Wagner Costa
77dc2c92a7
performance improvevemnts - backtest freqai from saved predictions
2022-12-01 12:53:19 -03:00
robcaulk
aceee67e2b
Merge remote-tracking branch 'origin/develop' into gc_improvements
2022-12-01 14:32:19 +01:00
robcaulk
2b3e166dc2
fix fees RL
2022-12-01 10:10:28 +01:00
k
eb81cccede
add download-data command
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change directory
fix relative config path
2022-12-01 16:37:24 +08:00
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
95651fcd5a
Improve/simplify telegram exception handling
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Move exceptionhandling to the decorator.
2022-12-01 06:27:25 +01:00
Matthias
dac4a35be2
Merge pull request #7828 from freqtrade/fix-state-info-rl
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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
26e8a5766f
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-30 08:29:28 -03:00
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
Matthias
3c322bf7df
Improve forceenter validation messages
2022-11-29 18:27:08 +01:00
Matthias
e6b8cb8ea9
Merge pull request #7795 from froggleston/entry_exit_date_print
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Add date selection arguments to backtest-analysis printout
2022-11-29 16:56:58 +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
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Improve the RL learning process
2022-11-29 06:28:36 +01:00
Matthias
100d65b20b
Merge pull request #7822 from eltociear/patch-1
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Fix typo in strategy_analysis_example.md
2022-11-29 06:24:36 +01:00
Matthias
e891c41760
Fix typo in ipynb, too.
2022-11-28 18:20:30 +01:00
Emre
9cbfa12011
Directly set model_type in base RL model
2022-11-28 16:02:17 +03:00
Matthias
40b274351c
Merge pull request #7813 from freqtrade/dependabot/pip/develop/flake8-6.0.0
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Bump flake8 from 5.0.4 to 6.0.0
2022-11-28 08:00:45 +01:00
Matthias
d73fd42769
Fix flake8 error introduced with 6.0 update
2022-11-28 06:38:35 +01:00
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
robcaulk
25e041b98e
sneak in small change to FreqaiExampleHybridStrategy docstring and startup count
2022-11-27 20:50:03 +01:00
richardjozsa
64d4a52a56
Improve the RL learning process
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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
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Add reinforcement learning module to FreqAI
2022-11-27 17:15:21 +01:00
Matthias
2219d2f491
Merge pull request #7707 from freqtrade/bt/full_detail
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backtesting - use full detail timeframe
2022-11-27 16:09:23 +01:00
Matthias
cf000a4c00
Bump develop version to 2022.12-dev
2022-11-27 16:08:54 +01:00
Matthias
e4a3efc7d4
Don't use strategy.stoploss too often
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discovered in #7760
2022-11-27 15:54:35 +01:00
Matthias
3fc367f536
Merge pull request #7771 from wizrds/feat/refactor-ws
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Refactor WebSocket API for performance
2022-11-27 15:49:34 +01:00
Matthias
21d7406291
Temporary fix for kraken download
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closes #7790
will be removed once the patch is in ccxt.
2022-11-27 15:16:43 +01:00
froggleston
1a3f88c7b9
Replace separate start/end date option with usual timerange option
2022-11-27 11:30:13 +00:00
stm
51d21b413d
Fix 4ac update_total_profit
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_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
froggleston
706bc9ebea
Merge branch 'entry_exit_date_print' of github.com:froggleston/freqtrade into entry_exit_date_print
2022-11-26 16:59:27 +00:00
froggleston
4790aaaae1
Implement cli options for backtesting-analysis date filtering
2022-11-26 16:58:56 +00:00
Robert Davey
e1456e407b
Merge branch 'freqtrade:develop' into entry_exit_date_print
2022-11-26 16:53:48 +00:00
Timothy Pogue
a26b3a9ca8
change sleep call back to 0.01
2022-11-26 09:40:22 -07:00
Matthias
ce213b55a2
Bybit fix candle limit
2022-11-26 13:58:22 +01:00
robcaulk
b52f05923a
fix list to array in constants.py
2022-11-26 13:47:47 +01:00
robcaulk
be890b52fd
remove np import
2022-11-26 13:44:58 +01:00
robcaulk
aaaa5a5f64
add documentation for net_arch, other small changes
2022-11-26 13:44:58 +01:00
Matthias
fcf13580f1
Revert "offload initial df computation to thread"
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This reverts commit f268187e9b
2022-11-26 13:33:54 +01:00
Matthias
7b0a76fb70
Improve typehint
2022-11-26 13:33:26 +01:00
Matthias
7ebc8ee169
Fix missing Optional typehint
2022-11-26 13:32:18 +01:00
Matthias
bdfedb5fcb
Improve typehints / reduce warnings from mypy
2022-11-26 13:03:07 +01:00
robcaulk
81fd2e588f
ensure typing, remove unsued code
2022-11-26 12:11:59 +01:00
robcaulk
8dbfd2cacf
improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc
2022-11-26 11:51:08 +01:00
Timothy Pogue
bd95392eea
fix formatted string in warning message :)
2022-11-25 13:10:22 -07:00
Timothy Pogue
4aa4c6f49d
change sleep in channel send to 0
2022-11-25 13:08:41 -07:00
Timothy Pogue
f268187e9b
offload initial df computation to thread
2022-11-25 12:56:33 -07:00
Timothy Pogue
afc00bc30a
log warning if channel too far behind, add docstrings to message stream
2022-11-25 12:48:57 -07:00
froggleston
391817243c
Tidy up complex functions
2022-11-25 16:12:15 +00:00
Matthias
79c041b62d
Update tests for new export format
2022-11-25 16:57:58 +01:00
Matthias
8c014bd365
Export trade-counts to csv
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closes #7789
2022-11-25 16:57:45 +01:00
Matthias
8ee8b6e943
Improve hyperopt list output
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closes #7789
2022-11-25 16:31:21 +01:00
Matthias
0f97ef0d7b
Reset stoploss_order_id when order is canceled
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closes #7766
2022-11-25 16:08:33 +01:00
Matthias
1b3e62bcbc
Lock execute_entry to prevent timing hickups
2022-11-25 14:50:48 +01:00
Matthias
c593cdc438
Improve type hints
2022-11-25 14:48:06 +01:00
Matthias
5e6cda11ef
Update method name for trade fee updating
2022-11-25 14:43:56 +01:00
Matthias
b8d1862ca8
Update cached binance leverage tiers
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closes #7794
2022-11-25 10:42:19 +01:00
Timothy Pogue
bcc8063eeb
Merge branch 'develop' into feat/refactor-ws
2022-11-24 13:42:57 -07:00
Timothy Pogue
fc59b02255
prevent ws endpoint from running without valid token
2022-11-24 13:41:10 -07:00
Timothy Pogue
101dec461e
close ws channel if can't accept
2022-11-24 11:35:50 -07:00
robcaulk
2e82e6784a
move data_provider cleanup to shutdown()
2022-11-24 19:07:38 +01:00
robcaulk
73c458d47b
use importlib instead of __import___
2022-11-24 19:04:35 +01:00
robcaulk
4894d772ed
merge develop into feat/freqai-rl-dev
2022-11-24 18:50:11 +01:00
robcaulk
3a07749fcc
fix docstring
2022-11-24 18:46:54 +01:00
robcaulk
44b042ba51
remove unused function
2022-11-24 17:53:26 +01:00
Matthias
8f1a8c752b
Add freqairl docker build process
2022-11-24 07:00:12 +01:00
Timothy Pogue
48242ca02b
update catch block in cancel channel tasks
2022-11-22 12:43:45 -07:00
Matthias
7785c91c5d
Merge pull request #7756 from wizrds/feat/secure-ws-conn
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Support SSL in WebSocket connection
2022-11-22 19:18:16 +01:00
Wagner Costa
d09157efb8
update code to use one prediction file / pair
2022-11-22 15:15:42 -03:00
Timothy Pogue
a5442772fc
ensure only broadcasting to subscribed topics
2022-11-22 09:42:09 -07:00
Wagner Costa
91779bb28b
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-22 13:09:48 -03:00
Wagner Costa
c01f25ddc9
update code to freqai_backtest_live_models only from historic predictions
2022-11-22 13:09:09 -03:00
Timothy Pogue
d9d7df70bf
fix tests, log unknown errors
2022-11-21 12:21:40 -07:00
Matthias
0fa5217043
Improve protection setup
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lock_pair should be called when the order closes, not when the exit order is placed.
it should also be called for stoploss orders, too.
closes #7783
2022-11-21 19:30:49 +01:00
Timothy Pogue
106ac2ab4d
fix tests, change to get call
2022-11-20 16:36:22 -07:00
Timothy Pogue
d2870d48ea
change typing to async iterator
2022-11-20 16:24:44 -07:00
Timothy Pogue
48a1f2418f
update typing, remove unneeded try block, readd sleep
2022-11-20 16:18:24 -07:00
Timothy Pogue
60a167bdef
add dynamic send timeout
2022-11-20 14:09:45 -07:00
Timothy Pogue
dc79284c54
Merge branch 'develop' into feat/refactor-ws
2022-11-20 10:05:22 -07:00
Matthias
12b471c64b
Prevent 2 parallel open orders through forceentry
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this leads to forgetting the prior order
closes #7765
2022-11-20 09:28:14 +01:00
Wagner Costa Santos
fdc82af883
fix tests - update code to backtest with historic_predictions
2022-11-19 22:27:58 -03:00
Timothy Pogue
3714d7074b
smaller throttle in channel send
2022-11-19 13:29:23 -07:00
Timothy Pogue
c1a73a5512
move sleep call in send, minor cleanup
2022-11-19 13:21:26 -07:00
Wagner Costa Santos
80d070e9ee
update code to use historic_predictions for freqai_backtest_live_models
2022-11-19 14:15:58 -03:00
Wagner Costa Santos
3d3195847c
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-18 17:53:34 -03:00
Timothy Pogue
98d87b3ba6
Merge branch 'develop' into feat/refactor-ws
2022-11-18 13:41:22 -07:00
Timothy Pogue
0cb6f71c02
better error handling, true async sending, more readable api
2022-11-18 13:32:27 -07:00
Matthias
4de9a46618
Merge pull request #7759 from wizrds/fix/pd-mem-leak
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Fix Pandas to_json memory leak
2022-11-18 20:24:16 +01:00
Timothy Pogue
b6a8e421f1
remove redundant timestamp conversion in ws serializer
2022-11-18 09:43:39 -07:00
Matthias
12cd83453c
Add warning when queue websocket queue becomes too full
2022-11-18 14:03:56 +01:00
Matthias
4c7bb79c86
Restore prior data transfer format
2022-11-18 13:59:29 +01:00
Timothy Pogue
ba493eb7a7
Merge fix/pd-mem-leak
2022-11-17 16:21:12 -07:00
robcaulk
387c905a86
merge develop into RL
2022-11-17 21:59:07 +01:00
robcaulk
60fcd8dce2
fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc
2022-11-17 21:50:02 +01:00
robcaulk
91df79ff44
merge dev into backtest-live-predictions
2022-11-17 21:20:47 +01:00
Matthias
436b314c80
add safe_remaining
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fixes #7757
2022-11-17 19:07:47 +00:00
Timothy Pogue
49ecc83061
Merge branch 'develop' into fix/pd-mem-leak
2022-11-17 12:04:49 -07:00
Timothy Pogue
ce43fa5f43
small fix to websocketchannel and relay
2022-11-17 12:03:11 -07:00
Timothy Pogue
875e9ab447
change df serialization to avoid mem leak
2022-11-17 11:59:03 -07:00
Robert Caulk
cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
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Simplify timerange handling
2022-11-17 19:57:48 +01:00
Matthias
b929e0bb2b
Merge branch 'develop' into gc_improvements
2022-11-17 19:55:03 +01:00
Matthias
9432bcd065
Fix telegram error on force_enter exception
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closes #7727
2022-11-17 19:52:03 +01:00
Wagner Costa Santos
3903b04d3f
save_live_data_backtest - added docs and tests
2022-11-17 15:20:07 -03:00
Wagner Costa Santos
99bff9cbfa
backtesting_from_live_saved_files - code refactoring
2022-11-17 10:30:51 -03:00
Wagner Costa Santos
913749c81b
backtesting_from_live_saved_files - code refactoring
2022-11-17 10:30:16 -03:00
Wagner Costa Santos
b01e4e3dbf
change default value - save_live_data_backtest as false
2022-11-17 10:14:30 -03:00
Wagner Costa Santos
1a19d90e2e
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-17 10:13:11 -03:00
Matthias
afcb86f422
Improve migration types
2022-11-17 10:25:51 +00:00
Matthias
93addbe5c3
Improve typechecking
2022-11-17 10:16:38 +00:00
Timothy Pogue
6a1655c047
support ssl connections in emc
2022-11-15 22:26:54 -07:00
Timothy Pogue
442467e8ae
remove old comments and code
2022-11-14 22:26:34 -07:00
Matthias
6deb2dfb61
Merge pull request #7744 from freqtrade/dependabot/pip/develop/mypy-0.990
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Bump mypy from 0.982 to 0.990
2022-11-15 06:24:24 +01:00
Timothy Pogue
d713af045f
remove main queue completely
2022-11-14 22:21:40 -07:00
Timothy Pogue
659c8c237f
initial revision
2022-11-14 20:27:45 -07:00
Matthias
0a702cdd26
Ensure more methods are typechecked
2022-11-14 20:56:35 +01:00
Matthias
a951b49541
Use Generator when sending initial dataframes
2022-11-14 19:43:59 +01:00
Matthias
30b467906c
Delist FTX, following ccxt's delisting.
2022-11-14 19:40:57 +01:00
Matthias
95fd4072fa
Merge pull request #7701 from freqtrade/add-single-precision-freqai
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add option to force single precision
2022-11-14 07:02:35 +01:00
Matthias
42b29cd307
Fix constants type
2022-11-13 19:31:49 +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
1e9e7887aa
fix constants.py, fix freqai test
2022-11-13 15:38:35 +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
Matthias
942840da2d
Improve setting wording to keep future possibilities open
2022-11-13 15:22:44 +01:00
robcaulk
81f800a79b
switch to using FT calc_profi_pct, reverse entry/exit fees
2022-11-13 13:41:17 +01:00
robcaulk
e45d791c19
Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev
2022-11-13 13:00:16 +01:00
Matthias
fed3bc6730
Simplify Websocket Init
2022-11-13 10:33:54 +01:00
Matthias
954da4fec9
Add "forcebuy error" exception log
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part of #7727
2022-11-12 19:52:10 +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
Wagner Costa Santos
27fa9f1f4e
backtest saved dataframe from live
2022-11-12 14:37:23 -03:00
Matthias
ee0e59157c
Update join relationship of orders table to selectin
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closes #6791 by slightly improving performance in this area.
2022-11-12 16:34:00 +01:00
Matthias
7adca97358
Improve python GC behavior
2022-11-12 15:43:02 +01:00
Wagner Costa Santos
f9c6c538be
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-12 09:37:45 -03:00
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
robcaulk
214c622475
move dataframe converter to converter.py
2022-11-12 10:38:25 +01:00
robcaulk
9617d8143d
Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai
2022-11-12 10:21:38 +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
