robcaulk
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ce92731132
|
ensure backwards compatitibility
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2022-11-02 20:20:35 +01:00 |
|
Wagner Costa Santos
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23b6915dde
|
fix issue with different backtesting prediction size
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2022-11-02 15:49:51 -03:00 |
|
robcaulk
|
1a38c10fc6
|
remove old code
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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
|
97df232ac6
|
add a warning to __init__ for get_corr_dataframes
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2022-10-31 18:18:00 +01:00 |
|
robcaulk
|
66d8ed6c0b
|
Merge remote-tracking branch 'origin/develop' into reduce-indicator-population
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2022-10-31 09:42:01 +01:00 |
|
robcaulk
|
d59a7fa2f9
|
remove analysis_lock and realign example hybrid strat
|
2022-10-30 17:07:33 +01:00 |
|
Matthias
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391c3f56f7
|
Add typehint to corr_pairlist
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2022-10-30 13:28:01 +01:00 |
|
Mark Regan
|
7053f81fa8
|
simplified predict and predict_proba using super(). Added duplicate class label check.
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2022-10-30 09:48:30 +00:00 |
|
Matthias
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cf4af2175c
|
Merge pull request #7662 from markdregan/backtest_extra_returns_fix
Fix missing f-string from PR #7611
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2022-10-30 10:47:06 +01:00 |
|
robcaulk
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a2843165e1
|
fix leftovers from merge
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2022-10-30 10:31:38 +01:00 |
|
robcaulk
|
52e15b2070
|
Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev
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2022-10-30 10:16:39 +01:00 |
|
robcaulk
|
d1a0874683
|
merge develop into feat/freqai-rl-dev
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2022-10-30 10:13:03 +01:00 |
|
robcaulk
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fc53054d43
|
leverage list length knowledge, f-string change
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2022-10-30 10:12:14 +01:00 |
|
Emre
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f98c7a2423
|
Remove loop of normalization from metadata
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2022-10-30 10:12:14 +01:00 |
|
Mark Regan
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c26fda282f
|
fix missing f-string from PR #7611
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2022-10-30 08:19:59 +00:00 |
|
robcaulk
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650bb8b7d7
|
ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs.
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2022-10-29 22:26:49 +02:00 |
|
Matthias
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801e91c39e
|
Merge pull request #7618 from wizrds/fix/docker-config-record
Update function in FreqAI interface to record FreqAI config params
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2022-10-29 08:56:20 +02:00 |
|
Mark Regan
|
6ef82dd8b6
|
minor change to return
|
2022-10-27 12:41:12 +01:00 |
|
Timothy Pogue
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b9bf9edb02
|
update rapidjson opts
|
2022-10-25 14:12:13 -06:00 |
|
Mark Regan
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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 |
|
Timothy Pogue
|
51be45547f
|
remove np object, make default str
|
2022-10-24 12:23:54 -06:00 |
|
Matthias
|
6669714a73
|
Update mal-formatted docstrings
|
2022-10-24 18:12:17 +02:00 |
|
Robert Caulk
|
137aa1756b
|
Merge pull request #7593 from th0rntwig/prediction-shape
Fix constant PCA
|
2022-10-24 08:33:36 +02:00 |
|
robcaulk
|
4d2b7a74f1
|
move record params to utils, use rapidjson
|
2022-10-23 20:51:32 +02:00 |
|
Timothy Pogue
|
07e813dfa0
|
change param record to only get certain params
|
2022-10-23 12:09:07 -06:00 |
|
th0rntwig
|
49ff51f11f
|
Change storage loc and fix test fail
|
2022-10-23 16:24:02 +02:00 |
|
Timothy Pogue
|
4464e91256
|
use self.identifier in full path
|
2022-10-21 19:53:33 -06:00 |
|
Timothy Pogue
|
5ee3b8cbbb
|
update config recording to use all configs, fix tests
|
2022-10-21 19:48:26 -06:00 |
|
Robert Caulk
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a85826bf24
|
Merge pull request #7611 from markdregan/backtest_extra_returns
Make extra_returns_per_train data available during backtest
|
2022-10-21 17:13:22 +02:00 |
|
Wagner Costa Santos
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6606a0113f
|
refactoring - remove unnecessary config file
|
2022-10-20 14:53:25 -03:00 |
|
Wagner Costa Santos
|
589944055e
|
fix typos - live predictions candles
|
2022-10-20 12:15:41 -03:00 |
|
Wagner Costa Santos
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52b60c5cbb
|
Merge branch 'develop' into backtest_live_models
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2022-10-20 11:59:37 -03:00 |
|
rcaulk
|
a9db668082
|
avoid redundant indicator population for corr_pair list
|
2022-10-20 16:30:32 +02:00 |
|
Mark Regan
|
073ce1659e
|
remove un-used f-string
|
2022-10-20 14:26:10 +01:00 |
|
Mark Regan
|
295ba21389
|
Make extra_returns_per_train values available during backtest
|
2022-10-20 12:05:37 +01:00 |
|
th0rntwig
|
033c5bd441
|
Make check constant pred labels agnostic
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2022-10-18 12:55:47 +02:00 |
|
Matthias
|
880ddccaa8
|
Merge pull request #7590 from freqtrade/list-models
List models
|
2022-10-17 20:40:41 +02:00 |
|
Matthias
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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 |
|
Matthias
|
23a5a516f9
|
Merge pull request #7557 from freqtrade/add-metric-tracker
Add metric tracker to FreqAI
|
2022-10-16 18:20:07 +02:00 |
|
th0rntwig
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20fc521771
|
Fix constant PCA
|
2022-10-15 23:30:12 +02:00 |
|
Robert Caulk
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62ca822597
|
Merge pull request #7569 from Silur/develop
Add XGBoost random forest predictors to freqai
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2022-10-15 16:09:26 +02:00 |
|
robcaulk
|
3b4402aaab
|
Merge branch 'move-disk-writing-to-ram' into add-metric-tracker
|
2022-10-15 13:52:14 +02:00 |
|
robcaulk
|
99dbba6cad
|
avoid reading from disk to instantiate large objects
|
2022-10-15 13:50:55 +02:00 |
|
robcaulk
|
d81eef0b70
|
add timestamps to each metric, use rapidjson
|
2022-10-15 13:23:01 +02:00 |
|
robcaulk
|
b236e362ba
|
Merge remote-tracking branch 'origin/develop' into add-metric-tracker
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2022-10-14 19:00:49 +02:00 |
|
Emre
|
7f05b44376
|
Add eval set to CatboostClassifier
|
2022-10-13 23:01:09 +03:00 |
|
Wagner Costa Santos
|
6919f3aa75
|
Backtest live models - fix utc date convert issue
|
2022-10-13 15:03:27 -03:00 |
|
Wagner Costa Santos
|
93fe2b6446
|
Merge branch 'develop' into backtest_live_models
|
2022-10-13 11:22:58 -03:00 |
|
robcaulk
|
1e31be562e
|
remove whitespace
|
2022-10-11 21:05:42 +02:00 |
|
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
|
2e34aa9f04
|
Merge pull request #7544 from th0rntwig/prediction-shape
Remove constant labels from prediction
|
2022-10-10 21:24:25 +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 |
|
Wagner Costa Santos
|
3081e73f8a
|
Merge branch 'develop' into backtest_live_models
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2022-10-10 14:53:45 -03:00 |
|
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 |
|
robcaulk
|
76b33359a9
|
add an optional metric tracker to collect train timings, inference timings, and cpu load data
|
2022-10-09 20:22:42 +02:00 |
|
th0rntwig
|
4daf0000c7
|
Move check and add log warning
|
2022-10-08 16:15:48 +02:00 |
|
robcaulk
|
8d7adfabe9
|
clean RL tests to avoid dir pollution and increase speed
|
2022-10-08 12:10:38 +02:00 |
|
Emre
|
e337d4b78a
|
Reset dataframe index after slice
|
2022-10-07 20:00:05 +02:00 |
|
Matthias
|
d42fb15608
|
Improve generic exception handler
|
2022-10-07 16:05:41 +02:00 |
|
th0rntwig
|
a9d5e04a43
|
Remove constant labels from prediction
|
2022-10-06 19:26:33 +02:00 |
|
initrv
|
86c781798a
|
Add сatboost train_dir for tensorboard
|
2022-10-06 19:59:35 +03:00 |
|
robcaulk
|
488739424d
|
fix reward inconsistency in template
|
2022-10-05 20:55:50 +02:00 |
|
robcaulk
|
936ca24482
|
separate RL install from general FAI install, update docs
|
2022-10-05 15:58:54 +02:00 |
|
robcaulk
|
9c73411ac2
|
Merge remote-tracking branch 'origin/develop' into dev-merge-rl
|
2022-10-05 15:21:45 +02:00 |
|
robcaulk
|
292d72d593
|
automatically handle model_save_type for user
|
2022-10-03 18:42:20 +02:00 |
|
Robert Caulk
|
3585742b43
|
remove trailing whitespace
|
2022-10-03 17:28:45 +02:00 |
|
Robert Caulk
|
265795824b
|
make default type for close_price and date_pred np.nan
|
2022-10-03 11:58:22 +02:00 |
|
Robert Caulk
|
6ecd92de4a
|
Allow updating without changing identifier
|
2022-10-03 09:55:57 +02:00 |
|
robcaulk
|
b70f18f4c3
|
add close price and date to historic_predictions
|
2022-10-02 18:33:39 +02:00 |
|
robcaulk
|
cf882fa84e
|
fix tests
|
2022-10-01 20:26:41 +02:00 |
|
robcaulk
|
048cb95bd6
|
Merge remote-tracking branch 'origin/develop' into dev-merge-rl
|
2022-10-01 17:48:47 +02:00 |
|
Robert Caulk
|
3e34f10e3d
|
Merge pull request #7508 from aemr3/fix-pca-errors
Fix feature list match for PCA
|
2022-10-01 16:50:29 +02:00 |
|
robcaulk
|
f4c6b99d63
|
remove commented lines
|
2022-10-01 14:23:15 +02:00 |
|
robcaulk
|
cd514cf15d
|
fix inlier metric in backtesting
|
2022-10-01 14:18:46 +02:00 |
|
robcaulk
|
f2b875483f
|
ensure raw features match when PCA is employed
|
2022-10-01 13:14:59 +02:00 |
|
robcaulk
|
51556e08c3
|
Merge branch 'develop' into pr/th0rntwig/7495
|
2022-10-01 12:45:08 +02:00 |
|
Emre
|
cdc01a0781
|
Fix feature list match for pca
|
2022-09-30 15:22:05 -07:00 |
|
Matthias
|
cc06c60fd8
|
Fix pandas deprecation warnings from freqAI
|
2022-09-30 15:43:23 +02:00 |
|
robcaulk
|
be48131185
|
make shuffle false in constants
|
2022-09-30 00:33:08 +02:00 |
|
Robert Caulk
|
6e74d46660
|
Ensure 1 thread available
|
2022-09-29 14:02:00 +02:00 |
|
Robert Caulk
|
7ef56e3029
|
Ensure at least 1 thread is available
|
2022-09-29 14:01:22 +02:00 |
|
Robert Caulk
|
555cc42630
|
Ensure 1 thread is available (for testing purposes)
|
2022-09-29 14:00:09 +02:00 |
|
Wagner Costa Santos
|
6845a5c6ea
|
backtest_live_models - refactoring after PR review
|
2022-09-29 01:48:38 -03:00 |
|
Robert Caulk
|
dcf6ebe273
|
Update BaseReinforcementLearningModel.py
|
2022-09-29 00:37:03 +02:00 |
|
robcaulk
|
83343dc2f1
|
control number of threads, update doc
|
2022-09-29 00:10:18 +02:00 |
|
th0rntwig
|
683b084323
|
Set train-test-split shuffle=False as default and remove stratification
|
2022-09-28 18:23:56 +02:00 |
|
Wagner Costa Santos
|
55ebbeec18
|
backtest_live models tests refactoring
|
2022-09-28 08:48:32 -03:00 |
|
Timothy Pogue
|
099137adac
|
remove hasattr calls
|
2022-09-27 22:35:15 -06:00 |
|
Timothy Pogue
|
9e36b0d2ea
|
fix formatting
|
2022-09-27 22:02:33 -06:00 |
|
Timothy Pogue
|
caa47a2f47
|
close subproc env on shutdown
|
2022-09-28 03:06:05 +00:00 |
|
Wagner Costa Santos
|
0be115de9c
|
backtest_live_models - added new tests and refactoring
|
2022-09-27 10:26:57 -03:00 |
|
Wagner Costa Santos
|
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 |
|