robcaulk
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6048f60f13
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get TDQN working with 5 action environment
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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d4db5c3281
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ensure TDQN class is properly named
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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91683e1dca
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restructure RL so that user can customize environment
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2022-08-24 13:00:55 +02:00 |
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sonnhfit
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ecd1f55abc
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add rl module
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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9b895500b3
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initial commit - new dev branch
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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cd3fe44424
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callback function and TDQN model added
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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01232e9a1f
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callback function and TDQN model added
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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8eeaab2746
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add reward function
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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ec813434f5
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ReinforcementLearningModel
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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2f4d73eb06
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Revert "ReinforcementLearningModel"
This reverts commit 4d8dfe1ff1daa47276eda77118ddf39c13512a85.
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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c1e7db3130
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ReinforcementLearningModel
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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05ed1b544f
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Working base for reinforcement learning model
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2022-08-24 13:00:40 +02:00 |
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robcaulk
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4c0fda400f
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fix input shape warning for LGBMClassifier, add sample_weights/eval_weights
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2022-08-16 11:41:53 +02:00 |
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Robert Caulk
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c9c128f781
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finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy
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2022-08-14 02:49:01 +02:00 |
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robcaulk
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58de20af0f
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make BaseClassifierModel. Add predict_proba to lightgbm
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2022-08-13 20:07:31 +02:00 |
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robcaulk
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b1b76a2dbe
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debug classifier with predict proba
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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23cc21ce59
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add predict_proba to base classifier, improve historic predictions handling
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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eb8bde37c1
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Add lightgbm classifier, add classifier check test, fix classifier bug.
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2022-08-06 17:51:21 +02:00 |
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Robert Caulk
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07763d0d4f
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add classifier, improve model naming scheme
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2022-08-06 08:33:55 +02:00 |
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robcaulk
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f22b140782
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fix backtesting bug, undo move of label stat calc, fix example strat exit logic
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2022-07-29 17:27:35 +02:00 |
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robcaulk
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59624181bd
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isort BaseRegressionModel imports
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2022-07-29 08:23:44 +02:00 |
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robcaulk
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c84d54b35e
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Fix typing issue, avoid using .get() when unnecessary, convert to fstrings
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2022-07-29 08:12:50 +02:00 |
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robcaulk
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324e54c015
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fix possible memory leak associated with Catboost Pool object
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2022-07-26 17:29:29 +02:00 |
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robcaulk
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3f149c4067
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fix return type in BaseTensorFlowModel
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2022-07-26 16:01:54 +02:00 |
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robcaulk
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e213d0ad55
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isolate data_drawer functions from data_kitchen, accommodate tests, add new test
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2022-07-26 10:24:14 +02:00 |
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robcaulk
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56b17e6f3c
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allow user to pass test_size = 0 and avoid using eval sets in prediction models
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2022-07-25 19:40:13 +02:00 |
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Robert Caulk
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7b105532d1
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fix mypy error and add test for principal component analysis
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2022-07-25 11:46:59 +02:00 |
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Matthias
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520ee3f7a1
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Convert freqAI into packages
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2022-07-24 17:07:45 +02:00 |
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Matthias
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1885deb632
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More docstring changes
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2022-07-24 16:54:39 +02:00 |
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Robert Caulk
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88e10f7306
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add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs
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2022-07-24 09:01:23 +02:00 |
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robcaulk
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f3d46613ee
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move prediction denormalization into datakitchen. remove duplicate associated code. avoid normalization/denormalization for string dtypes.
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2022-07-23 17:14:33 +02:00 |
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robcaulk
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98c8a447b2
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add LightGBMPredictionMultiModel
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2022-07-22 12:40:51 +02:00 |
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lolong
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9c051958a6
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Feat/freqai (#7105)
Vectorize weight setting, log training dates
Co-authored-by: robcaulk <rob.caulk@gmail.com>
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2022-07-19 17:49:18 +02:00 |
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lolong
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ed0f8b1189
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Improve FreqAI documentation (#7072)
Improve doc + some other small fixes
Co-authored-by: robcaulk <rob.caulk@gmail.com>
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2022-07-18 11:57:52 +02:00 |
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robcaulk
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4141d165ff
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add BaseTensorFlowModel class
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2022-07-12 19:10:09 +02:00 |
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robcaulk
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ef409dd345
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Add ground work for TensorFlow models, add protections from common mistakes
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2022-07-12 18:09:17 +02:00 |
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Robert Caulk
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fea63fba12
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Fix saving/loading historic predictions
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2022-07-12 10:12:50 +02:00 |
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Robert Caulk
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8ce6b18318
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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.
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2022-07-11 22:01:48 +02:00 |
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Matthias
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3fc92b1b21
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Create BaseRegression model - designed to reduce code duplication across currently available models.
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2022-07-11 11:33:59 +02:00 |
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Robert Caulk
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607455919e
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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!!)
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2022-07-10 12:35:44 +02:00 |
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Matthias
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819cc9c0e4
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Fully align LightGBM with Catboost
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2022-07-10 11:06:18 +02:00 |
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Matthias
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58b18770e3
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Fix LightGBM missing argument in predict method
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2022-07-10 11:05:35 +02:00 |
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Matthias
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2e1061af64
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Fix faulty LightGBM model
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2022-07-09 08:21:42 +00:00 |
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robcaulk
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8ac8d53c32
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All LGBMRegressor model parameters are now set in config
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2022-07-03 16:30:01 +02:00 |
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robcaulk
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ffb39a5029
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black formatting on freqai files
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2022-07-03 10:59:38 +02:00 |
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robcaulk
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106131ff0f
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Rehaul organization of return values
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2022-07-02 18:09:38 +02:00 |
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robcaulk
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051b99791d
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reduce unnecessary verbosity, fix error on first training sweep, add LightGBMPredictionModel
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2022-06-26 19:04:23 +02:00 |
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robcaulk
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f631ae911b
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add model expiration feature, fix bug in DI return values
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2022-06-17 14:55:40 +02:00 |
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robcaulk
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c5de0c49e4
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first functional scanning commit
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2022-06-16 00:24:18 +02:00 |
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Matthias
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c981ad4608
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Fix missing space
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2022-06-12 08:31:02 +02:00 |
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