Commit Graph

749 Commits

Author SHA1 Message Date
Matthias 942840da2d Improve setting wording to keep future possibilities open 2022-11-13 15:22:44 +01:00
robcaulk 81f800a79b switch to using FT calc_profi_pct, reverse entry/exit fees 2022-11-13 13:41:17 +01:00
robcaulk e71a8b8ac1 add ability to integrate state info or not, and prevent state info integration during backtesting 2022-11-12 18:46:48 +01:00
Wagner Costa Santos 27fa9f1f4e backtest saved dataframe from live 2022-11-12 14:37:23 -03:00
Wagner Costa Santos f9c6c538be Merge branch 'develop' into backtest_fitlivepredictions 2022-11-12 09:37:45 -03:00
robcaulk 9c6b97c678 ensure normalization acceleration methods are employed in RL 2022-11-12 12:01:59 +01:00
robcaulk 6746868ea7 store dataprovider to self instead of strategy 2022-11-12 11:33:03 +01:00
robcaulk 7a4bb040a5 merge develop into feat/freqai-rl-dev 2022-11-12 10:54:34 +01:00
robcaulk 214c622475 move dataframe converter to converter.py 2022-11-12 10:38:25 +01:00
robcaulk 9617d8143d Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai 2022-11-12 10:21:38 +01:00
Matthias e6172a68d7
Merge pull request #7730 from freqtrade/fix-metric-tracker
fix loading of metric tracker from disk
2022-11-11 20:01:26 +01:00
Robert Caulk 833578716c
Merge pull request #7644 from markdregan/multi-target-classifier
Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
2022-11-11 18:48:38 +01:00
robcaulk 790ff2a84b merge develop into add-single-prec 2022-11-11 18:08:51 +01:00
robcaulk e46a57bbd0 move mem logs to debug 2022-11-11 18:05:32 +01:00
robcaulk 66514e84e4 add LightGBMClassifierMultiTarget. add test 2022-11-11 17:45:53 +01:00
robcaulk 054133955b fix loading of metric tracker from disk 2022-11-11 17:24:09 +01:00
Matthias 0f9c5f8d41 Simplify timerange handling 2022-11-10 18:28:18 +01:00
Matthias 57313dd961 Update some usages of timerange to new, simplified method 2022-11-10 18:11:39 +01:00
Wagner Costa Santos 4f0f3e5b64 removed unnecessary code 2022-11-09 10:07:24 -03:00
Wagner Costa Santos 8ee95db927 refactoring backtesting_fit_live_predictions function 2022-11-09 09:51:42 -03:00
Wagner Costa Santos 3e57c18ac6 add fix_live_predictions function to backtesting 2022-11-08 18:20:39 -03:00
Wagner Costa Santos 8d9988a942 enforce date column in backtesting freqai predictions files 2022-11-08 11:06:23 -03:00
Wagner Costa Santos 9c5ba0732a save predictions with date and merge by date 2022-11-08 10:32:18 -03:00
Matthias 884014a4b9 Fix some minor typos 2022-11-07 18:35:28 +00:00
Wagner Costa Santos 6559384286 Merge branch 'develop' into backtest_live_models 2022-11-07 15:14:10 -03:00
Emre 43bdd34964
Optimize reduce_dataframe_footprint function 2022-11-05 19:13:02 +03:00
robcaulk 53df607067 avoid duplicating features with okx/gateio, ensure inference timer gets logged 2022-11-05 15:42:19 +01:00
robcaulk 257c833831 add doc for single precision, dont allow half precision, add test 2022-11-04 18:10:04 +01:00
robcaulk 3ccc120f92 add option to force single precision 2022-11-04 17:42:10 +01:00
robcaulk 8bdc99a3d6 fix self-imposed bug 2022-11-04 16:41:38 +01:00
robcaulk 19d90b813a improve readibility in start_backtesting() 2022-11-04 16:10:46 +01:00
Wagner Costa Santos 8008c63319 Merge branch 'develop' into backtest_live_models 2022-11-04 09:09:39 -03:00
Wagner Costa Santos a7acfb7ab7 fix dict key error 2022-11-04 09:02:28 -03:00
robcaulk 90c5bfb4b5 add default conv_width 2022-11-03 21:35:12 +01:00
robcaulk 05b309caf2 ensure colon replaced for cached attach 2022-11-03 21:17:48 +01:00
robcaulk 6938ed6584 change default conv_width to 1 2022-11-03 21:11:26 +01:00
robcaulk 444a068481 merge develop into track-current-candle 2022-11-03 21:09:08 +01:00
robcaulk db942321ad fix bug with lightgbm and colons 2022-11-03 21:03:48 +01:00
robcaulk d721b50230 flake8 2022-11-03 19:13:24 +01:00
robcaulk 3ba1e221eb fix typo 2022-11-03 19:08:33 +01:00
robcaulk 6c4bdb8f67 remove special characters from feature names 2022-11-03 18:49:39 +01:00
Wagner Costa Santos 17798b3397 Merge branch 'develop' into backtest_live_models 2022-11-03 13:29:25 -03:00
Wagner Costa Santos 356d79b38a verify mean and std exists in model metadata 2022-11-03 13:27:56 -03:00
robcaulk ce92731132 ensure backwards compatitibility 2022-11-02 20:20:35 +01:00
Wagner Costa Santos 23b6915dde fix issue with different backtesting prediction size 2022-11-02 15:49:51 -03:00
robcaulk 1a38c10fc6 remove old code 2022-11-02 19:37:47 +01:00
robcaulk 255eb71270 start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df 2022-11-02 19:32:22 +01:00
robcaulk 97df232ac6 add a warning to __init__ for get_corr_dataframes 2022-10-31 18:18:00 +01:00
robcaulk 66d8ed6c0b Merge remote-tracking branch 'origin/develop' into reduce-indicator-population 2022-10-31 09:42:01 +01:00
robcaulk d59a7fa2f9 remove analysis_lock and realign example hybrid strat 2022-10-30 17:07:33 +01:00
Matthias 391c3f56f7 Add typehint to corr_pairlist 2022-10-30 13:28:01 +01:00
Mark Regan 7053f81fa8 simplified predict and predict_proba using super(). Added duplicate class label check. 2022-10-30 09:48:30 +00:00
Matthias cf4af2175c
Merge pull request #7662 from markdregan/backtest_extra_returns_fix
Fix missing f-string from PR #7611
2022-10-30 10:47:06 +01:00
robcaulk a2843165e1 fix leftovers from merge 2022-10-30 10:31:38 +01:00
robcaulk 52e15b2070 Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev 2022-10-30 10:16:39 +01:00
robcaulk d1a0874683 merge develop into feat/freqai-rl-dev 2022-10-30 10:13:03 +01:00
robcaulk fc53054d43 leverage list length knowledge, f-string change 2022-10-30 10:12:14 +01:00
Emre f98c7a2423 Remove loop of normalization from metadata 2022-10-30 10:12:14 +01:00
Mark Regan c26fda282f fix missing f-string from PR #7611 2022-10-30 08:19:59 +00:00
robcaulk 650bb8b7d7 ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs. 2022-10-29 22:26:49 +02:00
Matthias 801e91c39e
Merge pull request #7618 from wizrds/fix/docker-config-record
Update function in FreqAI interface to record FreqAI config params
2022-10-29 08:56:20 +02:00
Mark Regan 6ef82dd8b6 minor change to return 2022-10-27 12:41:12 +01:00
Timothy Pogue b9bf9edb02 update rapidjson opts 2022-10-25 14:12:13 -06:00
Mark Regan 217add70bd add strat and config for testing on PR 2022-10-25 20:07:39 +01:00
Mark Regan 47056eded3 multi target classifier working but not for parallel 2022-10-25 18:24:27 +01:00
Matthias 1ef38f137d
Fix XGBoost regressor "used before assignment" 2022-10-25 13:37:04 +02:00
Timothy Pogue 51be45547f remove np object, make default str 2022-10-24 12:23:54 -06:00
Matthias 6669714a73 Update mal-formatted docstrings 2022-10-24 18:12:17 +02:00
Robert Caulk 137aa1756b
Merge pull request #7593 from th0rntwig/prediction-shape
Fix constant PCA
2022-10-24 08:33:36 +02:00
robcaulk 4d2b7a74f1 move record params to utils, use rapidjson 2022-10-23 20:51:32 +02:00
Timothy Pogue 07e813dfa0 change param record to only get certain params 2022-10-23 12:09:07 -06:00
th0rntwig 49ff51f11f Change storage loc and fix test fail 2022-10-23 16:24:02 +02:00
Timothy Pogue 4464e91256 use self.identifier in full path 2022-10-21 19:53:33 -06:00
Timothy Pogue 5ee3b8cbbb update config recording to use all configs, fix tests 2022-10-21 19:48:26 -06:00
Robert Caulk a85826bf24
Merge pull request #7611 from markdregan/backtest_extra_returns
Make extra_returns_per_train data available during backtest
2022-10-21 17:13:22 +02:00
Wagner Costa Santos 6606a0113f refactoring - remove unnecessary config file 2022-10-20 14:53:25 -03:00
Wagner Costa Santos 589944055e fix typos - live predictions candles 2022-10-20 12:15:41 -03:00
Wagner Costa Santos 52b60c5cbb Merge branch 'develop' into backtest_live_models 2022-10-20 11:59:37 -03:00
rcaulk a9db668082 avoid redundant indicator population for corr_pair list 2022-10-20 16:30:32 +02:00
Mark Regan 073ce1659e remove un-used f-string 2022-10-20 14:26:10 +01:00
Mark Regan 295ba21389 Make extra_returns_per_train values available during backtest 2022-10-20 12:05:37 +01:00
th0rntwig 033c5bd441 Make check constant pred labels agnostic 2022-10-18 12:55:47 +02:00
Matthias 880ddccaa8
Merge pull request #7590 from freqtrade/list-models
List models
2022-10-17 20:40:41 +02:00
Matthias 441032be25 Fix sys.stdout bug for CatboostRegressorMultiTarget 2022-10-17 19:48:27 +02:00
Matthias 6cb14148aa Fix random test failure due to catboost bug
https://github.com/catboost/catboost/issues/2195
2022-10-17 07:00:44 +02:00
Matthias 23a5a516f9
Merge pull request #7557 from freqtrade/add-metric-tracker
Add metric tracker to FreqAI
2022-10-16 18:20:07 +02:00
th0rntwig 20fc521771 Fix constant PCA 2022-10-15 23:30:12 +02:00
Robert Caulk 62ca822597
Merge pull request #7569 from Silur/develop
Add XGBoost random forest predictors to freqai
2022-10-15 16:09:26 +02:00
robcaulk 3b4402aaab Merge branch 'move-disk-writing-to-ram' into add-metric-tracker 2022-10-15 13:52:14 +02:00
robcaulk 99dbba6cad avoid reading from disk to instantiate large objects 2022-10-15 13:50:55 +02:00
robcaulk d81eef0b70 add timestamps to each metric, use rapidjson 2022-10-15 13:23:01 +02:00
robcaulk b236e362ba Merge remote-tracking branch 'origin/develop' into add-metric-tracker 2022-10-14 19:00:49 +02:00
Emre 7f05b44376
Add eval set to CatboostClassifier 2022-10-13 23:01:09 +03:00
Wagner Costa Santos 6919f3aa75 Backtest live models - fix utc date convert issue 2022-10-13 15:03:27 -03:00
Wagner Costa Santos 93fe2b6446 Merge branch 'develop' into backtest_live_models 2022-10-13 11:22:58 -03:00
robcaulk 1e31be562e remove whitespace 2022-10-11 21:05:42 +02:00
robcaulk dba1b573bc remove tensorboard dir from other pred models 2022-10-11 19:49:24 +02:00
robcaulk 5b5bb8aab5 catboost tensorboard bugfix 2022-10-11 19:05:46 +02:00
Robert Caulk 2e34aa9f04
Merge pull request #7544 from th0rntwig/prediction-shape
Remove constant labels from prediction
2022-10-10 21:24:25 +02:00
Robert Caulk 7bcb7d9a1a
Merge pull request #7554 from initrv/add-catboost-tensorboard
Add tensorboard for catboost
2022-10-10 21:03:45 +02:00
Wagner Costa Santos 3081e73f8a Merge branch 'develop' into backtest_live_models 2022-10-10 14:53:45 -03:00
silur 2ad086dd7a add XGBoost random forest predictors to freqai 2022-10-10 14:38:43 +02:00
Matthias eaae9c9e03 Update docstring format 2022-10-10 12:19:29 +00:00
Matthias 60de192d47 Update Classifier docstrings 2022-10-10 12:13:41 +00:00
robcaulk a4aa1b972c isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality 2022-10-09 21:11:37 +02:00
robcaulk 76b33359a9 add an optional metric tracker to collect train timings, inference timings, and cpu load data 2022-10-09 20:22:42 +02:00
th0rntwig 4daf0000c7 Move check and add log warning 2022-10-08 16:15:48 +02:00
robcaulk 8d7adfabe9 clean RL tests to avoid dir pollution and increase speed 2022-10-08 12:10:38 +02:00
Emre e337d4b78a Reset dataframe index after slice 2022-10-07 20:00:05 +02:00
Matthias d42fb15608 Improve generic exception handler 2022-10-07 16:05:41 +02:00
th0rntwig a9d5e04a43 Remove constant labels from prediction 2022-10-06 19:26:33 +02:00
initrv 86c781798a Add сatboost train_dir for tensorboard 2022-10-06 19:59:35 +03:00
robcaulk 488739424d fix reward inconsistency in template 2022-10-05 20:55:50 +02:00
robcaulk 936ca24482 separate RL install from general FAI install, update docs 2022-10-05 15:58:54 +02:00
robcaulk 9c73411ac2 Merge remote-tracking branch 'origin/develop' into dev-merge-rl 2022-10-05 15:21:45 +02:00
robcaulk 292d72d593 automatically handle model_save_type for user 2022-10-03 18:42:20 +02:00
Robert Caulk 3585742b43
remove trailing whitespace 2022-10-03 17:28:45 +02:00
Robert Caulk 265795824b
make default type for close_price and date_pred np.nan 2022-10-03 11:58:22 +02:00
Robert Caulk 6ecd92de4a
Allow updating without changing identifier 2022-10-03 09:55:57 +02:00
robcaulk b70f18f4c3 add close price and date to historic_predictions 2022-10-02 18:33:39 +02:00
robcaulk cf882fa84e fix tests 2022-10-01 20:26:41 +02:00
robcaulk 048cb95bd6 Merge remote-tracking branch 'origin/develop' into dev-merge-rl 2022-10-01 17:48:47 +02:00
Robert Caulk 3e34f10e3d
Merge pull request #7508 from aemr3/fix-pca-errors
Fix feature list match for PCA
2022-10-01 16:50:29 +02:00
robcaulk f4c6b99d63 remove commented lines 2022-10-01 14:23:15 +02:00
robcaulk cd514cf15d fix inlier metric in backtesting 2022-10-01 14:18:46 +02:00
robcaulk f2b875483f ensure raw features match when PCA is employed 2022-10-01 13:14:59 +02:00
robcaulk 51556e08c3 Merge branch 'develop' into pr/th0rntwig/7495 2022-10-01 12:45:08 +02:00
Emre cdc01a0781
Fix feature list match for pca 2022-09-30 15:22:05 -07:00
Matthias cc06c60fd8 Fix pandas deprecation warnings from freqAI 2022-09-30 15:43:23 +02:00
robcaulk be48131185 make shuffle false in constants 2022-09-30 00:33:08 +02:00
Robert Caulk 6e74d46660
Ensure 1 thread available 2022-09-29 14:02:00 +02:00
Robert Caulk 7ef56e3029
Ensure at least 1 thread is available 2022-09-29 14:01:22 +02:00
Robert Caulk 555cc42630
Ensure 1 thread is available (for testing purposes) 2022-09-29 14:00:09 +02:00
Wagner Costa Santos 6845a5c6ea backtest_live_models - refactoring after PR review 2022-09-29 01:48:38 -03:00
Robert Caulk dcf6ebe273
Update BaseReinforcementLearningModel.py 2022-09-29 00:37:03 +02:00
robcaulk 83343dc2f1 control number of threads, update doc 2022-09-29 00:10:18 +02:00
th0rntwig 683b084323 Set train-test-split shuffle=False as default and remove stratification 2022-09-28 18:23:56 +02:00
Wagner Costa Santos 55ebbeec18 backtest_live models tests refactoring 2022-09-28 08:48:32 -03:00
Timothy Pogue 099137adac remove hasattr calls 2022-09-27 22:35:15 -06:00
Timothy Pogue 9e36b0d2ea fix formatting 2022-09-27 22:02:33 -06:00
Timothy Pogue caa47a2f47 close subproc env on shutdown 2022-09-28 03:06:05 +00:00
Wagner Costa Santos 0be115de9c backtest_live_models - added new tests and refactoring 2022-09-27 10:26:57 -03:00
Wagner Costa Santos 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
Wagner Costa Santos 14b96aaa38 backtesting live models - fix ci issues 2022-09-26 19:52:59 -03:00
Wagner Costa Santos 290afd9699 backtest_live_models - fix typo 2022-09-26 19:21:53 -03:00
Wagner Costa Santos 0318ca9f12 backtest_live_models - fix typo 2022-09-26 19:08:25 -03:00
Wagner Costa Santos 22bef71d5d backtest_live_models - add function comments and tests 2022-09-26 19:01:24 -03:00
Wagner Costa Santos ec947ad65c remove commented code - backtest_live_models 2022-09-25 23:47:27 -03:00
Wagner Costa Santos 5880f7a638 backtest_live_models - params validation and get timerange from live models in BT 2022-09-25 23:14:00 -03:00
Wagner Costa Santos f3f3917da3 Merge branch 'develop' into backtest_live_models 2022-09-25 20:05:26 -03:00
robcaulk 48e89e68b9 fix typos 2022-09-25 20:22:19 +02:00
Wagner Costa Santos 0ed7b2bfc3 change start_backtesting to handle backtest_live_models 2022-09-25 10:35:55 -03:00
robcaulk 873d2a5069 no model save backtest, plot features backtest, ensure inlier plays nice, doc 2022-09-25 11:18:10 +02:00
Wagner Costa Santos 7f116db95e added generic function to get timerange from existent models 2022-09-24 13:01:53 -03:00
Wagner Costa Santos d9c16d4888 Merge branch 'develop' into backtest_live_models 2022-09-24 12:30:55 -03:00
Wagner Costa Santos 3ee7eb63f7 starting backtest live models 2022-09-24 12:28:52 -03:00
Matthias 585342f193
Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai
Ensure the DF has the same size in backtesting FreqAI
2022-09-24 16:17:39 +02:00
paranoidandy 2cc00a1a2c
Allow use of --strategy-list with freqai, with warning (#7455)
* 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
Matthias 6643d90e64 simplify freqAI start_backtesting 2022-09-24 10:34:14 +02:00
robcaulk 647200e8a7 isort 2022-09-23 19:30:56 +02:00
robcaulk 77c360b264 improve typing, improve docstrings, ensure global tests pass 2022-09-23 19:17:27 +02:00
robcaulk 9c361f4422 increase test coverage for RL and FreqAI 2022-09-23 18:04:43 +02:00
Robert Caulk f5cd8f62c6
Remove unused code from BaseEnv 2022-09-23 10:24:39 +02:00
Emre a4eaff4da6
Add training elapsed time 2022-09-23 01:18:34 -07:00
robcaulk 7295ba0fb2 add test for Base4ActionEnv 2022-09-22 23:42:33 +02:00
robcaulk eeebb78a5c skip darwin in RL tests, remove example scripts, improve doc 2022-09-22 21:16:21 +02:00
robcaulk ea8e34e192 Merge branch 'develop' into dev-merge-rl 2022-09-22 19:46:50 +02:00
th0rntwig 71e6c54ea4
Normalise distances before Weibull fit (#7432)
* Normalise distances before Weibull

* Track inlier-metric params
2022-09-22 18:11:50 +02:00
Wagner Costa Santos 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
robcaulk b5fd11f91b protect against unforeseen issues in scanning thread 2022-09-19 21:18:31 +02:00
robcaulk 42c75b4a7b combine log messages 2022-09-19 19:16:32 +02:00
Robert Caulk 9b66297cc0
Fix append 2022-09-19 12:47:20 +02:00
Robert Caulk 995396c775
Add useful log info 2022-09-19 11:42:56 +02:00
Robert Caulk ad652817ef
Ensure train ordering after restart
Ensure lowest timestamps get trained first after restart
2022-09-19 11:11:23 +02:00
Robert Caulk f9460c80c2
Merge pull request #7434 from freqtrade/improve-train-queue
improve train queue system in FreqAI
2022-09-19 10:55:53 +02:00
Matthias ea58c29ded Add plot_feature_importance to schema definition 2022-09-19 08:13:54 +00:00
Matthias 225f7cd5f8
Merge pull request #7431 from initrv/add-plot-feature-importance
Add plot feature importance
2022-09-19 08:41:10 +02:00
Matthias d930931000 Bring back sleep - it'll ensure we give up control over the thread. 2022-09-19 07:14:33 +02:00
robcaulk 470d5d8405 ensure full new pairlist is in the queue 2022-09-18 17:08:07 +02:00
robcaulk eaa43337d2 improve train queue system, ensure crash resilience in train queue. 2022-09-18 17:00:55 +02:00
robcaulk 95457d23ca escape freqai-specific characters from file naming 2022-09-18 13:59:30 +02:00
Matthias 667853c504 Use Alias to type config objects 2022-09-18 13:20:55 +02:00
robcaulk 188f75d8ec set model in models dict 2022-09-18 12:50:44 +02:00
robcaulk 1ef875901a maintian user privacy by keeping plotly offline 2022-09-18 00:01:42 +02:00
robcaulk 68f7a31504 ensure continued operation despite not being able to plot 2022-09-18 00:00:14 +02:00
robcaulk 2c23effbf2 allow plot to plot multitargets, add test 2022-09-17 19:17:44 +02:00
initrv 1c92734f39 simplify plot_feature_importance call 2022-09-17 18:53:43 +03:00
robcaulk 7b1d409c98 fix mypy/flake8 2022-09-17 17:51:06 +02:00
initrv 86aa875bc9 plot features as html instead of png 2022-09-16 21:47:12 +03:00
initrv b707a6da35 Add ability to plot feature importance 2022-09-16 19:17:41 +03:00
robcaulk 3b97b3d5c8 fix mypy error for strategy 2022-09-15 00:56:51 +02:00
robcaulk 8aac644009 add tests. add guardrails. 2022-09-15 00:46:35 +02:00
robcaulk 48140bff91 fix bug in 4ActRLEnv 2022-09-14 22:53:53 +02:00
robcaulk 81417cb795 Merge branch 'develop' into dev-merge-rl 2022-09-14 22:49:11 +02:00
initrv 37dd22c89e Fixed a bug that prevents clearing old models
Corrects the error of clearing old models when the model directory contains directories with names that do not match a regular expression
2022-09-14 03:40:13 +03:00
Emre 330d7068ab
Merge branch 'develop' into add-xgboostclassifier 2022-09-10 23:59:11 +03:00
Robert Caulk 075748b21a
Merge pull request #7392 from freqtrade/improve_ai_tests
Improve freqai tests by utilizing parametrization
2022-09-10 22:37:21 +02:00
robcaulk 5a0cfee27e allow user to multithread jobs (advanced users only) 2022-09-10 22:16:49 +02:00
Robert Caulk 73e122ad10
Merge pull request #7391 from wagnercosta/fixBTfreqaiV2
Fix FreaqAI backtesting - startup_candle_count bug
2022-09-10 21:53:00 +02:00
Matthias e4caccc353
Merge pull request #7367 from freqtrade/add-continual-learning
add continual learning to catboost and friends
2022-09-10 20:17:28 +02:00
Wagner Costa Santos 311ae8bf1f freqai backtesting - add startup_candle_count at function description 2022-09-10 14:45:42 -03:00
Emre 60eb02bb62
Add XGBoostClassifier 2022-09-10 20:13:16 +03:00
Robert Caulk 2077f84f9b
Merge pull request #7363 from wagnercosta/fixHyperoptFreqai
Fix hyperopt - freqai
2022-09-10 17:02:01 +02:00
Robert Caulk 4a47c63f71
Merge pull request #7374 from th0rntwig/filter-constant-features 2022-09-10 16:58:58 +02:00
robcaulk 10b6aebc5f enable continual learning and evaluation sets on multioutput models. 2022-09-10 16:54:13 +02:00
Wagner Costa Santos a1f88cca80 merge develop 2022-09-10 10:35:16 -03:00
Wagner Costa Santos 79985fda01 fix backtesting freqai startup candles bug 2022-09-10 10:27:17 -03:00
Matthias 5705b8759b Merge branch 'develop' into add-continual-learning 2022-09-10 08:24:04 +02:00
robcaulk 05581db4e3 ensure columns are only dropped in training 2022-09-09 20:37:21 +02:00
Matthias 97be3318f4 Use Datetime_format from constants 2022-09-09 20:31:02 +02:00
robcaulk a826c0eb83 ensure signatures match, reduce verbosity 2022-09-09 19:30:53 +02:00
Emre acb410a0de Remove verbosity params 2022-09-09 19:30:53 +02:00
Emre df6e43d2c5 Add XGBoostRegressorMultiTarget class 2022-09-09 19:30:53 +02:00
Emre 1b6410d7d1 Add XGBoostRegressor for freqAI, fix mypy errors 2022-09-09 19:30:53 +02:00
Wagner Costa Santos d38cc06139 Fix freqai backtesting time range issue 2022-09-09 19:27:05 +02:00
Wagner Costa Santos f4f2884a66 Fix freqai backtesting time range issue 2022-09-07 18:52:58 -03:00
robcaulk e51d352777 ensure pca is handling same DF as inlier 2022-09-07 19:11:54 +02:00
robcaulk 4c9ac6b7c0 add kwargs, reduce duplicated code 2022-09-07 18:58:55 +02:00
robcaulk ea7bdac9ed ensure inlier metric can be combined with other cleaning methods 2022-09-07 18:45:16 +02:00
th0rntwig cdc72bf8ca Correct indexing 2022-09-07 18:14:13 +02:00
th0rntwig 047ded1baa Check for constant columns 2022-09-07 17:47:27 +02:00
wagnercosta 6b7644029c
Merge branch 'freqtrade:develop' into fixHyperoptFreqai 2022-09-07 11:07:51 -03:00
Wagner Costa Santos 8d16dd804d hyperopt - freqai - docs and refactoring 2022-09-06 15:42:47 -03:00
Robert Caulk d7585161b2
Merge branch 'develop' into add-inlier-metric 2022-09-06 20:40:21 +02:00
robcaulk 97077ba18a add continual learning to catboost and friends 2022-09-06 20:30:46 +02:00
robcaulk d44296783e isort datakitchen 2022-09-06 20:10:12 +02:00
robcaulk e83c9b276d fix whitespace 2022-09-06 19:56:52 +02:00
robcaulk 4b28d0495f fix timestamping, move imports, add words to doc 2022-09-06 19:46:58 +02:00
Wagner Costa Santos 2c8e5b191b fix hyperopt - freqai 2022-09-05 17:43:55 -03:00
Wagner Costa Santos 5b826150df fix hyperopt - freqai 2022-09-05 17:43:28 -03:00
robcaulk 78d01810ed reduce code redundancy, ensure live always gets the latest data 2022-09-05 00:12:00 +02:00
Wagner Costa Santos d43ed186fc fix issue with freqai backtesting at slice dataframe 2022-09-05 00:12:00 +02:00
Robert Caulk 956ea43e55
Merge pull request #7340 from wizrds/sigint-freqai
Support SIGINT in FreqAI
2022-09-04 16:43:36 +02:00
robcaulk ec76214d02 backup historical predictions pickle and load the backup in case of corruption 2022-09-04 15:56:07 +02:00
robcaulk 69b3fcfd32 Merge branch 'develop' into dev-merge-rl 2022-09-04 11:23:25 +02:00
robcaulk 27dce20b29 fix bug in Base4ActionRLEnv, improve example strats 2022-09-04 11:21:54 +02:00
Robert Caulk 8545d74378
Merge pull request #7331 from th0rntwig/pca
Normalise PCA space
2022-09-03 21:49:54 +02:00
Timothy Pogue dae3b3d86a support shutting down freqai 2022-09-03 13:24:14 -06:00
robcaulk 5cfb4154eb revert all changes in normalize_data() 2022-09-03 19:48:30 +02:00
Robert Caulk 63514b0443
Merge pull request #7325 from wagnercosta/develop
Improve Freqai backtesting performance
2022-09-03 19:28:04 +02:00
robcaulk c21808ff98 remove metadata redundancy, fix pca bug 2022-09-03 16:54:30 +02:00
robcaulk c9be66b5b6 increase test coverage for dk, improve function naming, extra cleaning 2022-09-03 15:52:29 +02:00
Matthias 80b5f035ab Remove typo in log message 2022-09-03 15:01:28 +02:00
robcaulk 599c1c79fb reorganized backtest utilities, test new functionality, improve/update doc 2022-09-03 14:00:01 +02:00
Wagner Costa Santos af5460cebf Add option to keep models only in memory for backtest 2022-09-02 22:01:53 -03:00
th0rntwig 11b2bc269e Added missing s 2022-09-01 22:37:32 +02:00
th0rntwig 3f8400df10 Normalise PCA space 2022-09-01 21:51:33 +02:00
Wagner Costa Santos d6e115178a refactoring freqai backtesting - remove duplicate code 2022-09-01 07:09:23 -03:00
Wagner Costa Santos 44d3a9140d Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop 2022-08-31 15:37:06 -03:00
Wagner Costa Santos 7bed0450d2 pr review - refactoring backtesting freqai 2022-08-31 15:36:29 -03:00