freqai-docs
Fix typos and correct/improve descriptions
2022-10-03 14:48:03 +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
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
Robert Caulk 84b822dbf1 Merge pull request #7495 from th0rntwig/train-test-shuffle
Set train-test-split parameters shuffle=False as default and remove stratification
2022-10-01 14:52:14 +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
robcaulk be48131185 make shuffle false in constants 2022-09-30 00:33:08 +02:00
robcaulk 38aca8e908 fix failing svm test 2022-09-30 00:22:31 +02:00
robcaulk f5535e780c change wording, switch FreqAI word format 2022-09-25 21:18:51 +02:00
robcaulk 117e510e61 Merge branch 'develop' into improve-freqai-docs 2022-09-25 20:53:36 +02:00
Robert Caulk 8051235171 Merge pull request #7465 from freqtrade/aggregate-fixes-fai
Aggregate recent feature requests
2022-09-25 20:43:23 +02:00
robcaulk 48e89e68b9 fix typos 2022-09-25 20:22:19 +02:00
Robert Caulk 0e7ec182a3 Merge pull request #7466 from th0rntwig/improve-freqai-docs
Revise FreqAI multipage docs structure
2022-09-25 17:51:58 +02:00
robcaulk 677c5719bf improve inlier-metric figure 2022-09-25 15:22:08 +02:00
robcaulk 873d2a5069 no model save backtest, plot features backtest, ensure inlier plays nice, doc 2022-09-25 11:18:10 +02:00
robcaulk b7c60e810a improve class diagram 2022-09-22 21:32:12 +02:00
Robert Caulk 3e1e530aca Merge branch 'develop' into improve-freqai-docs 2022-09-22 15:58:27 +02:00
robcaulk b5fd11f91b protect against unforeseen issues in scanning thread 2022-09-19 21:18:31 +02:00
robcaulk 42c75b4a7b combine log messages 2022-09-19 19:16:32 +02:00
Robert Caulk 9b66297cc0 Fix append 2022-09-19 12:47:20 +02:00
Robert Caulk 995396c775 Add useful log info 2022-09-19 11:42:56 +02:00
Robert Caulk ad652817ef Ensure train ordering after restart
Ensure lowest timestamps get trained first after restart
2022-09-19 11:11:23 +02:00
Robert Caulk f9460c80c2 Merge pull request #7434 from freqtrade/improve-train-queue
improve train queue system in FreqAI
2022-09-19 10:55:53 +02:00
robcaulk 470d5d8405 ensure full new pairlist is in the queue 2022-09-18 17:08:07 +02:00
robcaulk eaa43337d2 improve train queue system, ensure crash resilience in train queue. 2022-09-18 17:00:55 +02:00
robcaulk 95457d23ca escape freqai-specific characters from file naming 2022-09-18 13:59:30 +02:00
robcaulk 188f75d8ec set model in models dict 2022-09-18 12:50:44 +02:00
Robert Caulk bdeb2f9c6a Merge branch 'develop' into add-plot-feature-importance 2022-09-18 00:02:46 +02:00
robcaulk 1ef875901a maintian user privacy by keeping plotly offline 2022-09-18 00:01:42 +02:00
robcaulk 68f7a31504 ensure continued operation despite not being able to plot 2022-09-18 00:00:14 +02:00
robcaulk 2c23effbf2 allow plot to plot multitargets, add test 2022-09-17 19:17:44 +02:00
Robert Caulk 26441820a9 Merge pull request #7390 from aemr3/add-xgboostclassifier
Add XGBoostClassifier
2022-09-12 23:38:04 +02:00
robcaulk ede282392f add a developers guide 2022-09-11 17:50:50 +02:00
robcaulk 68a900a9b7 reorganize freqai docs for easier reading, add detailed file structure description 2022-09-11 17:29:14 +02:00
robcaulk d598f4334e add search share button to website 2022-09-11 13:28:14 +02:00
Robert Caulk 075748b21a Merge pull request #7392 from freqtrade/improve_ai_tests
Improve freqai tests by utilizing parametrization
2022-09-10 22:37:21 +02:00
robcaulk 5a0cfee27e allow user to multithread jobs (advanced users only) 2022-09-10 22:16:49 +02:00
Robert Caulk 73e122ad10 Merge pull request #7391 from wagnercosta/fixBTfreqaiV2
Fix FreaqAI backtesting - startup_candle_count bug
2022-09-10 21:53:00 +02:00
Robert Caulk 2077f84f9b Merge pull request #7363 from wagnercosta/fixHyperoptFreqai
Fix hyperopt - freqai
2022-09-10 17:02:01 +02:00
Robert Caulk 4a47c63f71 Merge pull request #7374 from th0rntwig/filter-constant-features 2022-09-10 16:58:58 +02:00
robcaulk 10b6aebc5f enable continual learning and evaluation sets on multioutput models. 2022-09-10 16:54:13 +02:00
robcaulk 05581db4e3 ensure columns are only dropped in training 2022-09-09 20:37:21 +02:00
robcaulk c13bec26d1 add freqaimodel to hyperopt command 2022-09-09 19:41:28 +02:00
robcaulk a826c0eb83 ensure signatures match, reduce verbosity 2022-09-09 19:30:53 +02:00
robcaulk c5d9180758 isort 2022-09-08 22:35:52 +02:00
robcaulk bc7295579f improve docs, make example strat hyperoptable 2022-09-08 22:22:50 +02:00
robcaulk e51d352777 ensure pca is handling same DF as inlier 2022-09-07 19:11:54 +02:00
robcaulk 4c9ac6b7c0 add kwargs, reduce duplicated code 2022-09-07 18:58:55 +02:00
robcaulk ea7bdac9ed ensure inlier metric can be combined with other cleaning methods 2022-09-07 18:45:16 +02:00
Robert Caulk d7585161b2 Merge branch 'develop' into add-inlier-metric 2022-09-06 20:40:21 +02:00
robcaulk 97077ba18a add continual learning to catboost and friends 2022-09-06 20:30:46 +02:00
robcaulk d44296783e isort datakitchen 2022-09-06 20:10:12 +02:00
robcaulk e83c9b276d fix whitespace 2022-09-06 19:56:52 +02:00
robcaulk 4b28d0495f fix timestamping, move imports, add words to doc 2022-09-06 19:46:58 +02:00
robcaulk 1ea703d527 remove download-data command 2022-09-05 22:20:38 +02:00
robcaulk 689b193240 improve clarity on data download requirements 2022-09-05 20:57:42 +02:00
robcaulk c8a9ac900c fix broken CI 2022-09-05 00:52:26 +02:00
robcaulk 78d01810ed reduce code redundancy, ensure live always gets the latest data 2022-09-05 00:12:00 +02:00
Robert Caulk 956ea43e55 Merge pull request #7340 from wizrds/sigint-freqai
Support SIGINT in FreqAI
2022-09-04 16:43:36 +02:00
robcaulk ec76214d02 backup historical predictions pickle and load the backup in case of corruption 2022-09-04 15:56:07 +02:00
Robert Caulk 8545d74378 Merge pull request #7331 from th0rntwig/pca
Normalise PCA space
2022-09-03 21:49:54 +02:00
robcaulk 5cfb4154eb revert all changes in normalize_data() 2022-09-03 19:48:30 +02:00
Robert Caulk 63514b0443 Merge pull request #7325 from wagnercosta/develop
Improve Freqai backtesting performance
2022-09-03 19:28:04 +02:00
robcaulk c21808ff98 remove metadata redundancy, fix pca bug 2022-09-03 16:54:30 +02:00
robcaulk fa8d5b9834 add documentation for noise_standard_deviation` 2022-09-03 16:05:18 +02:00
robcaulk c9be66b5b6 increase test coverage for dk, improve function naming, extra cleaning 2022-09-03 15:52:29 +02:00
robcaulk 599c1c79fb reorganized backtest utilities, test new functionality, improve/update doc 2022-09-03 14:00:01 +02:00
robcaulk 7e8e29e42d use continuous value for inlier_metric 2022-08-30 20:41:37 +02:00
robcaulk 0b8482360f add documentation for inlier metric 2022-08-30 20:32:49 +02:00
robcaulk 7f52908e87 ensure the lost points are prepended for FreqUI 2022-08-30 18:55:58 +02:00
robcaulk a58dd0bbf9 add noise feature, improve docstrings 2022-08-30 18:26:24 +02:00
robcaulk b11742a4c5 integrate inlier metric function 2022-08-30 18:26:24 +02:00
robcaulk 62c0a174c8 allow users to properly reverse train-test data ordering 2022-08-29 11:04:58 +02:00
Robert Caulk 39a739eadb Merge pull request #7296 from th0rntwig/dbscan
Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests
2022-08-28 14:37:47 +02:00
robcaulk a44a235b56 isort imports in tests/freqai 2022-08-28 13:47:01 +02:00
robcaulk 6634229cc1 appease the flake8 gods 2022-08-28 13:21:29 +02:00
robcaulk fcb5d1cb5a remove debugging flag 2022-08-28 13:01:39 +02:00
robcaulk dd628eb525 add tests for outlier detection and removal functions 2022-08-28 12:56:39 +02:00
robcaulk 1e41c773a0 fix outlier protection 2022-08-28 12:11:29 +02:00
robcaulk 22b42e91f3 add new parameter to freqai doc 2022-08-28 11:53:24 +02:00
robcaulk bb3523f383 download data homogeneously across timeframes 2022-08-26 18:51:42 +02:00
robcaulk e7261cf515 add freqai utils.py file 2022-08-26 15:30:28 +02:00
robcaulk 65b552e310 make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection 2022-08-26 15:30:01 +02:00
robcaulk 4b7e640f31 reduce code duplication, optimize auto data download per tf 2022-08-26 13:56:44 +02:00
robcaulk ac42c0153d deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting. 2022-08-22 18:19:07 +02:00
robcaulk 96d8882f1e Plug mem leak, add training timer 2022-08-22 13:30:30 +02:00
robcaulk 64b0834437 add credit in docstring 2022-08-20 17:04:38 +02:00
robcaulk 90c03178b1 provide user directions, clean up strategy, remove unnecessary code. 2022-08-20 17:02:18 +02:00
robcaulk 88d6a7fbff additional edits 2022-08-19 22:23:26 +02:00
robcaulk 88dd9920ea sort imports for isort 2022-08-17 16:38:09 +02:00
robcaulk 5155afb4e7 clean up code remnants 2022-08-17 15:22:48 +02:00