Wagner Costa Santos
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311ae8bf1f
|
freqai backtesting - add startup_candle_count at function description
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2022-09-10 14:45:42 -03:00 |
|
Emre
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60eb02bb62
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Add XGBoostClassifier
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2022-09-10 20:13:16 +03:00 |
|
Robert Caulk
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2077f84f9b
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Merge pull request #7363 from wagnercosta/fixHyperoptFreqai
Fix hyperopt - freqai
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2022-09-10 17:02:01 +02:00 |
|
Robert Caulk
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4a47c63f71
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Merge pull request #7374 from th0rntwig/filter-constant-features
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2022-09-10 16:58:58 +02:00 |
|
robcaulk
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10b6aebc5f
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enable continual learning and evaluation sets on multioutput models.
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2022-09-10 16:54:13 +02:00 |
|
Wagner Costa Santos
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a1f88cca80
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merge develop
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2022-09-10 10:35:16 -03:00 |
|
Wagner Costa Santos
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79985fda01
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fix backtesting freqai startup candles bug
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2022-09-10 10:27:17 -03:00 |
|
Matthias
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5705b8759b
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Merge branch 'develop' into add-continual-learning
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2022-09-10 08:24:04 +02:00 |
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robcaulk
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05581db4e3
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ensure columns are only dropped in training
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2022-09-09 20:37:21 +02:00 |
|
Matthias
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97be3318f4
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Use Datetime_format from constants
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2022-09-09 20:31:02 +02:00 |
|
robcaulk
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a826c0eb83
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ensure signatures match, reduce verbosity
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2022-09-09 19:30:53 +02:00 |
|
Emre
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acb410a0de
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Remove verbosity params
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2022-09-09 19:30:53 +02:00 |
|
Emre
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df6e43d2c5
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Add XGBoostRegressorMultiTarget class
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2022-09-09 19:30:53 +02:00 |
|
Emre
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1b6410d7d1
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Add XGBoostRegressor for freqAI, fix mypy errors
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2022-09-09 19:30:53 +02:00 |
|
Wagner Costa Santos
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d38cc06139
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Fix freqai backtesting time range issue
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2022-09-09 19:27:05 +02:00 |
|
Wagner Costa Santos
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f4f2884a66
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Fix freqai backtesting time range issue
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2022-09-07 18:52:58 -03:00 |
|
robcaulk
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e51d352777
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ensure pca is handling same DF as inlier
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2022-09-07 19:11:54 +02:00 |
|
robcaulk
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4c9ac6b7c0
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add kwargs, reduce duplicated code
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2022-09-07 18:58:55 +02:00 |
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robcaulk
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ea7bdac9ed
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ensure inlier metric can be combined with other cleaning methods
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2022-09-07 18:45:16 +02:00 |
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th0rntwig
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cdc72bf8ca
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Correct indexing
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2022-09-07 18:14:13 +02:00 |
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th0rntwig
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047ded1baa
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Check for constant columns
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2022-09-07 17:47:27 +02:00 |
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wagnercosta
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6b7644029c
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Merge branch 'freqtrade:develop' into fixHyperoptFreqai
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2022-09-07 11:07:51 -03:00 |
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Wagner Costa Santos
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8d16dd804d
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hyperopt - freqai - docs and refactoring
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2022-09-06 15:42:47 -03:00 |
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Robert Caulk
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d7585161b2
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Merge branch 'develop' into add-inlier-metric
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2022-09-06 20:40:21 +02:00 |
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robcaulk
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97077ba18a
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add continual learning to catboost and friends
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2022-09-06 20:30:46 +02:00 |
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robcaulk
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d44296783e
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isort datakitchen
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2022-09-06 20:10:12 +02:00 |
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robcaulk
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e83c9b276d
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fix whitespace
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2022-09-06 19:56:52 +02:00 |
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robcaulk
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4b28d0495f
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fix timestamping, move imports, add words to doc
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2022-09-06 19:46:58 +02:00 |
|
Wagner Costa Santos
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2c8e5b191b
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fix hyperopt - freqai
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2022-09-05 17:43:55 -03:00 |
|
Wagner Costa Santos
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5b826150df
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fix hyperopt - freqai
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2022-09-05 17:43:28 -03:00 |
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robcaulk
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78d01810ed
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reduce code redundancy, ensure live always gets the latest data
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2022-09-05 00:12:00 +02:00 |
|
Wagner Costa Santos
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d43ed186fc
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fix issue with freqai backtesting at slice dataframe
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2022-09-05 00:12:00 +02:00 |
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Robert Caulk
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956ea43e55
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Merge pull request #7340 from wizrds/sigint-freqai
Support SIGINT in FreqAI
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2022-09-04 16:43:36 +02:00 |
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robcaulk
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ec76214d02
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backup historical predictions pickle and load the backup in case of corruption
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2022-09-04 15:56:07 +02:00 |
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Robert Caulk
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8545d74378
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Merge pull request #7331 from th0rntwig/pca
Normalise PCA space
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2022-09-03 21:49:54 +02:00 |
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Timothy Pogue
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dae3b3d86a
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support shutting down freqai
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2022-09-03 13:24:14 -06:00 |
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robcaulk
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5cfb4154eb
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revert all changes in normalize_data()
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2022-09-03 19:48:30 +02:00 |
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Robert Caulk
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63514b0443
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Merge pull request #7325 from wagnercosta/develop
Improve Freqai backtesting performance
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2022-09-03 19:28:04 +02:00 |
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robcaulk
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c21808ff98
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remove metadata redundancy, fix pca bug
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2022-09-03 16:54:30 +02:00 |
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robcaulk
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c9be66b5b6
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increase test coverage for dk, improve function naming, extra cleaning
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2022-09-03 15:52:29 +02:00 |
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Matthias
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80b5f035ab
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Remove typo in log message
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2022-09-03 15:01:28 +02:00 |
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robcaulk
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599c1c79fb
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reorganized backtest utilities, test new functionality, improve/update doc
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2022-09-03 14:00:01 +02:00 |
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Wagner Costa Santos
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af5460cebf
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Add option to keep models only in memory for backtest
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2022-09-02 22:01:53 -03:00 |
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th0rntwig
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11b2bc269e
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Added missing s
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2022-09-01 22:37:32 +02:00 |
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th0rntwig
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3f8400df10
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Normalise PCA space
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2022-09-01 21:51:33 +02:00 |
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Wagner Costa Santos
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d6e115178a
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refactoring freqai backtesting - remove duplicate code
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2022-09-01 07:09:23 -03:00 |
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Wagner Costa Santos
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44d3a9140d
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Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop
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2022-08-31 15:37:06 -03:00 |
|
Wagner Costa Santos
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7bed0450d2
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pr review - refactoring backtesting freqai
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2022-08-31 15:36:29 -03:00 |
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wagnercosta
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3d4497467c
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Merge branch 'freqtrade:develop' into develop
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2022-08-31 14:47:06 -03:00 |
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Wagner Costa Santos
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df51da22ee
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refactoring freqai backtesting
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2022-08-31 11:23:48 -03:00 |
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Matthias
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57ff6f8ac5
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Init timerange object properly
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2022-08-31 10:28:31 +00:00 |
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Matthias
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7ba4fda5d7
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Implement PR feedback
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2022-08-31 10:26:47 +00:00 |
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Matthias
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a88ffd2c9d
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Merge branch 'develop' into move_datadownload
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2022-08-31 10:23:45 +00:00 |
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robcaulk
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7e8e29e42d
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use continuous value for inlier_metric
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2022-08-30 20:41:37 +02:00 |
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robcaulk
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7f52908e87
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ensure the lost points are prepended for FreqUI
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2022-08-30 18:55:58 +02:00 |
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robcaulk
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a58dd0bbf9
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add noise feature, improve docstrings
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2022-08-30 18:26:24 +02:00 |
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robcaulk
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b11742a4c5
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integrate inlier metric function
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2022-08-30 18:26:24 +02:00 |
|
th0rntwig
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d3cb211283
|
Add inlier metric computation
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2022-08-30 18:26:24 +02:00 |
|
th0rntwig
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50e2808667
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Fix bug in DI (#7321)
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2022-08-30 12:54:39 +02:00 |
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robcaulk
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62c0a174c8
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allow users to properly reverse train-test data ordering
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2022-08-29 11:04:58 +02:00 |
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robcaulk
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fcb5d1cb5a
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remove debugging flag
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2022-08-28 13:01:39 +02:00 |
|
robcaulk
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dd628eb525
|
add tests for outlier detection and removal functions
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2022-08-28 12:56:39 +02:00 |
|
robcaulk
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1e41c773a0
|
fix outlier protection
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2022-08-28 12:11:29 +02:00 |
|
th0rntwig
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71f7d68783
|
Fixed mypy error
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2022-08-27 12:44:55 +02:00 |
|
elintornquist
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86c5ac44e4
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Add outlier percentage check
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2022-08-26 23:05:07 +02:00 |
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elintornquist
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b2d664c63c
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Change MinPts calculation
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2022-08-26 18:57:27 +02:00 |
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robcaulk
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bb3523f383
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download data homogeneously across timeframes
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2022-08-26 18:51:42 +02:00 |
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robcaulk
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e7261cf515
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add freqai utils.py file
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2022-08-26 15:30:28 +02:00 |
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robcaulk
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65b552e310
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make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection
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2022-08-26 15:30:01 +02:00 |
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robcaulk
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4b7e640f31
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reduce code duplication, optimize auto data download per tf
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2022-08-26 13:56:44 +02:00 |
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th0rntwig
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5ce1c69803
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Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
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2022-08-22 19:57:20 +02:00 |
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robcaulk
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ac42c0153d
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deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.
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2022-08-22 18:19:07 +02:00 |
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robcaulk
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96d8882f1e
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Plug mem leak, add training timer
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2022-08-22 13:30:30 +02:00 |
|
longyu
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cfa5b3f12c
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add new line
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2022-08-19 12:39:08 +02:00 |
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longyu
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277245c69d
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remove line
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2022-08-19 12:39:00 +02:00 |
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longyu
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f70b0bab80
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remove line
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2022-08-17 23:49:20 +02:00 |
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robcaulk
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5155afb4e7
|
clean up code remnants
|
2022-08-17 15:22:48 +02:00 |
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robcaulk
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0c34104e45
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extract download-data from freqai to prepare for future async changes
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2022-08-17 15:18:44 +02:00 |
|
longyu
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9c38c27eed
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ignore sample itself distance for avg_mean_dist computation
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2022-08-17 15:09:57 +02:00 |
|
longyu
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72c34291e3
|
newline
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2022-08-17 15:09:10 +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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Matthias
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c7e1719215
|
Fix interface import sorting
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2022-08-15 06:53:02 +02:00 |
|
robcaulk
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006b11e5d5
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fix leftover bug in indicator population
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2022-08-14 21:42:55 +02:00 |
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robcaulk
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8961b8d560
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merge in inference timer and historic predictions handling improvements.
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2022-08-14 20:31:15 +02:00 |
|
robcaulk
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ad846cdb76
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fix lock bug, update docstring
|
2022-08-14 20:24:29 +02:00 |
|
Matthias
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464d99808f
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Update doc table formatting
|
2022-08-14 18:22:01 +02:00 |
|
Matthias
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a29402ddde
|
Rename and move analysis_lock to data_kitchen
|
2022-08-14 17:23:14 +02:00 |
|
Matthias
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3a9ec76c91
|
Move "freqai.lock" to backend to simplify user interface
|
2022-08-14 17:19:50 +02:00 |
|
Robert Caulk
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c9c128f781
|
finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy
|
2022-08-14 02:49:01 +02:00 |
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robcaulk
|
58de20af0f
|
make BaseClassifierModel. Add predict_proba to lightgbm
|
2022-08-13 20:07:31 +02:00 |
|
robcaulk
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31be707cc8
|
clean up code, add docstrings
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
3e38c1b0bd
|
take dynamic sized tail off historic_predictions as return dataframe to strategy.
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
7d448fd4ac
|
allow fit_live_predictions access to current pair
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
1f192be43b
|
avoid denormalizing labels twice
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
b1b76a2dbe
|
debug classifier with predict proba
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
23cc21ce59
|
add predict_proba to base classifier, improve historic predictions handling
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
fb4b73ce89
|
ensure dates are saved
|
2022-08-12 12:03:44 +02:00 |
|
robcaulk
|
2cae3c42e6
|
remove trade database analyzer, clean up a bit
|
2022-08-10 17:43:06 +02:00 |
|
robcaulk
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5a16d5a512
|
Deactivate database analyzer if user does not use sqlite
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2022-08-09 16:36:22 +02:00 |
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robcaulk
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e7de812948
|
Allow user to user pair_dict for persistent storage of custom data
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2022-08-09 16:03:10 +02:00 |
|