Commit Graph
100 Commits
Author SHA1 Message Date
Robert Caulk cd6f87be17 Merge pull request #7728 from freqtrade/improve_timerange
Simplify timerange handling
2022-11-17 19:57:48 +01:00
robcaulk 1e9e7887aa fix constants.py, fix freqai test 2022-11-13 15:38:35 +01:00
robcaulk 214c622475 move dataframe converter to converter.py 2022-11-12 10:38:25 +01:00
robcaulk 9617d8143d Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai 2022-11-12 10:21:38 +01:00
Robert Caulk 833578716c Merge pull request #7644 from markdregan/multi-target-classifier
Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
2022-11-11 18:48:38 +01:00
robcaulk 790ff2a84b merge develop into add-single-prec 2022-11-11 18:08:51 +01:00
robcaulk e46a57bbd0 move mem logs to debug 2022-11-11 18:05:32 +01:00
robcaulk 66514e84e4 add LightGBMClassifierMultiTarget. add test 2022-11-11 17:45:53 +01:00
robcaulk 054133955b fix loading of metric tracker from disk 2022-11-11 17:24:09 +01:00
Robert Caulk d59b3e2359 Merge pull request #7710 from freqtrade/dependabot/pip/develop/catboost-1.1.1
Bump catboost from 1.1 to 1.1.1
2022-11-08 11:22:29 +01:00
Robert Caulk c3d2df2f4e Merge pull request #7711 from freqtrade/dependabot/pip/develop/xgboost-1.7.1
Bump xgboost from 1.6.2 to 1.7.1
2022-11-08 00:53:51 +01:00
Robert Caulk 820aad670c Merge pull request #7690 from freqtrade/track-current-candle
Track current candle in FreqAI
2022-11-05 17:35:05 +01:00
robcaulk 53df607067 avoid duplicating features with okx/gateio, ensure inference timer gets logged 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 d4cfcbda24 move write_metrics_to_disk to proper place in param table 2022-11-04 17:53:15 +01:00
robcaulk 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() 2022-11-04 16:10:46 +01:00
robcaulk 90c5bfb4b5 add default conv_width 2022-11-03 21:35:12 +01:00
robcaulk 05b309caf2 ensure colon replaced for cached attach 2022-11-03 21:17:48 +01:00
robcaulk 6938ed6584 change default conv_width to 1 2022-11-03 21:11:26 +01:00
robcaulk 444a068481 merge develop into track-current-candle 2022-11-03 21:09:08 +01:00
robcaulk db942321ad fix bug with lightgbm and colons 2022-11-03 21:03:48 +01:00
robcaulk 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 2022-11-03 18:49:39 +01:00
robcaulk b3b756ec14 ensure test pass 2022-11-02 20:30:04 +01:00
robcaulk ce92731132 ensure backwards compatitibility 2022-11-02 20:20:35 +01:00
robcaulk 1a38c10fc6 remove old code 2022-11-02 19:37:47 +01:00
robcaulk 255eb71270 start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df 2022-11-02 19:32:22 +01:00
robcaulk 63458a6130 isort 2022-11-02 18:40:13 +01:00
robcaulk 2afa185dc6 add integrated tests for PCA and DBSCAN 2022-11-02 18:34:56 +01:00
robcaulk 162056a362 fix flake8 2022-10-31 18:23:35 +01:00
robcaulk 97df232ac6 add a warning to __init__ for get_corr_dataframes 2022-10-31 18:18:00 +01:00
robcaulk e6a70d95df Merge branch 'develop' into reduce-indicator-population 2022-10-31 18:13:55 +01:00
robcaulk 7b880a969a change elect to decide 2022-10-31 18:13:48 +01:00
robcaulk fbc281e695 fix grammar, remove hyperlink 2022-10-31 18:10:31 +01:00
robcaulk c3c6733b2d add statement of need to FreqAI docs 2022-10-31 18:03:53 +01:00
robcaulk 66d8ed6c0b Merge remote-tracking branch 'origin/develop' into reduce-indicator-population 2022-10-31 09:42:01 +01:00
robcaulk a49edfbaee add tests for CatboostClassifier 2022-10-30 18:08:10 +01:00
robcaulk d59a7fa2f9 remove analysis_lock and realign example hybrid strat 2022-10-30 17:07:33 +01:00
robcaulk fc53054d43 leverage list length knowledge, f-string change 2022-10-30 10:12:14 +01:00
robcaulk 650bb8b7d7 ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs. 2022-10-29 22:26:49 +02:00
Robert Caulk 1f5e92c0e7 Merge pull request #7642 from smarmau/patch-3
Update freqai-running.md
2022-10-25 21:39:35 +02:00
Robert Caulk 137aa1756b Merge pull request #7593 from th0rntwig/prediction-shape
Fix constant PCA
2022-10-24 08:33:36 +02:00
robcaulk 4d2b7a74f1 move record params to utils, use rapidjson 2022-10-23 20:51:32 +02:00
Robert Caulk a85826bf24 Merge pull request #7611 from markdregan/backtest_extra_returns
Make extra_returns_per_train data available during backtest
2022-10-21 17:13:22 +02:00
Robert Caulk 410a744ee9 Merge pull request #7613 from freqtrade/fix_typo_fit_live_predictions_candles
fix typos - live predictions candles
2022-10-21 16:19:40 +02:00
Robert Caulk 62ca822597 Merge pull request #7569 from Silur/develop
Add XGBoost random forest predictors to freqai
2022-10-15 16:09:26 +02:00
Robert Caulk 46ba3bb357 Merge pull request #7585 from aemr3/add-eval-set-catboost
Add eval set to CatboostClassifier
2022-10-15 16:08:13 +02:00
robcaulk 9135e631c0 :Merge branch 'develop' into add-metric-tracker 2022-10-15 15:54:41 +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 2022-10-14 19:00:49 +02:00
Robert Caulk 8ab600f7b2 Merge pull request #7576 from freqtrade/bugfix-tensorboard
catboost tensorboard bugfix
2022-10-11 21:27:42 +02:00
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 88b8f18639 add test for metric tracker 2022-10-11 19:24:47 +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
2022-10-10 21:24:25 +02:00
Robert Caulk 7bcb7d9a1a Merge pull request #7554 from initrv/add-catboost-tensorboard
Add tensorboard for catboost
2022-10-10 21:03:45 +02:00
robcaulk c9eee2eba4 revert syntax 2022-10-10 20:50:54 +02:00
robcaulk 724be0afef add tensorboard asset to fai doc 2022-10-10 20:39:31 +02:00
robcaulk a4aa1b972c isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality 2022-10-09 21:11:37 +02:00
robcaulk 76b33359a9 add an optional metric tracker to collect train timings, inference timings, and cpu load data 2022-10-09 20:22:42 +02:00
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