robcaulk
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a20651efd8
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Increase performance by only predicting on most recent candle instead of full strat provided dataframe. Collect predictions and store them so that we can feed true predictions back to strategy (so that frequi isnt updating historic predictions based on newly trained models).
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2022-05-30 11:37:05 +02:00 |
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robcaulk
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2f1a2c1cd7
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allow users to store data in custom formats, update spot config to reflect better target horizon to training period ratio
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2022-05-30 02:12:31 +02:00 |
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robcaulk
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d59eac3321
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revert a79032b
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2022-05-29 21:33:38 +02:00 |
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robcaulk
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a79032bf75
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fixing bug in training queue
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2022-05-29 20:19:32 +02:00 |
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robcaulk
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3f72263278
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allow pairs deeper in the queue to get trained if the higher priority pairs dont need training
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2022-05-29 20:02:43 +02:00 |
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robcaulk
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cc6cae47ec
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allow pairs deeper in the queue to get trained if the higher priority pairs dont need training
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2022-05-29 19:49:43 +02:00 |
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robcaulk
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4eb4753e20
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allow subdaily retraining for backtesting
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2022-05-29 17:44:35 +02:00 |
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robcaulk
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0aa7162055
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ensure the prediction is reset in the pair_dict after any trade exit, not just custom_exit
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2022-05-29 16:36:46 +02:00 |
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robcaulk
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fe36b08fce
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fix key error in example strat
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2022-05-29 16:26:34 +02:00 |
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robcaulk
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ce365eb9e3
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improve example strat so that it has dynamic buy and sell logic according to original prediction
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2022-05-29 14:45:46 +02:00 |
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robcaulk
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4eb29c8810
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Dont reset pair priority if it doesnt successfully train
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2022-05-28 18:34:26 +02:00 |
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robcaulk
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83dd453723
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catch errors occuring on background thread, and make sure to keep the ball rolling. Improve pair retraining queue.
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2022-05-28 18:26:19 +02:00 |
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robcaulk
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e54614fa2f
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remove remnants of single threaded version, ensure pair queue priority is checked before retraining
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2022-05-28 14:55:07 +02:00 |
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robcaulk
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2a4d1e2d64
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fix bug in setting new timerange for retraining
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2022-05-28 12:23:26 +02:00 |
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robcaulk
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7870a86e9a
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fix live retraining bug
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2022-05-28 11:38:57 +02:00 |
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robcaulk
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0bf915054d
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handle key check correctly
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2022-05-28 11:22:32 +02:00 |
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robcaulk
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c5a16e91fb
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throw user error if user tries to load models but feeds the wrong features (while using PCA)
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2022-05-28 11:11:41 +02:00 |
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robcaulk
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b8f9c3557b
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dirty dirty, dont look here (hacking a flag to avoid reloading leverage_tiers in dry/live)
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2022-05-27 13:56:34 +02:00 |
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robcaulk
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891fb87712
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give load_cached_data_for_updating the right flags to avoid redownloading data in dry/live
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2022-05-27 13:38:22 +02:00 |
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robcaulk
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65fdebab75
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let load_pairs_histories load futures candles in live
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2022-05-27 13:01:33 +02:00 |
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robcaulk
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c080571b7a
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help futures go dry/live with auto download feature
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2022-05-27 12:23:32 +02:00 |
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robcaulk
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8a501831d6
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fix the error logic on previous commit
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2022-05-27 01:15:55 +02:00 |
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robcaulk
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23c30dbc10
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add error for user trying to backtest with backtest_period<1
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2022-05-27 00:43:52 +02:00 |
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robcaulk
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6193205012
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fix bug for target_mean/std array merging in backtesting
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2022-05-26 21:07:50 +02:00 |
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robcaulk
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ff531c416f
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reduce complexity inside start_download_data() in an effort to appease flake8
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2022-05-25 15:31:50 +02:00 |
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robcaulk
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d79983c791
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try to pass flake8
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2022-05-25 14:55:19 +02:00 |
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robcaulk
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7593339c14
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small cleanup
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2022-05-25 14:42:46 +02:00 |
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robcaulk
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b79d4e8876
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Allow user to go live and start from pretrained models (after a completed backtest) by simply reusing the identifier config parameter while dry/live.
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2022-05-25 14:40:32 +02:00 |
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robcaulk
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7486d9d9e2
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proper validation of freqai config parameters
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2022-05-25 12:37:25 +02:00 |
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robcaulk
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7ff3258607
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remove assertions, log error if user has not assigned freqai in config, fix stratify bug
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2022-05-25 11:43:45 +02:00 |
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robcaulk
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35bed842cb
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cleanup, add clarity to comments and docstrings
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2022-05-25 11:31:03 +02:00 |
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robcaulk
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58b5abbaa6
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improve multithreaded training queue system
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2022-05-24 15:28:38 +02:00 |
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robcaulk
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31ae2b3060
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alleviate FutureWarning in sklearn about ensuring svm model features are passed with identical order
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2022-05-24 14:46:16 +02:00 |
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robcaulk
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255d35976e
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add priority metadata to pairs to avoid a sync of train time + train period
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2022-05-24 12:58:53 +02:00 |
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robcaulk
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059c285425
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paying closer attention to managing live retraining on separate thread without affecting prediction of other coins on master thread
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2022-05-24 12:01:01 +02:00 |
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robcaulk
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b0d2d13eb1
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improve data persistence/mapping for live/dry. This accommodates quick reloads after crash and handles multi-pair cleanly
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2022-05-23 21:05:05 +02:00 |
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robcaulk
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e1c068ca66
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add config asserts, use .get method with default values for optional functionality, move data_cleaning_* to freqai_interface (away from user custom pred model) since it is controlled by config params.
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2022-05-23 12:07:09 +02:00 |
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robcaulk
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dede128648
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set process_only_new_candles to true in example strat
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2022-05-23 10:15:59 +02:00 |
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robcaulk
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ee3cdd0ffe
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more cleanup
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2022-05-23 09:55:58 +02:00 |
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robcaulk
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3587bd82e1
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cleanup superceded code
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2022-05-23 00:10:36 +02:00 |
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robcaulk
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af0cc21af9
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Enable hourly/minute retraining in live/dry. Suppress catboost folder output. Update config + constants + docs to reflect updates.
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2022-05-23 00:06:26 +02:00 |
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robcaulk
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42d95af829
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Aggregated commit. Adding support vector machine for outlier detection, improve user interface to dry/live, better standardization, fix various other bugs
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2022-05-22 17:51:49 +02:00 |
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robcaulk
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c5ecf94177
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move live retraining to separate thread.
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2022-05-19 21:15:58 +02:00 |
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robcaulk
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1fae6c9ef7
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keep model accessible in memory to avoid loading objects from disk during live/dry
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2022-05-19 19:27:38 +02:00 |
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robcaulk
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67eb94c69d
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download-data will now check if freqai is active in config, and if so will also download data for corr_pairlist
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2022-05-19 17:55:00 +02:00 |
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robcaulk
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89eacf2f47
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Retrain model if FreqAI found a pretrained model but user strategy is not passing the expected features (user has changed the features in the strategy but has passed a the same config[freqai][identifier]). Logger warning output to user.
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2022-05-19 17:15:50 +02:00 |
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robcaulk
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c708dd3186
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doc update thanks matthias
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2022-05-17 20:46:23 +02:00 |
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Matthias
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c81b960791
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Fix some typos
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2022-05-17 19:58:36 +02:00 |
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robcaulk
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db66b82f6f
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accept open-ended timeranges from user
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2022-05-17 19:50:06 +02:00 |
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robcaulk
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d1d451c27e
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auto populate features based on a prepended % in the strategy (remove feature assignment from config). Update doc/constants/example strategy to reflect change
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2022-05-17 18:15:03 +02:00 |
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