Commit Graph

16511 Commits

Author SHA1 Message Date
Matthias 61040c9f8e Fix freqAI dockerfile not running freqai code ... 2022-06-16 19:35:16 +02:00
Matthias 121edc3e42 Add freqAI docker file 2022-06-16 12:36:15 +00:00
Matthias c981ad4608 Fix missing space 2022-06-12 08:31:02 +02:00
Matthias 75a248cf42 Fstring freqAI sample strategy, remove duplicate features 2022-06-11 19:56:37 +02:00
robcaulk eb47c74096 merge datarehaul into main freqai branch 2022-06-10 20:26:19 +02:00
robcaulk d9b79d94e4 increase candle update flexibility to allow long sequential trainings that may last more than one candle 2022-06-07 20:57:10 +02:00
robcaulk 66800c7a45 ensure newest candles are always appended 2022-06-07 20:24:23 +02:00
robcaulk f8f25e36ef update example config/strat 2022-06-07 19:54:45 +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 cab8f517b4 add lock to datadrawer 2022-06-07 01:07:30 +02:00
robcaulk 4b26b6aaec add lock to any historic data access 2022-06-07 00:54:18 +02:00
Robert Caulk 3c2e314ee5
Fix bugs 2022-06-06 16:26:07 -06:00
Robert Caulk e6c5e737a2
Fix other bugs 2022-06-06 16:24:32 -06:00
Robert Caulk bf19055e53
Update function spelling 2022-06-06 15:56:12 -06:00
Robert Caulk 2451ed8c88
Quick bug fix 2022-06-06 15:11:54 -06:00
robcaulk d6b8801f41 fix follower bug 2022-06-05 04:40:58 +02:00
robcaulk e8c0dcf9f3 add debug message to timerange 2022-06-03 17:14:07 +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 15a971346d catch infinity values when filtering 2022-06-02 17:13:20 +02:00
Robert Caulk 7d41542f93
process_only_new_candles in examplestrat should be True, thanks @Bloodhunter4rc 2022-06-02 07:24:08 -06:00
robcaulk fea39254d9 fix custom_exit (thanks @paranoidandy) 2022-06-02 14:58:45 +02:00
robcaulk b37c31cc21 fix ta-lib issue with simultaneous method access 2022-06-02 14:37:40 +02:00
robcaulk 4ac6ef2972 make defining period intervals more user friendly and flexible 2022-06-02 13:45:29 +02:00
robcaulk ace951bf7e another queue bug fix for fresh starts 2022-06-02 13:28:06 +02:00
robcaulk 833d25bda0 Save data after queue reorg 2022-06-01 08:05:38 +02:00
robcaulk 0b0dd8dd80 Force high priority pair to be trained before anything else. 2022-06-01 07:55:05 +02:00
robcaulk 7523ed825e 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). 2022-05-31 18:42:27 +02:00
robcaulk 9b3b08a2bb let follower purge old model files 2022-05-31 15:37:38 +02:00
robcaulk bac4ced382 Ensure follower predictions are persistent and uniquely stored 2022-05-31 14:35:04 +02:00
robcaulk 70adf55643 Automatically detect and change follower data_path to accommodate remote systems 2022-05-31 12:35:09 +02:00
robcaulk 0306f5ca13 Add autopurge feature so that FreqAI cleans up after itself when it no longer needs old models on disk 2022-05-31 11:58:21 +02:00
robcaulk 45f4f0f603 ensure follower sends back null arrays in case leader hasnt created a model file yet 2022-05-31 01:48:48 +02:00
robcaulk 29d2f59f12 fix PCA bug 2022-05-31 00:40:45 +02:00
robcaulk 606f18e5c1 Add follow_mode feature so that secondary bots can be launched with the same identifier and load models trained by the leader 2022-05-30 21:35:48 +02:00
robcaulk 5b4c649d43 detect variable sized dataframes coming from strat, adjust our stored/returned data accordingly 2022-05-30 13:55:46 +02:00
robcaulk e229902381 fix bug in previous commit 2022-05-30 12:48:22 +02:00
robcaulk a20651efd8 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). 2022-05-30 11:37:05 +02:00
robcaulk 2f1a2c1cd7 allow users to store data in custom formats, update spot config to reflect better target horizon to training period ratio 2022-05-30 02:12:31 +02:00
robcaulk d59eac3321 revert a79032b 2022-05-29 21:33:38 +02:00
robcaulk a79032bf75 fixing bug in training queue 2022-05-29 20:19:32 +02:00
robcaulk 3f72263278 allow pairs deeper in the queue to get trained if the higher priority pairs dont need training 2022-05-29 20:02:43 +02:00
robcaulk cc6cae47ec allow pairs deeper in the queue to get trained if the higher priority pairs dont need training 2022-05-29 19:49:43 +02:00
robcaulk 4eb4753e20 allow subdaily retraining for backtesting 2022-05-29 17:44:35 +02:00
robcaulk 0aa7162055 ensure the prediction is reset in the pair_dict after any trade exit, not just custom_exit 2022-05-29 16:36:46 +02:00
robcaulk fe36b08fce fix key error in example strat 2022-05-29 16:26:34 +02:00
robcaulk ce365eb9e3 improve example strat so that it has dynamic buy and sell logic according to original prediction 2022-05-29 14:45:46 +02:00
robcaulk 4eb29c8810 Dont reset pair priority if it doesnt successfully train 2022-05-28 18:34:26 +02:00
robcaulk 83dd453723 catch errors occuring on background thread, and make sure to keep the ball rolling. Improve pair retraining queue. 2022-05-28 18:26:19 +02:00
robcaulk e54614fa2f remove remnants of single threaded version, ensure pair queue priority is checked before retraining 2022-05-28 14:55:07 +02:00