Matthias
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01126c43f7
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Fix liquidation price tier calculation
closes #7294
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2022-08-26 20:14:24 +02:00 |
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Matthias
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753d1b2aad
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Update leverage tier terminology to be clear and aligned with ccxt
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2022-08-26 19:34:51 +02:00 |
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elintornquist
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b2d664c63c
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Change MinPts calculation
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2022-08-26 18:57:27 +02:00 |
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robcaulk
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bb3523f383
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download data homogeneously across timeframes
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2022-08-26 18:51:42 +02:00 |
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robcaulk
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e7261cf515
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add freqai utils.py file
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2022-08-26 15:30:28 +02:00 |
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robcaulk
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65b552e310
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make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection
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2022-08-26 15:30:01 +02:00 |
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robcaulk
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4b7e640f31
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reduce code duplication, optimize auto data download per tf
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2022-08-26 13:56:44 +02:00 |
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robcaulk
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baa4f8e3d0
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remove Base3ActionEnv in favor of Base4Action
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2022-08-26 11:04:25 +02:00 |
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richardjozsa
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d31926efdf
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Added Base4Action
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2022-08-26 11:04:25 +02:00 |
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Matthias
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53d46a0385
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align max_entry_position_adjustment behavior of backtesting to live
closes #7293
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2022-08-25 20:36:17 +02:00 |
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robcaulk
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3199eb453b
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reduce code for base use-case, ensure multiproc inherits custom env, add ability to limit ram use.
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2022-08-25 19:05:51 +02:00 |
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Matthias
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1fd223c815
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Update --prepend help string
closes #7290
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2022-08-25 17:03:41 +02:00 |
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robcaulk
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05ccebf9a1
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automate eval freq in multiproc
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2022-08-25 12:29:48 +02:00 |
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robcaulk
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94cfc8e63f
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fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward
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2022-08-25 11:46:18 +02:00 |
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Matthias
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f2a356a80c
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Fix some imports
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2022-08-25 07:08:58 +02:00 |
|
Matthias
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6636f17e0f
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Simplify usage of amount_to_contract precision
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2022-08-25 07:08:22 +02:00 |
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Matthias
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32faad9333
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Fix backtest calculation problem with DCA
closes #7287
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2022-08-24 20:36:08 +02:00 |
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robcaulk
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d1bee29b1e
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improve default reward, fix bugs in environment
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2022-08-24 18:32:40 +02:00 |
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robcaulk
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a61821e1c6
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remove monitor log
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2022-08-24 16:33:13 +02:00 |
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robcaulk
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bd870e2331
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fix monitor bug, set default values in case user doesnt set params
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2022-08-24 16:32:14 +02:00 |
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robcaulk
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c0cee5df07
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add continual retraining feature, handly mypy typing reqs, improve docstrings
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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b708134c1a
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switch multiproc thread count to rl_config definition
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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b26ed7dea4
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fix generic reward, add time duration to reward
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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280a1dc3f8
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add live rate, add trade duration
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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f9a49744e6
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add strategy to the freqai object
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2022-08-24 13:00:55 +02:00 |
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richardjozsa
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a2a4bc05db
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Fix the state profit calculation logic
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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29f0e01c4a
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expose environment reward parameters to the user config
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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d88a0dbf82
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add sb3_contrib models to the available agents. include sb3_contrib in requirements.
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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8b3a8234ac
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fix env bug, allow example strat to short
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2022-08-24 13:00:55 +02:00 |
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mrzdev
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8cd4daad0a
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Feat/freqai rl dev (#7)
* access trades through get_trades_proxy method to allow backtesting
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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3eb897c2f8
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reuse callback, allow user to acces all stable_baselines3 agents via config
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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4b9499e321
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improve nomenclature and fix short exit bug
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2022-08-24 13:00:55 +02:00 |
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sonnhfit
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4baa36bdcf
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fix persist a single training environment for PPO
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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f95602f6bd
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persist a single training environment.
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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5d4e5e69fe
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reinforce training with state info, reinforce prediction with state info, restructure config to accommodate all parameters from any user imported model type. Set 5Act to default env on TDQN. Clean example config.
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2022-08-24 13:00:55 +02:00 |
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sonnhfit
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7962a1439b
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remove keep low profit
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2022-08-24 13:00:55 +02:00 |
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sonnhfit
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81b5aa66e8
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make env keep current position when low profit
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2022-08-24 13:00:55 +02:00 |
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sonnhfit
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45218faeb0
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fix coding convention
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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b90da46b1b
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improve price df handling to enable backtesting
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2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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2080ff86ed
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5ac base fixes in logic
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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16cec7dfbd
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fix save/reload functionality for stablebaselines
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2022-08-24 13:00:55 +02:00 |
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sonnhfit
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0475b7cb18
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remove unuse code and fix coding conventions
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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d60a166fbf
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multiproc TDQN with xtra callbacks
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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dd382dd370
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add monitor to eval env so that multiproc can save best_model
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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69d542d3e2
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match config and strats to upstream freqai
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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e5df39e891
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ensuring best_model is placed in ram and saved to disk and loaded from disk
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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bf7ceba958
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set cpu threads in config
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2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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57c488a6f1
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learning_rate + multicpu changes
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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acf3484e88
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add multiprocessing variant of ReinforcementLearningPPO
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2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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cf0731095f
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type fix
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2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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1c81ec6016
|
3ac and 5ac example strategies
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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13cd18dc9a
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PPO policy change + verbose=1
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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926023935f
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make base 3ac and base 5ac environments. TDQN defaults to 3AC.
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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096533bcb9
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3ac to 5ac
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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718c9d0440
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action fix
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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9c78e6c26f
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base PPO model only customizes reward for 3AC
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2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
6048f60f13
|
get TDQN working with 5 action environment
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2022-08-24 13:00:55 +02:00 |
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robcaulk
|
d4db5c3281
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ensure TDQN class is properly named
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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91683e1dca
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restructure RL so that user can customize environment
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2022-08-24 13:00:55 +02:00 |
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sonnhfit
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ecd1f55abc
|
add rl module
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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9b895500b3
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initial commit - new dev branch
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2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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cd3fe44424
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callback function and TDQN model added
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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01232e9a1f
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callback function and TDQN model added
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2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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8eeaab2746
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add reward function
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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ec813434f5
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ReinforcementLearningModel
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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2f4d73eb06
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Revert "ReinforcementLearningModel"
This reverts commit 4d8dfe1ff1daa47276eda77118ddf39c13512a85.
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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c1e7db3130
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ReinforcementLearningModel
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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05ed1b544f
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Working base for reinforcement learning model
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2022-08-24 13:00:40 +02:00 |
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Matthias
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a6d78a8615
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initialize Since parameter properly
closes #7285
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2022-08-23 06:43:04 +02:00 |
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Matthias
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fe7108ae75
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Convert amount to contracts before comparing for close
closes #7279
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2022-08-23 06:37:38 +02:00 |
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Matthias
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78b161e14c
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add contract_size to database
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2022-08-23 06:37:38 +02:00 |
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Matthias
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6036018f35
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Extract contracts_to_amount and amount_to_contracts to standalone functions
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2022-08-23 06:37:38 +02:00 |
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Matthias
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5f38a574ce
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Add okx broker id
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2022-08-23 06:37:38 +02:00 |
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th0rntwig
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5ce1c69803
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Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
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2022-08-22 19:57:20 +02:00 |
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robcaulk
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ac42c0153d
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deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.
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2022-08-22 18:19:07 +02:00 |
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robcaulk
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96d8882f1e
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Plug mem leak, add training timer
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2022-08-22 13:30:30 +02:00 |
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Matthias
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f55d5ffd8c
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Don't fail when --strategy-path is not a valid directory.
closes #7264
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2022-08-22 09:20:14 +00:00 |
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Matthias
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015be770c3
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ccxt now defaults to base volume for all markets
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2022-08-22 06:42:14 +02:00 |
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Matthias
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f6d832c6d9
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Add get_option to expose ft_has via method
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2022-08-21 17:51:46 +02:00 |
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Matthias
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87a3115073
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Add get_open_trade_count() to simplify getting open trade count.
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2022-08-21 17:08:27 +02:00 |
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Matthias
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6189aa817c
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Fix HybridExample formatting
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2022-08-20 19:50:18 +02:00 |
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robcaulk
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64b0834437
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add credit in docstring
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2022-08-20 17:04:38 +02:00 |
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robcaulk
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90c03178b1
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provide user directions, clean up strategy, remove unnecessary code.
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2022-08-20 17:02:18 +02:00 |
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Matthias
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cdd4745693
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Merge pull request #7263 from freqtrade/okx_cache_tiers
Okx cache tiers
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2022-08-20 15:18:13 +02:00 |
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Matthias
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5b3f031590
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Use hyperopt safe amount precision method
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2022-08-20 14:13:15 +02:00 |
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Matthias
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738e95b875
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Add tests for leverage tiers caching
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2022-08-20 13:54:54 +02:00 |
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Matthias
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b6e8b9df35
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Use cached leverage tiers
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2022-08-20 13:01:58 +02:00 |
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Matthias
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52ec0d1046
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Update binance Leverage tiers
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2022-08-20 11:53:15 +02:00 |
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Matthias
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0da0600836
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Have backtesting respect tradable size
closes #7161
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2022-08-20 11:41:11 +02:00 |
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Matthias
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54ddc1a4c2
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Add --tradingmode alias
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2022-08-20 11:24:20 +02:00 |
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Matthias
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aa3da092a0
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Dont' use classProperty - that's not supported on 3.8
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2022-08-20 10:55:52 +02:00 |
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Matthias
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01d45ed12e
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Merge pull request #7257 from freqtrade/feat/list-pair-time
Get min/max data in list-data command
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2022-08-20 08:16:52 +02:00 |
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Matthias
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7b8b73e651
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Merge pull request #7243 from lolongcovas/newbranch_test
Improve PCA and pairwise distance calcs
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2022-08-20 08:13:40 +02:00 |
|
Johan van der Vlugt
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b44bd0171c
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Example Classifier strat
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2022-08-19 19:10:37 +02:00 |
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Matthias
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b9d48c3278
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use numbers in HyperoptState properly ...
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2022-08-19 15:40:06 +02:00 |
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Matthias
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bc359675a2
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Add --analyze-per-epoch - moving populate_analysis to the epoch process
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2022-08-19 15:19:43 +02:00 |
|
Matthias
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09f8904545
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Extract analysis to separate method
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2022-08-19 15:12:55 +02:00 |
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Matthias
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08ef5ad2d8
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Add HyperoptState enum and container class
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2022-08-19 15:11:43 +02:00 |
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Matthias
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1c6f966579
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Hyperopt: simplify parameter "can_optimize" handling
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2022-08-19 15:03:03 +02:00 |
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Matthias
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16af10a5bc
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Update notebook sample with simplified datadir configuration
closes #7252
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2022-08-19 14:05:27 +02:00 |
|