robcaulk
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8f86b0deaa
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*breaking change* simplify user strat by consolidating feature loops into backend
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2022-07-21 12:24:22 +02:00 |
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robcaulk
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e7337728bf
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add separator in folder name just incase an asset ends in an integer
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2022-07-21 11:25:28 +02:00 |
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robcaulk
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921a7ef216
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add requirements-freqai.txt to builds
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2022-07-20 15:51:25 +02:00 |
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robcaulk
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d43c146676
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add more tests for datakitchen functionalities, add regression tests for freqai_interface train/backtest
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2022-07-20 12:56:46 +02:00 |
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robcaulk
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ef409dd345
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Add ground work for TensorFlow models, add protections from common mistakes
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2022-07-12 18:09:17 +02:00 |
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Robert Caulk
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8ce6b18318
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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.
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2022-07-11 22:01:48 +02:00 |
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Robert Caulk
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607455919e
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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!!)
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2022-07-10 12:35:44 +02:00 |
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robcaulk
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d9acdc9767
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remove excess, increase no model warning clarity
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2022-07-06 18:20:21 +02:00 |
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robcaulk
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4cac67fd66
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Catch infrequent issue associated with grabbing first candle
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2022-07-05 12:43:33 +02:00 |
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robcaulk
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bd3a6ba2fe
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update backtesting to handle new output framework
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2022-07-03 17:34:44 +02:00 |
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robcaulk
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ffb39a5029
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black formatting on freqai files
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2022-07-03 10:59:38 +02:00 |
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robcaulk
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106131ff0f
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Rehaul organization of return values
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2022-07-02 18:09:38 +02:00 |
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robcaulk
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93e1410ed9
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first step toward cleaning output and enabling multimodel training per pair
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2022-07-01 14:00:30 +02:00 |
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robcaulk
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6c7d02cb18
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expose nu in the SVM outlier detection via svm_nu in config
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2022-06-28 15:12:25 +02:00 |
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robcaulk
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7dfbd432d1
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fix config saving bug, assign priorities to pairs in scanning, sleep the scanning loop to reduce CPU usage
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2022-06-27 11:35:33 +02:00 |
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robcaulk
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68bafa9517
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archive config to the model folder, filter out features before returning dataframe to strategy (to alleviate frequi issues)`
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2022-06-26 23:03:48 +02:00 |
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robcaulk
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b35c64b6c0
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fix bug in backtest, typo in example strat
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2022-06-19 16:41:09 +02:00 |
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robcaulk
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3599d18ff6
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fix bug in follow_mode, thanks @blood4rc
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2022-06-18 12:05:28 +02:00 |
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robcaulk
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6da7a98857
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add docstrings to new functions, remove superceded code
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2022-06-17 16:16:23 +02:00 |
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robcaulk
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f631ae911b
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add model expiration feature, fix bug in DI return values
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2022-06-17 14:55:40 +02:00 |
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robcaulk
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0b0688a91e
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ensure scanning purges models
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2022-06-16 16:12:38 +02:00 |
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robcaulk
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c5de0c49e4
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first functional scanning commit
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2022-06-16 00:24:18 +02:00 |
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robcaulk
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4d472a0ea1
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merging datarehaul into scanning branch
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2022-06-16 00:22:49 +02:00 |
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robcaulk
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66800c7a45
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ensure newest candles are always appended
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2022-06-07 20:24:23 +02:00 |
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robcaulk
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15d049cffe
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detect if upper tf candles are new or not, append if so. Correct the epoch for candle update check
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2022-06-07 19:49:20 +02:00 |
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robcaulk
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4b26b6aaec
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add lock to any historic data access
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2022-06-07 00:54:18 +02:00 |
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robcaulk
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d6b8801f41
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fix follower bug
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2022-06-05 04:40:58 +02:00 |
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robcaulk
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16b4a5b71f
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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.
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2022-06-03 15:19:46 +02:00 |
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robcaulk
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ace951bf7e
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another queue bug fix for fresh starts
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2022-06-02 13:28:06 +02:00 |
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robcaulk
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833d25bda0
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Save data after queue reorg
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2022-06-01 08:05:38 +02:00 |
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robcaulk
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0b0dd8dd80
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Force high priority pair to be trained before anything else.
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2022-06-01 07:55:05 +02:00 |
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robcaulk
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7523ed825e
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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).
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2022-05-31 18:42:27 +02:00 |
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robcaulk
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9b3b08a2bb
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let follower purge old model files
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2022-05-31 15:37:38 +02:00 |
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robcaulk
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bac4ced382
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Ensure follower predictions are persistent and uniquely stored
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2022-05-31 14:35:04 +02:00 |
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robcaulk
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70adf55643
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Automatically detect and change follower data_path to accommodate remote systems
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2022-05-31 12:35:09 +02:00 |
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robcaulk
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0306f5ca13
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Add autopurge feature so that FreqAI cleans up after itself when it no longer needs old models on disk
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2022-05-31 11:58:21 +02:00 |
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robcaulk
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45f4f0f603
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ensure follower sends back null arrays in case leader hasnt created a model file yet
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2022-05-31 01:48:48 +02:00 |
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robcaulk
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606f18e5c1
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Add follow_mode feature so that secondary bots can be launched with the same identifier and load models trained by the leader
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2022-05-30 21:35:48 +02:00 |
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robcaulk
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5b4c649d43
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detect variable sized dataframes coming from strat, adjust our stored/returned data accordingly
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2022-05-30 13:55:46 +02:00 |
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robcaulk
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e229902381
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fix bug in previous commit
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2022-05-30 12:48:22 +02:00 |
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robcaulk
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a20651efd8
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Increase performance by only predicting on most recent candle instead of full strat provided dataframe. Collect predictions and store them so that we can feed true predictions back to strategy (so that frequi isnt updating historic predictions based on newly trained models).
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2022-05-30 11:37:05 +02:00 |
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robcaulk
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d59eac3321
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revert a79032b
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2022-05-29 21:33:38 +02:00 |
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robcaulk
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a79032bf75
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fixing bug in training queue
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2022-05-29 20:19:32 +02:00 |
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robcaulk
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3f72263278
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allow pairs deeper in the queue to get trained if the higher priority pairs dont need training
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2022-05-29 20:02:43 +02:00 |
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robcaulk
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cc6cae47ec
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allow pairs deeper in the queue to get trained if the higher priority pairs dont need training
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2022-05-29 19:49:43 +02:00 |
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robcaulk
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4eb4753e20
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allow subdaily retraining for backtesting
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2022-05-29 17:44:35 +02:00 |
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robcaulk
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ce365eb9e3
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improve example strat so that it has dynamic buy and sell logic according to original prediction
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2022-05-29 14:45:46 +02:00 |
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robcaulk
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4eb29c8810
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Dont reset pair priority if it doesnt successfully train
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2022-05-28 18:34:26 +02:00 |
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robcaulk
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83dd453723
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catch errors occuring on background thread, and make sure to keep the ball rolling. Improve pair retraining queue.
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2022-05-28 18:26:19 +02:00 |
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robcaulk
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e54614fa2f
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remove remnants of single threaded version, ensure pair queue priority is checked before retraining
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2022-05-28 14:55:07 +02:00 |
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robcaulk
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2a4d1e2d64
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fix bug in setting new timerange for retraining
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2022-05-28 12:23:26 +02:00 |
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robcaulk
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7870a86e9a
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fix live retraining bug
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2022-05-28 11:38:57 +02:00 |
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robcaulk
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0bf915054d
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handle key check correctly
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2022-05-28 11:22:32 +02:00 |
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robcaulk
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c5a16e91fb
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throw user error if user tries to load models but feeds the wrong features (while using PCA)
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2022-05-28 11:11:41 +02:00 |
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robcaulk
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6193205012
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fix bug for target_mean/std array merging in backtesting
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2022-05-26 21:07:50 +02:00 |
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robcaulk
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b79d4e8876
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Allow user to go live and start from pretrained models (after a completed backtest) by simply reusing the identifier config parameter while dry/live.
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2022-05-25 14:40:32 +02:00 |
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robcaulk
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7486d9d9e2
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proper validation of freqai config parameters
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2022-05-25 12:37:25 +02:00 |
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robcaulk
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7ff3258607
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remove assertions, log error if user has not assigned freqai in config, fix stratify bug
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2022-05-25 11:43:45 +02:00 |
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robcaulk
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35bed842cb
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cleanup, add clarity to comments and docstrings
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2022-05-25 11:31:03 +02:00 |
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robcaulk
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58b5abbaa6
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improve multithreaded training queue system
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2022-05-24 15:28:38 +02:00 |
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robcaulk
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255d35976e
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add priority metadata to pairs to avoid a sync of train time + train period
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2022-05-24 12:58:53 +02:00 |
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robcaulk
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059c285425
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paying closer attention to managing live retraining on separate thread without affecting prediction of other coins on master thread
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2022-05-24 12:01:01 +02:00 |
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robcaulk
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b0d2d13eb1
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improve data persistence/mapping for live/dry. This accommodates quick reloads after crash and handles multi-pair cleanly
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2022-05-23 21:05:05 +02:00 |
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robcaulk
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e1c068ca66
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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.
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2022-05-23 12:07:09 +02:00 |
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robcaulk
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ee3cdd0ffe
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more cleanup
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2022-05-23 09:55:58 +02:00 |
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robcaulk
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af0cc21af9
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Enable hourly/minute retraining in live/dry. Suppress catboost folder output. Update config + constants + docs to reflect updates.
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2022-05-23 00:06:26 +02:00 |
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robcaulk
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42d95af829
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Aggregated commit. Adding support vector machine for outlier detection, improve user interface to dry/live, better standardization, fix various other bugs
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2022-05-22 17:51:49 +02:00 |
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robcaulk
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c5ecf94177
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move live retraining to separate thread.
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2022-05-19 21:15:58 +02:00 |
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robcaulk
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89eacf2f47
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Retrain model if FreqAI found a pretrained model but user strategy is not passing the expected features (user has changed the features in the strategy but has passed a the same config[freqai][identifier]). Logger warning output to user.
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2022-05-19 17:15:50 +02:00 |
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Matthias
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c81b960791
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Fix some typos
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2022-05-17 19:58:36 +02:00 |
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robcaulk
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8664e8f9a3
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create a prediction_models folder where basic prediction models can live (similar to optimize/hyperopt-loss. Update resolver/docs/and gitignore to accommodate change
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2022-05-17 17:13:38 +02:00 |
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robcaulk
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9b3e5faebe
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create more flexible whitelist, avoid duplicating whitelist features into corr_pairlist, update docs
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2022-05-15 17:42:15 +02:00 |
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robcaulk
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22bd5556ed
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add self-retraining functionality for live/dry
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2022-05-15 17:42:15 +02:00 |
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robcaulk
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178c2014b0
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appease mypy
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2022-05-15 17:42:15 +02:00 |
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robcaulk
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f653ace24b
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another attempt at fixing datalength bug
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2022-05-15 17:42:15 +02:00 |
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robcaulk
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b08c0888bb
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add USERPATH_FREQAIMODELS, remove return values from @abstract methods
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2022-05-15 17:42:15 +02:00 |
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robcaulk
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00ff0c9b91
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ensure user defined timerange truncates final backtest so that we arent mismatching data lengths upon return to strategy. Rename DataHandler class to FreqaiDataKitchen
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2022-05-15 17:41:34 +02:00 |
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robcaulk
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def71a0afe
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auto build full_timerange and self manage training_timerange
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2022-05-15 17:41:34 +02:00 |
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robcaulk
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764f9449b4
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fix logger, debug some flake8 appeasements
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2022-05-15 17:41:34 +02:00 |
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robcaulk
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29c2d1d189
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use logger in favor of print
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2022-05-15 17:38:58 +02:00 |
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robcaulk
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99f7e44c30
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flake8 passing, use pathlib in lieu of os.path to accommodate windows/mac OS
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2022-05-15 17:38:58 +02:00 |
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robcaulk
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630d201546
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remove trained_stake
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2022-05-15 17:38:58 +02:00 |
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robcaulk
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b40f8f88ac
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cleaning and bug fixing
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2022-05-15 17:38:58 +02:00 |
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robcaulk
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fc837c4daa
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add freqao backend machinery, user interface, documentation
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2022-05-15 17:38:58 +02:00 |
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