robcaulk
|
c080571b7a
|
help futures go dry/live with auto download feature
|
2022-05-27 12:23:32 +02:00 |
|
robcaulk
|
8a501831d6
|
fix the error logic on previous commit
|
2022-05-27 01:15:55 +02:00 |
|
robcaulk
|
23c30dbc10
|
add error for user trying to backtest with backtest_period<1
|
2022-05-27 00:43:52 +02:00 |
|
robcaulk
|
6193205012
|
fix bug for target_mean/std array merging in backtesting
|
2022-05-26 21:07:50 +02:00 |
|
robcaulk
|
b79d4e8876
|
Allow user to go live and start from pretrained models (after a completed backtest) by simply reusing the identifier config parameter while dry/live.
|
2022-05-25 14:40:32 +02:00 |
|
robcaulk
|
7486d9d9e2
|
proper validation of freqai config parameters
|
2022-05-25 12:37:25 +02:00 |
|
robcaulk
|
7ff3258607
|
remove assertions, log error if user has not assigned freqai in config, fix stratify bug
|
2022-05-25 11:43:45 +02:00 |
|
robcaulk
|
35bed842cb
|
cleanup, add clarity to comments and docstrings
|
2022-05-25 11:31:03 +02:00 |
|
robcaulk
|
58b5abbaa6
|
improve multithreaded training queue system
|
2022-05-24 15:28:38 +02:00 |
|
robcaulk
|
31ae2b3060
|
alleviate FutureWarning in sklearn about ensuring svm model features are passed with identical order
|
2022-05-24 14:46:16 +02:00 |
|
robcaulk
|
255d35976e
|
add priority metadata to pairs to avoid a sync of train time + train period
|
2022-05-24 12:58:53 +02:00 |
|
robcaulk
|
059c285425
|
paying closer attention to managing live retraining on separate thread without affecting prediction of other coins on master thread
|
2022-05-24 12:01:01 +02:00 |
|
robcaulk
|
b0d2d13eb1
|
improve data persistence/mapping for live/dry. This accommodates quick reloads after crash and handles multi-pair cleanly
|
2022-05-23 21:05:05 +02:00 |
|
robcaulk
|
e1c068ca66
|
add config asserts, use .get method with default values for optional functionality, move data_cleaning_* to freqai_interface (away from user custom pred model) since it is controlled by config params.
|
2022-05-23 12:07:09 +02:00 |
|
robcaulk
|
ee3cdd0ffe
|
more cleanup
|
2022-05-23 09:55:58 +02:00 |
|
robcaulk
|
3587bd82e1
|
cleanup superceded code
|
2022-05-23 00:10:36 +02:00 |
|
robcaulk
|
af0cc21af9
|
Enable hourly/minute retraining in live/dry. Suppress catboost folder output. Update config + constants + docs to reflect updates.
|
2022-05-23 00:06:26 +02:00 |
|
robcaulk
|
42d95af829
|
Aggregated commit. Adding support vector machine for outlier detection, improve user interface to dry/live, better standardization, fix various other bugs
|
2022-05-22 17:51:49 +02:00 |
|
robcaulk
|
c5ecf94177
|
move live retraining to separate thread.
|
2022-05-19 21:15:58 +02:00 |
|
robcaulk
|
1fae6c9ef7
|
keep model accessible in memory to avoid loading objects from disk during live/dry
|
2022-05-19 19:27:38 +02:00 |
|
robcaulk
|
89eacf2f47
|
Retrain model if FreqAI found a pretrained model but user strategy is not passing the expected features (user has changed the features in the strategy but has passed a the same config[freqai][identifier]). Logger warning output to user.
|
2022-05-19 17:15:50 +02:00 |
|
Matthias
|
c81b960791
|
Fix some typos
|
2022-05-17 19:58:36 +02:00 |
|
robcaulk
|
db66b82f6f
|
accept open-ended timeranges from user
|
2022-05-17 19:50:06 +02:00 |
|
robcaulk
|
d1d451c27e
|
auto populate features based on a prepended % in the strategy (remove feature assignment from config). Update doc/constants/example strategy to reflect change
|
2022-05-17 18:15:03 +02:00 |
|
robcaulk
|
8664e8f9a3
|
create a prediction_models folder where basic prediction models can live (similar to optimize/hyperopt-loss. Update resolver/docs/and gitignore to accommodate change
|
2022-05-17 17:13:38 +02:00 |
|
robcaulk
|
80dcd88abf
|
allow user to run config from anywhere on their system
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
a8022c104a
|
give beta testers more information in the doc
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
9b3e5faebe
|
create more flexible whitelist, avoid duplicating whitelist features into corr_pairlist, update docs
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
22bd5556ed
|
add self-retraining functionality for live/dry
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
178c2014b0
|
appease mypy
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
f653ace24b
|
another attempt at fixing datalength bug
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
b08c0888bb
|
add USERPATH_FREQAIMODELS, remove return values from @abstract methods
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
b03c7b514d
|
optional style for interfacing freqai with backtesting
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
3020218096
|
fix bug on backtest timerange
|
2022-05-15 17:41:34 +02:00 |
|
robcaulk
|
00ff0c9b91
|
ensure user defined timerange truncates final backtest so that we arent mismatching data lengths upon return to strategy. Rename DataHandler class to FreqaiDataKitchen
|
2022-05-15 17:41:34 +02:00 |
|
robcaulk
|
def71a0afe
|
auto build full_timerange and self manage training_timerange
|
2022-05-15 17:41:34 +02:00 |
|
robcaulk
|
764f9449b4
|
fix logger, debug some flake8 appeasements
|
2022-05-15 17:41:34 +02:00 |
|
robcaulk
|
29c2d1d189
|
use logger in favor of print
|
2022-05-15 17:38:58 +02:00 |
|
robcaulk
|
99f7e44c30
|
flake8 passing, use pathlib in lieu of os.path to accommodate windows/mac OS
|
2022-05-15 17:38:58 +02:00 |
|
robcaulk
|
630d201546
|
remove trained_stake
|
2022-05-15 17:38:58 +02:00 |
|
robcaulk
|
b40f8f88ac
|
cleaning and bug fixing
|
2022-05-15 17:38:58 +02:00 |
|
robcaulk
|
fc837c4daa
|
add freqao backend machinery, user interface, documentation
|
2022-05-15 17:38:58 +02:00 |
|