Matthias
32bbe603cb
Fix sortino std calculation
2022-12-28 14:59:49 +01:00
robcaulk
6f7eb71bbb
ensure RL works with new naming scheme
2022-12-28 14:52:33 +01:00
Matthias
d5b516842c
Fix 2 docstrings
2022-12-28 14:44:23 +01:00
Matthias
02eb00fa33
Merge branch 'develop' into pr/stash86/7810
2022-12-28 14:04:54 +01:00
robcaulk
c2936d551b
improve doc, update test strats, change function names
2022-12-28 13:25:40 +01:00
Matthias
cd4faa9c59
keep max_stake_amount through backtests
2022-12-27 18:08:20 +01:00
Wagner Costa
8227b4aafe
freqAI Strategy - improve user experience
2022-12-27 11:37:01 -03:00
Matthias
62c4675e29
Remove some deprecated fields from the API
2022-12-27 14:28:07 +01:00
Matthias
cb66663fd2
show max_stake_amount in API
2022-12-27 14:28:07 +01:00
Matthias
55001bf321
Keep max_stake_amount (only relevant for DCA orders).
2022-12-27 14:28:07 +01:00
Matthias
63f114395a
is_short should be a boolean
2022-12-26 14:02:47 +01:00
Stefano Ariestasia
6353f3ac1a
fix formulas and implement new metrics
2022-12-26 08:19:51 +09:00
Matthias
7a5439321c
Show new metrics in backtesting
2022-12-25 21:29:37 +01:00
Matthias
ce13ce4b10
Update binance stoploss order types
...
closes #7927
an update to the most recent ccxt version (>2.4.55) would have the same effect.
2022-12-25 09:05:53 +01:00
Matthias
4601705814
Merge pull request #7923 from freqtrade/freqai_backtest
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Freqai backtest
2022-12-23 19:17:12 +01:00
Matthias
ad0d7c9a9e
Don't allow DCA trades to go beyond max order size
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closes #7924
2022-12-23 16:09:35 +01:00
Matthias
73792fd6ce
Don't attempt to convert None to dict
2022-12-21 06:28:55 +01:00
Matthias
70531224e6
Allow setting identifier via UI
2022-12-20 19:44:01 +01:00
Matthias
07606a9e23
Simplify APi backtest config merging
2022-12-20 19:32:29 +01:00
Matthias
6d9f1fafb7
allow backtest_cache to be provided via backtest API
2022-12-20 19:20:39 +01:00
Matthias
5dbd5c235a
Add endpoint for freqAI models
2022-12-20 07:24:54 +01:00
Matthias
3012c55ec5
Merge pull request #7867 from Bloodhunter4rc/remotepairlist
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Add Remotepairlist
2022-12-19 19:28:49 +01:00
Matthias
a119fbd895
Small error-message finetuning
2022-12-19 18:19:55 +01:00
Bloodhunter4rc
ebf60d85da
self._init_done placed wrong. fixed
2022-12-19 16:25:22 +01:00
Bloodhunter4rc
43f5a16006
parse exception handling, remove info, cache change
2022-12-19 15:36:28 +01:00
Robert Caulk
cc30210b3f
Merge pull request #7908 from freqtrade/add-3action-rl-env
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Add 3 Action RL Env
2022-12-19 14:47:57 +01:00
Bloodhunter4rc
6380c3d462
reduce duplicate code, fix cache check
2022-12-18 23:37:18 +01:00
Bloodhunter4rc
bb33b96ba7
init cache on first iteration, init checks, limit length and charmap to info replace if invalid, move filter logic
2022-12-18 22:28:12 +01:00
Matthias
bad6fe77d3
Remove deprecated trade property
2022-12-18 17:21:50 +01:00
Emre
c293401b22
Add can_short to freqai base model
2022-12-16 23:19:08 +03:00
Emre
7727f31507
Add 3 Action RL env
2022-12-16 22:18:49 +03:00
Emre
dde363343c
Add can_short param to base env
2022-12-16 22:16:19 +03:00
initrv
36948e2a74
fix base4 env done condition
2022-12-16 14:14:05 +03:00
Sam Germain
32d57f624e
delisted bibox following ccxt PR https://github.com/ccxt/ccxt/pull/16067
2022-12-15 15:00:27 -05:00
Matthias
2828255435
Merge pull request #7842 from wizrds/feat/refactor-emc
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Change to broadcasting single candles in Producer/Consumer
2022-12-15 19:47:29 +01:00
Matthias
b915872f66
Merge pull request #7899 from freqtrade/fix/multiproc-dp
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Ensure data provider is passed to multiproc envs
2022-12-15 19:31:23 +01:00
Bloodhunter4rc
9e20d13e50
Merge branch 'freqtrade:develop' into remotepairlist
2022-12-15 17:38:56 +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
Matthias
7a0eadbdf5
Don't recalc profit on closed trades
2022-12-15 07:05:07 +01:00
Matthias
ca2a878b86
Update test naming
2022-12-14 20:06:55 +01:00
Emre
3af2251ce8
Fix add_state_info backtesting bug
2022-12-14 22:03:23 +03:00
Emre
2018da0767
Add env_info dict to base environment
2022-12-14 22:03:05 +03:00
Matthias
fa260e6560
Move "replace or append" decision to dataprovider
2022-12-14 19:56:54 +01:00
robcaulk
2285ca7d2a
add dp to multiproc
2022-12-14 18:22:20 +01:00
Matthias
97fee37072
Improve emc test
2022-12-14 07:22:51 +01:00
Bloodhunter4rc
7f3524949c
- print
2022-12-13 21:00:23 +01:00
Bloodhunter4rc
d52c1c7554
Add unit tests
2022-12-13 20:21:06 +01:00
Robert Caulk
e6da646e2f
Merge pull request #7866 from initrv/cleanup-tensorboard-callback
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Cleanup tensorboard callback
2022-12-13 09:05:46 +01:00
Timothy Pogue
0dd3836cc7
fix rpc method docstring
2022-12-12 22:47:35 -07:00
Matthias
a693495a6d
Improve external_candle aggregation
2022-12-12 22:47:35 -07:00
Timothy Pogue
414c0ce050
change unused var
2022-12-12 22:47:35 -07:00
Timothy Pogue
6717dff19b
update overlapping candle handling, move append to misc
2022-12-12 22:47:35 -07:00
Timothy Pogue
0602479f7d
minor changes, update candle appending to support overlaps
2022-12-12 22:47:35 -07:00
Timothy Pogue
f1ebaf4730
fix tests
2022-12-12 22:47:35 -07:00
Timothy Pogue
49f6f40662
remove comment
2022-12-12 22:47:35 -07:00
Timothy Pogue
0d5b2eed94
fix same candle handling
2022-12-12 22:47:35 -07:00
Timothy Pogue
d376bf4052
fix indefinite reconnecting
2022-12-12 22:47:35 -07:00
Timothy Pogue
ccd1aa70a2
change log calls to debug, handle already received candle
2022-12-12 22:47:35 -07:00
Timothy Pogue
c050eb8b8b
add candle difference calculation to dataprovider
2022-12-12 22:47:35 -07:00
Timothy Pogue
89338fa677
allow specifying channel send throttle
2022-12-12 22:47:35 -07:00
Timothy Pogue
d2c8487ecf
update add_external_candle, fix breaking on ping error, handle empty dataframes
2022-12-12 22:47:35 -07:00
Timothy Pogue
fce1e9d6d0
update analyzed df request to allow specifying a single pair
2022-12-12 22:47:35 -07:00
Timothy Pogue
36a00e8de0
update add_external_candle returns
2022-12-12 22:47:35 -07:00
Timothy Pogue
4cbb3341d7
change how missing candles will be handled
2022-12-12 22:47:35 -07:00
Timothy Pogue
9660e445b8
use new channel apis in emc, extend analyzed df to include list of dates for candles
2022-12-12 22:47:35 -07:00
Matthias
abc3badfb5
Improve shutdown behavior
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closes #7882
2022-12-12 20:01:54 +01:00
Bloodhunter4rc
6f92c58e33
add docs, add bearer token.
2022-12-12 13:24:33 +01:00
initrv
f9b7d35900
add increment param for tensorboard_log
2022-12-12 14:14:23 +03:00
Bloodhunter4rc
f6b90595fa
remove html. change var names.
2022-12-12 11:05:03 +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
Matthias
888ba65367
Merge branch 'develop' into fix/multioutput-bug
2022-12-11 15:23:53 +01:00
initrv
cb8fc3c8c7
custom info to tensorboard_metrics
2022-12-11 15:37:45 +03:00
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
Emre
6b9f3f2795
Fix test validation
2022-12-11 13:24:24 +03:00
Emre
272c3302e3
Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling
2022-12-11 13:12:45 +03:00
Matthias
980a5a9b52
Fix docs typo
2022-12-10 19:54:04 +01:00
Matthias
da4914513a
Merge pull request #7835 from rzhb/patch-1
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update strategy_analysis_example.ipynb
2022-12-08 14:17:50 +01:00
Bloodhunter4rc
66412bfa58
Remove unnecessary loop
2022-12-08 01:51:12 +01:00
Bloodhunter4rc
7efcbbb457
Local File Loading
2022-12-08 01:09:17 +01:00
Bloodhunter4rc
da2747d487
Add Local .json file Loading
2022-12-08 00:52:54 +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
Bloodhunter4rc
b144a6357d
Remove Duplicate
2022-12-07 18:24:55 +01:00
Bloodhunter4rc
547a75d9c1
Fix Info
2022-12-07 17:49:21 +01:00
Bloodhunter4rc
607d5b2f8f
Split to fetch_pairlist function, Info Message
2022-12-07 17:47:38 +01:00
Bloodhunter4rc
48160f3fe9
Flake 8 fix, Json Fetching
2022-12-07 17:01:45 +01:00
Bloodhunter4rc
199fd2d074
+Remote Pairlist
2022-12-07 15:08:33 +01:00
initrv
58604c747e
cleanup tensorboard callback
2022-12-07 14:37:55 +03:00
Stefano Ariestasia
89c7c2fec6
isort fix
2022-12-07 18:09:57 +09:00
Stefano Ariestasia
611e35ed81
flake8 fix
2022-12-07 15:47:58 +09:00
Robert Caulk
b9f6911a6a
Merge pull request #7843 from smarmau/develop
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freqai RL agent info during training
2022-12-06 20:06:41 +01:00
Matthias
e7195b7bfb
Merge pull request #7862 from freqtrade/ws_newcandle
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New websocket message "new_candle"
2022-12-06 07:07:32 +01:00
Wagner Costa
c81b00fb37
Merge branch 'develop' into freqai_bt_from_predictions_improvement
2022-12-05 18:00:55 -03:00
Emre
227cdb0938
Change dict update order
2022-12-05 23:58:04 +03:00
Emre
26a61afa15
Move base tf logic to config validation
2022-12-05 23:54:15 +03:00
Emre
bc48099e48
Revert changes
2022-12-05 23:52:48 +03:00
robcaulk
62c69bf2b5
fix custom_info
2022-12-05 20:22:54 +01:00
Matthias
7c27eedda5
Bump API version
2022-12-05 19:56:33 +01:00
Matthias
24edc276ea
Simplify new_candle message
2022-12-05 19:46:39 +01:00
Matthias
d30a872ed4
Move message-silencing list next to enum
2022-12-05 19:23:03 +01:00
Matthias
5e533b550f
Emit a simple "new candle" message to allow UI's to refresh charts
2022-12-05 18:19:19 +01:00
Matthias
189fa64052
Add more dynamic to directory change
2022-12-05 18:14:16 +01:00
Emre
730fba956b
Ensure base tf included in include_timeframes
2022-12-05 16:16:17 +03:00
Emre
e734b39929
Make model_training_parameters optional
2022-12-05 14:54:42 +03:00
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
Matthias
310eba5932
Merge pull request #7735 from freqtrade/gc_improvements
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Improve python GC behavior
2022-12-03 15:54:59 +01:00
smarmau
b2edc58089
fix flake8
2022-12-03 22:31:02 +11:00
smarmau
d6f45a12ae
add multiproc fix flake8
2022-12-03 22:30:04 +11:00
smarmau
469aa0d43f
add state/action info to callbacks
2022-12-03 21:16:46 +11:00
smarmau
075c8c23c8
add state/action info to callbacks
2022-12-03 21:16:04 +11:00
Matthias
4dc591a170
Merge pull request #7834 from freqtrade/fix-data-drawer-model-load
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Fix sb3_contrib loading issue
2022-12-02 06:29:23 +01:00
Wagner Costa
77dc2c92a7
performance improvevemnts - backtest freqai from saved predictions
2022-12-01 12:53:19 -03:00
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
k
eb81cccede
add download-data command
...
change directory
fix relative config path
2022-12-01 16:37:24 +08:00
Emre
396e666e9b
Keep old behavior of model loading
2022-12-01 11:03:51 +03:00
Emre
4a9982f86b
Fix sb3_contrib loading issue
2022-12-01 10:08:42 +03:00
Matthias
95651fcd5a
Improve/simplify telegram exception handling
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Move exceptionhandling to the decorator.
2022-12-01 06:27:25 +01:00
Matthias
dac4a35be2
Merge pull request #7828 from freqtrade/fix-state-info-rl
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bring back market side setting in get_state_info
2022-11-30 19:57:28 +01:00
Wagner Costa
79821ebb33
fix flake8 errors
2022-11-30 08:41:44 -03:00
robcaulk
e7f72d52b8
bring back market side setting in get_state_info
2022-11-30 12:36:26 +01:00
Wagner Costa
26e8a5766f
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-30 08:29:28 -03:00
Wagner Costa
17cf3c7e83
bug fixes and removed fillna from fit_live_predictions
2022-11-30 08:28:45 -03:00
robcaulk
4571aedb33
consolidate and clean code
2022-11-30 00:53:35 +01:00
Matthias
3c322bf7df
Improve forceenter validation messages
2022-11-29 18:27:08 +01:00
Matthias
e6b8cb8ea9
Merge pull request #7795 from froggleston/entry_exit_date_print
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Add date selection arguments to backtest-analysis printout
2022-11-29 16:56:58 +01:00
Wagner Costa
8ea58ab352
change BT prediction files to feather format
2022-11-29 10:38:35 -03:00
Wagner Costa
df979ece33
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-29 09:39:15 -03:00
Matthias
c3daddc629
Merge pull request #7809 from richardjozsa/develop
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Improve the RL learning process
2022-11-29 06:28:36 +01:00
Matthias
100d65b20b
Merge pull request #7822 from eltociear/patch-1
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Fix typo in strategy_analysis_example.md
2022-11-29 06:24:36 +01:00
Matthias
e891c41760
Fix typo in ipynb, too.
2022-11-28 18:20:30 +01:00
Emre
9cbfa12011
Directly set model_type in base RL model
2022-11-28 16:02:17 +03:00
Matthias
40b274351c
Merge pull request #7813 from freqtrade/dependabot/pip/develop/flake8-6.0.0
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Bump flake8 from 5.0.4 to 6.0.0
2022-11-28 08:00:45 +01:00
Matthias
d73fd42769
Fix flake8 error introduced with 6.0 update
2022-11-28 06:38:35 +01:00
Stefano Ariestasia
f410b1b14d
Update metrics.py
2022-11-28 08:56:49 +09:00
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
richardjozsa
64d4a52a56
Improve the RL learning process
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Improve the RL learning process by selecting random start point for the agent, it can help to block the agent to only learn on the selected period of time, while improving the quality of the model.
2022-11-27 20:43:50 +01:00
Matthias
f4025ee5de
Merge pull request #7289 from freqtrade/feat/freqai-rl-dev
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Add reinforcement learning module to FreqAI
2022-11-27 17:15:21 +01:00
Matthias
2219d2f491
Merge pull request #7707 from freqtrade/bt/full_detail
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backtesting - use full detail timeframe
2022-11-27 16:09:23 +01:00
Matthias
cf000a4c00
Bump develop version to 2022.12-dev
2022-11-27 16:08:54 +01:00
Matthias
e4a3efc7d4
Don't use strategy.stoploss too often
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discovered in #7760
2022-11-27 15:54:35 +01:00
Matthias
3fc367f536
Merge pull request #7771 from wizrds/feat/refactor-ws
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Refactor WebSocket API for performance
2022-11-27 15:49:34 +01:00
Matthias
21d7406291
Temporary fix for kraken download
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closes #7790
will be removed once the patch is in ccxt.
2022-11-27 15:16:43 +01:00
froggleston
1a3f88c7b9
Replace separate start/end date option with usual timerange option
2022-11-27 11:30:13 +00:00
