Commit Graph

69 Commits

Author SHA1 Message Date
Matthias a88ffd2c9d Merge branch 'develop' into move_datadownload 2022-08-31 10:23:45 +00:00
robcaulk 62c0a174c8 allow users to properly reverse train-test data ordering 2022-08-29 11:04:58 +02:00
th0rntwig 8b0cfe1236
Reduce image sizes in freqai doc (#7304) 2022-08-28 23:27:12 +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 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 ac42c0153d deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting. 2022-08-22 18:19:07 +02:00
elintornquist 692c6bf1fd Added and updated figs and fig descriptions 2022-08-19 22:23:26 +02:00
robcaulk 88d6a7fbff additional edits 2022-08-19 22:23:26 +02:00
elintornquist 9c6b745f06 Restructure and improve doc, add fiq 2022-08-19 22:23:26 +02:00
Matthias 819bc71941 Update docs for freqai docker container 2022-08-17 10:35:56 +02:00
Matthias 464d99808f Update doc table formatting 2022-08-14 18:22:01 +02:00
Matthias 3a9ec76c91 Move "freqai.lock" to backend to simplify user interface 2022-08-14 17:19:50 +02:00
Matthias a5e96881f4 slightly update doc wording 2022-08-14 17:08:29 +02:00
Robert Caulk c9c128f781 finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy 2022-08-14 02:49:01 +02:00
Matthias 3918f4abbd Simplify strategy interface by removing explicit self.freqai_info assignment 2022-08-13 09:27:56 +02:00
robcaulk 2cae3c42e6 remove trade database analyzer, clean up a bit 2022-08-10 17:43:06 +02:00
robcaulk 91d0c91287 improve docs 2022-08-10 11:56:42 +02:00
Robert Caulk c172ce1011 improve flexibility of user defined prediction dataframe 2022-08-06 13:51:19 +02:00
Robert Caulk fdc82f8302 add doc section for classifier 2022-08-06 09:45:26 +02:00
robcaulk a42a060ab5 fix DB once and for all. Make DBSCAN more efficient and robust. 2022-08-05 21:29:03 +02:00
Robert Caulk fe1b8515a8 fix bug in DBSCAN, update doc 2022-08-04 17:00:59 +02:00
robcaulk 29225e4baf add DBSCAN outlier detection feature, add supporting documentation 2022-08-04 12:15:16 +02:00
robcaulk 95d3009a95 give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality 2022-08-02 20:14:02 +02:00
Matthias 895ebbfd18 Exclude aarch64 from catboost requirements 2022-08-01 07:34:27 +00:00
robcaulk e6ebc0443e make single generalized config for freqai. update docs to reflect that. 2022-07-31 13:08:43 +02:00
Robert Caulk c2eaa3d2cd add image of algorithmic overview to doc 2022-07-30 18:51:00 +02:00
robcaulk dd8288c090 expose full parameter set for SVM outlier detection. Set default shuffle to false to improve reproducibility 2022-07-30 13:40:05 +02:00
robcaulk 08d3ac7ef8 add keras and conv_width to schema and documentation 2022-07-29 08:49:35 +02:00
Matthias 70b7a254af Update some areas to use default docstring formatting 2022-07-24 16:51:48 +02:00
Robert Caulk 88e10f7306 add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs 2022-07-24 09:01:23 +02:00
Matthias 8a3cffcd1b Remove remaining CustomModel references 2022-07-23 17:08:05 +02:00
robcaulk c2d6a0e891 add record of contribution to doc and source 2022-07-23 13:04:06 +02:00
robcaulk 3acc869570 improve the dataframe key description, update outdated parts of doc 2022-07-23 12:42:24 +02:00
Matthias 36dc9be7aa Update some docs wording 2022-07-22 20:27:25 +02:00
robcaulk accc629e32 set separate table sections in doc 2022-07-22 12:44:43 +02:00
robcaulk ac0f484918 add freqai logo to top of doc 2022-07-22 00:02:07 +02:00
robcaulk 3205788bce extend doc to include descriptions of the return values from FreqAI to the strategy 2022-07-21 22:11:46 +02:00
robcaulk 8f86b0deaa *breaking change* simplify user strat by consolidating feature loops into backend 2022-07-21 12:24:22 +02:00
robcaulk c9a6dc88a1 add parameter list/discriptions to doc 2022-07-21 11:11:36 +02:00
lolong ed0f8b1189
Improve FreqAI documentation (#7072)
Improve doc + some other small fixes

Co-authored-by: robcaulk <rob.caulk@gmail.com>
2022-07-18 11:57:52 +02:00
Robert Caulk 8ce6b18318 start collecting indefinite history of predictions. Allow user to generate statistics on these predictions. Direct FreqAI to save these to disk and reload them if available. 2022-07-11 22:01:48 +02:00
Robert Caulk 607455919e Change config parameter names to improve clarity and consistency throughout the code (!!breaking change, please check discord support channel for migration instructions or review templates/FreqaiExampleStrategy.py config_examples/config_freqai_futures.example.json file changes!!) 2022-07-10 12:35:44 +02:00
Matthias eda9464d30 Fix docs test 2022-07-03 19:54:29 +02:00
robcaulk f631ae911b add model expiration feature, fix bug in DI return values 2022-06-17 14:55:40 +02:00
robcaulk 7523ed825e automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now). 2022-05-31 18:42:27 +02:00
robcaulk 0306f5ca13 Add autopurge feature so that FreqAI cleans up after itself when it no longer needs old models on disk 2022-05-31 11:58:21 +02:00
robcaulk 606f18e5c1 Add follow_mode feature so that secondary bots can be launched with the same identifier and load models trained by the leader 2022-05-30 21:35:48 +02:00
robcaulk 4eb4753e20 allow subdaily retraining for backtesting 2022-05-29 17:44:35 +02:00
robcaulk c5a16e91fb throw user error if user tries to load models but feeds the wrong features (while using PCA) 2022-05-28 11:11:41 +02:00