Commit Graph
100 Commits
Author SHA1 Message Date
robcaulk 69b9b35a08 Merge remote-tracking branch 'origin/develop' into feat/add-pytorch-model-support 2023-04-08 13:22:25 +02:00
robcaulk 48d3c8e62e fix model loading from disk bug, improve doc, clarify installation/docker instructions, add a torch tag to the freqairl docker image. Fix seriously outdated prediction_model docstrings 2023-04-08 12:09:53 +02:00
Robert Caulk 631cb44f5c ensure python code block renders 2023-04-01 15:16:48 +02:00
Robert Caulk 367186cc34 Update freqai-feature-engineering.md
The `metadata` section of `freqai-feature-engineering.md` had a misplaced whitespace in front of the title. 

This PR removes the whitespace.
2023-04-01 15:16:43 +02:00
robcaulk 92f34f262e make trade_type value more explicit, add profit to trade_history dict 2023-04-01 10:05:58 +02:00
Robert Caulk d9c8b322ce Update freqai_interface.py 2023-03-25 13:37:07 +01:00
robcaulk 68154a1f52 document why users cant arbitrarily change parameter spaces... 2023-03-25 11:57:52 +01:00
Robert Caulk bdf19f1d66 Update freqai_interface.py 2023-03-21 22:44:56 +01:00
robcaulk 1ba01746a0 organize pytorch files 2023-03-21 15:09:54 +01:00
robcaulk fab505be1b cheat flake8 for now until we can refactor save into the model class 2023-03-20 18:41:03 +02:00
Robert Caulk 186fe5933b Merge pull request #8338 from freqtrade/freqai_exception
Fix exceptions when training fails
2023-03-18 12:56:25 +01:00
Robert Caulk 00054dcfde Merge pull request #8307 from initrv/tensorboard-category
Improve tensorboard_log
2023-03-16 11:10:29 +01:00
robcaulk 4550447409 cheat flake8 for now until we can refactor save into the model class 2023-03-14 21:13:30 +01:00
robcaulk d10ee0979a ensure training_features_list is updated properly 2023-03-08 19:37:11 +01:00
Robert Caulk 85e345fc48 Update BaseReinforcementLearningModel.py 2023-03-08 19:29:39 +01:00
robcaulk 29d337fa02 ensure ohlc is dropped from both train and predict 2023-03-08 11:26:28 +01:00
robcaulk d9dc831772 allow user to drop ohlc from features in RL 2023-03-07 11:33:54 +01:00
Robert Caulk 607d90ca5d Merge pull request #8215 from freqtrade/fix-freqai-index
fix link in freqai index.md
2023-02-24 12:38:56 +01:00
robcaulk cb80d7c26f close the multi_proc env before creating new ones in an attempt to avoid increasing processes 2023-02-24 11:19:54 +01:00
robcaulk c283e22325 fix purge_old_models description in parameter table 2023-02-24 10:54:43 +01:00
robcaulk 5ac4b81a5d fix link in freqai index.md 2023-02-24 10:50:39 +01:00
robcaulk 150b7f9c87 lighten the disclaimer message 2023-02-22 22:33:41 +01:00
robcaulk b8f011a2ab give users ability to decide how many models to keep in dry/live 2023-02-22 22:27:56 +01:00
robcaulk 9633081c31 remove remnants of follower, clean data-drawer, improve doc 2023-02-22 22:01:41 +01:00
robcaulk 3fbbc57a37 add imposter disclaimer to FreqAI front page 2023-02-22 17:08:30 +01:00
robcaulk 986bc63e54 raise OperationalException if latest historical data candle is older than earliest dataprovider candle 2023-02-21 21:23:58 +01:00
robcaulk 2b5c11c7b4 allow users to buffer train data with buffer_train_data_candles parameter 2023-02-21 21:08:34 +01:00
robcaulk fd4e27d889 remove populate_any_indicators 2023-02-21 14:22:40 +01:00
robcaulk 351c5fbf7f add shuffle_after_split to conftest 2023-02-16 19:48:22 +01:00
Robert Caulk f68543b151 Merge pull request #8182 from freqtrade/generalize-model-exists
generalize model_exists() for RL and Keras
2023-02-16 19:41:07 +01:00
robcaulk be85ef2707 add documentation for shuffle_after_split, add to constants 2023-02-16 18:50:11 +01:00
robcaulk b6a741b421 merge develop into feat/shuffle_after_split 2023-02-16 18:46:01 +01:00
robcaulk 36d65e00f9 generalize model_exists() for RL and Keras 2023-02-16 18:33:40 +01:00
Robert Caulk 020c9a5cec Update freqai.md 2023-02-15 21:54:45 +01:00
robcaulk 8873a565ee expose raw features to the environment for use in calculate_reward 2023-02-10 15:48:18 +01:00
robcaulk 154b6711b3 use function level noqa ignore 2023-02-10 15:26:17 +01:00
robcaulk 4fc0edb8b7 add pair to environment for access inside calculate_reward 2023-02-10 14:45:50 +01:00
robcaulk 0dd2472385 add metadata param to docstrings 2023-02-04 16:56:36 +01:00
robcaulk e569f6f6df add explicit metadata argument to example strat, include it with backtesting 2023-02-04 16:53:17 +01:00
robcaulk 5da60b718d pass metadata dictionary to feature_engineering_* and set_freqai_targets functions. Add doc 2023-02-04 13:47:11 +01:00
robcaulk ccb4efbe88 remove follow mode in favor of producer consumer 2023-02-02 11:40:23 +01:00
Robert Caulk bfd7803fd8 Update freqai-reinforcement-learning.md 2023-01-12 22:18:22 +01:00
robcaulk 93aff9325e improve deprecation note 2023-01-09 20:15:03 +01:00
robcaulk a61274ae18 ensure cached corr-pairs works with new framework 2023-01-09 20:04:36 +01:00
robcaulk d91ac8b669 improve wording in freqai doc 2023-01-05 20:13:48 +01:00
robcaulk 3cbe51c3ca remove duplicated line 2023-01-04 13:58:25 +01:00
robcaulk dc25668468 handle data gaps between FreqAI and DP better 2023-01-04 11:41:06 +01:00
Robert Caulk c384d1357e Update FreqaiExampleStrategy.py 2023-01-03 21:52:16 +01:00
Robert Caulk 52dfb0452c Update freqai-feature-engineering.md 2023-01-02 16:06:54 +01:00
robcaulk b2bab68fba move price assignment to feature_engineering_standard() to reduce un-requested feature additions in RL. Ensure old method of price assignment still works, add deprecation warning to help users migrate their strategies 2022-12-30 13:02:39 +01:00
robcaulk 6f7eb71bbb ensure RL works with new naming scheme 2022-12-28 14:52:33 +01:00
robcaulk c2936d551b improve doc, update test strats, change function names 2022-12-28 13:25:40 +01:00
Robert Caulk 20901c833a Improve purge_old_models explanation 2022-12-27 10:08:09 +01:00
Robert Caulk cc30210b3f Merge pull request #7908 from freqtrade/add-3action-rl-env
Add 3 Action RL Env
2022-12-19 14:47:57 +01:00
robcaulk 5b9e3af276 improve wording 2022-12-19 12:22:15 +01:00
robcaulk 5405d8fa6f add discussion and tips for Base3ActionRLEnvironment 2022-12-19 12:14:53 +01:00
robcaulk a276ef4b06 ensure long only RL is tested 2022-12-19 11:49:31 +01:00
Robert CaulkandMatthias 329a0a3f45 Update docs/freqai.md
Co-authored-by: Matthias <xmatthias@outlook.com>
2022-12-17 18:43:20 +01:00
Robert Caulk 439914caef Merge pull request #7906 from initrv/fix-base-env-done-condition
fix base4 env done condition
2022-12-16 15:25:58 +01:00
robcaulk e4284f4e7b add citation to freqai doc. Update credits 2022-12-16 15:20:46 +01:00
robcaulk c9bc91c75b add shuffle_after_split option 2022-12-16 11:20:37 +01:00
robcaulk 581a5296cc fix docstrings to reflect new env_info changes 2022-12-15 16:50:08 +01:00
robcaulk 7b4abd5ef5 use a dictionary to make code more readable 2022-12-15 12:25:33 +01:00
robcaulk dac1c8ab89 fix isort 2022-12-14 18:28:52 +01:00
robcaulk 2285ca7d2a add dp to multiproc 2022-12-14 18:22:20 +01:00
Robert Caulk e6da646e2f Merge pull request #7866 from initrv/cleanup-tensorboard-callback
Cleanup tensorboard callback
2022-12-13 09:05:46 +01:00
robcaulk 0f6b98b69a merge develop into tensorboard cleanup 2022-12-11 15:38:32 +01:00
robcaulk 0fd8e214e4 add documentation for tensorboard_log, change how users interact with tensorboard_log 2022-12-11 15:31:29 +01:00
Robert Caulk 0f75ec9c97 Merge pull request #7860 from freqtrade/update-freqai-tf-handling
Ensure base tf to be include_timeframes
2022-12-11 12:50:07 +01:00
robcaulk 8c7ec07951 ensure predict_proba follows suit. Remove all lib specific params from example config 2022-12-11 12:39:31 +01:00
robcaulk 85f22b5c30 fix bug in MultiOutput* with conv_width = 1 2022-12-11 12:15:19 +01:00
robcaulk 7b3406914c flip add_state_info 2022-12-07 19:49:39 +01:00
robcaulk 9b4364ddc3 ensure that add_state_info is deactivated during backtesting 2022-12-07 19:49:14 +01:00
Robert Caulk b9f6911a6a Merge pull request #7843 from smarmau/develop
freqai RL agent info during training
2022-12-06 20:06:41 +01:00
Robert Caulk 27b8f462dc Merge pull request #7837 from freqtrade/freqai_bt_from_predictions_improvement
freqAI backtesting - Perfomance improvement
2022-12-05 23:20:55 +01:00
robcaulk 62c69bf2b5 fix custom_info 2022-12-05 20:22:54 +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 d8565261e1 ignore initializer type 2022-12-04 14:10:33 +01:00
robcaulk 24766928ba reorganize/generalize tensorboard callback 2022-12-04 13:54:30 +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
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