Commit Graph

138 Commits

Author SHA1 Message Date
Wagner Costa Santos 44d3a9140d Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop 2022-08-31 15:37:06 -03:00
Wagner Costa Santos 7bed0450d2 pr review - refactoring backtesting freqai 2022-08-31 15:36:29 -03:00
wagnercosta 3d4497467c
Merge branch 'freqtrade:develop' into develop 2022-08-31 14:47:06 -03:00
Wagner Costa Santos df51da22ee refactoring freqai backtesting 2022-08-31 11:23:48 -03:00
Matthias a88ffd2c9d Merge branch 'develop' into move_datadownload 2022-08-31 10:23:45 +00:00
th0rntwig 50e2808667
Fix bug in DI (#7321) 2022-08-30 12:54:39 +02:00
robcaulk 62c0a174c8 allow users to properly reverse train-test data ordering 2022-08-29 11:04:58 +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
th0rntwig 71f7d68783 Fixed mypy error 2022-08-27 12:44:55 +02:00
elintornquist 86c5ac44e4 Add outlier percentage check 2022-08-26 23:05:07 +02:00
elintornquist b2d664c63c Change MinPts calculation 2022-08-26 18:57:27 +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
th0rntwig 5ce1c69803
Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
2022-08-22 19:57:20 +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
longyu cfa5b3f12c add new line 2022-08-19 12:39:08 +02:00
longyu 277245c69d remove line 2022-08-19 12:39:00 +02:00
longyu f70b0bab80 remove line 2022-08-17 23:49:20 +02:00
robcaulk 5155afb4e7 clean up code remnants 2022-08-17 15:22:48 +02:00
robcaulk 0c34104e45 extract download-data from freqai to prepare for future async changes 2022-08-17 15:18:44 +02:00
longyu 9c38c27eed ignore sample itself distance for avg_mean_dist computation 2022-08-17 15:09:57 +02:00
longyu 72c34291e3 newline 2022-08-17 15:09:10 +02:00
robcaulk 006b11e5d5 fix leftover bug in indicator population 2022-08-14 21:42:55 +02:00
robcaulk ad846cdb76 fix lock bug, update docstring 2022-08-14 20:24:29 +02:00
Matthias a29402ddde Rename and move analysis_lock to data_kitchen 2022-08-14 17:23:14 +02:00
Matthias 3a9ec76c91 Move "freqai.lock" to backend to simplify user interface 2022-08-14 17:19:50 +02:00
robcaulk b1b76a2dbe debug classifier with predict proba 2022-08-13 19:40:24 +02:00
robcaulk 23cc21ce59 add predict_proba to base classifier, improve historic predictions handling 2022-08-13 19:40:24 +02:00
robcaulk fb4b73ce89 ensure dates are saved 2022-08-12 12:03:44 +02:00
robcaulk 2cae3c42e6 remove trade database analyzer, clean up a bit 2022-08-10 17:43:06 +02:00
robcaulk 5a16d5a512 Deactivate database analyzer if user does not use sqlite 2022-08-09 16:36:22 +02:00
robcaulk aef086b02e Improved dict typing, timeframe parser, collect dates associated with training data points 2022-08-09 15:30:25 +02:00
Matthias 77b3b8a134 Use main exchange instead of creating a separate instance. 2022-08-08 18:34:11 +00:00
Matthias b16f57cb0d Minor stylistic fixes 2022-08-06 14:55:46 +02:00
Robert Caulk c172ce1011 improve flexibility of user defined prediction dataframe 2022-08-06 13:51:19 +02:00
Robert Caulk 07763d0d4f add classifier, improve model naming scheme 2022-08-06 08:33:55 +02:00
Robert Caulk ce8fbbf743 ensure loading historical df matches frequi indices 2022-08-06 07:25:59 +02:00
robcaulk 60d782e5c5 remove unnecessary function 2022-08-05 21:31:32 +02:00
robcaulk a42a060ab5 fix DB once and for all. Make DBSCAN more efficient and robust. 2022-08-05 21:29:03 +02:00
robcaulk 29b7b014e5 fix bug in DB path initialization 2022-08-05 18:19:26 +02:00
robcaulk 05ec5c5e54 generalize database url path for any db type 2022-08-05 12:19:29 +02:00
Robert Caulk 51a6b4289f improve DBSCAN performance for subsequent trainings 2022-08-04 17:41:58 +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 eae82d0222 fix bug with database url during backtesting. comment out example trade db analysis. 2022-08-03 16:17:57 +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
robcaulk d830105605 *BREAKING CHANGE* remove unnecessary arguments from populate_any_indicators(), accommodate tests 2022-07-31 17:05:29 +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