robcaulk
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e71a8b8ac1
|
add ability to integrate state info or not, and prevent state info integration during backtesting
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2022-11-12 18:46:48 +01:00 |
|
Wagner Costa Santos
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27fa9f1f4e
|
backtest saved dataframe from live
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2022-11-12 14:37:23 -03:00 |
|
Wagner Costa Santos
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f9c6c538be
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Merge branch 'develop' into backtest_fitlivepredictions
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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
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2022-11-12 11:33:03 +01:00 |
|
robcaulk
|
7a4bb040a5
|
merge develop into feat/freqai-rl-dev
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2022-11-12 10:54:34 +01:00 |
|
robcaulk
|
214c622475
|
move dataframe converter to converter.py
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2022-11-12 10:38:25 +01:00 |
|
robcaulk
|
9617d8143d
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Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai
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2022-11-12 10:21:38 +01:00 |
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Matthias
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e6172a68d7
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Merge pull request #7730 from freqtrade/fix-metric-tracker
fix loading of metric tracker from disk
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2022-11-11 20:01:26 +01:00 |
|
Robert Caulk
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833578716c
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Merge pull request #7644 from markdregan/multi-target-classifier
Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
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2022-11-11 18:48:38 +01:00 |
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robcaulk
|
790ff2a84b
|
merge develop into add-single-prec
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2022-11-11 18:08:51 +01:00 |
|
robcaulk
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e46a57bbd0
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move mem logs to debug
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2022-11-11 18:05:32 +01:00 |
|
robcaulk
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66514e84e4
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add LightGBMClassifierMultiTarget. add test
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2022-11-11 17:45:53 +01:00 |
|
robcaulk
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054133955b
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fix loading of metric tracker from disk
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2022-11-11 17:24:09 +01:00 |
|
Matthias
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0f9c5f8d41
|
Simplify timerange handling
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2022-11-10 18:28:18 +01:00 |
|
Matthias
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57313dd961
|
Update some usages of timerange to new, simplified method
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2022-11-10 18:11:39 +01:00 |
|
Wagner Costa Santos
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4f0f3e5b64
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removed unnecessary code
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2022-11-09 10:07:24 -03:00 |
|
Wagner Costa Santos
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8ee95db927
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refactoring backtesting_fit_live_predictions function
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2022-11-09 09:51:42 -03:00 |
|
Wagner Costa Santos
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3e57c18ac6
|
add fix_live_predictions function to backtesting
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2022-11-08 18:20:39 -03:00 |
|
Wagner Costa Santos
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8d9988a942
|
enforce date column in backtesting freqai predictions files
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2022-11-08 11:06:23 -03:00 |
|
Wagner Costa Santos
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9c5ba0732a
|
save predictions with date and merge by date
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2022-11-08 10:32:18 -03:00 |
|
Matthias
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884014a4b9
|
Fix some minor typos
|
2022-11-07 18:35:28 +00:00 |
|
Wagner Costa Santos
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6559384286
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Merge branch 'develop' into backtest_live_models
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2022-11-07 15:14:10 -03:00 |
|
Emre
|
43bdd34964
|
Optimize reduce_dataframe_footprint function
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2022-11-05 19:13:02 +03:00 |
|
robcaulk
|
53df607067
|
avoid duplicating features with okx/gateio, ensure inference timer gets logged
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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
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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()
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2022-11-04 16:10:46 +01:00 |
|
Wagner Costa Santos
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8008c63319
|
Merge branch 'develop' into backtest_live_models
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2022-11-04 09:09:39 -03:00 |
|
Wagner Costa Santos
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a7acfb7ab7
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fix dict key error
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2022-11-04 09:02:28 -03:00 |
|
robcaulk
|
90c5bfb4b5
|
add default conv_width
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2022-11-03 21:35:12 +01:00 |
|
robcaulk
|
05b309caf2
|
ensure colon replaced for cached attach
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2022-11-03 21:17:48 +01:00 |
|
robcaulk
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6938ed6584
|
change default conv_width to 1
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2022-11-03 21:11:26 +01:00 |
|
robcaulk
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444a068481
|
merge develop into track-current-candle
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2022-11-03 21:09:08 +01:00 |
|
robcaulk
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db942321ad
|
fix bug with lightgbm and colons
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2022-11-03 21:03:48 +01:00 |
|
robcaulk
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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
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2022-11-03 18:49:39 +01:00 |
|
Wagner Costa Santos
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17798b3397
|
Merge branch 'develop' into backtest_live_models
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2022-11-03 13:29:25 -03:00 |
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Wagner Costa Santos
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356d79b38a
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verify mean and std exists in model metadata
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2022-11-03 13:27:56 -03:00 |
|
robcaulk
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ce92731132
|
ensure backwards compatitibility
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2022-11-02 20:20:35 +01:00 |
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Wagner Costa Santos
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23b6915dde
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fix issue with different backtesting prediction size
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2022-11-02 15:49:51 -03:00 |
|
robcaulk
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1a38c10fc6
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remove old code
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2022-11-02 19:37:47 +01:00 |
|
robcaulk
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255eb71270
|
start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df
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2022-11-02 19:32:22 +01:00 |
|
robcaulk
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97df232ac6
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add a warning to __init__ for get_corr_dataframes
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2022-10-31 18:18:00 +01:00 |
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robcaulk
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66d8ed6c0b
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Merge remote-tracking branch 'origin/develop' into reduce-indicator-population
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2022-10-31 09:42:01 +01:00 |
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robcaulk
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d59a7fa2f9
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remove analysis_lock and realign example hybrid strat
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2022-10-30 17:07:33 +01:00 |
|
Matthias
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391c3f56f7
|
Add typehint to corr_pairlist
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2022-10-30 13:28:01 +01:00 |
|
Mark Regan
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7053f81fa8
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simplified predict and predict_proba using super(). Added duplicate class label check.
|
2022-10-30 09:48:30 +00:00 |
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Matthias
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cf4af2175c
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Merge pull request #7662 from markdregan/backtest_extra_returns_fix
Fix missing f-string from PR #7611
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2022-10-30 10:47:06 +01:00 |
|
robcaulk
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a2843165e1
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fix leftovers from merge
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2022-10-30 10:31:38 +01:00 |
|
robcaulk
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52e15b2070
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Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev
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2022-10-30 10:16:39 +01:00 |
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robcaulk
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d1a0874683
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merge develop into feat/freqai-rl-dev
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2022-10-30 10:13:03 +01:00 |
|
robcaulk
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fc53054d43
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leverage list length knowledge, f-string change
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2022-10-30 10:12:14 +01:00 |
|
Emre
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f98c7a2423
|
Remove loop of normalization from metadata
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2022-10-30 10:12:14 +01:00 |
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Mark Regan
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c26fda282f
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fix missing f-string from PR #7611
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2022-10-30 08:19:59 +00:00 |
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robcaulk
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650bb8b7d7
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ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs.
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2022-10-29 22:26:49 +02:00 |
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Matthias
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801e91c39e
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Merge pull request #7618 from wizrds/fix/docker-config-record
Update function in FreqAI interface to record FreqAI config params
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2022-10-29 08:56:20 +02:00 |
|
Mark Regan
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6ef82dd8b6
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minor change to return
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2022-10-27 12:41:12 +01:00 |
|
Timothy Pogue
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b9bf9edb02
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update rapidjson opts
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2022-10-25 14:12:13 -06:00 |
|
Mark Regan
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217add70bd
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add strat and config for testing on PR
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2022-10-25 20:07:39 +01:00 |
|
Mark Regan
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47056eded3
|
multi target classifier working but not for parallel
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2022-10-25 18:24:27 +01:00 |
|
Matthias
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1ef38f137d
|
Fix XGBoost regressor "used before assignment"
|
2022-10-25 13:37:04 +02:00 |
|
Timothy Pogue
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51be45547f
|
remove np object, make default str
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2022-10-24 12:23:54 -06:00 |
|
Matthias
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6669714a73
|
Update mal-formatted docstrings
|
2022-10-24 18:12:17 +02:00 |
|
Robert Caulk
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137aa1756b
|
Merge pull request #7593 from th0rntwig/prediction-shape
Fix constant PCA
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2022-10-24 08:33:36 +02:00 |
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robcaulk
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4d2b7a74f1
|
move record params to utils, use rapidjson
|
2022-10-23 20:51:32 +02:00 |
|
Timothy Pogue
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07e813dfa0
|
change param record to only get certain params
|
2022-10-23 12:09:07 -06:00 |
|
th0rntwig
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49ff51f11f
|
Change storage loc and fix test fail
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2022-10-23 16:24:02 +02:00 |
|
Timothy Pogue
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4464e91256
|
use self.identifier in full path
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2022-10-21 19:53:33 -06:00 |
|
Timothy Pogue
|
5ee3b8cbbb
|
update config recording to use all configs, fix tests
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2022-10-21 19:48:26 -06:00 |
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Robert Caulk
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a85826bf24
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Merge pull request #7611 from markdregan/backtest_extra_returns
Make extra_returns_per_train data available during backtest
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2022-10-21 17:13:22 +02:00 |
|
Wagner Costa Santos
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6606a0113f
|
refactoring - remove unnecessary config file
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2022-10-20 14:53:25 -03:00 |
|
Wagner Costa Santos
|
589944055e
|
fix typos - live predictions candles
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2022-10-20 12:15:41 -03:00 |
|
Wagner Costa Santos
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52b60c5cbb
|
Merge branch 'develop' into backtest_live_models
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2022-10-20 11:59:37 -03:00 |
|
rcaulk
|
a9db668082
|
avoid redundant indicator population for corr_pair list
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2022-10-20 16:30:32 +02:00 |
|
Mark Regan
|
073ce1659e
|
remove un-used f-string
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2022-10-20 14:26:10 +01:00 |
|
Mark Regan
|
295ba21389
|
Make extra_returns_per_train values available during backtest
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2022-10-20 12:05:37 +01:00 |
|
th0rntwig
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033c5bd441
|
Make check constant pred labels agnostic
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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
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2022-10-17 07:00:44 +02:00 |
|
Matthias
|
23a5a516f9
|
Merge pull request #7557 from freqtrade/add-metric-tracker
Add metric tracker to FreqAI
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2022-10-16 18:20:07 +02:00 |
|
th0rntwig
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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
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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
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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
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2022-10-10 21:24:25 +02:00 |
|
Robert Caulk
|
7bcb7d9a1a
|
Merge pull request #7554 from initrv/add-catboost-tensorboard
Add tensorboard for catboost
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2022-10-10 21:03:45 +02:00 |
|
Wagner Costa Santos
|
3081e73f8a
|
Merge branch 'develop' into backtest_live_models
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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 |
|