robcaulk
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946d4c7cfc
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fix trailing whitespace for flake8
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2022-07-31 18:39:46 +02:00 |
|
robcaulk
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4e68626bcb
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ensure convolutional window is prepended for frequi consistency
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2022-07-31 17:51:19 +02:00 |
|
robcaulk
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d830105605
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*BREAKING CHANGE* remove unnecessary arguments from populate_any_indicators(), accommodate tests
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2022-07-31 17:05:29 +02:00 |
|
robcaulk
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153336d424
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move corr_pairlist expansion to after expand_pairlist()
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2022-07-31 15:45:28 +02:00 |
|
Matthias
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659870312d
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Use JSON Schema validation for freaAI schema validation
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2022-07-31 15:23:27 +02:00 |
|
robcaulk
|
dd8288c090
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expose full parameter set for SVM outlier detection. Set default shuffle to false to improve reproducibility
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2022-07-30 13:40:05 +02:00 |
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robcaulk
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f22b140782
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fix backtesting bug, undo move of label stat calc, fix example strat exit logic
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2022-07-29 17:27:35 +02:00 |
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robcaulk
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08d3ac7ef8
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add keras and conv_width to schema and documentation
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2022-07-29 08:49:35 +02:00 |
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robcaulk
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59624181bd
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isort BaseRegressionModel imports
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2022-07-29 08:23:44 +02:00 |
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robcaulk
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c84d54b35e
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Fix typing issue, avoid using .get() when unnecessary, convert to fstrings
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2022-07-29 08:12:50 +02:00 |
|
Matthias
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efbd83c56d
|
Small type and typo fixes in freqai_interface
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2022-07-28 07:24:30 +02:00 |
|
Matthias
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a2a0d35a24
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Update missing typehints
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2022-07-28 07:07:40 +02:00 |
|
Matthias
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3273881282
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Merge branch 'develop' into feat/freqai
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2022-07-28 06:36:38 +02:00 |
|
Matthias
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cc3ead9d7b
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Set required_profit for stoploss guard, allowing to ignore small stoplosses.
closes #7076
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2022-07-27 19:52:39 +02:00 |
|
Matthias
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f31106dc61
|
Minor comment fixes
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2022-07-27 07:27:24 +02:00 |
|
Matthias
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bc760b7eb2
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Simplify small segment in datadrawer
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2022-07-26 19:41:49 +02:00 |
|
robcaulk
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324e54c015
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fix possible memory leak associated with Catboost Pool object
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2022-07-26 17:29:29 +02:00 |
|
robcaulk
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3f149c4067
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fix return type in BaseTensorFlowModel
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2022-07-26 16:01:54 +02:00 |
|
robcaulk
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ad25a4cb56
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reduce number of pair_dict lookups, remove coin_first
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2022-07-26 15:58:40 +02:00 |
|
robcaulk
|
fb4e8430cd
|
isort auto import sorting
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2022-07-26 10:51:39 +02:00 |
|
robcaulk
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e213d0ad55
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isolate data_drawer functions from data_kitchen, accommodate tests, add new test
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2022-07-26 10:24:14 +02:00 |
|
robcaulk
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56b17e6f3c
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allow user to pass test_size = 0 and avoid using eval sets in prediction models
|
2022-07-25 19:40:13 +02:00 |
|
Matthias
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4c68bec171
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Fix problem in is_cancel_order_result_suitable
fixes #7119
|
2022-07-25 17:47:52 +02:00 |
|
Robert Caulk
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897f18a8c8
|
ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods
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2022-07-25 15:07:09 +02:00 |
|
Robert Caulk
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7b105532d1
|
fix mypy error and add test for principal component analysis
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2022-07-25 11:46:59 +02:00 |
|
Robert Caulk
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c9d46a5237
|
finish bringing follow_mode up to date
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2022-07-25 09:24:40 +02:00 |
|
Robert Caulk
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ab587747fb
|
first fix for follower path bug
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2022-07-24 23:32:24 +02:00 |
|
Matthias
|
520ee3f7a1
|
Convert freqAI into packages
|
2022-07-24 17:07:45 +02:00 |
|
Matthias
|
1885deb632
|
More docstring changes
|
2022-07-24 16:54:39 +02:00 |
|
Matthias
|
70b7a254af
|
Update some areas to use default docstring formatting
|
2022-07-24 16:51:48 +02:00 |
|
Matthias
|
61c41fd919
|
Merge branch 'develop' into feat/freqai
|
2022-07-24 16:18:58 +02:00 |
|
Robert Caulk
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88e10f7306
|
add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs
|
2022-07-24 09:01:23 +02:00 |
|
Robert Caulk
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fff39eff9e
|
fix multitarget bug
|
2022-07-24 08:42:50 +02:00 |
|
Matthias
|
2eb1d18c2a
|
Don't load leverage tiers when not necessary
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2022-07-23 19:56:38 +02:00 |
|
robcaulk
|
f3d46613ee
|
move prediction denormalization into datakitchen. remove duplicate associated code. avoid normalization/denormalization for string dtypes.
|
2022-07-23 17:14:33 +02:00 |
|
Matthias
|
81c1aa3c13
|
Update imports in freqAI sample strategies
|
2022-07-23 17:08:05 +02:00 |
|
Matthias
|
8a3cffcd1b
|
Remove remaining CustomModel references
|
2022-07-23 17:08:05 +02:00 |
|
Matthias
|
8fa6e8b4ba
|
Remove freqAI model bridge in favor of self.freqai
|
2022-07-23 17:08:05 +02:00 |
|
robcaulk
|
c91e23dc50
|
let user avoid normalizing labels
|
2022-07-23 16:14:13 +02:00 |
|
robcaulk
|
50d630a155
|
remove unnecessary comments from data_drawer.py
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2022-07-23 13:35:44 +02:00 |
|
robcaulk
|
a1cff377ec
|
add record of contribution to data_kitchen.py
|
2022-07-23 13:32:04 +02:00 |
|
robcaulk
|
c2d6a0e891
|
add record of contribution to doc and source
|
2022-07-23 13:04:06 +02:00 |
|
Matthias
|
e97468964a
|
Add support for --timeframe-detail in hyperopt
fix #7070
|
2022-07-23 08:52:03 +02:00 |
|
robcaulk
|
5559e605b8
|
small PR conversation resolutions
|
2022-07-22 17:46:14 +02:00 |
|
robcaulk
|
40f00196eb
|
use cloudpickle in place of pickle. define Paths once in data_drawer.
|
2022-07-22 17:37:51 +02:00 |
|
robcaulk
|
98c8a447b2
|
add LightGBMPredictionMultiModel
|
2022-07-22 12:40:51 +02:00 |
|
robcaulk
|
afcb0bec00
|
clean up obsolete comments, move remove_features_from_df to datakitchen
|
2022-07-22 12:29:20 +02:00 |
|
robcaulk
|
3205788bce
|
extend doc to include descriptions of the return values from FreqAI to the strategy
|
2022-07-21 22:11:46 +02:00 |
|
robcaulk
|
8033e0bf23
|
add counter to backtesting log so users know how many more pairs and how many more models will need to be trained
|
2022-07-21 13:22:12 +02:00 |
|
robcaulk
|
183dec866a
|
remove ability to backtest open ended timeranges (safer)
|
2022-07-21 13:02:52 +02:00 |
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