richardjozsa
926f870fb5
Improve the training by randomly setting the starting point
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This is an improvement for all kind of RL stuff, the starting point sets in the first third of the data which ensures that the model not only optimizes the policy or Q values to the choosen timerange.
2022-11-15 00:16:04 +01:00
robcaulk
bf4d5b432a
ensure model_type is defined
2022-11-13 18:50:25 +01:00
robcaulk
6394ef4558
fix docstrings
2022-11-13 17:43:52 +01:00
robcaulk
96fafb7f56
remove limit_ram_use
2022-11-13 17:14:47 +01:00
robcaulk
b421521be3
help default ReinforcementLearner users by assigning the model_type automatically
2022-11-13 17:12:17 +01:00
robcaulk
90f168d1ff
remove more user references. cleanup dataprovider
2022-11-13 17:06:06 +01:00
robcaulk
388ca21200
update docs, fix bug in environment
2022-11-13 16:56:31 +01:00
robcaulk
af9e400562
add test coverage, fix bug in base environment. Ensure proper fee is used.
2022-11-13 15:31:37 +01:00
robcaulk
81f800a79b
switch to using FT calc_profi_pct, reverse entry/exit fees
2022-11-13 13:41:17 +01:00
robcaulk
e71a8b8ac1
add ability to integrate state info or not, and prevent state info integration during backtesting
2022-11-12 18:46:48 +01:00
robcaulk
9c6b97c678
ensure normalization acceleration methods are employed in RL
2022-11-12 12:01:59 +01:00
robcaulk
6746868ea7
store dataprovider to self instead of strategy
2022-11-12 11:33:03 +01:00
robcaulk
7a4bb040a5
merge develop into feat/freqai-rl-dev
2022-11-12 10:54:34 +01:00
Matthias
e6172a68d7
Merge pull request #7730 from freqtrade/fix-metric-tracker
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fix loading of metric tracker from disk
2022-11-11 20:01:26 +01:00
Robert Caulk
833578716c
Merge pull request #7644 from markdregan/multi-target-classifier
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Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
2022-11-11 18:48:38 +01:00
robcaulk
66514e84e4
add LightGBMClassifierMultiTarget. add test
2022-11-11 17:45:53 +01:00
robcaulk
054133955b
fix loading of metric tracker from disk
2022-11-11 17:24:09 +01:00
Matthias
884014a4b9
Fix some minor typos
2022-11-07 18:35:28 +00:00
Wagner Costa Santos
6559384286
Merge branch 'develop' into backtest_live_models
2022-11-07 15:14:10 -03:00
robcaulk
53df607067
avoid duplicating features with okx/gateio, ensure inference timer gets logged
2022-11-05 15:42:19 +01:00
robcaulk
8bdc99a3d6
fix self-imposed bug
2022-11-04 16:41:38 +01:00
robcaulk
19d90b813a
improve readibility in start_backtesting()
2022-11-04 16:10:46 +01:00
Wagner Costa Santos
8008c63319
Merge branch 'develop' into backtest_live_models
2022-11-04 09:09:39 -03:00
Wagner Costa Santos
a7acfb7ab7
fix dict key error
2022-11-04 09:02:28 -03:00
robcaulk
90c5bfb4b5
add default conv_width
2022-11-03 21:35:12 +01:00
robcaulk
05b309caf2
ensure colon replaced for cached attach
2022-11-03 21:17:48 +01:00
robcaulk
6938ed6584
change default conv_width to 1
2022-11-03 21:11:26 +01:00
robcaulk
444a068481
merge develop into track-current-candle
2022-11-03 21:09:08 +01:00
robcaulk
db942321ad
fix bug with lightgbm and colons
2022-11-03 21:03:48 +01:00
robcaulk
d721b50230
flake8
2022-11-03 19:13:24 +01:00
robcaulk
3ba1e221eb
fix typo
2022-11-03 19:08:33 +01:00
robcaulk
6c4bdb8f67
remove special characters from feature names
2022-11-03 18:49:39 +01:00
Wagner Costa Santos
17798b3397
Merge branch 'develop' into backtest_live_models
2022-11-03 13:29:25 -03:00
Wagner Costa Santos
356d79b38a
verify mean and std exists in model metadata
2022-11-03 13:27:56 -03:00
robcaulk
ce92731132
ensure backwards compatitibility
2022-11-02 20:20:35 +01:00
Wagner Costa Santos
23b6915dde
fix issue with different backtesting prediction size
2022-11-02 15:49:51 -03:00
robcaulk
1a38c10fc6
remove old code
2022-11-02 19:37:47 +01:00
robcaulk
255eb71270
start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df
2022-11-02 19:32:22 +01:00
robcaulk
97df232ac6
add a warning to __init__ for get_corr_dataframes
2022-10-31 18:18:00 +01:00
robcaulk
66d8ed6c0b
Merge remote-tracking branch 'origin/develop' into reduce-indicator-population
2022-10-31 09:42:01 +01:00
robcaulk
d59a7fa2f9
remove analysis_lock and realign example hybrid strat
2022-10-30 17:07:33 +01:00
Matthias
391c3f56f7
Add typehint to corr_pairlist
2022-10-30 13:28:01 +01:00
Mark Regan
7053f81fa8
simplified predict and predict_proba using super(). Added duplicate class label check.
2022-10-30 09:48:30 +00:00
Matthias
cf4af2175c
Merge pull request #7662 from markdregan/backtest_extra_returns_fix
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Fix missing f-string from PR #7611
2022-10-30 10:47:06 +01:00
robcaulk
a2843165e1
fix leftovers from merge
2022-10-30 10:31:38 +01:00
robcaulk
52e15b2070
Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev
2022-10-30 10:16:39 +01:00
robcaulk
d1a0874683
merge develop into feat/freqai-rl-dev
2022-10-30 10:13:03 +01:00
robcaulk
fc53054d43
leverage list length knowledge, f-string change
2022-10-30 10:12:14 +01:00
Emre
f98c7a2423
Remove loop of normalization from metadata
2022-10-30 10:12:14 +01:00
Mark Regan
c26fda282f
fix missing f-string from PR #7611
2022-10-30 08:19:59 +00:00
