Matthias
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75a248cf42
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Fstring freqAI sample strategy, remove duplicate features
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2022-06-11 19:56:37 +02:00 |
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robcaulk
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eb47c74096
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merge datarehaul into main freqai branch
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2022-06-10 20:26:19 +02:00 |
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robcaulk
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d9b79d94e4
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increase candle update flexibility to allow long sequential trainings that may last more than one candle
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2022-06-07 20:57:10 +02:00 |
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robcaulk
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66800c7a45
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ensure newest candles are always appended
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2022-06-07 20:24:23 +02:00 |
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robcaulk
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f8f25e36ef
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update example config/strat
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2022-06-07 19:54:45 +02:00 |
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robcaulk
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15d049cffe
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detect if upper tf candles are new or not, append if so. Correct the epoch for candle update check
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2022-06-07 19:49:20 +02:00 |
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robcaulk
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cab8f517b4
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add lock to datadrawer
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2022-06-07 01:07:30 +02:00 |
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robcaulk
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4b26b6aaec
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add lock to any historic data access
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2022-06-07 00:54:18 +02:00 |
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Robert Caulk
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3c2e314ee5
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Fix bugs
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2022-06-06 16:26:07 -06:00 |
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Robert Caulk
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e6c5e737a2
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Fix other bugs
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2022-06-06 16:24:32 -06:00 |
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Robert Caulk
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bf19055e53
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Update function spelling
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2022-06-06 15:56:12 -06:00 |
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Robert Caulk
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2451ed8c88
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Quick bug fix
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2022-06-06 15:11:54 -06:00 |
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robcaulk
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d6b8801f41
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fix follower bug
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2022-06-05 04:40:58 +02:00 |
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robcaulk
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e8c0dcf9f3
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add debug message to timerange
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2022-06-03 17:14:07 +02:00 |
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robcaulk
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f2762e3b4b
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fix bug in return_values()
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2022-06-03 16:58:51 +02:00 |
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robcaulk
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16b4a5b71f
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rehaul of backend data management - increasing performance by holding history in memory, reducing load on the ratelimit by only pinging exchange once per candle. Improve code readability.
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2022-06-03 15:19:46 +02:00 |
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robcaulk
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15a971346d
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catch infinity values when filtering
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2022-06-02 17:13:20 +02:00 |
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Robert Caulk
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7d41542f93
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process_only_new_candles in examplestrat should be True, thanks @Bloodhunter4rc
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2022-06-02 07:24:08 -06:00 |
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robcaulk
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fea39254d9
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fix custom_exit (thanks @paranoidandy)
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2022-06-02 14:58:45 +02:00 |
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robcaulk
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b37c31cc21
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fix ta-lib issue with simultaneous method access
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2022-06-02 14:37:40 +02:00 |
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robcaulk
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4ac6ef2972
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make defining period intervals more user friendly and flexible
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2022-06-02 13:45:29 +02:00 |
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robcaulk
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ace951bf7e
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another queue bug fix for fresh starts
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2022-06-02 13:28:06 +02:00 |
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robcaulk
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833d25bda0
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Save data after queue reorg
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2022-06-01 08:05:38 +02:00 |
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robcaulk
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0b0dd8dd80
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Force high priority pair to be trained before anything else.
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2022-06-01 07:55:05 +02:00 |
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robcaulk
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7523ed825e
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automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now).
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2022-05-31 18:42:27 +02:00 |
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robcaulk
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9b3b08a2bb
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let follower purge old model files
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2022-05-31 15:37:38 +02:00 |
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robcaulk
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bac4ced382
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Ensure follower predictions are persistent and uniquely stored
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2022-05-31 14:35:04 +02:00 |
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robcaulk
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70adf55643
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Automatically detect and change follower data_path to accommodate remote systems
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2022-05-31 12:35:09 +02:00 |
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robcaulk
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0306f5ca13
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Add autopurge feature so that FreqAI cleans up after itself when it no longer needs old models on disk
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2022-05-31 11:58:21 +02:00 |
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robcaulk
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45f4f0f603
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ensure follower sends back null arrays in case leader hasnt created a model file yet
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2022-05-31 01:48:48 +02:00 |
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robcaulk
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29d2f59f12
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fix PCA bug
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2022-05-31 00:40:45 +02:00 |
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robcaulk
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606f18e5c1
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Add follow_mode feature so that secondary bots can be launched with the same identifier and load models trained by the leader
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2022-05-30 21:35:48 +02:00 |
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robcaulk
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5b4c649d43
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detect variable sized dataframes coming from strat, adjust our stored/returned data accordingly
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2022-05-30 13:55:46 +02:00 |
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robcaulk
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e229902381
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fix bug in previous commit
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2022-05-30 12:48:22 +02:00 |
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robcaulk
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a20651efd8
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Increase performance by only predicting on most recent candle instead of full strat provided dataframe. Collect predictions and store them so that we can feed true predictions back to strategy (so that frequi isnt updating historic predictions based on newly trained models).
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2022-05-30 11:37:05 +02:00 |
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robcaulk
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2f1a2c1cd7
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allow users to store data in custom formats, update spot config to reflect better target horizon to training period ratio
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2022-05-30 02:12:31 +02:00 |
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robcaulk
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d59eac3321
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revert a79032b
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2022-05-29 21:33:38 +02:00 |
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robcaulk
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a79032bf75
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fixing bug in training queue
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2022-05-29 20:19:32 +02:00 |
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robcaulk
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3f72263278
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allow pairs deeper in the queue to get trained if the higher priority pairs dont need training
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2022-05-29 20:02:43 +02:00 |
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robcaulk
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cc6cae47ec
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allow pairs deeper in the queue to get trained if the higher priority pairs dont need training
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2022-05-29 19:49:43 +02:00 |
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robcaulk
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4eb4753e20
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allow subdaily retraining for backtesting
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2022-05-29 17:44:35 +02:00 |
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robcaulk
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0aa7162055
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ensure the prediction is reset in the pair_dict after any trade exit, not just custom_exit
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2022-05-29 16:36:46 +02:00 |
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robcaulk
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fe36b08fce
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fix key error in example strat
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2022-05-29 16:26:34 +02:00 |
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robcaulk
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ce365eb9e3
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improve example strat so that it has dynamic buy and sell logic according to original prediction
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2022-05-29 14:45:46 +02:00 |
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robcaulk
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4eb29c8810
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Dont reset pair priority if it doesnt successfully train
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2022-05-28 18:34:26 +02:00 |
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robcaulk
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83dd453723
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catch errors occuring on background thread, and make sure to keep the ball rolling. Improve pair retraining queue.
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2022-05-28 18:26:19 +02:00 |
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robcaulk
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e54614fa2f
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remove remnants of single threaded version, ensure pair queue priority is checked before retraining
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2022-05-28 14:55:07 +02:00 |
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robcaulk
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2a4d1e2d64
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fix bug in setting new timerange for retraining
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2022-05-28 12:23:26 +02:00 |
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robcaulk
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7870a86e9a
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fix live retraining bug
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2022-05-28 11:38:57 +02:00 |
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robcaulk
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0bf915054d
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handle key check correctly
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2022-05-28 11:22:32 +02:00 |
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