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16511 Commits

Author SHA1 Message Date
robcaulk 2a4d1e2d64 fix bug in setting new timerange for retraining 2022-05-28 12:23:26 +02:00
robcaulk 7870a86e9a fix live retraining bug 2022-05-28 11:38:57 +02:00
robcaulk 0bf915054d handle key check correctly 2022-05-28 11:22:32 +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 b8f9c3557b dirty dirty, dont look here (hacking a flag to avoid reloading leverage_tiers in dry/live) 2022-05-27 13:56:34 +02:00
robcaulk 891fb87712 give load_cached_data_for_updating the right flags to avoid redownloading data in dry/live 2022-05-27 13:38:22 +02:00
robcaulk 65fdebab75 let load_pairs_histories load futures candles in live 2022-05-27 13:01:33 +02:00
robcaulk c080571b7a help futures go dry/live with auto download feature 2022-05-27 12:23:32 +02:00
robcaulk 8a501831d6 fix the error logic on previous commit 2022-05-27 01:15:55 +02:00
robcaulk 23c30dbc10 add error for user trying to backtest with backtest_period<1 2022-05-27 00:43:52 +02:00
robcaulk 6193205012 fix bug for target_mean/std array merging in backtesting 2022-05-26 21:07:50 +02:00
robcaulk ff531c416f reduce `complexity` inside start_download_data() in an effort to appease flake8 2022-05-25 15:31:50 +02:00
robcaulk d79983c791 try to pass flake8 2022-05-25 14:55:19 +02:00
robcaulk 7593339c14 small cleanup 2022-05-25 14:42:46 +02:00
robcaulk b79d4e8876 Allow user to go live and start from pretrained models (after a completed backtest) by simply reusing the `identifier` config parameter while dry/live. 2022-05-25 14:40:32 +02:00
robcaulk 7486d9d9e2 proper validation of freqai config parameters 2022-05-25 12:37:25 +02:00
robcaulk 7ff3258607 remove assertions, log error if user has not assigned freqai in config, fix stratify bug 2022-05-25 11:43:45 +02:00
robcaulk 35bed842cb cleanup, add clarity to comments and docstrings 2022-05-25 11:31:03 +02:00
robcaulk 58b5abbaa6 improve multithreaded training queue system 2022-05-24 15:28:38 +02:00
robcaulk 31ae2b3060 alleviate FutureWarning in sklearn about ensuring svm model features are passed with identical order 2022-05-24 14:46:16 +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 dede128648 set process_only_new_candles to true in example strat 2022-05-23 10:15:59 +02:00
robcaulk ee3cdd0ffe more cleanup 2022-05-23 09:55:58 +02:00
robcaulk 3587bd82e1 cleanup superceded code 2022-05-23 00:10:36 +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 c5ecf94177 move live retraining to separate thread. 2022-05-19 21:15:58 +02:00
robcaulk 1fae6c9ef7 keep model accessible in memory to avoid loading objects from disk during live/dry 2022-05-19 19:27:38 +02:00
robcaulk 67eb94c69d download-data will now check if freqai is active in config, and if so will also download data for corr_pairlist 2022-05-19 17:55:00 +02:00
robcaulk 89eacf2f47 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. 2022-05-19 17:15:50 +02:00
robcaulk c708dd3186 doc update thanks matthias 2022-05-17 20:46:23 +02:00
Matthias c81b960791 Fix some typos 2022-05-17 19:58:36 +02:00
robcaulk db66b82f6f accept open-ended timeranges from user 2022-05-17 19:50:06 +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
robcaulk 80dcd88abf allow user to run config from anywhere on their system 2022-05-15 17:42:15 +02:00
robcaulk 9e94d28860 add timerange to backtest commnad 2022-05-15 17:42:15 +02:00
robcaulk e5759d950b fix typo 2022-05-15 17:42:15 +02:00
robcaulk f4296173e9 use bash visual in doc 2022-05-15 17:42:15 +02:00
robcaulk 717df891b1 use bash visual in doc 2022-05-15 17:42:15 +02:00
robcaulk a8022c104a give beta testers more information in the doc 2022-05-15 17:42:15 +02:00
robcaulk a7029e35b5 ensure informative pairs includes any combination of whitelist - corr_pairlist 2022-05-15 17:42:15 +02:00
robcaulk 9b3e5faebe create more flexible whitelist, avoid duplicating whitelist features into corr_pairlist, update docs 2022-05-15 17:42:15 +02:00
robcaulk 22bd5556ed add self-retraining functionality for live/dry 2022-05-15 17:42:15 +02:00
robcaulk 178c2014b0 appease mypy 2022-05-15 17:42:15 +02:00
robcaulk a4f5811a5b fix flake8 issue in arguments.py 2022-05-15 17:42:15 +02:00
robcaulk aae233bd6c try passing the check tests 2022-05-15 17:42:15 +02:00