b9bf9edb02
update rapidjson opts
2022-10-25 14:12:13 -06:00
217add70bd
add strat and config for testing on PR
2022-10-25 20:07:39 +01:00
47056eded3
multi target classifier working but not for parallel
2022-10-25 18:24:27 +01:00
1ef38f137d
Fix XGBoost regressor "used before assignment"
2022-10-25 13:37:04 +02:00
51be45547f
remove np object, make default str
2022-10-24 12:23:54 -06:00
6669714a73
Update mal-formatted docstrings
2022-10-24 18:12:17 +02:00
137aa1756b
Merge pull request #7593 from th0rntwig/prediction-shape
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Fix constant PCA
2022-10-24 08:33:36 +02:00
4d2b7a74f1
move record params to utils, use rapidjson
2022-10-23 20:51:32 +02:00
07e813dfa0
change param record to only get certain params
2022-10-23 12:09:07 -06:00
49ff51f11f
Change storage loc and fix test fail
2022-10-23 16:24:02 +02:00
4464e91256
use self.identifier in full path
2022-10-21 19:53:33 -06:00
5ee3b8cbbb
update config recording to use all configs, fix tests
2022-10-21 19:48:26 -06:00
a85826bf24
Merge pull request #7611 from markdregan/backtest_extra_returns
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Make extra_returns_per_train data available during backtest
2022-10-21 17:13:22 +02:00
6606a0113f
refactoring - remove unnecessary config file
2022-10-20 14:53:25 -03:00
589944055e
fix typos - live predictions candles
2022-10-20 12:15:41 -03:00
52b60c5cbb
Merge branch 'develop' into backtest_live_models
2022-10-20 11:59:37 -03:00
a9db668082
avoid redundant indicator population for corr_pair list
2022-10-20 16:30:32 +02:00
073ce1659e
remove un-used f-string
2022-10-20 14:26:10 +01:00
295ba21389
Make extra_returns_per_train values available during backtest
2022-10-20 12:05:37 +01:00
033c5bd441
Make check constant pred labels agnostic
2022-10-18 12:55:47 +02:00
880ddccaa8
Merge pull request #7590 from freqtrade/list-models
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List models
2022-10-17 20:40:41 +02:00
441032be25
Fix sys.stdout bug for CatboostRegressorMultiTarget
2022-10-17 19:48:27 +02:00
6cb14148aa
Fix random test failure due to catboost bug
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https://github.com/catboost/catboost/issues/2195
2022-10-17 07:00:44 +02:00
23a5a516f9
Merge pull request #7557 from freqtrade/add-metric-tracker
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Add metric tracker to FreqAI
2022-10-16 18:20:07 +02:00
20fc521771
Fix constant PCA
2022-10-15 23:30:12 +02:00
62ca822597
Merge pull request #7569 from Silur/develop
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Add XGBoost random forest predictors to freqai
2022-10-15 16:09:26 +02:00
3b4402aaab
Merge branch 'move-disk-writing-to-ram' into add-metric-tracker
2022-10-15 13:52:14 +02:00
99dbba6cad
avoid reading from disk to instantiate large objects
2022-10-15 13:50:55 +02:00
d81eef0b70
add timestamps to each metric, use rapidjson
2022-10-15 13:23:01 +02:00
b236e362ba
Merge remote-tracking branch 'origin/develop' into add-metric-tracker
2022-10-14 19:00:49 +02:00
7f05b44376
Add eval set to CatboostClassifier
2022-10-13 23:01:09 +03:00
6919f3aa75
Backtest live models - fix utc date convert issue
2022-10-13 15:03:27 -03:00
93fe2b6446
Merge branch 'develop' into backtest_live_models
2022-10-13 11:22:58 -03:00
1e31be562e
remove whitespace
2022-10-11 21:05:42 +02:00
dba1b573bc
remove tensorboard dir from other pred models
2022-10-11 19:49:24 +02:00
5b5bb8aab5
catboost tensorboard bugfix
2022-10-11 19:05:46 +02:00
2e34aa9f04
Merge pull request #7544 from th0rntwig/prediction-shape
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Remove constant labels from prediction
2022-10-10 21:24:25 +02:00
7bcb7d9a1a
Merge pull request #7554 from initrv/add-catboost-tensorboard
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Add tensorboard for catboost
2022-10-10 21:03:45 +02:00
3081e73f8a
Merge branch 'develop' into backtest_live_models
2022-10-10 14:53:45 -03:00
2ad086dd7a
add XGBoost random forest predictors to freqai
2022-10-10 14:38:43 +02:00
eaae9c9e03
Update docstring format
2022-10-10 12:19:29 +00:00
60de192d47
Update Classifier docstrings
2022-10-10 12:13:41 +00:00
a4aa1b972c
isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality
2022-10-09 21:11:37 +02:00
76b33359a9
add an optional metric tracker to collect train timings, inference timings, and cpu load data
2022-10-09 20:22:42 +02:00
4daf0000c7
Move check and add log warning
2022-10-08 16:15:48 +02:00
8d7adfabe9
clean RL tests to avoid dir pollution and increase speed
2022-10-08 12:10:38 +02:00
e337d4b78a
Reset dataframe index after slice
2022-10-07 20:00:05 +02:00
d42fb15608
Improve generic exception handler
2022-10-07 16:05:41 +02:00
a9d5e04a43
Remove constant labels from prediction
2022-10-06 19:26:33 +02:00
86c781798a
Add сatboost train_dir for tensorboard
2022-10-06 19:59:35 +03:00
488739424d
fix reward inconsistency in template
2022-10-05 20:55:50 +02:00
936ca24482
separate RL install from general FAI install, update docs
2022-10-05 15:58:54 +02:00
9c73411ac2
Merge remote-tracking branch 'origin/develop' into dev-merge-rl
2022-10-05 15:21:45 +02:00
292d72d593
automatically handle model_save_type for user
2022-10-03 18:42:20 +02:00
3585742b43
remove trailing whitespace
2022-10-03 17:28:45 +02:00
265795824b
make default type for close_price and date_pred np.nan
2022-10-03 11:58:22 +02:00
6ecd92de4a
Allow updating without changing identifier
2022-10-03 09:55:57 +02:00
b70f18f4c3
add close price and date to historic_predictions
2022-10-02 18:33:39 +02:00
cf882fa84e
fix tests
2022-10-01 20:26:41 +02:00
048cb95bd6
Merge remote-tracking branch 'origin/develop' into dev-merge-rl
2022-10-01 17:48:47 +02:00
3e34f10e3d
Merge pull request #7508 from aemr3/fix-pca-errors
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Fix feature list match for PCA
2022-10-01 16:50:29 +02:00
f4c6b99d63
remove commented lines
2022-10-01 14:23:15 +02:00
cd514cf15d
fix inlier metric in backtesting
2022-10-01 14:18:46 +02:00
f2b875483f
ensure raw features match when PCA is employed
2022-10-01 13:14:59 +02:00
51556e08c3
Merge branch 'develop' into pr/th0rntwig/7495
2022-10-01 12:45:08 +02:00
cdc01a0781
Fix feature list match for pca
2022-09-30 15:22:05 -07:00
cc06c60fd8
Fix pandas deprecation warnings from freqAI
2022-09-30 15:43:23 +02:00
be48131185
make shuffle false in constants
2022-09-30 00:33:08 +02:00
6e74d46660
Ensure 1 thread available
2022-09-29 14:02:00 +02:00
7ef56e3029
Ensure at least 1 thread is available
2022-09-29 14:01:22 +02:00
555cc42630
Ensure 1 thread is available (for testing purposes)
2022-09-29 14:00:09 +02:00
6845a5c6ea
backtest_live_models - refactoring after PR review
2022-09-29 01:48:38 -03:00
dcf6ebe273
Update BaseReinforcementLearningModel.py
2022-09-29 00:37:03 +02:00
83343dc2f1
control number of threads, update doc
2022-09-29 00:10:18 +02:00
683b084323
Set train-test-split shuffle=False as default and remove stratification
2022-09-28 18:23:56 +02:00
55ebbeec18
backtest_live models tests refactoring
2022-09-28 08:48:32 -03:00
099137adac
remove hasattr calls
2022-09-27 22:35:15 -06:00
9e36b0d2ea
fix formatting
2022-09-27 22:02:33 -06:00
caa47a2f47
close subproc env on shutdown
2022-09-28 03:06:05 +00:00
0be115de9c
backtest_live_models - added new tests and refactoring
2022-09-27 10:26:57 -03:00
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
14b96aaa38
backtesting live models - fix ci issues
2022-09-26 19:52:59 -03:00
290afd9699
backtest_live_models - fix typo
2022-09-26 19:21:53 -03:00
0318ca9f12
backtest_live_models - fix typo
2022-09-26 19:08:25 -03:00
22bef71d5d
backtest_live_models - add function comments and tests
2022-09-26 19:01:24 -03:00
ec947ad65c
remove commented code - backtest_live_models
2022-09-25 23:47:27 -03:00
5880f7a638
backtest_live_models - params validation and get timerange from live models in BT
2022-09-25 23:14:00 -03:00
f3f3917da3
Merge branch 'develop' into backtest_live_models
2022-09-25 20:05:26 -03:00
48e89e68b9
fix typos
2022-09-25 20:22:19 +02:00
0ed7b2bfc3
change start_backtesting to handle backtest_live_models
2022-09-25 10:35:55 -03:00
873d2a5069
no model save backtest, plot features backtest, ensure inlier plays nice, doc
2022-09-25 11:18:10 +02:00
7f116db95e
added generic function to get timerange from existent models
2022-09-24 13:01:53 -03:00
d9c16d4888
Merge branch 'develop' into backtest_live_models
2022-09-24 12:30:55 -03:00
3ee7eb63f7
starting backtest live models
2022-09-24 12:28:52 -03:00
585342f193
Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai
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Ensure the DF has the same size in backtesting FreqAI
2022-09-24 16:17:39 +02:00
2cc00a1a2c
Allow use of --strategy-list with freqai, with warning ( #7455 )
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* Allow use of --strategy-list with freqai, with warning
* ensure populate_any_indicators is identical for resused identifiers
* use pair instead of metadata["pair"]
Co-authored-by: robcaulk <rob.caulk@gmail.com>
2022-09-24 13:21:01 +02:00
6643d90e64
simplify freqAI start_backtesting
2022-09-24 10:34:14 +02:00
647200e8a7
isort
2022-09-23 19:30:56 +02:00
77c360b264
improve typing, improve docstrings, ensure global tests pass
2022-09-23 19:17:27 +02:00
9c361f4422
increase test coverage for RL and FreqAI
2022-09-23 18:04:43 +02:00
f5cd8f62c6
Remove unused code from BaseEnv
2022-09-23 10:24:39 +02:00
a4eaff4da6
Add training elapsed time
2022-09-23 01:18:34 -07:00
7295ba0fb2
add test for Base4ActionEnv
2022-09-22 23:42:33 +02:00
eeebb78a5c
skip darwin in RL tests, remove example scripts, improve doc
2022-09-22 21:16:21 +02:00
ea8e34e192
Merge branch 'develop' into dev-merge-rl
2022-09-22 19:46:50 +02:00
71e6c54ea4
Normalise distances before Weibull fit ( #7432 )
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* Normalise distances before Weibull
* Track inlier-metric params
2022-09-22 18:11:50 +02:00
b1dbc3a65f
remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count
2022-09-22 12:13:51 -03:00
b5fd11f91b
protect against unforeseen issues in scanning thread
2022-09-19 21:18:31 +02:00
42c75b4a7b
combine log messages
2022-09-19 19:16:32 +02:00
9b66297cc0
Fix append
2022-09-19 12:47:20 +02:00
995396c775
Add useful log info
2022-09-19 11:42:56 +02:00
ad652817ef
Ensure train ordering after restart
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Ensure lowest timestamps get trained first after restart
2022-09-19 11:11:23 +02:00
f9460c80c2
Merge pull request #7434 from freqtrade/improve-train-queue
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improve train queue system in FreqAI
2022-09-19 10:55:53 +02:00
ea58c29ded
Add plot_feature_importance to schema definition
2022-09-19 08:13:54 +00:00
225f7cd5f8
Merge pull request #7431 from initrv/add-plot-feature-importance
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Add plot feature importance
2022-09-19 08:41:10 +02:00
d930931000
Bring back sleep - it'll ensure we give up control over the thread.
2022-09-19 07:14:33 +02:00
470d5d8405
ensure full new pairlist is in the queue
2022-09-18 17:08:07 +02:00
eaa43337d2
improve train queue system, ensure crash resilience in train queue.
2022-09-18 17:00:55 +02:00
95457d23ca
escape freqai-specific characters from file naming
2022-09-18 13:59:30 +02:00
667853c504
Use Alias to type config objects
2022-09-18 13:20:55 +02:00
188f75d8ec
set model in models dict
2022-09-18 12:50:44 +02:00
1ef875901a
maintian user privacy by keeping plotly offline
2022-09-18 00:01:42 +02:00
68f7a31504
ensure continued operation despite not being able to plot
2022-09-18 00:00:14 +02:00
2c23effbf2
allow plot to plot multitargets, add test
2022-09-17 19:17:44 +02:00
1c92734f39
simplify plot_feature_importance call
2022-09-17 18:53:43 +03:00
7b1d409c98
fix mypy/flake8
2022-09-17 17:51:06 +02:00
86aa875bc9
plot features as html instead of png
2022-09-16 21:47:12 +03:00
b707a6da35
Add ability to plot feature importance
2022-09-16 19:17:41 +03:00
3b97b3d5c8
fix mypy error for strategy
2022-09-15 00:56:51 +02:00
8aac644009
add tests. add guardrails.
2022-09-15 00:46:35 +02:00
48140bff91
fix bug in 4ActRLEnv
2022-09-14 22:53:53 +02:00
81417cb795
Merge branch 'develop' into dev-merge-rl
2022-09-14 22:49:11 +02:00
37dd22c89e
Fixed a bug that prevents clearing old models
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Corrects the error of clearing old models when the model directory contains directories with names that do not match a regular expression
2022-09-14 03:40:13 +03:00
330d7068ab
Merge branch 'develop' into add-xgboostclassifier
2022-09-10 23:59:11 +03:00
075748b21a
Merge pull request #7392 from freqtrade/improve_ai_tests
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Improve freqai tests by utilizing parametrization
2022-09-10 22:37:21 +02:00
5a0cfee27e
allow user to multithread jobs (advanced users only)
2022-09-10 22:16:49 +02:00
73e122ad10
Merge pull request #7391 from wagnercosta/fixBTfreqaiV2
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Fix FreaqAI backtesting - startup_candle_count bug
2022-09-10 21:53:00 +02:00
e4caccc353
Merge pull request #7367 from freqtrade/add-continual-learning
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add continual learning to catboost and friends
2022-09-10 20:17:28 +02:00
311ae8bf1f
freqai backtesting - add startup_candle_count at function description
2022-09-10 14:45:42 -03:00
60eb02bb62
Add XGBoostClassifier
2022-09-10 20:13:16 +03:00
2077f84f9b
Merge pull request #7363 from wagnercosta/fixHyperoptFreqai
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Fix hyperopt - freqai
2022-09-10 17:02:01 +02:00
4a47c63f71
Merge pull request #7374 from th0rntwig/filter-constant-features
2022-09-10 16:58:58 +02:00
10b6aebc5f
enable continual learning and evaluation sets on multioutput models.
2022-09-10 16:54:13 +02:00
a1f88cca80
merge develop
2022-09-10 10:35:16 -03:00
79985fda01
fix backtesting freqai startup candles bug
2022-09-10 10:27:17 -03:00
5705b8759b
Merge branch 'develop' into add-continual-learning
2022-09-10 08:24:04 +02:00
05581db4e3
ensure columns are only dropped in training
2022-09-09 20:37:21 +02:00
97be3318f4
Use Datetime_format from constants
2022-09-09 20:31:02 +02:00
a826c0eb83
ensure signatures match, reduce verbosity
2022-09-09 19:30:53 +02:00
acb410a0de
Remove verbosity params
2022-09-09 19:30:53 +02:00
df6e43d2c5
Add XGBoostRegressorMultiTarget class
2022-09-09 19:30:53 +02:00
1b6410d7d1
Add XGBoostRegressor for freqAI, fix mypy errors
2022-09-09 19:30:53 +02:00
d38cc06139
Fix freqai backtesting time range issue
2022-09-09 19:27:05 +02:00
f4f2884a66
Fix freqai backtesting time range issue
2022-09-07 18:52:58 -03:00
e51d352777
ensure pca is handling same DF as inlier
2022-09-07 19:11:54 +02:00
4c9ac6b7c0
add kwargs, reduce duplicated code
2022-09-07 18:58:55 +02:00
ea7bdac9ed
ensure inlier metric can be combined with other cleaning methods
2022-09-07 18:45:16 +02:00
cdc72bf8ca
Correct indexing
2022-09-07 18:14:13 +02:00
047ded1baa
Check for constant columns
2022-09-07 17:47:27 +02:00
6b7644029c
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
2022-09-07 11:07:51 -03:00
8d16dd804d
hyperopt - freqai - docs and refactoring
2022-09-06 15:42:47 -03:00
d7585161b2
Merge branch 'develop' into add-inlier-metric
2022-09-06 20:40:21 +02:00
97077ba18a
add continual learning to catboost and friends
2022-09-06 20:30:46 +02:00
d44296783e
isort datakitchen
2022-09-06 20:10:12 +02:00
e83c9b276d
fix whitespace
2022-09-06 19:56:52 +02:00
4b28d0495f
fix timestamping, move imports, add words to doc
2022-09-06 19:46:58 +02:00
2c8e5b191b
fix hyperopt - freqai
2022-09-05 17:43:55 -03:00
5b826150df
fix hyperopt - freqai
2022-09-05 17:43:28 -03:00
78d01810ed
reduce code redundancy, ensure live always gets the latest data
2022-09-05 00:12:00 +02:00
d43ed186fc
fix issue with freqai backtesting at slice dataframe
2022-09-05 00:12:00 +02:00
956ea43e55
Merge pull request #7340 from wizrds/sigint-freqai
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Support SIGINT in FreqAI
2022-09-04 16:43:36 +02:00
ec76214d02
backup historical predictions pickle and load the backup in case of corruption
2022-09-04 15:56:07 +02:00
69b3fcfd32
Merge branch 'develop' into dev-merge-rl
2022-09-04 11:23:25 +02:00
27dce20b29
fix bug in Base4ActionRLEnv, improve example strats
2022-09-04 11:21:54 +02:00
8545d74378
Merge pull request #7331 from th0rntwig/pca
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Normalise PCA space
2022-09-03 21:49:54 +02:00
dae3b3d86a
support shutting down freqai
2022-09-03 13:24:14 -06:00
5cfb4154eb
revert all changes in normalize_data()
2022-09-03 19:48:30 +02:00
63514b0443
Merge pull request #7325 from wagnercosta/develop
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Improve Freqai backtesting performance
2022-09-03 19:28:04 +02:00
c21808ff98
remove metadata redundancy, fix pca bug
2022-09-03 16:54:30 +02:00
c9be66b5b6
increase test coverage for dk, improve function naming, extra cleaning
2022-09-03 15:52:29 +02:00
80b5f035ab
Remove typo in log message
2022-09-03 15:01:28 +02:00
599c1c79fb
reorganized backtest utilities, test new functionality, improve/update doc
2022-09-03 14:00:01 +02:00
af5460cebf
Add option to keep models only in memory for backtest
2022-09-02 22:01:53 -03:00
11b2bc269e
Added missing s
2022-09-01 22:37:32 +02:00
3f8400df10
Normalise PCA space
2022-09-01 21:51:33 +02:00
d6e115178a
refactoring freqai backtesting - remove duplicate code
2022-09-01 07:09:23 -03:00
44d3a9140d
Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop
2022-08-31 15:37:06 -03:00
7bed0450d2
pr review - refactoring backtesting freqai
2022-08-31 15:36:29 -03:00
3d4497467c
Merge branch 'freqtrade:develop' into develop
2022-08-31 14:47:06 -03:00
240b529533
fix tensorboard path so that users can track all historical models
2022-08-31 16:50:39 +02:00
2493e0c8a5
Unnecessary lines in Base4, and changes for box space, to fit better for our needs ( #7324 )
2022-08-31 16:37:02 +02:00
df51da22ee
refactoring freqai backtesting
2022-08-31 11:23:48 -03:00
57ff6f8ac5
Init timerange object properly
2022-08-31 10:28:31 +00:00
7ba4fda5d7
Implement PR feedback
2022-08-31 10:26:47 +00:00
a88ffd2c9d
Merge branch 'develop' into move_datadownload
2022-08-31 10:23:45 +00:00
7e8e29e42d
use continuous value for inlier_metric
2022-08-30 20:41:37 +02:00
7f52908e87
ensure the lost points are prepended for FreqUI
2022-08-30 18:55:58 +02:00
a58dd0bbf9
add noise feature, improve docstrings
2022-08-30 18:26:24 +02:00
b11742a4c5
integrate inlier metric function
2022-08-30 18:26:24 +02:00
d3cb211283
Add inlier metric computation
2022-08-30 18:26:24 +02:00
50e2808667
Fix bug in DI ( #7321 )
2022-08-30 12:54:39 +02:00
62c0a174c8
allow users to properly reverse train-test data ordering
2022-08-29 11:04:58 +02:00
7766350c15
refactor environment inheritence tree to accommodate flexible action types/counts. fix bug in train profit handling
2022-08-28 19:21:57 +02:00
fcb5d1cb5a
remove debugging flag
2022-08-28 13:01:39 +02:00
dd628eb525
add tests for outlier detection and removal functions
2022-08-28 12:56:39 +02:00
1e41c773a0
fix outlier protection
2022-08-28 12:11:29 +02:00
71f7d68783
Fixed mypy error
2022-08-27 12:44:55 +02:00
86c5ac44e4
Add outlier percentage check
2022-08-26 23:05:07 +02:00
b2d664c63c
Change MinPts calculation
2022-08-26 18:57:27 +02:00
bb3523f383
download data homogeneously across timeframes
2022-08-26 18:51:42 +02:00
e7261cf515
add freqai utils.py file
2022-08-26 15:30:28 +02:00
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
4b7e640f31
reduce code duplication, optimize auto data download per tf
2022-08-26 13:56:44 +02:00
baa4f8e3d0
remove Base3ActionEnv in favor of Base4Action
2022-08-26 11:04:25 +02:00
d31926efdf
Added Base4Action
2022-08-26 11:04:25 +02:00
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
05ccebf9a1
automate eval freq in multiproc
2022-08-25 12:29:48 +02:00
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
d1bee29b1e
improve default reward, fix bugs in environment
2022-08-24 18:32:40 +02:00
a61821e1c6
remove monitor log
2022-08-24 16:33:13 +02:00
bd870e2331
fix monitor bug, set default values in case user doesnt set params
2022-08-24 16:32:14 +02:00
c0cee5df07
add continual retraining feature, handly mypy typing reqs, improve docstrings
2022-08-24 13:00:55 +02:00
b708134c1a
switch multiproc thread count to rl_config definition
2022-08-24 13:00:55 +02:00
b26ed7dea4
fix generic reward, add time duration to reward
2022-08-24 13:00:55 +02:00
280a1dc3f8
add live rate, add trade duration
2022-08-24 13:00:55 +02:00
f9a49744e6
add strategy to the freqai object
2022-08-24 13:00:55 +02:00
a2a4bc05db
Fix the state profit calculation logic
2022-08-24 13:00:55 +02:00
29f0e01c4a
expose environment reward parameters to the user config
2022-08-24 13:00:55 +02:00
d88a0dbf82
add sb3_contrib models to the available agents. include sb3_contrib in requirements.
2022-08-24 13:00:55 +02:00
8b3a8234ac
fix env bug, allow example strat to short
2022-08-24 13:00:55 +02:00
8cd4daad0a
Feat/freqai rl dev ( #7 )
...
* access trades through get_trades_proxy method to allow backtesting
2022-08-24 13:00:55 +02:00
3eb897c2f8
reuse callback, allow user to acces all stable_baselines3 agents via config
2022-08-24 13:00:55 +02:00
4b9499e321
improve nomenclature and fix short exit bug
2022-08-24 13:00:55 +02:00
4baa36bdcf
fix persist a single training environment for PPO
2022-08-24 13:00:55 +02:00
f95602f6bd
persist a single training environment.
2022-08-24 13:00:55 +02:00
5d4e5e69fe
reinforce training with state info, reinforce prediction with state info, restructure config to accommodate all parameters from any user imported model type. Set 5Act to default env on TDQN. Clean example config.
2022-08-24 13:00:55 +02:00
7962a1439b
remove keep low profit
2022-08-24 13:00:55 +02:00
81b5aa66e8
make env keep current position when low profit
2022-08-24 13:00:55 +02:00
45218faeb0
fix coding convention
2022-08-24 13:00:55 +02:00
b90da46b1b
improve price df handling to enable backtesting
2022-08-24 13:00:55 +02:00
2080ff86ed
5ac base fixes in logic
2022-08-24 13:00:55 +02:00
16cec7dfbd
fix save/reload functionality for stablebaselines
2022-08-24 13:00:55 +02:00
0475b7cb18
remove unuse code and fix coding conventions
2022-08-24 13:00:55 +02:00
d60a166fbf
multiproc TDQN with xtra callbacks
2022-08-24 13:00:55 +02:00
dd382dd370
add monitor to eval env so that multiproc can save best_model
2022-08-24 13:00:55 +02:00
69d542d3e2
match config and strats to upstream freqai
2022-08-24 13:00:55 +02:00
e5df39e891
ensuring best_model is placed in ram and saved to disk and loaded from disk
2022-08-24 13:00:55 +02:00
bf7ceba958
set cpu threads in config
2022-08-24 13:00:55 +02:00
57c488a6f1
learning_rate + multicpu changes
2022-08-24 13:00:55 +02:00
acf3484e88
add multiprocessing variant of ReinforcementLearningPPO
2022-08-24 13:00:55 +02:00
Timothy Pogue
Mark Regan
Matthias
Robert Caulk
th0rntwig
Wagner Costa Santos
rcaulk
Emre
silur
initrv
paranoidandy
th0rntwig
Emre
Richard Jozsa
elintornquist
richardjozsa
mrzdev
sonnhfit
MukavaValkku