Wagner Costa Santos
|
7bed0450d2
|
pr review - refactoring backtesting freqai
|
2022-08-31 15:36:29 -03:00 |
|
wagnercosta
|
3d4497467c
|
Merge branch 'freqtrade:develop' into develop
|
2022-08-31 14:47:06 -03:00 |
|
robcaulk
|
240b529533
|
fix tensorboard path so that users can track all historical models
|
2022-08-31 16:50:39 +02:00 |
|
Richard Jozsa
|
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 |
|
Wagner Costa Santos
|
df51da22ee
|
refactoring freqai backtesting
|
2022-08-31 11:23:48 -03:00 |
|
Matthias
|
57ff6f8ac5
|
Init timerange object properly
|
2022-08-31 10:28:31 +00:00 |
|
Matthias
|
13ccd940d5
|
Remove startup_candle_count from freqai sample config to avoid confusion
|
2022-08-31 10:27:08 +00:00 |
|
Matthias
|
7ba4fda5d7
|
Implement PR feedback
|
2022-08-31 10:26:47 +00:00 |
|
Matthias
|
a88ffd2c9d
|
Merge branch 'develop' into move_datadownload
|
2022-08-31 10:23:45 +00:00 |
|
Matthias
|
c9aa09ec89
|
Simplify base fee handling
|
2022-08-30 20:46:06 +02:00 |
|
robcaulk
|
7e8e29e42d
|
use continuous value for inlier_metric
|
2022-08-30 20:41:37 +02:00 |
|
robcaulk
|
7f52908e87
|
ensure the lost points are prepended for FreqUI
|
2022-08-30 18:55:58 +02:00 |
|
robcaulk
|
a58dd0bbf9
|
add noise feature, improve docstrings
|
2022-08-30 18:26:24 +02:00 |
|
robcaulk
|
b11742a4c5
|
integrate inlier metric function
|
2022-08-30 18:26:24 +02:00 |
|
th0rntwig
|
d3cb211283
|
Add inlier metric computation
|
2022-08-30 18:26:24 +02:00 |
|
th0rntwig
|
50e2808667
|
Fix bug in DI (#7321)
|
2022-08-30 12:54:39 +02:00 |
|
robcaulk
|
62c0a174c8
|
allow users to properly reverse train-test data ordering
|
2022-08-29 11:04:58 +02:00 |
|
Matthias
|
27a9f98d5f
|
Simplify liquidation price structure, improve test cov
|
2022-08-29 07:04:48 +02:00 |
|
Matthias
|
226fa5d93c
|
Simplify liquidation price calling structure
|
2022-08-29 07:04:48 +02:00 |
|
Matthias
|
4def3678b7
|
Merge pull request #7298 from freqtrade/tif_align
align TimeInForce to ccxt usage
|
2022-08-29 06:36:51 +02:00 |
|
Matthias
|
8be8a12cc4
|
Merge pull request #7260 from JohanVlugt/develop
Example FreqAI hybrid strategy
|
2022-08-29 06:34:45 +02:00 |
|
Matthias
|
40c00d2d8f
|
Version bump dev version to 2022.9
|
2022-08-29 06:34:20 +02:00 |
|
robcaulk
|
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 |
|
Robert Caulk
|
39a739eadb
|
Merge pull request #7296 from th0rntwig/dbscan
Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests
|
2022-08-28 14:37:47 +02:00 |
|
robcaulk
|
fcb5d1cb5a
|
remove debugging flag
|
2022-08-28 13:01:39 +02:00 |
|
robcaulk
|
dd628eb525
|
add tests for outlier detection and removal functions
|
2022-08-28 12:56:39 +02:00 |
|
robcaulk
|
1e41c773a0
|
fix outlier protection
|
2022-08-28 12:11:29 +02:00 |
|
smarmau
|
ff3a4995c1
|
remove unnecessary code
|
2022-08-28 11:45:20 +02:00 |
|
Matthias
|
b9f35cadb3
|
add /stopentry alias for /stopbuy
|
2022-08-28 11:37:22 +02:00 |
|
smarmau
|
005594c29c
|
simplify hybrid template
|
2022-08-28 11:29:48 +02:00 |
|
th0rntwig
|
71f7d68783
|
Fixed mypy error
|
2022-08-27 12:44:55 +02:00 |
|
Matthias
|
c61b986c3d
|
FTX - support time_in_force (and PO ordertype)
closes #7175
|
2022-08-27 10:30:38 +02:00 |
|
Matthias
|
104a73025d
|
Uppercase TimeInForce (align with ccxt)
|
2022-08-27 10:30:06 +02:00 |
|
Matthias
|
6686489c06
|
Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator
Add flag to move hyperopt populate_indicators to epoch
|
2022-08-27 09:21:16 +02:00 |
|
Matthias
|
2b70c3d0c0
|
support price callback for partial exits in bt
This will align results to how live works.
closes #7292
|
2022-08-27 08:50:09 +02:00 |
|
Matthias
|
9204f01312
|
Don't lock pairs on partial exit
|
2022-08-27 07:23:02 +02:00 |
|
elintornquist
|
86c5ac44e4
|
Add outlier percentage check
|
2022-08-26 23:05:07 +02:00 |
|
Matthias
|
01126c43f7
|
Fix liquidation price tier calculation
closes #7294
|
2022-08-26 20:14:24 +02:00 |
|
Matthias
|
753d1b2aad
|
Update leverage tier terminology to be clear and aligned with ccxt
|
2022-08-26 19:34:51 +02:00 |
|
elintornquist
|
b2d664c63c
|
Change MinPts calculation
|
2022-08-26 18:57:27 +02:00 |
|
robcaulk
|
bb3523f383
|
download data homogeneously across timeframes
|
2022-08-26 18:51:42 +02:00 |
|
robcaulk
|
e7261cf515
|
add freqai utils.py file
|
2022-08-26 15:30:28 +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
|
4b7e640f31
|
reduce code duplication, optimize auto data download per tf
|
2022-08-26 13:56:44 +02:00 |
|
robcaulk
|
baa4f8e3d0
|
remove Base3ActionEnv in favor of Base4Action
|
2022-08-26 11:04:25 +02:00 |
|
richardjozsa
|
d31926efdf
|
Added Base4Action
|
2022-08-26 11:04:25 +02:00 |
|
Matthias
|
53d46a0385
|
align max_entry_position_adjustment behavior of backtesting to live
closes #7293
|
2022-08-25 20:36:17 +02:00 |
|
robcaulk
|
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 |
|
Matthias
|
1fd223c815
|
Update --prepend help string
closes #7290
|
2022-08-25 17:03:41 +02:00 |
|
robcaulk
|
05ccebf9a1
|
automate eval freq in multiproc
|
2022-08-25 12:29:48 +02:00 |
|
robcaulk
|
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 |
|
Matthias
|
f2a356a80c
|
Fix some imports
|
2022-08-25 07:08:58 +02:00 |
|
Matthias
|
6636f17e0f
|
Simplify usage of amount_to_contract precision
|
2022-08-25 07:08:22 +02:00 |
|
Matthias
|
32faad9333
|
Fix backtest calculation problem with DCA
closes #7287
|
2022-08-24 20:36:08 +02:00 |
|
robcaulk
|
d1bee29b1e
|
improve default reward, fix bugs in environment
|
2022-08-24 18:32:40 +02:00 |
|
robcaulk
|
a61821e1c6
|
remove monitor log
|
2022-08-24 16:33:13 +02:00 |
|
robcaulk
|
bd870e2331
|
fix monitor bug, set default values in case user doesnt set params
|
2022-08-24 16:32:14 +02:00 |
|
robcaulk
|
c0cee5df07
|
add continual retraining feature, handly mypy typing reqs, improve docstrings
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
b708134c1a
|
switch multiproc thread count to rl_config definition
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
b26ed7dea4
|
fix generic reward, add time duration to reward
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
280a1dc3f8
|
add live rate, add trade duration
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
f9a49744e6
|
add strategy to the freqai object
|
2022-08-24 13:00:55 +02:00 |
|
richardjozsa
|
a2a4bc05db
|
Fix the state profit calculation logic
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
29f0e01c4a
|
expose environment reward parameters to the user config
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
d88a0dbf82
|
add sb3_contrib models to the available agents. include sb3_contrib in requirements.
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
8b3a8234ac
|
fix env bug, allow example strat to short
|
2022-08-24 13:00:55 +02:00 |
|
mrzdev
|
8cd4daad0a
|
Feat/freqai rl dev (#7)
* access trades through get_trades_proxy method to allow backtesting
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
3eb897c2f8
|
reuse callback, allow user to acces all stable_baselines3 agents via config
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
4b9499e321
|
improve nomenclature and fix short exit bug
|
2022-08-24 13:00:55 +02:00 |
|
sonnhfit
|
4baa36bdcf
|
fix persist a single training environment for PPO
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
f95602f6bd
|
persist a single training environment.
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
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 |
|
sonnhfit
|
7962a1439b
|
remove keep low profit
|
2022-08-24 13:00:55 +02:00 |
|
sonnhfit
|
81b5aa66e8
|
make env keep current position when low profit
|
2022-08-24 13:00:55 +02:00 |
|
sonnhfit
|
45218faeb0
|
fix coding convention
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
b90da46b1b
|
improve price df handling to enable backtesting
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
2080ff86ed
|
5ac base fixes in logic
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
16cec7dfbd
|
fix save/reload functionality for stablebaselines
|
2022-08-24 13:00:55 +02:00 |
|
sonnhfit
|
0475b7cb18
|
remove unuse code and fix coding conventions
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
d60a166fbf
|
multiproc TDQN with xtra callbacks
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
dd382dd370
|
add monitor to eval env so that multiproc can save best_model
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
69d542d3e2
|
match config and strats to upstream freqai
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
e5df39e891
|
ensuring best_model is placed in ram and saved to disk and loaded from disk
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
bf7ceba958
|
set cpu threads in config
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
57c488a6f1
|
learning_rate + multicpu changes
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
acf3484e88
|
add multiprocessing variant of ReinforcementLearningPPO
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
cf0731095f
|
type fix
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
1c81ec6016
|
3ac and 5ac example strategies
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
13cd18dc9a
|
PPO policy change + verbose=1
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
926023935f
|
make base 3ac and base 5ac environments. TDQN defaults to 3AC.
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
096533bcb9
|
3ac to 5ac
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
718c9d0440
|
action fix
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
9c78e6c26f
|
base PPO model only customizes reward for 3AC
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
6048f60f13
|
get TDQN working with 5 action environment
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
d4db5c3281
|
ensure TDQN class is properly named
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
91683e1dca
|
restructure RL so that user can customize environment
|
2022-08-24 13:00:55 +02:00 |
|
sonnhfit
|
ecd1f55abc
|
add rl module
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
9b895500b3
|
initial commit - new dev branch
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
cd3fe44424
|
callback function and TDQN model added
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
01232e9a1f
|
callback function and TDQN model added
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
8eeaab2746
|
add reward function
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
ec813434f5
|
ReinforcementLearningModel
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
2f4d73eb06
|
Revert "ReinforcementLearningModel"
This reverts commit 4d8dfe1ff1daa47276eda77118ddf39c13512a85.
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
c1e7db3130
|
ReinforcementLearningModel
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
05ed1b544f
|
Working base for reinforcement learning model
|
2022-08-24 13:00:40 +02:00 |
|
Matthias
|
a6d78a8615
|
initialize Since parameter properly
closes #7285
|
2022-08-23 06:43:04 +02:00 |
|
Matthias
|
fe7108ae75
|
Convert amount to contracts before comparing for close
closes #7279
|
2022-08-23 06:37:38 +02:00 |
|
Matthias
|
78b161e14c
|
add contract_size to database
|
2022-08-23 06:37:38 +02:00 |
|
Matthias
|
6036018f35
|
Extract contracts_to_amount and amount_to_contracts to standalone functions
|
2022-08-23 06:37:38 +02:00 |
|
Matthias
|
5f38a574ce
|
Add okx broker id
|
2022-08-23 06:37:38 +02:00 |
|
th0rntwig
|
5ce1c69803
|
Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
|
2022-08-22 19:57:20 +02:00 |
|
robcaulk
|
ac42c0153d
|
deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.
|
2022-08-22 18:19:07 +02:00 |
|
robcaulk
|
96d8882f1e
|
Plug mem leak, add training timer
|
2022-08-22 13:30:30 +02:00 |
|
Matthias
|
f55d5ffd8c
|
Don't fail when --strategy-path is not a valid directory.
closes #7264
|
2022-08-22 09:20:14 +00:00 |
|
Matthias
|
015be770c3
|
ccxt now defaults to base volume for all markets
|
2022-08-22 06:42:14 +02:00 |
|
Matthias
|
f6d832c6d9
|
Add get_option to expose ft_has via method
|
2022-08-21 17:51:46 +02:00 |
|
Matthias
|
87a3115073
|
Add get_open_trade_count() to simplify getting open trade count.
|
2022-08-21 17:08:27 +02:00 |
|
Matthias
|
6189aa817c
|
Fix HybridExample formatting
|
2022-08-20 19:50:18 +02:00 |
|
robcaulk
|
64b0834437
|
add credit in docstring
|
2022-08-20 17:04:38 +02:00 |
|
robcaulk
|
90c03178b1
|
provide user directions, clean up strategy, remove unnecessary code.
|
2022-08-20 17:02:18 +02:00 |
|
Matthias
|
cdd4745693
|
Merge pull request #7263 from freqtrade/okx_cache_tiers
Okx cache tiers
|
2022-08-20 15:18:13 +02:00 |
|
Matthias
|
5b3f031590
|
Use hyperopt safe amount precision method
|
2022-08-20 14:13:15 +02:00 |
|
Matthias
|
738e95b875
|
Add tests for leverage tiers caching
|
2022-08-20 13:54:54 +02:00 |
|
Matthias
|
b6e8b9df35
|
Use cached leverage tiers
|
2022-08-20 13:01:58 +02:00 |
|
Matthias
|
52ec0d1046
|
Update binance Leverage tiers
|
2022-08-20 11:53:15 +02:00 |
|
Matthias
|
0da0600836
|
Have backtesting respect tradable size
closes #7161
|
2022-08-20 11:41:11 +02:00 |
|
Matthias
|
54ddc1a4c2
|
Add --tradingmode alias
|
2022-08-20 11:24:20 +02:00 |
|
Matthias
|
aa3da092a0
|
Dont' use classProperty - that's not supported on 3.8
|
2022-08-20 10:55:52 +02:00 |
|
Matthias
|
01d45ed12e
|
Merge pull request #7257 from freqtrade/feat/list-pair-time
Get min/max data in list-data command
|
2022-08-20 08:16:52 +02:00 |
|
Matthias
|
7b8b73e651
|
Merge pull request #7243 from lolongcovas/newbranch_test
Improve PCA and pairwise distance calcs
|
2022-08-20 08:13:40 +02:00 |
|
Johan van der Vlugt
|
b44bd0171c
|
Example Classifier strat
|
2022-08-19 19:10:37 +02:00 |
|
Matthias
|
b9d48c3278
|
use numbers in HyperoptState properly ...
|
2022-08-19 15:40:06 +02:00 |
|
Matthias
|
bc359675a2
|
Add --analyze-per-epoch - moving populate_analysis to the epoch process
|
2022-08-19 15:19:43 +02:00 |
|
Matthias
|
09f8904545
|
Extract analysis to separate method
|
2022-08-19 15:12:55 +02:00 |
|
Matthias
|
08ef5ad2d8
|
Add HyperoptState enum and container class
|
2022-08-19 15:11:43 +02:00 |
|
Matthias
|
1c6f966579
|
Hyperopt: simplify parameter "can_optimize" handling
|
2022-08-19 15:03:03 +02:00 |
|
Matthias
|
16af10a5bc
|
Update notebook sample with simplified datadir configuration
closes #7252
|
2022-08-19 14:05:27 +02:00 |
|
Matthias
|
b7553d20d4
|
Get min/max data in list-data command
|
2022-08-19 13:45:55 +02:00 |
|
Matthias
|
7d84ef2e2c
|
Remove unused imports
|
2022-08-19 13:45:10 +02:00 |
|
longyu
|
521381ebf0
|
undo example strategy newline
|
2022-08-19 12:40:03 +02:00 |
|
Matthias
|
b420614d65
|
Reduce code duplication in datahandlers
|
2022-08-19 09:33:07 +02:00 |
|
Matthias
|
975bf8fe88
|
Update Docstring to match actual return values
|
2022-08-19 09:23:53 +02:00 |
|
Matthias
|
42eb508515
|
Attempt fix of #7184
|
2022-08-19 07:09:46 +02:00 |
|
Matthias
|
76a3e97e05
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Add migrations end message
closes #7251
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2022-08-19 06:39:51 +02:00 |
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Matthias
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70a77ba3d9
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Check for "last" availability in PrecisionFilter
closes #7250
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2022-08-18 20:07:50 +02:00 |
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longyu
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1fada53ddd
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remove newline
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2022-08-18 19:40:00 +02:00 |
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Matthias
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85b43ec1a1
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Remove double-check for "isolated margin"
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2022-08-18 15:23:58 +02:00 |
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Matthias
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fde469a253
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Remove unnecessary check
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2022-08-18 14:53:44 +02:00 |
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Matthias
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075e9b8526
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Log Exchange responses for set_leverage
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2022-08-18 09:52:03 +02:00 |
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Matthias
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46e8d9a5e4
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Reduce verbosity when whitelist is empty
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2022-08-18 09:09:37 +02:00 |
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