51be45547f
remove np object, make default str
2022-10-24 12:23:54 -06:00
6669714a73
Update mal-formatted docstrings
2022-10-24 18:12:17 +02:00
137aa1756b
Merge pull request #7593 from th0rntwig/prediction-shape
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Fix constant PCA
2022-10-24 08:33:36 +02:00
4d2b7a74f1
move record params to utils, use rapidjson
2022-10-23 20:51:32 +02:00
07e813dfa0
change param record to only get certain params
2022-10-23 12:09:07 -06:00
49ff51f11f
Change storage loc and fix test fail
2022-10-23 16:24:02 +02:00
4464e91256
use self.identifier in full path
2022-10-21 19:53:33 -06:00
5ee3b8cbbb
update config recording to use all configs, fix tests
2022-10-21 19:48:26 -06:00
a85826bf24
Merge pull request #7611 from markdregan/backtest_extra_returns
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Make extra_returns_per_train data available during backtest
2022-10-21 17:13:22 +02:00
6606a0113f
refactoring - remove unnecessary config file
2022-10-20 14:53:25 -03:00
589944055e
fix typos - live predictions candles
2022-10-20 12:15:41 -03:00
52b60c5cbb
Merge branch 'develop' into backtest_live_models
2022-10-20 11:59:37 -03:00
a9db668082
avoid redundant indicator population for corr_pair list
2022-10-20 16:30:32 +02:00
073ce1659e
remove un-used f-string
2022-10-20 14:26:10 +01:00
295ba21389
Make extra_returns_per_train values available during backtest
2022-10-20 12:05:37 +01:00
033c5bd441
Make check constant pred labels agnostic
2022-10-18 12:55:47 +02:00
880ddccaa8
Merge pull request #7590 from freqtrade/list-models
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List models
2022-10-17 20:40:41 +02:00
441032be25
Fix sys.stdout bug for CatboostRegressorMultiTarget
2022-10-17 19:48:27 +02:00
6cb14148aa
Fix random test failure due to catboost bug
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https://github.com/catboost/catboost/issues/2195
2022-10-17 07:00:44 +02:00
23a5a516f9
Merge pull request #7557 from freqtrade/add-metric-tracker
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Add metric tracker to FreqAI
2022-10-16 18:20:07 +02:00
20fc521771
Fix constant PCA
2022-10-15 23:30:12 +02:00
62ca822597
Merge pull request #7569 from Silur/develop
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Add XGBoost random forest predictors to freqai
2022-10-15 16:09:26 +02:00
3b4402aaab
Merge branch 'move-disk-writing-to-ram' into add-metric-tracker
2022-10-15 13:52:14 +02:00
99dbba6cad
avoid reading from disk to instantiate large objects
2022-10-15 13:50:55 +02:00
d81eef0b70
add timestamps to each metric, use rapidjson
2022-10-15 13:23:01 +02:00
b236e362ba
Merge remote-tracking branch 'origin/develop' into add-metric-tracker
2022-10-14 19:00:49 +02:00
7f05b44376
Add eval set to CatboostClassifier
2022-10-13 23:01:09 +03:00
6919f3aa75
Backtest live models - fix utc date convert issue
2022-10-13 15:03:27 -03:00
93fe2b6446
Merge branch 'develop' into backtest_live_models
2022-10-13 11:22:58 -03:00
1e31be562e
remove whitespace
2022-10-11 21:05:42 +02:00
dba1b573bc
remove tensorboard dir from other pred models
2022-10-11 19:49:24 +02:00
5b5bb8aab5
catboost tensorboard bugfix
2022-10-11 19:05:46 +02:00
2e34aa9f04
Merge pull request #7544 from th0rntwig/prediction-shape
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Remove constant labels from prediction
2022-10-10 21:24:25 +02:00
7bcb7d9a1a
Merge pull request #7554 from initrv/add-catboost-tensorboard
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Add tensorboard for catboost
2022-10-10 21:03:45 +02:00
3081e73f8a
Merge branch 'develop' into backtest_live_models
2022-10-10 14:53:45 -03:00
2ad086dd7a
add XGBoost random forest predictors to freqai
2022-10-10 14:38:43 +02:00
eaae9c9e03
Update docstring format
2022-10-10 12:19:29 +00:00
60de192d47
Update Classifier docstrings
2022-10-10 12:13:41 +00:00
a4aa1b972c
isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality
2022-10-09 21:11:37 +02:00
76b33359a9
add an optional metric tracker to collect train timings, inference timings, and cpu load data
2022-10-09 20:22:42 +02:00
4daf0000c7
Move check and add log warning
2022-10-08 16:15:48 +02:00
8d7adfabe9
clean RL tests to avoid dir pollution and increase speed
2022-10-08 12:10:38 +02:00
e337d4b78a
Reset dataframe index after slice
2022-10-07 20:00:05 +02:00
d42fb15608
Improve generic exception handler
2022-10-07 16:05:41 +02:00
a9d5e04a43
Remove constant labels from prediction
2022-10-06 19:26:33 +02:00
86c781798a
Add сatboost train_dir for tensorboard
2022-10-06 19:59:35 +03:00
488739424d
fix reward inconsistency in template
2022-10-05 20:55:50 +02:00
936ca24482
separate RL install from general FAI install, update docs
2022-10-05 15:58:54 +02:00
9c73411ac2
Merge remote-tracking branch 'origin/develop' into dev-merge-rl
2022-10-05 15:21:45 +02:00
292d72d593
automatically handle model_save_type for user
2022-10-03 18:42:20 +02:00
3585742b43
remove trailing whitespace
2022-10-03 17:28:45 +02:00
265795824b
make default type for close_price and date_pred np.nan
2022-10-03 11:58:22 +02:00
6ecd92de4a
Allow updating without changing identifier
2022-10-03 09:55:57 +02:00
b70f18f4c3
add close price and date to historic_predictions
2022-10-02 18:33:39 +02:00
cf882fa84e
fix tests
2022-10-01 20:26:41 +02:00
048cb95bd6
Merge remote-tracking branch 'origin/develop' into dev-merge-rl
2022-10-01 17:48:47 +02:00
3e34f10e3d
Merge pull request #7508 from aemr3/fix-pca-errors
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Fix feature list match for PCA
2022-10-01 16:50:29 +02:00
f4c6b99d63
remove commented lines
2022-10-01 14:23:15 +02:00
cd514cf15d
fix inlier metric in backtesting
2022-10-01 14:18:46 +02:00
f2b875483f
ensure raw features match when PCA is employed
2022-10-01 13:14:59 +02:00
51556e08c3
Merge branch 'develop' into pr/th0rntwig/7495
2022-10-01 12:45:08 +02:00
cdc01a0781
Fix feature list match for pca
2022-09-30 15:22:05 -07:00
cc06c60fd8
Fix pandas deprecation warnings from freqAI
2022-09-30 15:43:23 +02:00
be48131185
make shuffle false in constants
2022-09-30 00:33:08 +02:00
6e74d46660
Ensure 1 thread available
2022-09-29 14:02:00 +02:00
7ef56e3029
Ensure at least 1 thread is available
2022-09-29 14:01:22 +02:00
555cc42630
Ensure 1 thread is available (for testing purposes)
2022-09-29 14:00:09 +02:00
6845a5c6ea
backtest_live_models - refactoring after PR review
2022-09-29 01:48:38 -03:00
dcf6ebe273
Update BaseReinforcementLearningModel.py
2022-09-29 00:37:03 +02:00
83343dc2f1
control number of threads, update doc
2022-09-29 00:10:18 +02:00
683b084323
Set train-test-split shuffle=False as default and remove stratification
2022-09-28 18:23:56 +02:00
55ebbeec18
backtest_live models tests refactoring
2022-09-28 08:48:32 -03:00
099137adac
remove hasattr calls
2022-09-27 22:35:15 -06:00
9e36b0d2ea
fix formatting
2022-09-27 22:02:33 -06:00
caa47a2f47
close subproc env on shutdown
2022-09-28 03:06:05 +00:00
0be115de9c
backtest_live_models - added new tests and refactoring
2022-09-27 10:26:57 -03:00
72aa47fc51
backtest_live_models - fix issue with timerange BT and 2 trainings within same candle (no data)
2022-09-27 00:14:12 -03:00
14b96aaa38
backtesting live models - fix ci issues
2022-09-26 19:52:59 -03:00
290afd9699
backtest_live_models - fix typo
2022-09-26 19:21:53 -03:00
0318ca9f12
backtest_live_models - fix typo
2022-09-26 19:08:25 -03:00
22bef71d5d
backtest_live_models - add function comments and tests
2022-09-26 19:01:24 -03:00
ec947ad65c
remove commented code - backtest_live_models
2022-09-25 23:47:27 -03:00
5880f7a638
backtest_live_models - params validation and get timerange from live models in BT
2022-09-25 23:14:00 -03:00
f3f3917da3
Merge branch 'develop' into backtest_live_models
2022-09-25 20:05:26 -03:00
48e89e68b9
fix typos
2022-09-25 20:22:19 +02:00
0ed7b2bfc3
change start_backtesting to handle backtest_live_models
2022-09-25 10:35:55 -03:00
873d2a5069
no model save backtest, plot features backtest, ensure inlier plays nice, doc
2022-09-25 11:18:10 +02:00
7f116db95e
added generic function to get timerange from existent models
2022-09-24 13:01:53 -03:00
d9c16d4888
Merge branch 'develop' into backtest_live_models
2022-09-24 12:30:55 -03:00
3ee7eb63f7
starting backtest live models
2022-09-24 12:28:52 -03:00
585342f193
Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai
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Ensure the DF has the same size in backtesting FreqAI
2022-09-24 16:17:39 +02:00
2cc00a1a2c
Allow use of --strategy-list with freqai, with warning ( #7455 )
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* Allow use of --strategy-list with freqai, with warning
* ensure populate_any_indicators is identical for resused identifiers
* use pair instead of metadata["pair"]
Co-authored-by: robcaulk <rob.caulk@gmail.com>
2022-09-24 13:21:01 +02:00
6643d90e64
simplify freqAI start_backtesting
2022-09-24 10:34:14 +02:00
647200e8a7
isort
2022-09-23 19:30:56 +02:00
77c360b264
improve typing, improve docstrings, ensure global tests pass
2022-09-23 19:17:27 +02:00
9c361f4422
increase test coverage for RL and FreqAI
2022-09-23 18:04:43 +02:00
f5cd8f62c6
Remove unused code from BaseEnv
2022-09-23 10:24:39 +02:00
a4eaff4da6
Add training elapsed time
2022-09-23 01:18:34 -07:00
7295ba0fb2
add test for Base4ActionEnv
2022-09-22 23:42:33 +02:00
eeebb78a5c
skip darwin in RL tests, remove example scripts, improve doc
2022-09-22 21:16:21 +02:00
ea8e34e192
Merge branch 'develop' into dev-merge-rl
2022-09-22 19:46:50 +02:00
71e6c54ea4
Normalise distances before Weibull fit ( #7432 )
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* Normalise distances before Weibull
* Track inlier-metric params
2022-09-22 18:11:50 +02:00
b1dbc3a65f
remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count
2022-09-22 12:13:51 -03:00
b5fd11f91b
protect against unforeseen issues in scanning thread
2022-09-19 21:18:31 +02:00
42c75b4a7b
combine log messages
2022-09-19 19:16:32 +02:00
9b66297cc0
Fix append
2022-09-19 12:47:20 +02:00
995396c775
Add useful log info
2022-09-19 11:42:56 +02:00
ad652817ef
Ensure train ordering after restart
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Ensure lowest timestamps get trained first after restart
2022-09-19 11:11:23 +02:00
f9460c80c2
Merge pull request #7434 from freqtrade/improve-train-queue
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improve train queue system in FreqAI
2022-09-19 10:55:53 +02:00
ea58c29ded
Add plot_feature_importance to schema definition
2022-09-19 08:13:54 +00:00
225f7cd5f8
Merge pull request #7431 from initrv/add-plot-feature-importance
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Add plot feature importance
2022-09-19 08:41:10 +02:00
d930931000
Bring back sleep - it'll ensure we give up control over the thread.
2022-09-19 07:14:33 +02:00
470d5d8405
ensure full new pairlist is in the queue
2022-09-18 17:08:07 +02:00
eaa43337d2
improve train queue system, ensure crash resilience in train queue.
2022-09-18 17:00:55 +02:00
95457d23ca
escape freqai-specific characters from file naming
2022-09-18 13:59:30 +02:00
667853c504
Use Alias to type config objects
2022-09-18 13:20:55 +02:00
188f75d8ec
set model in models dict
2022-09-18 12:50:44 +02:00
1ef875901a
maintian user privacy by keeping plotly offline
2022-09-18 00:01:42 +02:00
68f7a31504
ensure continued operation despite not being able to plot
2022-09-18 00:00:14 +02:00
2c23effbf2
allow plot to plot multitargets, add test
2022-09-17 19:17:44 +02:00
1c92734f39
simplify plot_feature_importance call
2022-09-17 18:53:43 +03:00
7b1d409c98
fix mypy/flake8
2022-09-17 17:51:06 +02:00
86aa875bc9
plot features as html instead of png
2022-09-16 21:47:12 +03:00
b707a6da35
Add ability to plot feature importance
2022-09-16 19:17:41 +03:00
3b97b3d5c8
fix mypy error for strategy
2022-09-15 00:56:51 +02:00
8aac644009
add tests. add guardrails.
2022-09-15 00:46:35 +02:00
48140bff91
fix bug in 4ActRLEnv
2022-09-14 22:53:53 +02:00
81417cb795
Merge branch 'develop' into dev-merge-rl
2022-09-14 22:49:11 +02:00
37dd22c89e
Fixed a bug that prevents clearing old models
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Corrects the error of clearing old models when the model directory contains directories with names that do not match a regular expression
2022-09-14 03:40:13 +03:00
330d7068ab
Merge branch 'develop' into add-xgboostclassifier
2022-09-10 23:59:11 +03:00
075748b21a
Merge pull request #7392 from freqtrade/improve_ai_tests
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Improve freqai tests by utilizing parametrization
2022-09-10 22:37:21 +02:00
5a0cfee27e
allow user to multithread jobs (advanced users only)
2022-09-10 22:16:49 +02:00
73e122ad10
Merge pull request #7391 from wagnercosta/fixBTfreqaiV2
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Fix FreaqAI backtesting - startup_candle_count bug
2022-09-10 21:53:00 +02:00
e4caccc353
Merge pull request #7367 from freqtrade/add-continual-learning
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add continual learning to catboost and friends
2022-09-10 20:17:28 +02:00
311ae8bf1f
freqai backtesting - add startup_candle_count at function description
2022-09-10 14:45:42 -03:00
60eb02bb62
Add XGBoostClassifier
2022-09-10 20:13:16 +03:00
2077f84f9b
Merge pull request #7363 from wagnercosta/fixHyperoptFreqai
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Fix hyperopt - freqai
2022-09-10 17:02:01 +02:00
4a47c63f71
Merge pull request #7374 from th0rntwig/filter-constant-features
2022-09-10 16:58:58 +02:00
10b6aebc5f
enable continual learning and evaluation sets on multioutput models.
2022-09-10 16:54:13 +02:00
a1f88cca80
merge develop
2022-09-10 10:35:16 -03:00
79985fda01
fix backtesting freqai startup candles bug
2022-09-10 10:27:17 -03:00
5705b8759b
Merge branch 'develop' into add-continual-learning
2022-09-10 08:24:04 +02:00
05581db4e3
ensure columns are only dropped in training
2022-09-09 20:37:21 +02:00
97be3318f4
Use Datetime_format from constants
2022-09-09 20:31:02 +02:00
a826c0eb83
ensure signatures match, reduce verbosity
2022-09-09 19:30:53 +02:00
acb410a0de
Remove verbosity params
2022-09-09 19:30:53 +02:00
df6e43d2c5
Add XGBoostRegressorMultiTarget class
2022-09-09 19:30:53 +02:00
1b6410d7d1
Add XGBoostRegressor for freqAI, fix mypy errors
2022-09-09 19:30:53 +02:00
d38cc06139
Fix freqai backtesting time range issue
2022-09-09 19:27:05 +02:00
f4f2884a66
Fix freqai backtesting time range issue
2022-09-07 18:52:58 -03:00
e51d352777
ensure pca is handling same DF as inlier
2022-09-07 19:11:54 +02:00
4c9ac6b7c0
add kwargs, reduce duplicated code
2022-09-07 18:58:55 +02:00
ea7bdac9ed
ensure inlier metric can be combined with other cleaning methods
2022-09-07 18:45:16 +02:00
cdc72bf8ca
Correct indexing
2022-09-07 18:14:13 +02:00
047ded1baa
Check for constant columns
2022-09-07 17:47:27 +02:00
6b7644029c
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
2022-09-07 11:07:51 -03:00
8d16dd804d
hyperopt - freqai - docs and refactoring
2022-09-06 15:42:47 -03:00
d7585161b2
Merge branch 'develop' into add-inlier-metric
2022-09-06 20:40:21 +02:00
97077ba18a
add continual learning to catboost and friends
2022-09-06 20:30:46 +02:00
d44296783e
isort datakitchen
2022-09-06 20:10:12 +02:00
e83c9b276d
fix whitespace
2022-09-06 19:56:52 +02:00
4b28d0495f
fix timestamping, move imports, add words to doc
2022-09-06 19:46:58 +02:00
2c8e5b191b
fix hyperopt - freqai
2022-09-05 17:43:55 -03:00
5b826150df
fix hyperopt - freqai
2022-09-05 17:43:28 -03:00
78d01810ed
reduce code redundancy, ensure live always gets the latest data
2022-09-05 00:12:00 +02:00
d43ed186fc
fix issue with freqai backtesting at slice dataframe
2022-09-05 00:12:00 +02:00
956ea43e55
Merge pull request #7340 from wizrds/sigint-freqai
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Support SIGINT in FreqAI
2022-09-04 16:43:36 +02:00
ec76214d02
backup historical predictions pickle and load the backup in case of corruption
2022-09-04 15:56:07 +02:00
69b3fcfd32
Merge branch 'develop' into dev-merge-rl
2022-09-04 11:23:25 +02:00
27dce20b29
fix bug in Base4ActionRLEnv, improve example strats
2022-09-04 11:21:54 +02:00
8545d74378
Merge pull request #7331 from th0rntwig/pca
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Normalise PCA space
2022-09-03 21:49:54 +02:00
dae3b3d86a
support shutting down freqai
2022-09-03 13:24:14 -06:00
5cfb4154eb
revert all changes in normalize_data()
2022-09-03 19:48:30 +02:00
63514b0443
Merge pull request #7325 from wagnercosta/develop
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Improve Freqai backtesting performance
2022-09-03 19:28:04 +02:00
c21808ff98
remove metadata redundancy, fix pca bug
2022-09-03 16:54:30 +02:00
c9be66b5b6
increase test coverage for dk, improve function naming, extra cleaning
2022-09-03 15:52:29 +02:00
80b5f035ab
Remove typo in log message
2022-09-03 15:01:28 +02:00
599c1c79fb
reorganized backtest utilities, test new functionality, improve/update doc
2022-09-03 14:00:01 +02:00
af5460cebf
Add option to keep models only in memory for backtest
2022-09-02 22:01:53 -03:00
11b2bc269e
Added missing s
2022-09-01 22:37:32 +02:00
3f8400df10
Normalise PCA space
2022-09-01 21:51:33 +02:00
d6e115178a
refactoring freqai backtesting - remove duplicate code
2022-09-01 07:09:23 -03:00
44d3a9140d
Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop
2022-08-31 15:37:06 -03:00
7bed0450d2
pr review - refactoring backtesting freqai
2022-08-31 15:36:29 -03:00
3d4497467c
Merge branch 'freqtrade:develop' into develop
2022-08-31 14:47:06 -03:00
240b529533
fix tensorboard path so that users can track all historical models
2022-08-31 16:50:39 +02:00
2493e0c8a5
Unnecessary lines in Base4, and changes for box space, to fit better for our needs ( #7324 )
2022-08-31 16:37:02 +02:00
df51da22ee
refactoring freqai backtesting
2022-08-31 11:23:48 -03:00
57ff6f8ac5
Init timerange object properly
2022-08-31 10:28:31 +00:00
7ba4fda5d7
Implement PR feedback
2022-08-31 10:26:47 +00:00
a88ffd2c9d
Merge branch 'develop' into move_datadownload
2022-08-31 10:23:45 +00:00
7e8e29e42d
use continuous value for inlier_metric
2022-08-30 20:41:37 +02:00
7f52908e87
ensure the lost points are prepended for FreqUI
2022-08-30 18:55:58 +02:00
a58dd0bbf9
add noise feature, improve docstrings
2022-08-30 18:26:24 +02:00
b11742a4c5
integrate inlier metric function
2022-08-30 18:26:24 +02:00
d3cb211283
Add inlier metric computation
2022-08-30 18:26:24 +02:00
50e2808667
Fix bug in DI ( #7321 )
2022-08-30 12:54:39 +02:00
62c0a174c8
allow users to properly reverse train-test data ordering
2022-08-29 11:04:58 +02:00
7766350c15
refactor environment inheritence tree to accommodate flexible action types/counts. fix bug in train profit handling
2022-08-28 19:21:57 +02:00
fcb5d1cb5a
remove debugging flag
2022-08-28 13:01:39 +02:00
Timothy Pogue
Matthias
Robert Caulk
th0rntwig
Wagner Costa Santos
rcaulk
Mark Regan
Emre
silur
initrv
paranoidandy
th0rntwig
Emre
Richard Jozsa