Wagner Costa Santos
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e0490b3efc
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Merge branch 'fixHyperoptFreqai' of https://github.com/wagnercosta/freqtrade into fixHyperoptFreqai
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2022-09-06 15:43:08 -03:00 |
|
Wagner Costa Santos
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8d16dd804d
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hyperopt - freqai - docs and refactoring
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2022-09-06 15:42:47 -03:00 |
|
Robert Caulk
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d7585161b2
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Merge branch 'develop' into add-inlier-metric
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2022-09-06 20:40:21 +02:00 |
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wagnercosta
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55195260e4
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Merge branch 'freqtrade:develop' into fixHyperoptFreqai
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2022-09-06 15:32:28 -03:00 |
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robcaulk
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97077ba18a
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add continual learning to catboost and friends
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2022-09-06 20:30:46 +02:00 |
|
Matthias
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dc4a4bdf09
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Wrap cleanup in try/finally handler
If a database has errors, the database cleanups would fail, causing
cleanup to be incomplete.
closes #7364
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2022-09-06 20:26:42 +02:00 |
|
robcaulk
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d44296783e
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isort datakitchen
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2022-09-06 20:10:12 +02:00 |
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robcaulk
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e83c9b276d
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fix whitespace
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2022-09-06 19:56:52 +02:00 |
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Matthias
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f2f811a2fe
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Fix telegram bug with open partial exit orders
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2022-09-06 19:55:18 +02:00 |
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robcaulk
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4b28d0495f
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fix timestamping, move imports, add words to doc
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2022-09-06 19:46:58 +02:00 |
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Matthias
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98ec84fca6
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Merge pull request #7339 from freqtrade/fix/fundingfee_handling
Fix/fundingfee handling
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2022-09-06 19:21:40 +02:00 |
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wagnercosta
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1820bc6832
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Merge branch 'freqtrade:develop' into fixHyperoptFreqai
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2022-09-06 10:02:17 -03:00 |
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Matthias
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3f3099cbfc
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Merge pull request #7361 from italodamato/develop
fix hyperopt df preprocessing
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2022-09-06 07:26:14 +02:00 |
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Matthias
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4dec19de9f
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Add comment to explain why we use the non-trimmed DF
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2022-09-06 06:52:50 +02:00 |
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Wagner Costa Santos
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2c8e5b191b
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fix hyperopt - freqai
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2022-09-05 17:43:55 -03:00 |
|
Wagner Costa Santos
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5b826150df
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fix hyperopt - freqai
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2022-09-05 17:43:28 -03:00 |
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Matthias
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36e5c18fa6
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Don't raise exception when a message is not implemented in telegram
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2022-09-05 20:54:03 +02:00 |
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Italo
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9f5642fd97
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fix hyperopt df preprocessing
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2022-09-05 18:12:19 +02:00 |
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robcaulk
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78d01810ed
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reduce code redundancy, ensure live always gets the latest data
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2022-09-05 00:12:00 +02:00 |
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Wagner Costa Santos
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d43ed186fc
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fix issue with freqai backtesting at slice dataframe
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2022-09-05 00:12:00 +02:00 |
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Robert Caulk
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956ea43e55
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Merge pull request #7340 from wizrds/sigint-freqai
Support SIGINT in FreqAI
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2022-09-04 16:43:36 +02:00 |
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robcaulk
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ec76214d02
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backup historical predictions pickle and load the backup in case of corruption
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2022-09-04 15:56:07 +02:00 |
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robcaulk
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69b3fcfd32
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Merge branch 'develop' into dev-merge-rl
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2022-09-04 11:23:25 +02:00 |
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robcaulk
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27dce20b29
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fix bug in Base4ActionRLEnv, improve example strats
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2022-09-04 11:21:54 +02:00 |
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Timothy Pogue
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3b5e5fc57b
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fix method name in dummy class
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2022-09-03 14:10:23 -06:00 |
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Robert Caulk
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8545d74378
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Merge pull request #7331 from th0rntwig/pca
Normalise PCA space
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2022-09-03 21:49:54 +02:00 |
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Timothy Pogue
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dae3b3d86a
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support shutting down freqai
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2022-09-03 13:24:14 -06:00 |
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Matthias
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16573b19e3
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Fix migration syntax error
|
2022-09-03 19:51:44 +02:00 |
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robcaulk
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5cfb4154eb
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revert all changes in normalize_data()
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2022-09-03 19:48:30 +02:00 |
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Robert Caulk
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63514b0443
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Merge pull request #7325 from wagnercosta/develop
Improve Freqai backtesting performance
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2022-09-03 19:28:04 +02:00 |
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robcaulk
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c21808ff98
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remove metadata redundancy, fix pca bug
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2022-09-03 16:54:30 +02:00 |
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robcaulk
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c9be66b5b6
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increase test coverage for dk, improve function naming, extra cleaning
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2022-09-03 15:52:29 +02:00 |
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Matthias
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ed4cc18cdd
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Migration to check order funding fee
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2022-09-03 15:19:40 +02:00 |
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Matthias
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0f483ee31f
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Use "since last order" approach for live as well.
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2022-09-03 15:01:42 +02:00 |
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Matthias
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0c6a02687a
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Don't calculate funding fees if we're not going to use them.
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2022-09-03 15:01:42 +02:00 |
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Matthias
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df50b1928d
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Fix funding fee calculation for backtesting
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2022-09-03 15:01:42 +02:00 |
|
Matthias
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80b5f035ab
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Remove typo in log message
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2022-09-03 15:01:28 +02:00 |
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robcaulk
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599c1c79fb
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reorganized backtest utilities, test new functionality, improve/update doc
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2022-09-03 14:00:01 +02:00 |
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Wagner Costa Santos
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af5460cebf
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Add option to keep models only in memory for backtest
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2022-09-02 22:01:53 -03:00 |
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Matthias
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b26126cb57
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Don't use ticker['symbol'] but use "pair" instead
closes #7262
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2022-09-02 20:09:30 +02:00 |
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Matthias
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b53791fef2
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Futures volumepairlist to account for contract size
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2022-09-02 07:11:32 +02:00 |
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th0rntwig
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11b2bc269e
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Added missing s
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2022-09-01 22:37:32 +02:00 |
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th0rntwig
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3f8400df10
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Normalise PCA space
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2022-09-01 21:51:33 +02:00 |
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Matthias
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11fbfd3402
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Remove unnecessary assignment
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2022-09-01 19:39:20 +02:00 |
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Wagner Costa Santos
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d6e115178a
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refactoring freqai backtesting - remove duplicate code
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2022-09-01 07:09:23 -03:00 |
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Matthias
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f3c73189d5
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Remove pointless default on wallet_balance argument
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2022-09-01 06:49:51 +02:00 |
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Matthias
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ba2eb7cf0f
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Fix BNB fee bug when selling
thanks @epigramx, for reporting and for the detailed data.
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2022-09-01 06:42:51 +02:00 |
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Wagner Costa Santos
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44d3a9140d
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Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop
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2022-08-31 15:37:06 -03:00 |
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Wagner Costa Santos
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7bed0450d2
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pr review - refactoring backtesting freqai
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2022-08-31 15:36:29 -03:00 |
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wagnercosta
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3d4497467c
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Merge branch 'freqtrade:develop' into develop
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2022-08-31 14:47:06 -03:00 |
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robcaulk
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240b529533
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fix tensorboard path so that users can track all historical models
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2022-08-31 16:50:39 +02:00 |
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Richard Jozsa
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2493e0c8a5
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Unnecessary lines in Base4, and changes for box space, to fit better for our needs (#7324)
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2022-08-31 16:37:02 +02:00 |
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Wagner Costa Santos
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df51da22ee
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refactoring freqai backtesting
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2022-08-31 11:23:48 -03:00 |
|
Matthias
|
57ff6f8ac5
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Init timerange object properly
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2022-08-31 10:28:31 +00:00 |
|
Matthias
|
13ccd940d5
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Remove startup_candle_count from freqai sample config to avoid confusion
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2022-08-31 10:27:08 +00:00 |
|
Matthias
|
7ba4fda5d7
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Implement PR feedback
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2022-08-31 10:26:47 +00:00 |
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Matthias
|
a88ffd2c9d
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Merge branch 'develop' into move_datadownload
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2022-08-31 10:23:45 +00:00 |
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Matthias
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c9aa09ec89
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Simplify base fee handling
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2022-08-30 20:46:06 +02:00 |
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robcaulk
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7e8e29e42d
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use continuous value for inlier_metric
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2022-08-30 20:41:37 +02:00 |
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robcaulk
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7f52908e87
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ensure the lost points are prepended for FreqUI
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2022-08-30 18:55:58 +02:00 |
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robcaulk
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a58dd0bbf9
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add noise feature, improve docstrings
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2022-08-30 18:26:24 +02:00 |
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robcaulk
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b11742a4c5
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integrate inlier metric function
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2022-08-30 18:26:24 +02:00 |
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th0rntwig
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d3cb211283
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Add inlier metric computation
|
2022-08-30 18:26:24 +02:00 |
|
th0rntwig
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50e2808667
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Fix bug in DI (#7321)
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2022-08-30 12:54:39 +02:00 |
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robcaulk
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62c0a174c8
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allow users to properly reverse train-test data ordering
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2022-08-29 11:04:58 +02:00 |
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Matthias
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27a9f98d5f
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Simplify liquidation price structure, improve test cov
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2022-08-29 07:04:48 +02:00 |
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Matthias
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226fa5d93c
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Simplify liquidation price calling structure
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2022-08-29 07:04:48 +02:00 |
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Matthias
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4def3678b7
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Merge pull request #7298 from freqtrade/tif_align
align TimeInForce to ccxt usage
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2022-08-29 06:36:51 +02:00 |
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Matthias
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8be8a12cc4
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Merge pull request #7260 from JohanVlugt/develop
Example FreqAI hybrid strategy
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2022-08-29 06:34:45 +02:00 |
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Matthias
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40c00d2d8f
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Version bump dev version to 2022.9
|
2022-08-29 06:34:20 +02:00 |
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robcaulk
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7766350c15
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refactor environment inheritence tree to accommodate flexible action types/counts. fix bug in train profit handling
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2022-08-28 19:21:57 +02:00 |
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Robert Caulk
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39a739eadb
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Merge pull request #7296 from th0rntwig/dbscan
Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests
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2022-08-28 14:37:47 +02:00 |
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robcaulk
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fcb5d1cb5a
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remove debugging flag
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2022-08-28 13:01:39 +02:00 |
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robcaulk
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dd628eb525
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add tests for outlier detection and removal functions
|
2022-08-28 12:56:39 +02:00 |
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robcaulk
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1e41c773a0
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fix outlier protection
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2022-08-28 12:11:29 +02:00 |
|
smarmau
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ff3a4995c1
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remove unnecessary code
|
2022-08-28 11:45:20 +02:00 |
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Matthias
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b9f35cadb3
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add /stopentry alias for /stopbuy
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2022-08-28 11:37:22 +02:00 |
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smarmau
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005594c29c
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simplify hybrid template
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2022-08-28 11:29:48 +02:00 |
|
th0rntwig
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71f7d68783
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Fixed mypy error
|
2022-08-27 12:44:55 +02:00 |
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Matthias
|
c61b986c3d
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FTX - support time_in_force (and PO ordertype)
closes #7175
|
2022-08-27 10:30:38 +02:00 |
|
Matthias
|
104a73025d
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Uppercase TimeInForce (align with ccxt)
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2022-08-27 10:30:06 +02:00 |
|
Matthias
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6686489c06
|
Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator
Add flag to move hyperopt populate_indicators to epoch
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2022-08-27 09:21:16 +02:00 |
|
Matthias
|
2b70c3d0c0
|
support price callback for partial exits in bt
This will align results to how live works.
closes #7292
|
2022-08-27 08:50:09 +02:00 |
|
Matthias
|
9204f01312
|
Don't lock pairs on partial exit
|
2022-08-27 07:23:02 +02:00 |
|
elintornquist
|
86c5ac44e4
|
Add outlier percentage check
|
2022-08-26 23:05:07 +02:00 |
|
Matthias
|
01126c43f7
|
Fix liquidation price tier calculation
closes #7294
|
2022-08-26 20:14:24 +02:00 |
|
Matthias
|
753d1b2aad
|
Update leverage tier terminology to be clear and aligned with ccxt
|
2022-08-26 19:34:51 +02:00 |
|
elintornquist
|
b2d664c63c
|
Change MinPts calculation
|
2022-08-26 18:57:27 +02:00 |
|
robcaulk
|
bb3523f383
|
download data homogeneously across timeframes
|
2022-08-26 18:51:42 +02:00 |
|
robcaulk
|
e7261cf515
|
add freqai utils.py file
|
2022-08-26 15:30:28 +02:00 |
|
robcaulk
|
65b552e310
|
make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection
|
2022-08-26 15:30:01 +02:00 |
|
robcaulk
|
4b7e640f31
|
reduce code duplication, optimize auto data download per tf
|
2022-08-26 13:56:44 +02:00 |
|
robcaulk
|
baa4f8e3d0
|
remove Base3ActionEnv in favor of Base4Action
|
2022-08-26 11:04:25 +02:00 |
|
richardjozsa
|
d31926efdf
|
Added Base4Action
|
2022-08-26 11:04:25 +02:00 |
|
Matthias
|
53d46a0385
|
align max_entry_position_adjustment behavior of backtesting to live
closes #7293
|
2022-08-25 20:36:17 +02:00 |
|
robcaulk
|
3199eb453b
|
reduce code for base use-case, ensure multiproc inherits custom env, add ability to limit ram use.
|
2022-08-25 19:05:51 +02:00 |
|
Matthias
|
1fd223c815
|
Update --prepend help string
closes #7290
|
2022-08-25 17:03:41 +02:00 |
|
robcaulk
|
05ccebf9a1
|
automate eval freq in multiproc
|
2022-08-25 12:29:48 +02:00 |
|
robcaulk
|
94cfc8e63f
|
fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward
|
2022-08-25 11:46:18 +02:00 |
|
Matthias
|
f2a356a80c
|
Fix some imports
|
2022-08-25 07:08:58 +02:00 |
|