Commit Graph

163 Commits

Author SHA1 Message Date
Yinon Polak 3081b9402b add documentation 2023-03-09 11:14:54 +02:00
Yinon Polak 1597c3aa89 set class names in IStrategy.set_freqai_targets method, also save class name with model meta data 2023-03-08 18:36:44 +02:00
Yinon Polak 7d26df01b8 fix tensor type hint 2023-03-08 16:17:19 +02:00
Yinon Polak c8296ccb2d sort imports 2023-03-08 16:13:35 +02:00
Yinon Polak 8d60327d60 add missing import 2023-03-08 16:12:47 +02:00
Yinon Polak 04564dc134 add missing import 2023-03-08 16:11:51 +02:00
Yinon Polak 6161b858c4 sort imports 2023-03-08 16:10:25 +02:00
Yinon Polak 1921a07b89 sort imports 2023-03-08 16:08:04 +02:00
Yinon Polak dfbb2e2b35 sort imports 2023-03-08 16:03:36 +02:00
Yinon Polak 1805db2b07 change documentation and small bugfix 2023-03-08 15:38:22 +02:00
Yinon Polak 76fbec0c17 ad multiclass target names encoder to ints 2023-03-08 14:29:38 +02:00
Yinon Polak 8acdd0b47c type hints fixes 2023-03-06 19:14:54 +02:00
Yinon Polak b1ac2bf515 use data loader, add evaluation on epoch 2023-03-06 16:16:45 +02:00
Yinon Polak 751b205618 initial commit 2023-03-05 16:59:24 +02:00
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 4fc0edb8b7 add pair to environment for access inside calculate_reward 2023-02-10 14:45:50 +01:00
robcaulk 7b4abd5ef5 use a dictionary to make code more readable 2022-12-15 12:25:33 +01:00
Emre 2018da0767
Add env_info dict to base environment 2022-12-14 22:03:05 +03:00
robcaulk 2285ca7d2a add dp to multiproc 2022-12-14 18:22:20 +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
initrv cb8fc3c8c7 custom info to tensorboard_metrics 2022-12-11 15:37:45 +03:00
Emre 272c3302e3
Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling 2022-12-11 13:12:45 +03:00
initrv 58604c747e cleanup tensorboard callback 2022-12-07 14:37:55 +03:00
Emre e734b39929
Make model_training_parameters optional 2022-12-05 14:54:42 +03:00
robcaulk 24766928ba reorganize/generalize tensorboard callback 2022-12-04 13:54:30 +01:00
smarmau d6f45a12ae
add multiproc fix flake8 2022-12-03 22:30:04 +11:00
smarmau 075c8c23c8
add state/action info to callbacks 2022-12-03 21:16:04 +11:00
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 6394ef4558 fix docstrings 2022-11-13 17:43:52 +01:00
robcaulk 7a4bb040a5 merge develop into feat/freqai-rl-dev 2022-11-12 10:54:34 +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 66514e84e4 add LightGBMClassifierMultiTarget. add test 2022-11-11 17:45:53 +01:00
robcaulk d1a0874683 merge develop into feat/freqai-rl-dev 2022-10-30 10:13:03 +01:00
Mark Regan 217add70bd add strat and config for testing on PR 2022-10-25 20:07:39 +01:00
Mark Regan 47056eded3 multi target classifier working but not for parallel 2022-10-25 18:24:27 +01:00
Matthias 1ef38f137d
Fix XGBoost regressor "used before assignment" 2022-10-25 13:37:04 +02:00
Matthias 6669714a73 Update mal-formatted docstrings 2022-10-24 18:12:17 +02:00
Matthias 441032be25 Fix sys.stdout bug for CatboostRegressorMultiTarget 2022-10-17 19:48:27 +02:00
Matthias 6cb14148aa Fix random test failure due to catboost bug
https://github.com/catboost/catboost/issues/2195
2022-10-17 07:00:44 +02:00
Robert Caulk 62ca822597
Merge pull request #7569 from Silur/develop
Add XGBoost random forest predictors to freqai
2022-10-15 16:09:26 +02:00
Emre 7f05b44376
Add eval set to CatboostClassifier 2022-10-13 23:01:09 +03:00
robcaulk dba1b573bc remove tensorboard dir from other pred models 2022-10-11 19:49:24 +02:00
robcaulk 5b5bb8aab5 catboost tensorboard bugfix 2022-10-11 19:05:46 +02:00
Robert Caulk 7bcb7d9a1a
Merge pull request #7554 from initrv/add-catboost-tensorboard
Add tensorboard for catboost
2022-10-10 21:03:45 +02:00
silur 2ad086dd7a add XGBoost random forest predictors to freqai 2022-10-10 14:38:43 +02:00
Matthias eaae9c9e03 Update docstring format 2022-10-10 12:19:29 +00:00
Matthias 60de192d47 Update Classifier docstrings 2022-10-10 12:13:41 +00:00
robcaulk a4aa1b972c isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality 2022-10-09 21:11:37 +02:00