Wagner Costa Santos
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93fe2b6446
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Merge branch 'develop' into backtest_live_models
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2022-10-13 11:22:58 -03:00 |
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robcaulk
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1e31be562e
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remove whitespace
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2022-10-11 21:05:42 +02:00 |
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robcaulk
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dba1b573bc
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remove tensorboard dir from other pred models
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2022-10-11 19:49:24 +02:00 |
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robcaulk
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5b5bb8aab5
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catboost tensorboard bugfix
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2022-10-11 19:05:46 +02:00 |
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Robert Caulk
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2e34aa9f04
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Merge pull request #7544 from th0rntwig/prediction-shape
Remove constant labels from prediction
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2022-10-10 21:24:25 +02:00 |
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Robert Caulk
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7bcb7d9a1a
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Merge pull request #7554 from initrv/add-catboost-tensorboard
Add tensorboard for catboost
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2022-10-10 21:03:45 +02:00 |
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Wagner Costa Santos
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3081e73f8a
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Merge branch 'develop' into backtest_live_models
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2022-10-10 14:53:45 -03:00 |
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silur
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2ad086dd7a
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add XGBoost random forest predictors to freqai
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2022-10-10 14:38:43 +02:00 |
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Matthias
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eaae9c9e03
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Update docstring format
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2022-10-10 12:19:29 +00:00 |
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Matthias
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60de192d47
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Update Classifier docstrings
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2022-10-10 12:13:41 +00:00 |
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robcaulk
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a4aa1b972c
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isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality
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2022-10-09 21:11:37 +02:00 |
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robcaulk
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76b33359a9
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add an optional metric tracker to collect train timings, inference timings, and cpu load data
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2022-10-09 20:22:42 +02:00 |
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th0rntwig
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4daf0000c7
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Move check and add log warning
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2022-10-08 16:15:48 +02:00 |
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robcaulk
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8d7adfabe9
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clean RL tests to avoid dir pollution and increase speed
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2022-10-08 12:10:38 +02:00 |
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Emre
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e337d4b78a
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Reset dataframe index after slice
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2022-10-07 20:00:05 +02:00 |
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Matthias
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d42fb15608
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Improve generic exception handler
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2022-10-07 16:05:41 +02:00 |
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th0rntwig
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a9d5e04a43
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Remove constant labels from prediction
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2022-10-06 19:26:33 +02:00 |
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initrv
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86c781798a
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Add сatboost train_dir for tensorboard
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2022-10-06 19:59:35 +03:00 |
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robcaulk
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488739424d
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fix reward inconsistency in template
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2022-10-05 20:55:50 +02:00 |
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robcaulk
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936ca24482
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separate RL install from general FAI install, update docs
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2022-10-05 15:58:54 +02:00 |
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robcaulk
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9c73411ac2
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Merge remote-tracking branch 'origin/develop' into dev-merge-rl
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2022-10-05 15:21:45 +02:00 |
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robcaulk
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292d72d593
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automatically handle model_save_type for user
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2022-10-03 18:42:20 +02:00 |
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Robert Caulk
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3585742b43
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remove trailing whitespace
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2022-10-03 17:28:45 +02:00 |
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Robert Caulk
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265795824b
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make default type for close_price and date_pred np.nan
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2022-10-03 11:58:22 +02:00 |
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Robert Caulk
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6ecd92de4a
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Allow updating without changing identifier
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2022-10-03 09:55:57 +02:00 |
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robcaulk
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b70f18f4c3
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add close price and date to historic_predictions
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2022-10-02 18:33:39 +02:00 |
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robcaulk
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cf882fa84e
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fix tests
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2022-10-01 20:26:41 +02:00 |
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robcaulk
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048cb95bd6
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Merge remote-tracking branch 'origin/develop' into dev-merge-rl
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2022-10-01 17:48:47 +02:00 |
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Robert Caulk
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3e34f10e3d
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Merge pull request #7508 from aemr3/fix-pca-errors
Fix feature list match for PCA
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2022-10-01 16:50:29 +02:00 |
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robcaulk
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f4c6b99d63
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remove commented lines
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2022-10-01 14:23:15 +02:00 |
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robcaulk
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cd514cf15d
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fix inlier metric in backtesting
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2022-10-01 14:18:46 +02:00 |
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robcaulk
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f2b875483f
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ensure raw features match when PCA is employed
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2022-10-01 13:14:59 +02:00 |
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robcaulk
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51556e08c3
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Merge branch 'develop' into pr/th0rntwig/7495
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2022-10-01 12:45:08 +02:00 |
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Emre
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cdc01a0781
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Fix feature list match for pca
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2022-09-30 15:22:05 -07:00 |
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Matthias
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cc06c60fd8
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Fix pandas deprecation warnings from freqAI
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2022-09-30 15:43:23 +02:00 |
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robcaulk
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be48131185
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make shuffle false in constants
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2022-09-30 00:33:08 +02:00 |
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Robert Caulk
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6e74d46660
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Ensure 1 thread available
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2022-09-29 14:02:00 +02:00 |
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Robert Caulk
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7ef56e3029
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Ensure at least 1 thread is available
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2022-09-29 14:01:22 +02:00 |
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Robert Caulk
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555cc42630
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Ensure 1 thread is available (for testing purposes)
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2022-09-29 14:00:09 +02:00 |
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Wagner Costa Santos
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6845a5c6ea
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backtest_live_models - refactoring after PR review
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2022-09-29 01:48:38 -03:00 |
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Robert Caulk
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dcf6ebe273
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Update BaseReinforcementLearningModel.py
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2022-09-29 00:37:03 +02:00 |
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robcaulk
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83343dc2f1
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control number of threads, update doc
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2022-09-29 00:10:18 +02:00 |
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th0rntwig
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683b084323
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Set train-test-split shuffle=False as default and remove stratification
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2022-09-28 18:23:56 +02:00 |
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Wagner Costa Santos
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55ebbeec18
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backtest_live models tests refactoring
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2022-09-28 08:48:32 -03:00 |
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Timothy Pogue
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099137adac
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remove hasattr calls
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2022-09-27 22:35:15 -06:00 |
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Timothy Pogue
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9e36b0d2ea
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fix formatting
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2022-09-27 22:02:33 -06:00 |
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Timothy Pogue
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caa47a2f47
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close subproc env on shutdown
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2022-09-28 03:06:05 +00:00 |
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Wagner Costa Santos
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0be115de9c
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backtest_live_models - added new tests and refactoring
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2022-09-27 10:26:57 -03:00 |
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Wagner Costa Santos
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72aa47fc51
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backtest_live_models - fix issue with timerange BT and 2 trainings within same candle (no data)
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2022-09-27 00:14:12 -03:00 |
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Wagner Costa Santos
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14b96aaa38
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backtesting live models - fix ci issues
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2022-09-26 19:52:59 -03:00 |
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