Commit Graph

73 Commits

Author SHA1 Message Date
robcaulk
1ea703d527 remove download-data command 2022-09-05 22:20:38 +02:00
robcaulk
689b193240 improve clarity on data download requirements 2022-09-05 20:57:42 +02:00
robcaulk
599c1c79fb reorganized backtest utilities, test new functionality, improve/update doc 2022-09-03 14:00:01 +02:00
Wagner Costa Santos
af5460cebf Add option to keep models only in memory for backtest 2022-09-02 22:01:53 -03:00
Matthias
a88ffd2c9d Merge branch 'develop' into move_datadownload 2022-08-31 10:23:45 +00:00
robcaulk
62c0a174c8 allow users to properly reverse train-test data ordering 2022-08-29 11:04:58 +02:00
th0rntwig
8b0cfe1236
Reduce image sizes in freqai doc (#7304) 2022-08-28 23:27:12 +02:00
robcaulk
1e41c773a0 fix outlier protection 2022-08-28 12:11:29 +02:00
robcaulk
22b42e91f3 add new parameter to freqai doc 2022-08-28 11:53:24 +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
ac42c0153d deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting. 2022-08-22 18:19:07 +02:00
elintornquist
692c6bf1fd Added and updated figs and fig descriptions 2022-08-19 22:23:26 +02:00
robcaulk
88d6a7fbff additional edits 2022-08-19 22:23:26 +02:00
elintornquist
9c6b745f06 Restructure and improve doc, add fiq 2022-08-19 22:23:26 +02:00
Matthias
819bc71941 Update docs for freqai docker container 2022-08-17 10:35:56 +02:00
Matthias
464d99808f Update doc table formatting 2022-08-14 18:22:01 +02:00
Matthias
3a9ec76c91 Move "freqai.lock" to backend to simplify user interface 2022-08-14 17:19:50 +02:00
Matthias
a5e96881f4 slightly update doc wording 2022-08-14 17:08:29 +02:00
Robert Caulk
c9c128f781 finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy 2022-08-14 02:49:01 +02:00
Matthias
3918f4abbd Simplify strategy interface by removing explicit self.freqai_info assignment 2022-08-13 09:27:56 +02:00
robcaulk
2cae3c42e6 remove trade database analyzer, clean up a bit 2022-08-10 17:43:06 +02:00
robcaulk
91d0c91287 improve docs 2022-08-10 11:56:42 +02:00
Robert Caulk
c172ce1011 improve flexibility of user defined prediction dataframe 2022-08-06 13:51:19 +02:00
Robert Caulk
fdc82f8302 add doc section for classifier 2022-08-06 09:45:26 +02:00
robcaulk
a42a060ab5 fix DB once and for all. Make DBSCAN more efficient and robust. 2022-08-05 21:29:03 +02:00
Robert Caulk
fe1b8515a8 fix bug in DBSCAN, update doc 2022-08-04 17:00:59 +02:00
robcaulk
29225e4baf add DBSCAN outlier detection feature, add supporting documentation 2022-08-04 12:15:16 +02:00
robcaulk
95d3009a95 give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality 2022-08-02 20:14:02 +02:00
Matthias
895ebbfd18 Exclude aarch64 from catboost requirements 2022-08-01 07:34:27 +00:00
robcaulk
e6ebc0443e make single generalized config for freqai. update docs to reflect that. 2022-07-31 13:08:43 +02:00
Robert Caulk
c2eaa3d2cd add image of algorithmic overview to doc 2022-07-30 18:51:00 +02:00
robcaulk
dd8288c090 expose full parameter set for SVM outlier detection. Set default shuffle to false to improve reproducibility 2022-07-30 13:40:05 +02:00
robcaulk
08d3ac7ef8 add keras and conv_width to schema and documentation 2022-07-29 08:49:35 +02:00
Matthias
70b7a254af Update some areas to use default docstring formatting 2022-07-24 16:51:48 +02:00
Robert Caulk
88e10f7306 add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs 2022-07-24 09:01:23 +02:00
Matthias
8a3cffcd1b Remove remaining CustomModel references 2022-07-23 17:08:05 +02:00
robcaulk
c2d6a0e891 add record of contribution to doc and source 2022-07-23 13:04:06 +02:00
robcaulk
3acc869570 improve the dataframe key description, update outdated parts of doc 2022-07-23 12:42:24 +02:00
Matthias
36dc9be7aa Update some docs wording 2022-07-22 20:27:25 +02:00
robcaulk
accc629e32 set separate table sections in doc 2022-07-22 12:44:43 +02:00
robcaulk
ac0f484918 add freqai logo to top of doc 2022-07-22 00:02:07 +02:00
robcaulk
3205788bce extend doc to include descriptions of the return values from FreqAI to the strategy 2022-07-21 22:11:46 +02:00
robcaulk
8f86b0deaa *breaking change* simplify user strat by consolidating feature loops into backend 2022-07-21 12:24:22 +02:00
robcaulk
c9a6dc88a1 add parameter list/discriptions to doc 2022-07-21 11:11:36 +02:00
lolong
ed0f8b1189
Improve FreqAI documentation (#7072)
Improve doc + some other small fixes

Co-authored-by: robcaulk <rob.caulk@gmail.com>
2022-07-18 11:57:52 +02:00
Robert Caulk
8ce6b18318 start collecting indefinite history of predictions. Allow user to generate statistics on these predictions. Direct FreqAI to save these to disk and reload them if available. 2022-07-11 22:01:48 +02:00
Robert Caulk
607455919e Change config parameter names to improve clarity and consistency throughout the code (!!breaking change, please check discord support channel for migration instructions or review templates/FreqaiExampleStrategy.py config_examples/config_freqai_futures.example.json file changes!!) 2022-07-10 12:35:44 +02:00
Matthias
eda9464d30 Fix docs test 2022-07-03 19:54:29 +02:00
robcaulk
f631ae911b add model expiration feature, fix bug in DI return values 2022-06-17 14:55:40 +02:00
robcaulk
7523ed825e 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). 2022-05-31 18:42:27 +02:00