075c8c23c8
add state/action info to callbacks
2022-12-03 21:16:04 +11:00
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
77dc2c92a7
performance improvevemnts - backtest freqai from saved predictions
2022-12-01 12:53:19 -03:00
2b3e166dc2
fix fees RL
2022-12-01 10:10:28 +01:00
396e666e9b
Keep old behavior of model loading
2022-12-01 11:03:51 +03:00
4a9982f86b
Fix sb3_contrib loading issue
2022-12-01 10:08:42 +03:00
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
79821ebb33
fix flake8 errors
2022-11-30 08:41:44 -03:00
e7f72d52b8
bring back market side setting in get_state_info
2022-11-30 12:36:26 +01:00
17cf3c7e83
bug fixes and removed fillna from fit_live_predictions
2022-11-30 08:28:45 -03:00
4571aedb33
consolidate and clean code
2022-11-30 00:53:35 +01:00
8ea58ab352
change BT prediction files to feather format
2022-11-29 10:38:35 -03:00
df979ece33
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-29 09:39:15 -03:00
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
9cbfa12011
Directly set model_type in base RL model
2022-11-28 16:02:17 +03:00
56518def42
isort
2022-11-27 21:06:01 +01:00
7fd6bc526e
add randomize_starting_position to the rl_config
2022-11-27 21:03:13 +01:00
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
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
51d21b413d
Fix 4ac update_total_profit
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_update_total_profit() must be executed before "self._position = Positions.Neutral" because _update_total_profit() calls get_unrealized_profit(), which returns 0 if position is neutral and total_profit is not updated
2022-11-26 23:35:20 +03:00
dba30393fb
ensure extra_returns_per_train are set properly on first hist_preds build
2022-11-26 18:04:47 +01:00
be890b52fd
remove np import
2022-11-26 13:44:58 +01:00
aaaa5a5f64
add documentation for net_arch, other small changes
2022-11-26 13:44:58 +01:00
7ebc8ee169
Fix missing Optional typehint
2022-11-26 13:32:18 +01:00
bdfedb5fcb
Improve typehints / reduce warnings from mypy
2022-11-26 13:03:07 +01:00
81fd2e588f
ensure typing, remove unsued code
2022-11-26 12:11:59 +01:00
8dbfd2cacf
improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc
2022-11-26 11:51:08 +01:00
2e82e6784a
move data_provider cleanup to shutdown()
2022-11-24 19:07:38 +01:00
73c458d47b
use importlib instead of __import___
2022-11-24 19:04:35 +01:00
3a07749fcc
fix docstring
2022-11-24 18:46:54 +01:00
44b042ba51
remove unused function
2022-11-24 17:53:26 +01:00
8f1a8c752b
Add freqairl docker build process
2022-11-24 07:00:12 +01:00
d09157efb8
update code to use one prediction file / pair
2022-11-22 15:15:42 -03:00
c01f25ddc9
update code to freqai_backtest_live_models only from historic predictions
2022-11-22 13:09:09 -03:00
fdc82af883
fix tests - update code to backtest with historic_predictions
2022-11-19 22:27:58 -03:00
80d070e9ee
update code to use historic_predictions for freqai_backtest_live_models
2022-11-19 14:15:58 -03:00
387c905a86
merge develop into RL
2022-11-17 21:59:07 +01:00
60fcd8dce2
fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc
2022-11-17 21:50:02 +01:00
91df79ff44
merge dev into backtest-live-predictions
2022-11-17 21:20:47 +01:00
cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
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Simplify timerange handling
2022-11-17 19:57:48 +01:00
3903b04d3f
save_live_data_backtest - added docs and tests
2022-11-17 15:20:07 -03:00
99bff9cbfa
backtesting_from_live_saved_files - code refactoring
2022-11-17 10:30:51 -03:00
913749c81b
backtesting_from_live_saved_files - code refactoring
2022-11-17 10:30:16 -03:00
b01e4e3dbf
change default value - save_live_data_backtest as false
2022-11-17 10:14:30 -03:00
1a19d90e2e
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-17 10:13:11 -03:00
bf4d5b432a
ensure model_type is defined
2022-11-13 18:50:25 +01:00
6394ef4558
fix docstrings
2022-11-13 17:43:52 +01:00
96fafb7f56
remove limit_ram_use
2022-11-13 17:14:47 +01:00
b421521be3
help default ReinforcementLearner users by assigning the model_type automatically
2022-11-13 17:12:17 +01:00
90f168d1ff
remove more user references. cleanup dataprovider
2022-11-13 17:06:06 +01:00
388ca21200
update docs, fix bug in environment
2022-11-13 16:56:31 +01:00
af9e400562
add test coverage, fix bug in base environment. Ensure proper fee is used.
2022-11-13 15:31:37 +01:00
942840da2d
Improve setting wording to keep future possibilities open
2022-11-13 15:22:44 +01:00
81f800a79b
switch to using FT calc_profi_pct, reverse entry/exit fees
2022-11-13 13:41:17 +01:00
e71a8b8ac1
add ability to integrate state info or not, and prevent state info integration during backtesting
2022-11-12 18:46:48 +01:00
27fa9f1f4e
backtest saved dataframe from live
2022-11-12 14:37:23 -03:00
f9c6c538be
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-12 09:37:45 -03:00
9c6b97c678
ensure normalization acceleration methods are employed in RL
2022-11-12 12:01:59 +01:00
6746868ea7
store dataprovider to self instead of strategy
2022-11-12 11:33:03 +01:00
7a4bb040a5
merge develop into feat/freqai-rl-dev
2022-11-12 10:54:34 +01:00
214c622475
move dataframe converter to converter.py
2022-11-12 10:38:25 +01:00
9617d8143d
Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai
2022-11-12 10:21:38 +01:00
e6172a68d7
Merge pull request #7730 from freqtrade/fix-metric-tracker
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fix loading of metric tracker from disk
2022-11-11 20:01:26 +01:00
833578716c
Merge pull request #7644 from markdregan/multi-target-classifier
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Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
2022-11-11 18:48:38 +01:00
790ff2a84b
merge develop into add-single-prec
2022-11-11 18:08:51 +01:00
e46a57bbd0
move mem logs to debug
2022-11-11 18:05:32 +01:00
66514e84e4
add LightGBMClassifierMultiTarget. add test
2022-11-11 17:45:53 +01:00
054133955b
fix loading of metric tracker from disk
2022-11-11 17:24:09 +01:00
0f9c5f8d41
Simplify timerange handling
2022-11-10 18:28:18 +01:00
57313dd961
Update some usages of timerange to new, simplified method
2022-11-10 18:11:39 +01:00
4f0f3e5b64
removed unnecessary code
2022-11-09 10:07:24 -03:00
8ee95db927
refactoring backtesting_fit_live_predictions function
2022-11-09 09:51:42 -03:00
3e57c18ac6
add fix_live_predictions function to backtesting
2022-11-08 18:20:39 -03:00
8d9988a942
enforce date column in backtesting freqai predictions files
2022-11-08 11:06:23 -03:00
9c5ba0732a
save predictions with date and merge by date
2022-11-08 10:32:18 -03:00
884014a4b9
Fix some minor typos
2022-11-07 18:35:28 +00:00
6559384286
Merge branch 'develop' into backtest_live_models
2022-11-07 15:14:10 -03:00
43bdd34964
Optimize reduce_dataframe_footprint function
2022-11-05 19:13:02 +03:00
53df607067
avoid duplicating features with okx/gateio, ensure inference timer gets logged
2022-11-05 15:42:19 +01:00
257c833831
add doc for single precision, dont allow half precision, add test
2022-11-04 18:10:04 +01:00
3ccc120f92
add option to force single precision
2022-11-04 17:42:10 +01:00
8bdc99a3d6
fix self-imposed bug
2022-11-04 16:41:38 +01:00
19d90b813a
improve readibility in start_backtesting()
2022-11-04 16:10:46 +01:00
8008c63319
Merge branch 'develop' into backtest_live_models
2022-11-04 09:09:39 -03:00
a7acfb7ab7
fix dict key error
2022-11-04 09:02:28 -03:00
90c5bfb4b5
add default conv_width
2022-11-03 21:35:12 +01:00
05b309caf2
ensure colon replaced for cached attach
2022-11-03 21:17:48 +01:00
6938ed6584
change default conv_width to 1
2022-11-03 21:11:26 +01:00
444a068481
merge develop into track-current-candle
2022-11-03 21:09:08 +01:00
db942321ad
fix bug with lightgbm and colons
2022-11-03 21:03:48 +01:00
d721b50230
flake8
2022-11-03 19:13:24 +01:00
3ba1e221eb
fix typo
2022-11-03 19:08:33 +01:00
6c4bdb8f67
remove special characters from feature names
2022-11-03 18:49:39 +01:00
17798b3397
Merge branch 'develop' into backtest_live_models
2022-11-03 13:29:25 -03:00
356d79b38a
verify mean and std exists in model metadata
2022-11-03 13:27:56 -03:00
ce92731132
ensure backwards compatitibility
2022-11-02 20:20:35 +01:00
23b6915dde
fix issue with different backtesting prediction size
2022-11-02 15:49:51 -03:00
1a38c10fc6
remove old code
2022-11-02 19:37:47 +01:00
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
97df232ac6
add a warning to __init__ for get_corr_dataframes
2022-10-31 18:18:00 +01:00
smarmau
Matthias
Wagner Costa
robcaulk
Emre
richardjozsa
stm