Yinon Polak
e6e747bcd8
reformat code
2023-03-06 17:50:02 +02:00
Yinon Polak
348a08f1c4
add todo - currently assuming class labels are strings ['0.0', '1.0' .. n_classes]. need to resolve it per ClassifierModel
2023-03-06 16:41:47 +02:00
Yinon Polak
b1ac2bf515
use data loader, add evaluation on epoch
2023-03-06 16:16:45 +02:00
Yinon Polak
751b205618
initial commit
2023-03-05 16:59:24 +02:00
Matthias
6e9ff5fdd8
Merge pull request #8202 from freqtrade/remove-populate-any-indicators
...
remove populate_any_indicators
2023-03-03 06:33:25 +01:00
Matthias
756c284ecd
Merge pull request #8225 from freqtrade/ruff2
...
Ruff - add PTH rule and subsequent changes
2023-03-01 20:27:06 +01:00
Matthias
66c2e145cb
Merge pull request #7975 from freqtrade/improve-freqai-gap-handling
...
handle data gaps between FreqAI and DP better
2023-02-26 15:26:46 +01:00
Matthias
d3d7cb1b14
Merge pull request #8216 from freqtrade/close-rl-env
...
Close training and eval environments in ReinforcementLearner_multiproc
2023-02-26 15:20:32 +01:00
Matthias
e88bb4e05c
Revert small change - otherwise the data is never updated.
2023-02-26 15:09:25 +01:00
Matthias
26315b6bc2
add PTH ruff selection
2023-02-25 17:17:05 +01:00
Matthias
521025037d
Merge pull request #8203 from freqtrade/add-bufer-train-data-candles
...
Add buffer_train_data_candles feature
2023-02-24 13:25:18 +01:00
robcaulk
cb80d7c26f
close the multi_proc env before creating new ones in an attempt to avoid increasing processes
2023-02-24 11:19:54 +01:00
robcaulk
b8f011a2ab
give users ability to decide how many models to keep in dry/live
2023-02-22 22:27:56 +01:00
robcaulk
9633081c31
remove remnants of follower, clean data-drawer, improve doc
2023-02-22 22:01:41 +01:00
Alexander Malysh
070a7efd73
* fixed filename in model_exists
2023-02-22 14:52:20 +01:00
robcaulk
986bc63e54
raise OperationalException if latest historical data candle is older than earliest dataprovider candle
2023-02-21 21:23:58 +01:00
robcaulk
2b5c11c7b4
allow users to buffer train data with buffer_train_data_candles parameter
2023-02-21 21:08:34 +01:00
robcaulk
fd4e27d889
remove populate_any_indicators
2023-02-21 14:22:40 +01:00
Matthias
b0ec35d526
Merge pull request #7904 from freqtrade/feat/shuffle_after_split
...
add shuffle_after_split option
2023-02-19 15:03:04 +01:00
robcaulk
be85ef2707
add documentation for shuffle_after_split, add to constants
2023-02-16 18:50:11 +01:00
robcaulk
b6a741b421
merge develop into feat/shuffle_after_split
2023-02-16 18:46:01 +01:00
robcaulk
36d65e00f9
generalize model_exists() for RL and Keras
2023-02-16 18:33:40 +01:00
robcaulk
8873a565ee
expose raw features to the environment for use in calculate_reward
2023-02-10 15:48:18 +01:00
robcaulk
154b6711b3
use function level noqa ignore
2023-02-10 15:26:17 +01:00
robcaulk
4fc0edb8b7
add pair to environment for access inside calculate_reward
2023-02-10 14:45:50 +01:00
robcaulk
e569f6f6df
add explicit metadata argument to example strat, include it with backtesting
2023-02-04 16:53:17 +01:00
robcaulk
5da60b718d
pass metadata dictionary to feature_engineering_* and set_freqai_targets functions. Add doc
2023-02-04 13:47:11 +01:00
robcaulk
ccb4efbe88
remove follow mode in favor of producer consumer
2023-02-02 11:40:23 +01:00
Matthias
8108a48f39
Follow PEP 484 - no implicit optionals
2023-01-21 20:01:56 +01:00
Wagner Costa
2241f24290
moved deprecated warning to start function
2023-01-10 09:10:30 -03:00
robcaulk
93aff9325e
improve deprecation note
2023-01-09 20:15:03 +01:00
robcaulk
a61274ae18
ensure cached corr-pairs works with new framework
2023-01-09 20:04:36 +01:00
Wagner Costa
ed99e7f857
fix corr_pairs startup candle count bug
2023-01-04 14:21:37 -03:00
Wagner Costa
801ab39a24
fix get dataframe data to include startup_candle
2023-01-04 10:36:19 -03:00
robcaulk
3cbe51c3ca
remove duplicated line
2023-01-04 13:58:25 +01:00
robcaulk
dc25668468
handle data gaps between FreqAI and DP better
2023-01-04 11:41:06 +01:00
Wagner Costa
314c0925bf
fix get dataframe data to include startup_candle
2023-01-03 14:02:42 -03:00
Wagner Costa
c8aa7720a2
added again feature check in BT from pred files
2022-12-30 11:16:35 -03:00
Wagner Costa
b39fc6b924
remove add pair to column from docs, fix keyerror bug and adjust hybrid strategy example
2022-12-30 10:42:31 -03:00
robcaulk
b2bab68fba
move price assignment to feature_engineering_standard() to reduce un-requested feature additions in RL. Ensure old method of price assignment still works, add deprecation warning to help users migrate their strategies
2022-12-30 13:02:39 +01:00
Wagner Costa
2e30bdb9b2
freqai bt - fix tests
2022-12-29 16:35:11 -03:00
Wagner Costa
2b89f643b7
adjust backtest to new feature engineering functions
2022-12-28 19:03:41 -03:00
robcaulk
6f7eb71bbb
ensure RL works with new naming scheme
2022-12-28 14:52:33 +01:00
robcaulk
c2936d551b
improve doc, update test strats, change function names
2022-12-28 13:25:40 +01:00
Wagner Costa
8227b4aafe
freqAI Strategy - improve user experience
2022-12-27 11:37:01 -03:00
Emre
c293401b22
Add can_short to freqai base model
2022-12-16 23:19:08 +03:00
Emre
7727f31507
Add 3 Action RL env
2022-12-16 22:18:49 +03:00
Emre
dde363343c
Add can_short param to base env
2022-12-16 22:16:19 +03:00
initrv
36948e2a74
fix base4 env done condition
2022-12-16 14:14:05 +03:00
robcaulk
c9bc91c75b
add shuffle_after_split option
2022-12-16 11:20:37 +01:00
robcaulk
581a5296cc
fix docstrings to reflect new env_info changes
2022-12-15 16:50:08 +01:00
robcaulk
7b4abd5ef5
use a dictionary to make code more readable
2022-12-15 12:25:33 +01:00
Emre
3af2251ce8
Fix add_state_info backtesting bug
2022-12-14 22:03:23 +03:00
Emre
2018da0767
Add env_info dict to base environment
2022-12-14 22:03:05 +03:00
robcaulk
2285ca7d2a
add dp to multiproc
2022-12-14 18:22:20 +01:00
Robert Caulk
e6da646e2f
Merge pull request #7866 from initrv/cleanup-tensorboard-callback
...
Cleanup tensorboard callback
2022-12-13 09:05:46 +01:00
initrv
f9b7d35900
add increment param for tensorboard_log
2022-12-12 14:14:23 +03:00
robcaulk
0f6b98b69a
merge develop into tensorboard cleanup
2022-12-11 15:38:32 +01:00
robcaulk
0fd8e214e4
add documentation for tensorboard_log, change how users interact with tensorboard_log
2022-12-11 15:31:29 +01:00
Matthias
888ba65367
Merge branch 'develop' into fix/multioutput-bug
2022-12-11 15:23:53 +01:00
initrv
cb8fc3c8c7
custom info to tensorboard_metrics
2022-12-11 15:37:45 +03:00
robcaulk
8c7ec07951
ensure predict_proba follows suit. Remove all lib specific params from example config
2022-12-11 12:39:31 +01:00
robcaulk
85f22b5c30
fix bug in MultiOutput* with conv_width = 1
2022-12-11 12:15:19 +01:00
Emre
272c3302e3
Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling
2022-12-11 13:12:45 +03:00
robcaulk
7b3406914c
flip add_state_info
2022-12-07 19:49:39 +01:00
robcaulk
9b4364ddc3
ensure that add_state_info is deactivated during backtesting
2022-12-07 19:49:14 +01:00
initrv
58604c747e
cleanup tensorboard callback
2022-12-07 14:37:55 +03:00
Robert Caulk
b9f6911a6a
Merge pull request #7843 from smarmau/develop
...
freqai RL agent info during training
2022-12-06 20:06:41 +01:00
Wagner Costa
c81b00fb37
Merge branch 'develop' into freqai_bt_from_predictions_improvement
2022-12-05 18:00:55 -03:00
Emre
bc48099e48
Revert changes
2022-12-05 23:52:48 +03:00
robcaulk
62c69bf2b5
fix custom_info
2022-12-05 20:22:54 +01:00
Emre
730fba956b
Ensure base tf included in include_timeframes
2022-12-05 16:16:17 +03:00
Emre
e734b39929
Make model_training_parameters optional
2022-12-05 14:54:42 +03:00
robcaulk
d8565261e1
ignore initializer type
2022-12-04 14:10:33 +01:00
robcaulk
24766928ba
reorganize/generalize tensorboard callback
2022-12-04 13:54:30 +01:00
smarmau
b2edc58089
fix flake8
2022-12-03 22:31:02 +11:00
smarmau
d6f45a12ae
add multiproc fix flake8
2022-12-03 22:30:04 +11:00
smarmau
469aa0d43f
add state/action info to callbacks
2022-12-03 21:16:46 +11:00
smarmau
075c8c23c8
add state/action info to callbacks
2022-12-03 21:16:04 +11:00
Matthias
4dc591a170
Merge pull request #7834 from freqtrade/fix-data-drawer-model-load
...
Fix sb3_contrib loading issue
2022-12-02 06:29:23 +01:00
Wagner Costa
77dc2c92a7
performance improvevemnts - backtest freqai from saved predictions
2022-12-01 12:53:19 -03:00
robcaulk
2b3e166dc2
fix fees RL
2022-12-01 10:10:28 +01:00
Emre
396e666e9b
Keep old behavior of model loading
2022-12-01 11:03:51 +03:00
Emre
4a9982f86b
Fix sb3_contrib loading issue
2022-12-01 10:08:42 +03:00
Matthias
dac4a35be2
Merge pull request #7828 from freqtrade/fix-state-info-rl
...
bring back market side setting in get_state_info
2022-11-30 19:57:28 +01:00
Wagner Costa
79821ebb33
fix flake8 errors
2022-11-30 08:41:44 -03:00
robcaulk
e7f72d52b8
bring back market side setting in get_state_info
2022-11-30 12:36:26 +01:00
Wagner Costa
17cf3c7e83
bug fixes and removed fillna from fit_live_predictions
2022-11-30 08:28:45 -03:00
robcaulk
4571aedb33
consolidate and clean code
2022-11-30 00:53:35 +01:00
Wagner Costa
8ea58ab352
change BT prediction files to feather format
2022-11-29 10:38:35 -03:00
Wagner Costa
df979ece33
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-29 09:39:15 -03:00
Matthias
c3daddc629
Merge pull request #7809 from richardjozsa/develop
...
Improve the RL learning process
2022-11-29 06:28:36 +01:00
Emre
9cbfa12011
Directly set model_type in base RL model
2022-11-28 16:02:17 +03:00
robcaulk
56518def42
isort
2022-11-27 21:06:01 +01:00
robcaulk
7fd6bc526e
add randomize_starting_position to the rl_config
2022-11-27 21:03:13 +01:00
richardjozsa
64d4a52a56
Improve the RL learning process
...
Improve the RL learning process by selecting random start point for the agent, it can help to block the agent to only learn on the selected period of time, while improving the quality of the model.
2022-11-27 20:43:50 +01:00
Matthias
f4025ee5de
Merge pull request #7289 from freqtrade/feat/freqai-rl-dev
...
Add reinforcement learning module to FreqAI
2022-11-27 17:15:21 +01:00
stm
51d21b413d
Fix 4ac update_total_profit
...
_update_total_profit() must be executed before "self._position = Positions.Neutral" because _update_total_profit() calls get_unrealized_profit(), which returns 0 if position is neutral and total_profit is not updated
2022-11-26 23:35:20 +03:00
robcaulk
dba30393fb
ensure extra_returns_per_train are set properly on first hist_preds build
2022-11-26 18:04:47 +01:00
robcaulk
be890b52fd
remove np import
2022-11-26 13:44:58 +01:00
