 robcaulk
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9c361f4422
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increase test coverage for RL and FreqAI
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2022-09-23 18:04:43 +02:00 |
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Robert Caulk
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95121550ef
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Remove unnecessary models, add model arg
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2022-09-23 10:37:34 +02:00 |
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Robert Caulk
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f7dd3045f7
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Parameterize backtesting test
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2022-09-23 10:30:52 +02:00 |
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Robert Caulk
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f5cd8f62c6
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Remove unused code from BaseEnv
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2022-09-23 10:24:39 +02:00 |
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robcaulk
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1c56fa034f
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add test_models folder
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2022-09-23 09:19:16 +02:00 |
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robcaulk
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7295ba0fb2
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add test for Base4ActionEnv
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2022-09-22 23:42:33 +02:00 |
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robcaulk
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f6e9753c99
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show advanced users how they can customize agent indepth`
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2022-09-22 21:18:09 +02:00 |
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robcaulk
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eeebb78a5c
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skip darwin in RL tests, remove example scripts, improve doc
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2022-09-22 21:16:21 +02:00 |
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robcaulk
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ea8e34e192
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Merge branch 'develop' into dev-merge-rl
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2022-09-22 19:46:50 +02:00 |
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robcaulk
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b5fd11f91b
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protect against unforeseen issues in scanning thread
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2022-09-19 21:18:31 +02:00 |
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robcaulk
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42c75b4a7b
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combine log messages
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2022-09-19 19:16:32 +02:00 |
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Robert Caulk
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9b66297cc0
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Fix append
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2022-09-19 12:47:20 +02:00 |
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Robert Caulk
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995396c775
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Add useful log info
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2022-09-19 11:42:56 +02:00 |
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Robert Caulk
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ad652817ef
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Ensure train ordering after restart
Ensure lowest timestamps get trained first after restart
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2022-09-19 11:11:23 +02:00 |
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Robert Caulk
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f9460c80c2
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Merge pull request #7434 from freqtrade/improve-train-queue
improve train queue system in FreqAI
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2022-09-19 10:55:53 +02:00 |
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robcaulk
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470d5d8405
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ensure full new pairlist is in the queue
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2022-09-18 17:08:07 +02:00 |
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robcaulk
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eaa43337d2
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improve train queue system, ensure crash resilience in train queue.
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2022-09-18 17:00:55 +02:00 |
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robcaulk
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95457d23ca
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escape freqai-specific characters from file naming
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2022-09-18 13:59:30 +02:00 |
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robcaulk
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188f75d8ec
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set model in models dict
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2022-09-18 12:50:44 +02:00 |
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Robert Caulk
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bdeb2f9c6a
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Merge branch 'develop' into add-plot-feature-importance
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2022-09-18 00:02:46 +02:00 |
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robcaulk
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1ef875901a
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maintian user privacy by keeping plotly offline
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2022-09-18 00:01:42 +02:00 |
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robcaulk
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68f7a31504
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ensure continued operation despite not being able to plot
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2022-09-18 00:00:14 +02:00 |
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robcaulk
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2c23effbf2
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allow plot to plot multitargets, add test
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2022-09-17 19:17:44 +02:00 |
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robcaulk
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7b1d409c98
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fix mypy/flake8
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2022-09-17 17:51:06 +02:00 |
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robcaulk
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d056d766ed
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make tests pass
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2022-09-17 17:46:47 +02:00 |
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robcaulk
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025b98decd
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bring back doc sentence
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2022-09-15 01:01:33 +02:00 |
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robcaulk
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3b97b3d5c8
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fix mypy error for strategy
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2022-09-15 00:56:51 +02:00 |
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robcaulk
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8aac644009
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add tests. add guardrails.
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2022-09-15 00:46:35 +02:00 |
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robcaulk
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48140bff91
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fix bug in 4ActRLEnv
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2022-09-14 22:53:53 +02:00 |
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robcaulk
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81417cb795
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Merge branch 'develop' into dev-merge-rl
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2022-09-14 22:49:11 +02:00 |
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Robert Caulk
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26441820a9
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Merge pull request #7390 from aemr3/add-xgboostclassifier
Add XGBoostClassifier
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2022-09-12 23:38:04 +02:00 |
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robcaulk
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d598f4334e
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add search share button to website
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2022-09-11 13:28:14 +02:00 |
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Robert Caulk
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075748b21a
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Merge pull request #7392 from freqtrade/improve_ai_tests
Improve freqai tests by utilizing parametrization
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2022-09-10 22:37:21 +02:00 |
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robcaulk
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5a0cfee27e
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allow user to multithread jobs (advanced users only)
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2022-09-10 22:16:49 +02:00 |
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Robert Caulk
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73e122ad10
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Merge pull request #7391 from wagnercosta/fixBTfreqaiV2
Fix FreaqAI backtesting - startup_candle_count bug
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2022-09-10 21:53:00 +02:00 |
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Robert Caulk
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2077f84f9b
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Merge pull request #7363 from wagnercosta/fixHyperoptFreqai
Fix hyperopt - freqai
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2022-09-10 17:02:01 +02:00 |
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Robert Caulk
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4a47c63f71
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Merge pull request #7374 from th0rntwig/filter-constant-features
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2022-09-10 16:58:58 +02:00 |
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robcaulk
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10b6aebc5f
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enable continual learning and evaluation sets on multioutput models.
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2022-09-10 16:54:13 +02:00 |
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robcaulk
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05581db4e3
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ensure columns are only dropped in training
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2022-09-09 20:37:21 +02:00 |
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robcaulk
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c13bec26d1
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add freqaimodel to hyperopt command
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2022-09-09 19:41:28 +02:00 |
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robcaulk
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a826c0eb83
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ensure signatures match, reduce verbosity
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2022-09-09 19:30:53 +02:00 |
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robcaulk
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c5d9180758
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isort
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2022-09-08 22:35:52 +02:00 |
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robcaulk
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bc7295579f
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improve docs, make example strat hyperoptable
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2022-09-08 22:22:50 +02:00 |
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robcaulk
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e51d352777
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ensure pca is handling same DF as inlier
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2022-09-07 19:11:54 +02:00 |
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robcaulk
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4c9ac6b7c0
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add kwargs, reduce duplicated code
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2022-09-07 18:58:55 +02:00 |
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robcaulk
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ea7bdac9ed
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ensure inlier metric can be combined with other cleaning methods
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2022-09-07 18:45:16 +02:00 |
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Robert Caulk
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d7585161b2
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Merge branch 'develop' into add-inlier-metric
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2022-09-06 20:40:21 +02:00 |
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robcaulk
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97077ba18a
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add continual learning to catboost and friends
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2022-09-06 20:30:46 +02:00 |
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robcaulk
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d44296783e
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isort datakitchen
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2022-09-06 20:10:12 +02:00 |
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robcaulk
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e83c9b276d
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fix whitespace
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2022-09-06 19:56:52 +02:00 |
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robcaulk
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4b28d0495f
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fix timestamping, move imports, add words to doc
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2022-09-06 19:46:58 +02:00 |
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robcaulk
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1ea703d527
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remove download-data command
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2022-09-05 22:20:38 +02:00 |
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robcaulk
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689b193240
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improve clarity on data download requirements
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2022-09-05 20:57:42 +02:00 |
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robcaulk
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c8a9ac900c
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fix broken CI
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2022-09-05 00:52:26 +02:00 |
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robcaulk
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78d01810ed
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reduce code redundancy, ensure live always gets the latest data
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2022-09-05 00:12:00 +02:00 |
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Robert Caulk
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956ea43e55
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Merge pull request #7340 from wizrds/sigint-freqai
Support SIGINT in FreqAI
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2022-09-04 16:43:36 +02:00 |
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robcaulk
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ec76214d02
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backup historical predictions pickle and load the backup in case of corruption
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2022-09-04 15:56:07 +02:00 |
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robcaulk
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69b3fcfd32
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Merge branch 'develop' into dev-merge-rl
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2022-09-04 11:23:25 +02:00 |
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robcaulk
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27dce20b29
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fix bug in Base4ActionRLEnv, improve example strats
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2022-09-04 11:21:54 +02:00 |
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Robert Caulk
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8545d74378
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Merge pull request #7331 from th0rntwig/pca
Normalise PCA space
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2022-09-03 21:49:54 +02:00 |
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robcaulk
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5cfb4154eb
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revert all changes in normalize_data()
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2022-09-03 19:48:30 +02:00 |
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Robert Caulk
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63514b0443
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Merge pull request #7325 from wagnercosta/develop
Improve Freqai backtesting performance
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2022-09-03 19:28:04 +02:00 |
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robcaulk
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c21808ff98
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remove metadata redundancy, fix pca bug
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2022-09-03 16:54:30 +02:00 |
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robcaulk
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fa8d5b9834
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add documentation for noise_standard_deviation`
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2022-09-03 16:05:18 +02:00 |
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robcaulk
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c9be66b5b6
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increase test coverage for dk, improve function naming, extra cleaning
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2022-09-03 15:52:29 +02:00 |
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robcaulk
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599c1c79fb
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reorganized backtest utilities, test new functionality, improve/update doc
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2022-09-03 14:00:01 +02:00 |
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robcaulk
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240b529533
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fix tensorboard path so that users can track all historical models
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2022-08-31 16:50:39 +02:00 |
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robcaulk
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7e8e29e42d
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use continuous value for inlier_metric
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2022-08-30 20:41:37 +02:00 |
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robcaulk
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0b8482360f
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add documentation for inlier metric
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2022-08-30 20:32:49 +02:00 |
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robcaulk
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7f52908e87
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ensure the lost points are prepended for FreqUI
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2022-08-30 18:55:58 +02:00 |
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robcaulk
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a58dd0bbf9
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add noise feature, improve docstrings
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2022-08-30 18:26:24 +02:00 |
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robcaulk
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b11742a4c5
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integrate inlier metric function
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2022-08-30 18:26:24 +02:00 |
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robcaulk
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62c0a174c8
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allow users to properly reverse train-test data ordering
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2022-08-29 11:04:58 +02:00 |
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robcaulk
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67cddae756
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fix tensorboard image
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2022-08-28 21:00:26 +02:00 |
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robcaulk
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af8f308584
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start the reinforcement learning doc
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2022-08-28 20:52:03 +02:00 |
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robcaulk
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7766350c15
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refactor environment inheritence tree to accommodate flexible action types/counts. fix bug in train profit handling
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2022-08-28 19:21:57 +02:00 |
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Robert Caulk
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39a739eadb
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Merge pull request #7296 from th0rntwig/dbscan
Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests
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2022-08-28 14:37:47 +02:00 |
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robcaulk
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a44a235b56
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isort imports in tests/freqai
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2022-08-28 13:47:01 +02:00 |
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robcaulk
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6634229cc1
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appease the flake8 gods
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2022-08-28 13:21:29 +02:00 |
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robcaulk
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fcb5d1cb5a
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remove debugging flag
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2022-08-28 13:01:39 +02:00 |
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robcaulk
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dd628eb525
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add tests for outlier detection and removal functions
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2022-08-28 12:56:39 +02:00 |
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robcaulk
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1e41c773a0
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fix outlier protection
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2022-08-28 12:11:29 +02:00 |
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robcaulk
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22b42e91f3
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add new parameter to freqai doc
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2022-08-28 11:53:24 +02:00 |
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robcaulk
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bb3523f383
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download data homogeneously across timeframes
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2022-08-26 18:51:42 +02:00 |
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robcaulk
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e7261cf515
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add freqai utils.py file
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2022-08-26 15:30:28 +02:00 |
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robcaulk
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65b552e310
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make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection
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2022-08-26 15:30:01 +02:00 |
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robcaulk
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4b7e640f31
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reduce code duplication, optimize auto data download per tf
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2022-08-26 13:56:44 +02:00 |
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robcaulk
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8c313b431d
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remove whitespace from Dockerfile
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2022-08-26 11:14:01 +02:00 |
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robcaulk
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baa4f8e3d0
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remove Base3ActionEnv in favor of Base4Action
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2022-08-26 11:04:25 +02:00 |
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robcaulk
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3199eb453b
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reduce code for base use-case, ensure multiproc inherits custom env, add ability to limit ram use.
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2022-08-25 19:05:51 +02:00 |
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robcaulk
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05ccebf9a1
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automate eval freq in multiproc
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2022-08-25 12:29:48 +02:00 |
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robcaulk
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94cfc8e63f
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fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward
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2022-08-25 11:46:18 +02:00 |
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robcaulk
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d1bee29b1e
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improve default reward, fix bugs in environment
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2022-08-24 18:32:40 +02:00 |
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robcaulk
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a61821e1c6
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remove monitor log
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2022-08-24 16:33:13 +02:00 |
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robcaulk
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bd870e2331
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fix monitor bug, set default values in case user doesnt set params
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2022-08-24 16:32:14 +02:00 |
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robcaulk
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c0cee5df07
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add continual retraining feature, handly mypy typing reqs, improve docstrings
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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b708134c1a
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switch multiproc thread count to rl_config definition
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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b26ed7dea4
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fix generic reward, add time duration to reward
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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280a1dc3f8
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add live rate, add trade duration
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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f9a49744e6
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add strategy to the freqai object
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2022-08-24 13:00:55 +02:00 |
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