Commit Graph
100 Commits
Author SHA1 Message Date
robcaulk 6343fbf9e3 remove verbose from CNNPredictionModel 2022-12-07 00:02:02 +01:00
robcaulk 389ab7e44b add test for CNNPredictionModel 2022-12-06 23:50:34 +01:00
robcaulk 665eed3906 add documentation for CNN, allow it to interact with model_training_parameters 2022-12-06 23:26:07 +01:00
robcaulk 9ce8255f24 isort. 2022-12-05 21:03:05 +01:00
robcaulk 72b1d1c9ae allow users to pass 0 test data 2022-12-05 20:55:05 +01:00
robcaulk 5826fae8ee Merge remote-tracking branch 'origin/develop' into feat/convolutional-neural-net 2022-12-05 20:40:19 +01:00
robcaulk 43c0d305a3 fix tensorflow version 2022-12-05 20:36:08 +01:00
Robert Caulk f28b314266 Merge pull request #7849 from smarmau/patch-1
Update freqai-reinforcement-learning.md
2022-12-04 15:17:01 +01:00
robcaulk 38d3b4cab2 add details to doc plot_feature_importance doc 2022-12-04 11:29:21 +01:00
Robert Caulk 7ddf7ec0ae Update freqai-parameter-table.md 2022-12-02 11:28:00 +01:00
robcaulk aceee67e2b Merge remote-tracking branch 'origin/develop' into gc_improvements 2022-12-01 14:32:19 +01:00
robcaulk 2b3e166dc2 fix fees RL 2022-12-01 10:10:28 +01:00
Robert Caulk 2bcd8e4e21 Merge pull request #7737 from freqtrade/backtest_fitlivepredictions
FreqAI - Backtesting enhancements and bug fix
2022-11-30 16:51:04 +01:00
robcaulk e7f72d52b8 bring back market side setting in get_state_info 2022-11-30 12:36:26 +01:00
robcaulk 4571aedb33 consolidate and clean code 2022-11-30 00:53:35 +01:00
Robert Caulk 066d040fd3 Merge pull request #7814 from freqtrade/dependabot/pip/develop/sb3-contrib-1.6.2
Bump sb3-contrib from 1.6.1 to 1.6.2
2022-11-29 08:45:50 +01:00
Robert Caulk c9cc87b4ac Merge pull request #7823 from freqtrade/fix/rl-model-type
Set model_type in base RL model
2022-11-28 18:07:36 +01:00
robcaulk 56518def42 isort 2022-11-27 21:06:01 +01:00
robcaulk 7fd6bc526e add randomize_starting_position to the rl_config 2022-11-27 21:03:13 +01:00
robcaulk 25e041b98e sneak in small change to FreqaiExampleHybridStrategy docstring and startup count 2022-11-27 20:50:03 +01:00
robcaulk 67d9469277 small wording fix 2022-11-27 20:42:04 +01:00
robcaulk 57aaa390d0 start convolution neural network plugin 2022-11-27 17:42:03 +01:00
Robert Caulk 732757e087 Merge pull request #7801 from initrv/patch-1
Fix 4ac update_total_profit
2022-11-27 12:29:07 +01:00
robcaulk dba30393fb ensure extra_returns_per_train are set properly on first hist_preds build 2022-11-26 18:04:47 +01:00
robcaulk b52f05923a fix list to array in constants.py 2022-11-26 13:47:47 +01:00
robcaulk be890b52fd remove np import 2022-11-26 13:44:58 +01:00
robcaulk aaaa5a5f64 add documentation for net_arch, other small changes 2022-11-26 13:44:58 +01:00
robcaulk 81fd2e588f ensure typing, remove unsued code 2022-11-26 12:11:59 +01:00
robcaulk 8dbfd2cacf improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc 2022-11-26 11:51:08 +01:00
robcaulk 9f13d99b99 improve parameter table, add better documentation for custom calculate_reward, add various helpful notes in docstrings etc 2022-11-26 11:32:39 +01:00
robcaulk 2e82e6784a move data_provider cleanup to shutdown() 2022-11-24 19:07:38 +01:00
robcaulk 73c458d47b use importlib instead of __import___ 2022-11-24 19:04:35 +01:00
robcaulk 00d2a01bf0 isort 2022-11-24 18:57:01 +01:00
robcaulk 4894d772ed merge develop into feat/freqai-rl-dev 2022-11-24 18:50:11 +01:00
robcaulk 3a07749fcc fix docstring 2022-11-24 18:46:54 +01:00
robcaulk 8855e36f57 reduce freqai testing time by reducing retrain frequency and number of features 2022-11-24 18:16:33 +01:00
robcaulk 44b042ba51 remove unused function 2022-11-24 17:53:26 +01:00
Robert Caulk 12e17b80fe Merge pull request #7791 from freqtrade/fix-m1-wheel-lightgbm
Enable --use-pep517 flag for freqai
2022-11-23 17:52:20 +01:00
robcaulk d02da279f8 document the simplifications of the training environment 2022-11-19 13:20:20 +01:00
robcaulk 61a859ba4c remove tensorboard req from rl reqs 2022-11-18 17:30:03 +01:00
robcaulk 387c905a86 merge develop into RL 2022-11-17 21:59:07 +01:00
robcaulk 60fcd8dce2 fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc 2022-11-17 21:50:02 +01:00
robcaulk 91df79ff44 merge dev into backtest-live-predictions 2022-11-17 21:20:47 +01:00
Robert Caulk cd6f87be17 Merge pull request #7728 from freqtrade/improve_timerange
Simplify timerange handling
2022-11-17 19:57:48 +01:00
robcaulk bf4d5b432a ensure model_type is defined 2022-11-13 18:50:25 +01:00
robcaulk 6394ef4558 fix docstrings 2022-11-13 17:43:52 +01:00
robcaulk c8d3e57712 add note that these environments are designed for short-long bots only. 2022-11-13 17:30:56 +01:00
robcaulk c76afc255a explain how to choose environments, and how to customize them 2022-11-13 17:26:11 +01:00
robcaulk 96fafb7f56 remove limit_ram_use 2022-11-13 17:14:47 +01:00
robcaulk b421521be3 help default ReinforcementLearner users by assigning the model_type automatically 2022-11-13 17:12:17 +01:00
robcaulk 90f168d1ff remove more user references. cleanup dataprovider 2022-11-13 17:06:06 +01:00
robcaulk f8f553ec14 remove references to "the user" 2022-11-13 16:58:36 +01:00
robcaulk 388ca21200 update docs, fix bug in environment 2022-11-13 16:56:31 +01:00
robcaulk 3c249ba994 add doc for data_kitchen_thread_count` 2022-11-13 16:11:14 +01:00
robcaulk 1e9e7887aa fix constants.py, fix freqai test 2022-11-13 15:38:35 +01:00
robcaulk af9e400562 add test coverage, fix bug in base environment. Ensure proper fee is used. 2022-11-13 15:31:37 +01:00
robcaulk 81f800a79b switch to using FT calc_profi_pct, reverse entry/exit fees 2022-11-13 13:41:17 +01:00
robcaulk e45d791c19 Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev 2022-11-13 13:00:16 +01:00
robcaulk 259f87bd40 fix rl test; 2022-11-12 19:01:40 +01:00
robcaulk e71a8b8ac1 add ability to integrate state info or not, and prevent state info integration during backtesting 2022-11-12 18:46:48 +01:00
robcaulk 9c6b97c678 ensure normalization acceleration methods are employed in RL 2022-11-12 12:01:59 +01:00
robcaulk 6746868ea7 store dataprovider to self instead of strategy 2022-11-12 11:33:03 +01:00
robcaulk 6ff0e66ddf ensure strat tests are updated 2022-11-12 11:13:31 +01:00
robcaulk 7a4bb040a5 merge develop into feat/freqai-rl-dev 2022-11-12 10:54:34 +01:00
robcaulk 214c622475 move dataframe converter to converter.py 2022-11-12 10:38:25 +01:00
robcaulk 9617d8143d Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai 2022-11-12 10:21:38 +01:00
Robert Caulk 833578716c Merge pull request #7644 from markdregan/multi-target-classifier
Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
2022-11-11 18:48:38 +01:00
robcaulk 790ff2a84b merge develop into add-single-prec 2022-11-11 18:08:51 +01:00
robcaulk e46a57bbd0 move mem logs to debug 2022-11-11 18:05:32 +01:00
robcaulk 66514e84e4 add LightGBMClassifierMultiTarget. add test 2022-11-11 17:45:53 +01:00
robcaulk 054133955b fix loading of metric tracker from disk 2022-11-11 17:24:09 +01:00
Robert Caulk d59b3e2359 Merge pull request #7710 from freqtrade/dependabot/pip/develop/catboost-1.1.1
Bump catboost from 1.1 to 1.1.1
2022-11-08 11:22:29 +01:00
Robert Caulk c3d2df2f4e Merge pull request #7711 from freqtrade/dependabot/pip/develop/xgboost-1.7.1
Bump xgboost from 1.6.2 to 1.7.1
2022-11-08 00:53:51 +01:00
Robert Caulk 820aad670c Merge pull request #7690 from freqtrade/track-current-candle
Track current candle in FreqAI
2022-11-05 17:35:05 +01:00
robcaulk 53df607067 avoid duplicating features with okx/gateio, ensure inference timer gets logged 2022-11-05 15:42:19 +01:00
robcaulk 257c833831 add doc for single precision, dont allow half precision, add test 2022-11-04 18:10:04 +01:00
robcaulk d4cfcbda24 move write_metrics_to_disk to proper place in param table 2022-11-04 17:53:15 +01:00
robcaulk 3ccc120f92 add option to force single precision 2022-11-04 17:42:10 +01:00
robcaulk 8bdc99a3d6 fix self-imposed bug 2022-11-04 16:41:38 +01:00
robcaulk 19d90b813a improve readibility in start_backtesting() 2022-11-04 16:10:46 +01:00
robcaulk 90c5bfb4b5 add default conv_width 2022-11-03 21:35:12 +01:00
robcaulk 05b309caf2 ensure colon replaced for cached attach 2022-11-03 21:17:48 +01:00
robcaulk 6938ed6584 change default conv_width to 1 2022-11-03 21:11:26 +01:00
robcaulk 444a068481 merge develop into track-current-candle 2022-11-03 21:09:08 +01:00
robcaulk db942321ad fix bug with lightgbm and colons 2022-11-03 21:03:48 +01:00
robcaulk d721b50230 flake8 2022-11-03 19:13:24 +01:00
robcaulk 3ba1e221eb fix typo 2022-11-03 19:08:33 +01:00
robcaulk 6c4bdb8f67 remove special characters from feature names 2022-11-03 18:49:39 +01:00
robcaulk b3b756ec14 ensure test pass 2022-11-02 20:30:04 +01:00
robcaulk ce92731132 ensure backwards compatitibility 2022-11-02 20:20:35 +01:00
robcaulk 1a38c10fc6 remove old code 2022-11-02 19:37:47 +01:00
robcaulk 255eb71270 start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df 2022-11-02 19:32:22 +01:00
robcaulk 63458a6130 isort 2022-11-02 18:40:13 +01:00
robcaulk 2afa185dc6 add integrated tests for PCA and DBSCAN 2022-11-02 18:34:56 +01:00
robcaulk 162056a362 fix flake8 2022-10-31 18:23:35 +01:00
robcaulk 97df232ac6 add a warning to __init__ for get_corr_dataframes 2022-10-31 18:18:00 +01:00
robcaulk e6a70d95df Merge branch 'develop' into reduce-indicator-population 2022-10-31 18:13:55 +01:00
robcaulk 7b880a969a change elect to decide 2022-10-31 18:13:48 +01:00
robcaulk fbc281e695 fix grammar, remove hyperlink 2022-10-31 18:10:31 +01:00
robcaulk c3c6733b2d add statement of need to FreqAI docs 2022-10-31 18:03:53 +01:00