Commit Graph

228 Commits

Author SHA1 Message Date
robcaulk
9c78e6c26f base PPO model only customizes reward for 3AC 2022-08-24 13:00:55 +02:00
robcaulk
6048f60f13 get TDQN working with 5 action environment 2022-08-24 13:00:55 +02:00
robcaulk
d4db5c3281 ensure TDQN class is properly named 2022-08-24 13:00:55 +02:00
robcaulk
91683e1dca restructure RL so that user can customize environment 2022-08-24 13:00:55 +02:00
sonnhfit
ecd1f55abc add rl module 2022-08-24 13:00:55 +02:00
MukavaValkku
9b895500b3 initial commit - new dev branch 2022-08-24 13:00:55 +02:00
MukavaValkku
cd3fe44424 callback function and TDQN model added 2022-08-24 13:00:55 +02:00
MukavaValkku
01232e9a1f callback function and TDQN model added 2022-08-24 13:00:55 +02:00
MukavaValkku
8eeaab2746 add reward function 2022-08-24 13:00:55 +02:00
MukavaValkku
ec813434f5 ReinforcementLearningModel 2022-08-24 13:00:55 +02:00
MukavaValkku
2f4d73eb06 Revert "ReinforcementLearningModel"
This reverts commit 4d8dfe1ff1daa47276eda77118ddf39c13512a85.
2022-08-24 13:00:55 +02:00
MukavaValkku
c1e7db3130 ReinforcementLearningModel 2022-08-24 13:00:55 +02:00
robcaulk
05ed1b544f Working base for reinforcement learning model 2022-08-24 13:00:40 +02:00
th0rntwig
5ce1c69803
Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
2022-08-22 19:57:20 +02:00
robcaulk
96d8882f1e Plug mem leak, add training timer 2022-08-22 13:30:30 +02:00
longyu
cfa5b3f12c add new line 2022-08-19 12:39:08 +02:00
longyu
277245c69d remove line 2022-08-19 12:39:00 +02:00
longyu
f70b0bab80 remove line 2022-08-17 23:49:20 +02:00
longyu
9c38c27eed ignore sample itself distance for avg_mean_dist computation 2022-08-17 15:09:57 +02:00
longyu
72c34291e3 newline 2022-08-17 15:09:10 +02:00
robcaulk
4c0fda400f fix input shape warning for LGBMClassifier, add sample_weights/eval_weights 2022-08-16 11:41:53 +02:00
Matthias
c7e1719215 Fix interface import sorting 2022-08-15 06:53:02 +02:00
robcaulk
006b11e5d5 fix leftover bug in indicator population 2022-08-14 21:42:55 +02:00
robcaulk
8961b8d560 merge in inference timer and historic predictions handling improvements. 2022-08-14 20:31:15 +02:00
robcaulk
ad846cdb76 fix lock bug, update docstring 2022-08-14 20:24:29 +02:00
Matthias
464d99808f Update doc table formatting 2022-08-14 18:22:01 +02:00
Matthias
a29402ddde Rename and move analysis_lock to data_kitchen 2022-08-14 17:23:14 +02:00
Matthias
3a9ec76c91 Move "freqai.lock" to backend to simplify user interface 2022-08-14 17:19:50 +02:00
Robert Caulk
c9c128f781 finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy 2022-08-14 02:49:01 +02:00
robcaulk
58de20af0f make BaseClassifierModel. Add predict_proba to lightgbm 2022-08-13 20:07:31 +02:00
robcaulk
31be707cc8 clean up code, add docstrings 2022-08-13 19:40:24 +02:00
robcaulk
3e38c1b0bd take dynamic sized tail off historic_predictions as return dataframe to strategy. 2022-08-13 19:40:24 +02:00
robcaulk
7d448fd4ac allow fit_live_predictions access to current pair 2022-08-13 19:40:24 +02:00
robcaulk
1f192be43b avoid denormalizing labels twice 2022-08-13 19:40:24 +02:00
robcaulk
b1b76a2dbe debug classifier with predict proba 2022-08-13 19:40:24 +02:00
robcaulk
23cc21ce59 add predict_proba to base classifier, improve historic predictions handling 2022-08-13 19:40:24 +02:00
robcaulk
fb4b73ce89 ensure dates are saved 2022-08-12 12:03:44 +02:00
robcaulk
2cae3c42e6 remove trade database analyzer, clean up a bit 2022-08-10 17:43:06 +02:00
robcaulk
5a16d5a512 Deactivate database analyzer if user does not use sqlite 2022-08-09 16:36:22 +02:00
robcaulk
e7de812948 Allow user to user pair_dict for persistent storage of custom data 2022-08-09 16:03:10 +02:00
robcaulk
aef086b02e Improved dict typing, timeframe parser, collect dates associated with training data points 2022-08-09 15:30:25 +02:00
Matthias
77b3b8a134 Use main exchange instead of creating a separate instance. 2022-08-08 18:34:11 +00:00
robcaulk
ea64f43e52 bring back auto DF resizing for okx 2022-08-08 01:13:13 +02:00
robcaulk
eb8bde37c1 Add lightgbm classifier, add classifier check test, fix classifier bug. 2022-08-06 17:51:21 +02:00
Matthias
47a30047eb Fix typo 2022-08-06 15:03:10 +02:00
Matthias
b16f57cb0d Minor stylistic fixes 2022-08-06 14:55:46 +02:00
Robert Caulk
c172ce1011 improve flexibility of user defined prediction dataframe 2022-08-06 13:51:19 +02:00
Robert Caulk
07763d0d4f add classifier, improve model naming scheme 2022-08-06 08:33:55 +02:00
Robert Caulk
ce8fbbf743 ensure loading historical df matches frequi indices 2022-08-06 07:25:59 +02:00
robcaulk
60d782e5c5 remove unnecessary function 2022-08-05 21:31:32 +02:00