47056eded3
multi target classifier working but not for parallel
2022-10-25 18:24:27 +01:00
1ef38f137d
Fix XGBoost regressor "used before assignment"
2022-10-25 13:37:04 +02:00
51be45547f
remove np object, make default str
2022-10-24 12:23:54 -06:00
6669714a73
Update mal-formatted docstrings
2022-10-24 18:12:17 +02:00
137aa1756b
Merge pull request #7593 from th0rntwig/prediction-shape
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Fix constant PCA
2022-10-24 08:33:36 +02:00
4d2b7a74f1
move record params to utils, use rapidjson
2022-10-23 20:51:32 +02:00
07e813dfa0
change param record to only get certain params
2022-10-23 12:09:07 -06:00
49ff51f11f
Change storage loc and fix test fail
2022-10-23 16:24:02 +02:00
4464e91256
use self.identifier in full path
2022-10-21 19:53:33 -06:00
5ee3b8cbbb
update config recording to use all configs, fix tests
2022-10-21 19:48:26 -06:00
a85826bf24
Merge pull request #7611 from markdregan/backtest_extra_returns
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Make extra_returns_per_train data available during backtest
2022-10-21 17:13:22 +02:00
6606a0113f
refactoring - remove unnecessary config file
2022-10-20 14:53:25 -03:00
589944055e
fix typos - live predictions candles
2022-10-20 12:15:41 -03:00
52b60c5cbb
Merge branch 'develop' into backtest_live_models
2022-10-20 11:59:37 -03:00
a9db668082
avoid redundant indicator population for corr_pair list
2022-10-20 16:30:32 +02:00
073ce1659e
remove un-used f-string
2022-10-20 14:26:10 +01:00
295ba21389
Make extra_returns_per_train values available during backtest
2022-10-20 12:05:37 +01:00
033c5bd441
Make check constant pred labels agnostic
2022-10-18 12:55:47 +02:00
880ddccaa8
Merge pull request #7590 from freqtrade/list-models
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List models
2022-10-17 20:40:41 +02:00
441032be25
Fix sys.stdout bug for CatboostRegressorMultiTarget
2022-10-17 19:48:27 +02:00
6cb14148aa
Fix random test failure due to catboost bug
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https://github.com/catboost/catboost/issues/2195
2022-10-17 07:00:44 +02:00
23a5a516f9
Merge pull request #7557 from freqtrade/add-metric-tracker
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Add metric tracker to FreqAI
2022-10-16 18:20:07 +02:00
20fc521771
Fix constant PCA
2022-10-15 23:30:12 +02:00
62ca822597
Merge pull request #7569 from Silur/develop
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Add XGBoost random forest predictors to freqai
2022-10-15 16:09:26 +02:00
3b4402aaab
Merge branch 'move-disk-writing-to-ram' into add-metric-tracker
2022-10-15 13:52:14 +02:00
99dbba6cad
avoid reading from disk to instantiate large objects
2022-10-15 13:50:55 +02:00
d81eef0b70
add timestamps to each metric, use rapidjson
2022-10-15 13:23:01 +02:00
b236e362ba
Merge remote-tracking branch 'origin/develop' into add-metric-tracker
2022-10-14 19:00:49 +02:00
7f05b44376
Add eval set to CatboostClassifier
2022-10-13 23:01:09 +03:00
6919f3aa75
Backtest live models - fix utc date convert issue
2022-10-13 15:03:27 -03:00
93fe2b6446
Merge branch 'develop' into backtest_live_models
2022-10-13 11:22:58 -03:00
1e31be562e
remove whitespace
2022-10-11 21:05:42 +02:00
dba1b573bc
remove tensorboard dir from other pred models
2022-10-11 19:49:24 +02:00
5b5bb8aab5
catboost tensorboard bugfix
2022-10-11 19:05:46 +02:00
2e34aa9f04
Merge pull request #7544 from th0rntwig/prediction-shape
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Remove constant labels from prediction
2022-10-10 21:24:25 +02:00
7bcb7d9a1a
Merge pull request #7554 from initrv/add-catboost-tensorboard
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Add tensorboard for catboost
2022-10-10 21:03:45 +02:00
3081e73f8a
Merge branch 'develop' into backtest_live_models
2022-10-10 14:53:45 -03:00
2ad086dd7a
add XGBoost random forest predictors to freqai
2022-10-10 14:38:43 +02:00
eaae9c9e03
Update docstring format
2022-10-10 12:19:29 +00:00
60de192d47
Update Classifier docstrings
2022-10-10 12:13:41 +00:00
a4aa1b972c
isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality
2022-10-09 21:11:37 +02:00
76b33359a9
add an optional metric tracker to collect train timings, inference timings, and cpu load data
2022-10-09 20:22:42 +02:00
4daf0000c7
Move check and add log warning
2022-10-08 16:15:48 +02:00
e337d4b78a
Reset dataframe index after slice
2022-10-07 20:00:05 +02:00
d42fb15608
Improve generic exception handler
2022-10-07 16:05:41 +02:00
a9d5e04a43
Remove constant labels from prediction
2022-10-06 19:26:33 +02:00
86c781798a
Add сatboost train_dir for tensorboard
2022-10-06 19:59:35 +03:00
3585742b43
remove trailing whitespace
2022-10-03 17:28:45 +02:00
265795824b
make default type for close_price and date_pred np.nan
2022-10-03 11:58:22 +02:00
6ecd92de4a
Allow updating without changing identifier
2022-10-03 09:55:57 +02:00
b70f18f4c3
add close price and date to historic_predictions
2022-10-02 18:33:39 +02:00
3e34f10e3d
Merge pull request #7508 from aemr3/fix-pca-errors
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Fix feature list match for PCA
2022-10-01 16:50:29 +02:00
f4c6b99d63
remove commented lines
2022-10-01 14:23:15 +02:00
cd514cf15d
fix inlier metric in backtesting
2022-10-01 14:18:46 +02:00
f2b875483f
ensure raw features match when PCA is employed
2022-10-01 13:14:59 +02:00
51556e08c3
Merge branch 'develop' into pr/th0rntwig/7495
2022-10-01 12:45:08 +02:00
cdc01a0781
Fix feature list match for pca
2022-09-30 15:22:05 -07:00
cc06c60fd8
Fix pandas deprecation warnings from freqAI
2022-09-30 15:43:23 +02:00
be48131185
make shuffle false in constants
2022-09-30 00:33:08 +02:00
6845a5c6ea
backtest_live_models - refactoring after PR review
2022-09-29 01:48:38 -03:00
683b084323
Set train-test-split shuffle=False as default and remove stratification
2022-09-28 18:23:56 +02:00
55ebbeec18
backtest_live models tests refactoring
2022-09-28 08:48:32 -03:00
0be115de9c
backtest_live_models - added new tests and refactoring
2022-09-27 10:26:57 -03:00
72aa47fc51
backtest_live_models - fix issue with timerange BT and 2 trainings within same candle (no data)
2022-09-27 00:14:12 -03:00
14b96aaa38
backtesting live models - fix ci issues
2022-09-26 19:52:59 -03:00
290afd9699
backtest_live_models - fix typo
2022-09-26 19:21:53 -03:00
0318ca9f12
backtest_live_models - fix typo
2022-09-26 19:08:25 -03:00
22bef71d5d
backtest_live_models - add function comments and tests
2022-09-26 19:01:24 -03:00
ec947ad65c
remove commented code - backtest_live_models
2022-09-25 23:47:27 -03:00
5880f7a638
backtest_live_models - params validation and get timerange from live models in BT
2022-09-25 23:14:00 -03:00
f3f3917da3
Merge branch 'develop' into backtest_live_models
2022-09-25 20:05:26 -03:00
48e89e68b9
fix typos
2022-09-25 20:22:19 +02:00
0ed7b2bfc3
change start_backtesting to handle backtest_live_models
2022-09-25 10:35:55 -03:00
873d2a5069
no model save backtest, plot features backtest, ensure inlier plays nice, doc
2022-09-25 11:18:10 +02:00
7f116db95e
added generic function to get timerange from existent models
2022-09-24 13:01:53 -03:00
d9c16d4888
Merge branch 'develop' into backtest_live_models
2022-09-24 12:30:55 -03:00
3ee7eb63f7
starting backtest live models
2022-09-24 12:28:52 -03:00
585342f193
Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai
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Ensure the DF has the same size in backtesting FreqAI
2022-09-24 16:17:39 +02:00
2cc00a1a2c
Allow use of --strategy-list with freqai, with warning ( #7455 )
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* Allow use of --strategy-list with freqai, with warning
* ensure populate_any_indicators is identical for resused identifiers
* use pair instead of metadata["pair"]
Co-authored-by: robcaulk <rob.caulk@gmail.com>
2022-09-24 13:21:01 +02:00
6643d90e64
simplify freqAI start_backtesting
2022-09-24 10:34:14 +02:00
a4eaff4da6
Add training elapsed time
2022-09-23 01:18:34 -07:00
71e6c54ea4
Normalise distances before Weibull fit ( #7432 )
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* Normalise distances before Weibull
* Track inlier-metric params
2022-09-22 18:11:50 +02:00
b1dbc3a65f
remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count
2022-09-22 12:13:51 -03:00
b5fd11f91b
protect against unforeseen issues in scanning thread
2022-09-19 21:18:31 +02:00
42c75b4a7b
combine log messages
2022-09-19 19:16:32 +02:00
9b66297cc0
Fix append
2022-09-19 12:47:20 +02:00
995396c775
Add useful log info
2022-09-19 11:42:56 +02:00
ad652817ef
Ensure train ordering after restart
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Ensure lowest timestamps get trained first after restart
2022-09-19 11:11:23 +02:00
f9460c80c2
Merge pull request #7434 from freqtrade/improve-train-queue
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improve train queue system in FreqAI
2022-09-19 10:55:53 +02:00
ea58c29ded
Add plot_feature_importance to schema definition
2022-09-19 08:13:54 +00:00
225f7cd5f8
Merge pull request #7431 from initrv/add-plot-feature-importance
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Add plot feature importance
2022-09-19 08:41:10 +02:00
d930931000
Bring back sleep - it'll ensure we give up control over the thread.
2022-09-19 07:14:33 +02:00
470d5d8405
ensure full new pairlist is in the queue
2022-09-18 17:08:07 +02:00
eaa43337d2
improve train queue system, ensure crash resilience in train queue.
2022-09-18 17:00:55 +02:00
95457d23ca
escape freqai-specific characters from file naming
2022-09-18 13:59:30 +02:00
667853c504
Use Alias to type config objects
2022-09-18 13:20:55 +02:00
188f75d8ec
set model in models dict
2022-09-18 12:50:44 +02:00
1ef875901a
maintian user privacy by keeping plotly offline
2022-09-18 00:01:42 +02:00
68f7a31504
ensure continued operation despite not being able to plot
2022-09-18 00:00:14 +02:00
2c23effbf2
allow plot to plot multitargets, add test
2022-09-17 19:17:44 +02:00
Mark Regan
Matthias
Timothy Pogue
Robert Caulk
th0rntwig
Wagner Costa Santos
rcaulk
Emre
silur
initrv
paranoidandy
th0rntwig