Robert Caulk
|
fea63fba12
|
Fix saving/loading historic predictions
|
2022-07-12 10:12:50 +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 |
|
Matthias
|
3fc92b1b21
|
Create BaseRegression model - designed to reduce code duplication across currently available models.
|
2022-07-11 11:33:59 +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
|
819cc9c0e4
|
Fully align LightGBM with Catboost
|
2022-07-10 11:06:18 +02:00 |
|
Matthias
|
58b18770e3
|
Fix LightGBM missing argument in predict method
|
2022-07-10 11:05:35 +02:00 |
|
Matthias
|
2e1061af64
|
Fix faulty LightGBM model
|
2022-07-09 08:21:42 +00:00 |
|
robcaulk
|
8ac8d53c32
|
All LGBMRegressor model parameters are now set in config
|
2022-07-03 16:30:01 +02:00 |
|
robcaulk
|
ffb39a5029
|
black formatting on freqai files
|
2022-07-03 10:59:38 +02:00 |
|
robcaulk
|
106131ff0f
|
Rehaul organization of return values
|
2022-07-02 18:09:38 +02:00 |
|
robcaulk
|
051b99791d
|
reduce unnecessary verbosity, fix error on first training sweep, add LightGBMPredictionModel
|
2022-06-26 19:04:23 +02:00 |
|
robcaulk
|
f631ae911b
|
add model expiration feature, fix bug in DI return values
|
2022-06-17 14:55:40 +02:00 |
|
robcaulk
|
c5de0c49e4
|
first functional scanning commit
|
2022-06-16 00:24:18 +02:00 |
|
Matthias
|
c981ad4608
|
Fix missing space
|
2022-06-12 08:31:02 +02:00 |
|
robcaulk
|
15d049cffe
|
detect if upper tf candles are new or not, append if so. Correct the epoch for candle update check
|
2022-06-07 19:49:20 +02:00 |
|
robcaulk
|
f2762e3b4b
|
fix bug in return_values()
|
2022-06-03 16:58:51 +02:00 |
|
robcaulk
|
16b4a5b71f
|
rehaul of backend data management - increasing performance by holding history in memory, reducing load on the ratelimit by only pinging exchange once per candle. Improve code readability.
|
2022-06-03 15:19:46 +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 |
|
robcaulk
|
6193205012
|
fix bug for target_mean/std array merging in backtesting
|
2022-05-26 21:07:50 +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
|
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
|
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 |
|