Wagner Costa Santos
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8ee95db927
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refactoring backtesting_fit_live_predictions function
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2022-11-09 09:51:42 -03:00 |
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Wagner Costa Santos
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3e57c18ac6
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add fix_live_predictions function to backtesting
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2022-11-08 18:20:39 -03:00 |
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Wagner Costa Santos
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8d9988a942
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enforce date column in backtesting freqai predictions files
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2022-11-08 11:06:23 -03:00 |
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Wagner Costa Santos
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9c5ba0732a
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save predictions with date and merge by date
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2022-11-08 10:32:18 -03:00 |
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Matthias
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884014a4b9
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Fix some minor typos
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2022-11-07 18:35:28 +00:00 |
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Wagner Costa Santos
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6559384286
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Merge branch 'develop' into backtest_live_models
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2022-11-07 15:14:10 -03:00 |
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robcaulk
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53df607067
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avoid duplicating features with okx/gateio, ensure inference timer gets logged
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2022-11-05 15:42:19 +01:00 |
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robcaulk
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8bdc99a3d6
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fix self-imposed bug
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2022-11-04 16:41:38 +01:00 |
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robcaulk
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19d90b813a
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improve readibility in start_backtesting()
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2022-11-04 16:10:46 +01:00 |
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Wagner Costa Santos
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8008c63319
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Merge branch 'develop' into backtest_live_models
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2022-11-04 09:09:39 -03:00 |
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Wagner Costa Santos
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a7acfb7ab7
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fix dict key error
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2022-11-04 09:02:28 -03:00 |
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robcaulk
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90c5bfb4b5
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add default conv_width
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2022-11-03 21:35:12 +01:00 |
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robcaulk
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05b309caf2
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ensure colon replaced for cached attach
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2022-11-03 21:17:48 +01:00 |
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robcaulk
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6938ed6584
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change default conv_width to 1
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2022-11-03 21:11:26 +01:00 |
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robcaulk
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444a068481
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merge develop into track-current-candle
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2022-11-03 21:09:08 +01:00 |
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robcaulk
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db942321ad
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fix bug with lightgbm and colons
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2022-11-03 21:03:48 +01:00 |
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robcaulk
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d721b50230
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flake8
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2022-11-03 19:13:24 +01:00 |
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robcaulk
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3ba1e221eb
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fix typo
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2022-11-03 19:08:33 +01:00 |
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robcaulk
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6c4bdb8f67
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remove special characters from feature names
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2022-11-03 18:49:39 +01:00 |
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Wagner Costa Santos
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17798b3397
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Merge branch 'develop' into backtest_live_models
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2022-11-03 13:29:25 -03:00 |
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Wagner Costa Santos
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356d79b38a
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verify mean and std exists in model metadata
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2022-11-03 13:27:56 -03:00 |
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robcaulk
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ce92731132
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ensure backwards compatitibility
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2022-11-02 20:20:35 +01:00 |
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Wagner Costa Santos
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23b6915dde
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fix issue with different backtesting prediction size
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2022-11-02 15:49:51 -03:00 |
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robcaulk
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1a38c10fc6
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remove old code
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2022-11-02 19:37:47 +01:00 |
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robcaulk
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255eb71270
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start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df
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2022-11-02 19:32:22 +01:00 |
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robcaulk
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97df232ac6
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add a warning to __init__ for get_corr_dataframes
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2022-10-31 18:18:00 +01:00 |
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robcaulk
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66d8ed6c0b
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Merge remote-tracking branch 'origin/develop' into reduce-indicator-population
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2022-10-31 09:42:01 +01:00 |
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robcaulk
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d59a7fa2f9
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remove analysis_lock and realign example hybrid strat
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2022-10-30 17:07:33 +01:00 |
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Matthias
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391c3f56f7
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Add typehint to corr_pairlist
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2022-10-30 13:28:01 +01:00 |
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Matthias
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cf4af2175c
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Merge pull request #7662 from markdregan/backtest_extra_returns_fix
Fix missing f-string from PR #7611
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2022-10-30 10:47:06 +01:00 |
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robcaulk
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fc53054d43
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leverage list length knowledge, f-string change
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2022-10-30 10:12:14 +01:00 |
|
Emre
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f98c7a2423
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Remove loop of normalization from metadata
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2022-10-30 10:12:14 +01:00 |
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Mark Regan
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c26fda282f
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fix missing f-string from PR #7611
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2022-10-30 08:19:59 +00:00 |
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robcaulk
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650bb8b7d7
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ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs.
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2022-10-29 22:26:49 +02:00 |
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Matthias
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801e91c39e
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Merge pull request #7618 from wizrds/fix/docker-config-record
Update function in FreqAI interface to record FreqAI config params
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2022-10-29 08:56:20 +02:00 |
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Timothy Pogue
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b9bf9edb02
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update rapidjson opts
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2022-10-25 14:12:13 -06:00 |
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Matthias
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1ef38f137d
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Fix XGBoost regressor "used before assignment"
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2022-10-25 13:37:04 +02:00 |
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Timothy Pogue
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51be45547f
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remove np object, make default str
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2022-10-24 12:23:54 -06:00 |
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Matthias
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6669714a73
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Update mal-formatted docstrings
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2022-10-24 18:12:17 +02:00 |
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Robert Caulk
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137aa1756b
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Merge pull request #7593 from th0rntwig/prediction-shape
Fix constant PCA
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2022-10-24 08:33:36 +02:00 |
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robcaulk
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4d2b7a74f1
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move record params to utils, use rapidjson
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2022-10-23 20:51:32 +02:00 |
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Timothy Pogue
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07e813dfa0
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change param record to only get certain params
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2022-10-23 12:09:07 -06:00 |
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th0rntwig
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49ff51f11f
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Change storage loc and fix test fail
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2022-10-23 16:24:02 +02:00 |
|
Timothy Pogue
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4464e91256
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use self.identifier in full path
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2022-10-21 19:53:33 -06:00 |
|
Timothy Pogue
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5ee3b8cbbb
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update config recording to use all configs, fix tests
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2022-10-21 19:48:26 -06:00 |
|
Robert Caulk
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a85826bf24
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Merge pull request #7611 from markdregan/backtest_extra_returns
Make extra_returns_per_train data available during backtest
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2022-10-21 17:13:22 +02:00 |
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Wagner Costa Santos
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6606a0113f
|
refactoring - remove unnecessary config file
|
2022-10-20 14:53:25 -03:00 |
|
Wagner Costa Santos
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589944055e
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fix typos - live predictions candles
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2022-10-20 12:15:41 -03:00 |
|
Wagner Costa Santos
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52b60c5cbb
|
Merge branch 'develop' into backtest_live_models
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2022-10-20 11:59:37 -03:00 |
|
rcaulk
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a9db668082
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avoid redundant indicator population for corr_pair list
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2022-10-20 16:30:32 +02:00 |
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