Commit Graph

83 Commits

Author SHA1 Message Date
robcaulk c0cee5df07 add continual retraining feature, handly mypy typing reqs, improve docstrings 2022-08-24 13:00:55 +02:00
robcaulk b26ed7dea4 fix generic reward, add time duration to reward 2022-08-24 13:00:55 +02:00
robcaulk 29f0e01c4a expose environment reward parameters to the user config 2022-08-24 13:00:55 +02:00
robcaulk 3eb897c2f8 reuse callback, allow user to acces all stable_baselines3 agents via config 2022-08-24 13:00:55 +02:00
sonnhfit 4baa36bdcf fix persist a single training environment for PPO 2022-08-24 13:00:55 +02:00
robcaulk f95602f6bd persist a single training environment. 2022-08-24 13:00:55 +02:00
robcaulk 5d4e5e69fe reinforce training with state info, reinforce prediction with state info, restructure config to accommodate all parameters from any user imported model type. Set 5Act to default env on TDQN. Clean example config. 2022-08-24 13:00:55 +02:00
robcaulk 74e4fd0633 ensure config example can work with backtesting RL 2022-08-24 13:00:55 +02:00
robcaulk b90da46b1b improve price df handling to enable backtesting 2022-08-24 13:00:55 +02:00
robcaulk 16cec7dfbd fix save/reload functionality for stablebaselines 2022-08-24 13:00:55 +02:00
robcaulk 69d542d3e2 match config and strats to upstream freqai 2022-08-24 13:00:55 +02:00
robcaulk bf7ceba958 set cpu threads in config 2022-08-24 13:00:55 +02:00
MukavaValkku 48bb51b458 example config added 2022-08-24 13:00:55 +02:00
MukavaValkku b1fc5a06ca example config added 2022-08-24 13:00:55 +02:00
Matthias 5dde011b31 Add unknown_fee_rate to full sample config 2022-08-16 17:23:49 +02:00
Matthias 09ee9089fb
Merge pull request #6832 from freqtrade/feat/freqai
Freqai: an interface for users to build/train/backtest predictive models and run them live
2022-08-15 20:03:08 +02:00
Matthias 7c18ec4053 Add missing key to "full" config sample 2022-08-13 11:24:55 +02:00
Matthias 3b827ee60a Add "freqai.enabled" flag to disable freqAI via config flag
aligns with how other optional modules work in freqtrade.
2022-08-13 09:24:04 +02:00
robcaulk e6ebc0443e make single generalized config for freqai. update docs to reflect that. 2022-07-31 13:08:43 +02:00
Matthias f6bfd89cef Merge branch 'develop' into feat/freqai 2022-07-16 18:14:34 +02:00
Matthias 8e8f026ea7 Telegram candle message should be configurable 2022-07-11 12:14:19 +02:00
Robert Caulk 607455919e Change config parameter names to improve clarity and consistency throughout the code (!!breaking change, please check discord support channel for migration instructions or review templates/FreqaiExampleStrategy.py config_examples/config_freqai_futures.example.json file changes!!) 2022-07-10 12:35:44 +02:00
robcaulk f8f25e36ef update example config/strat 2022-06-07 19:54:45 +02:00
robcaulk 4ac6ef2972 make defining period intervals more user friendly and flexible 2022-06-02 13:45:29 +02:00
robcaulk 7523ed825e automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now). 2022-05-31 18:42:27 +02:00
robcaulk 606f18e5c1 Add follow_mode feature so that secondary bots can be launched with the same identifier and load models trained by the leader 2022-05-30 21:35:48 +02:00
robcaulk 2f1a2c1cd7 allow users to store data in custom formats, update spot config to reflect better target horizon to training period ratio 2022-05-30 02:12:31 +02:00
robcaulk ce365eb9e3 improve example strat so that it has dynamic buy and sell logic according to original prediction 2022-05-29 14:45:46 +02:00
robcaulk 6193205012 fix bug for target_mean/std array merging in backtesting 2022-05-26 21:07:50 +02:00
robcaulk b79d4e8876 Allow user to go live and start from pretrained models (after a completed backtest) by simply reusing the `identifier` config parameter while dry/live. 2022-05-25 14:40:32 +02:00
robcaulk 7ff3258607 remove assertions, log error if user has not assigned freqai in config, fix stratify bug 2022-05-25 11:43:45 +02:00
robcaulk af0cc21af9 Enable hourly/minute retraining in live/dry. Suppress catboost folder output. Update config + constants + docs to reflect updates. 2022-05-23 00:06:26 +02:00
robcaulk 42d95af829 Aggregated commit. Adding support vector machine for outlier detection, improve user interface to dry/live, better standardization, fix various other bugs 2022-05-22 17:51:49 +02:00
robcaulk d1d451c27e auto populate features based on a prepended % in the strategy (remove feature assignment from config). Update doc/constants/example strategy to reflect change 2022-05-17 18:15:03 +02:00
robcaulk 9b3e5faebe create more flexible whitelist, avoid duplicating whitelist features into corr_pairlist, update docs 2022-05-15 17:42:15 +02:00
robcaulk 22bd5556ed add self-retraining functionality for live/dry 2022-05-15 17:42:15 +02:00
robcaulk def71a0afe auto build full_timerange and self manage training_timerange 2022-05-15 17:41:34 +02:00
robcaulk 99f7e44c30 flake8 passing, use pathlib in lieu of os.path to accommodate windows/mac OS 2022-05-15 17:38:58 +02:00
robcaulk fc837c4daa add freqao backend machinery, user interface, documentation 2022-05-15 17:38:58 +02:00
erdieee f23faac368 Fix config_examples typo 2022-04-29 20:10:50 +02:00
Matthias f1f4846053 Merge branch 'develop' into pr/samgermain/6558 2022-04-23 09:16:28 +02:00
Matthias ba92e09b7b list-strategies should find recursively as well 2022-04-23 09:11:50 +02:00
Matthias 238ff6c9fe Use better naming 2022-04-08 17:30:23 +02:00
Matthias 3427df0653 Add simple test for recursive loading 2022-04-08 16:11:18 +02:00
Matthias aee0cfd17a forcebuy_enable -> force_entry_enable 2022-04-08 13:39:41 +02:00
மனோஜ்குமார் பழனிச்சாமி 9417bb01dc
Merge branch 'develop' into renaming-forceentry-forceexit 2022-04-08 00:01:51 +05:30
Matthias b1378efdeb ignore_roi_if_buy_signal -> ignore_roi_if_entry_signal 2022-04-05 20:21:39 +02:00
Matthias 4897731030 use_sell_signal -> use_exit_signal 2022-04-05 20:10:20 +02:00
Matthias 5ce5c70be6 sell_profit_offset -> exit_profit_offset 2022-04-05 20:03:27 +02:00
Matthias bba9629a2a Rename sell_profit_only to exit_profit_only 2022-04-05 20:00:35 +02:00