robcaulk
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56b17e6f3c
|
allow user to pass test_size = 0 and avoid using eval sets in prediction models
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2022-07-25 19:40:13 +02:00 |
|
robcaulk
|
55cf378ec2
|
remove leftover breakpoint from test file
|
2022-07-25 17:13:24 +02:00 |
|
Robert Caulk
|
897f18a8c8
|
ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods
|
2022-07-25 15:07:09 +02:00 |
|
Robert Caulk
|
7b105532d1
|
fix mypy error and add test for principal component analysis
|
2022-07-25 11:46:59 +02:00 |
|
Robert Caulk
|
4abc26b582
|
add test for follow_mode
|
2022-07-25 10:48:04 +02:00 |
|
Robert Caulk
|
c9d46a5237
|
finish bringing follow_mode up to date
|
2022-07-25 09:24:40 +02:00 |
|
Robert Caulk
|
ab587747fb
|
first fix for follower path bug
|
2022-07-24 23:32:24 +02:00 |
|
Matthias
|
520ee3f7a1
|
Convert freqAI into packages
|
2022-07-24 17:07:45 +02:00 |
|
Matthias
|
1885deb632
|
More docstring changes
|
2022-07-24 16:54:39 +02:00 |
|
Matthias
|
70b7a254af
|
Update some areas to use default docstring formatting
|
2022-07-24 16:51:48 +02:00 |
|
Matthias
|
61c41fd919
|
Merge branch 'develop' into feat/freqai
|
2022-07-24 16:18:58 +02:00 |
|
Matthias
|
83cac7bee2
|
Improve some more tests by adding proper orders
|
2022-07-24 10:51:13 +02:00 |
|
Matthias
|
6e691a016d
|
Use leverage-tiers loading in tests
|
2022-07-24 10:24:59 +02:00 |
|
Robert Caulk
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88e10f7306
|
add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs
|
2022-07-24 09:01:23 +02:00 |
|
Robert Caulk
|
fff39eff9e
|
fix multitarget bug
|
2022-07-24 08:42:50 +02:00 |
|
Matthias
|
95f5218ceb
|
Reenable Catboost test (#7118)
* Reenable Catboost test
* Simplify freqAI tests, ensure they use a tempdir for modelstorage
|
2022-07-24 07:32:13 +02:00 |
|
Matthias
|
2eb1d18c2a
|
Don't load leverage tiers when not necessary
|
2022-07-23 19:56:38 +02:00 |
|
robcaulk
|
f3d46613ee
|
move prediction denormalization into datakitchen. remove duplicate associated code. avoid normalization/denormalization for string dtypes.
|
2022-07-23 17:14:33 +02:00 |
|
Matthias
|
81c1aa3c13
|
Update imports in freqAI sample strategies
|
2022-07-23 17:08:05 +02:00 |
|
Matthias
|
8a3cffcd1b
|
Remove remaining CustomModel references
|
2022-07-23 17:08:05 +02:00 |
|
Matthias
|
62f7606d2c
|
Update tests to new variant
|
2022-07-23 17:08:05 +02:00 |
|
Matthias
|
8fa6e8b4ba
|
Remove freqAI model bridge in favor of self.freqai
|
2022-07-23 17:08:05 +02:00 |
|
robcaulk
|
c91e23dc50
|
let user avoid normalizing labels
|
2022-07-23 16:14:13 +02:00 |
|
Matthias
|
7682c9ace7
|
Update trade_close test to include orders
|
2022-07-23 15:27:52 +02:00 |
|
Matthias
|
24a786bedd
|
Update rpc test to contain sell order
|
2022-07-23 15:23:24 +02:00 |
|
Matthias
|
80845807e1
|
Improve some test resiliance
|
2022-07-23 15:14:38 +02:00 |
|
Matthias
|
a02d02ac12
|
Enhance protections tests to have orders in mock trade
|
2022-07-23 14:43:52 +02:00 |
|
robcaulk
|
50d630a155
|
remove unnecessary comments from data_drawer.py
|
2022-07-23 13:35:44 +02:00 |
|
robcaulk
|
a1cff377ec
|
add record of contribution to data_kitchen.py
|
2022-07-23 13:32:04 +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
|
5c4f60f376
|
Improve configuration table formatting and ordering
|
2022-07-23 09:11:22 +02:00 |
|
Matthias
|
e97468964a
|
Add support for --timeframe-detail in hyperopt
fix #7070
|
2022-07-23 08:52:03 +02:00 |
|
Matthias
|
36dc9be7aa
|
Update some docs wording
|
2022-07-22 20:27:25 +02:00 |
|
Matthias
|
32c3f62934
|
Fix documentation typo
closes #7115
|
2022-07-22 19:45:50 +02:00 |
|
robcaulk
|
5559e605b8
|
small PR conversation resolutions
|
2022-07-22 17:46:14 +02:00 |
|
robcaulk
|
40f00196eb
|
use cloudpickle in place of pickle. define Paths once in data_drawer.
|
2022-07-22 17:37:51 +02:00 |
|
robcaulk
|
accc629e32
|
set separate table sections in doc
|
2022-07-22 12:44:43 +02:00 |
|
robcaulk
|
98c8a447b2
|
add LightGBMPredictionMultiModel
|
2022-07-22 12:40:51 +02:00 |
|
robcaulk
|
afcb0bec00
|
clean up obsolete comments, move remove_features_from_df to datakitchen
|
2022-07-22 12:29:20 +02:00 |
|
Matthias
|
0b21750e76
|
Reorder advanced topics
|
2022-07-22 07:22:06 +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
|
8033e0bf23
|
add counter to backtesting log so users know how many more pairs and how many more models will need to be trained
|
2022-07-21 13:22:12 +02:00 |
|
robcaulk
|
183dec866a
|
remove ability to backtest open ended timeranges (safer)
|
2022-07-21 13:02:52 +02:00 |
|
robcaulk
|
e694ea1cfd
|
make sure backtesting gets the populated indicators with slimmed down user strat
|
2022-07-21 12:48:09 +02:00 |
|
robcaulk
|
ca4dd58642
|
remove superceded function from datakitchen
|
2022-07-21 12:40:54 +02:00 |
|
robcaulk
|
8f86b0deaa
|
*breaking change* simplify user strat by consolidating feature loops into backend
|
2022-07-21 12:24:22 +02:00 |
|
robcaulk
|
e7337728bf
|
add separator in folder name just incase an asset ends in an integer
|
2022-07-21 11:25:28 +02:00 |
|
robcaulk
|
c9a6dc88a1
|
add parameter list/discriptions to doc
|
2022-07-21 11:11:36 +02:00 |
|