Commit Graph

47 Commits

Author SHA1 Message Date
robcaulk
936ca24482 separate RL install from general FAI install, update docs 2022-10-05 15:58:54 +02:00
robcaulk
9c73411ac2 Merge remote-tracking branch 'origin/develop' into dev-merge-rl 2022-10-05 15:21:45 +02:00
robcaulk
4edb30bfa8 isort 2022-10-05 14:11:19 +02:00
robcaulk
0e0bda8f13 improve freqai tests 2022-10-05 14:08:03 +02:00
robcaulk
647200e8a7 isort 2022-09-23 19:30:56 +02:00
robcaulk
77c360b264 improve typing, improve docstrings, ensure global tests pass 2022-09-23 19:17:27 +02:00
robcaulk
9c361f4422 increase test coverage for RL and FreqAI 2022-09-23 18:04:43 +02:00
Robert Caulk
95121550ef
Remove unnecessary models, add model arg 2022-09-23 10:37:34 +02:00
Robert Caulk
f7dd3045f7
Parameterize backtesting test 2022-09-23 10:30:52 +02:00
robcaulk
7295ba0fb2 add test for Base4ActionEnv 2022-09-22 23:42:33 +02:00
robcaulk
eeebb78a5c skip darwin in RL tests, remove example scripts, improve doc 2022-09-22 21:16:21 +02:00
robcaulk
ea8e34e192 Merge branch 'develop' into dev-merge-rl 2022-09-22 19:46:50 +02:00
Robert Caulk
bdeb2f9c6a
Merge branch 'develop' into add-plot-feature-importance 2022-09-18 00:02:46 +02:00
robcaulk
2c23effbf2 allow plot to plot multitargets, add test 2022-09-17 19:17:44 +02:00
Matthias
38b28fc4da Update duplicated test 2022-09-17 14:19:20 +02:00
Matthias
d62cef01be Add test for __informative_pairs_freqai 2022-09-17 10:18:08 +02:00
robcaulk
8aac644009 add tests. add guardrails. 2022-09-15 00:46:35 +02:00
Emre
330d7068ab
Merge branch 'develop' into add-xgboostclassifier 2022-09-10 23:59:11 +03:00
Matthias
b3fc1cfde9 Parametrize classifier tests 2022-09-10 20:18:00 +02:00
Matthias
88892ba663 Parametrize regressor tests 2022-09-10 20:18:00 +02:00
Matthias
f97f1dc5c3 Test CatboostRegressorMultiTarget, simplify test setup via parametrization 2022-09-10 20:18:00 +02:00
Emre
60eb02bb62
Add XGBoostClassifier 2022-09-10 20:13:16 +03:00
Matthias
170bec0438 Fix failing XGBoost tests 2022-09-10 08:24:23 +02:00
Matthias
5705b8759b Merge branch 'develop' into add-continual-learning 2022-09-10 08:24:04 +02:00
Emre
df6e43d2c5 Add XGBoostRegressorMultiTarget class 2022-09-09 19:30:53 +02:00
Emre
1b6410d7d1 Add XGBoostRegressor for freqAI, fix mypy errors 2022-09-09 19:30:53 +02:00
Robert Caulk
d7585161b2
Merge branch 'develop' into add-inlier-metric 2022-09-06 20:40:21 +02:00
robcaulk
c9be66b5b6 increase test coverage for dk, improve function naming, extra cleaning 2022-09-03 15:52:29 +02:00
robcaulk
599c1c79fb reorganized backtest utilities, test new functionality, improve/update doc 2022-09-03 14:00:01 +02:00
Wagner Costa Santos
7bed0450d2 pr review - refactoring backtesting freqai 2022-08-31 15:36:29 -03:00
Matthias
398b2946b5 Update test formatting 2022-08-15 06:49:28 +02:00
robcaulk
3f6d427084 add a check for number of training features in tests 2022-08-14 21:46:37 +02:00
Matthias
77b3b8a134 Use main exchange instead of creating a separate instance. 2022-08-08 18:34:11 +00:00
Matthias
20b4134787 Properly exclude catboost in ARM 2022-08-08 18:15:18 +00:00
robcaulk
eb8bde37c1 Add lightgbm classifier, add classifier check test, fix classifier bug. 2022-08-06 17:51:21 +02:00
Robert Caulk
c172ce1011 improve flexibility of user defined prediction dataframe 2022-08-06 13:51:19 +02:00
Robert Caulk
07763d0d4f add classifier, improve model naming scheme 2022-08-06 08:33:55 +02:00
robcaulk
e213d0ad55 isolate data_drawer functions from data_kitchen, accommodate tests, add new test 2022-07-26 10:24:14 +02:00
robcaulk
55cf378ec2 remove leftover breakpoint from test file 2022-07-25 17:13:24 +02:00
Robert Caulk
897f18a8c8 ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods 2022-07-25 15:07:09 +02:00
Robert Caulk
7b105532d1 fix mypy error and add test for principal component analysis 2022-07-25 11:46:59 +02:00
Robert Caulk
4abc26b582 add test for follow_mode 2022-07-25 10:48:04 +02:00
Matthias
95f5218ceb
Reenable Catboost test (#7118)
* Reenable Catboost test

* Simplify freqAI tests, ensure they use a tempdir for modelstorage
2022-07-24 07:32:13 +02:00
Matthias
62f7606d2c Update tests to new variant 2022-07-23 17:08:05 +02:00
robcaulk
a99c126266 help windows builds pass freqai tests. Add freqai to README.md 2022-07-20 16:14:19 +02:00
robcaulk
88d769d801 comment out problematic catboost test 2022-07-20 14:18:06 +02:00
robcaulk
d43c146676 add more tests for datakitchen functionalities, add regression tests for freqai_interface train/backtest 2022-07-20 12:56:46 +02:00