Commit Graph

732 Commits

Author SHA1 Message Date
stm 51d21b413d Fix 4ac update_total_profit
_update_total_profit() must be executed before "self._position = Positions.Neutral" because _update_total_profit() calls get_unrealized_profit(), which returns 0 if position is neutral and total_profit is not updated
2022-11-26 23:35:20 +03:00
robcaulk dba30393fb ensure extra_returns_per_train are set properly on first hist_preds build 2022-11-26 18:04:47 +01:00
robcaulk be890b52fd remove np import 2022-11-26 13:44:58 +01:00
robcaulk aaaa5a5f64 add documentation for net_arch, other small changes 2022-11-26 13:44:58 +01:00
Matthias 7ebc8ee169 Fix missing Optional typehint 2022-11-26 13:32:18 +01:00
Matthias bdfedb5fcb Improve typehints / reduce warnings from mypy 2022-11-26 13:03:07 +01:00
robcaulk 81fd2e588f ensure typing, remove unsued code 2022-11-26 12:11:59 +01:00
robcaulk 8dbfd2cacf improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc 2022-11-26 11:51:08 +01:00
robcaulk 2e82e6784a move data_provider cleanup to shutdown() 2022-11-24 19:07:38 +01:00
robcaulk 73c458d47b use importlib instead of __import___ 2022-11-24 19:04:35 +01:00
robcaulk 3a07749fcc fix docstring 2022-11-24 18:46:54 +01:00
robcaulk 44b042ba51 remove unused function 2022-11-24 17:53:26 +01:00
Matthias 8f1a8c752b Add freqairl docker build process 2022-11-24 07:00:12 +01:00
Wagner Costa d09157efb8 update code to use one prediction file / pair 2022-11-22 15:15:42 -03:00
Wagner Costa c01f25ddc9 update code to freqai_backtest_live_models only from historic predictions 2022-11-22 13:09:09 -03:00
Wagner Costa Santos fdc82af883 fix tests - update code to backtest with historic_predictions 2022-11-19 22:27:58 -03:00
Wagner Costa Santos 80d070e9ee update code to use historic_predictions for freqai_backtest_live_models 2022-11-19 14:15:58 -03:00
robcaulk 387c905a86 merge develop into RL 2022-11-17 21:59:07 +01:00
robcaulk 60fcd8dce2 fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc 2022-11-17 21:50:02 +01:00
robcaulk 91df79ff44 merge dev into backtest-live-predictions 2022-11-17 21:20:47 +01:00
Robert Caulk cd6f87be17 Merge pull request #7728 from freqtrade/improve_timerange
Simplify timerange handling
2022-11-17 19:57:48 +01:00
Wagner Costa Santos 3903b04d3f save_live_data_backtest - added docs and tests 2022-11-17 15:20:07 -03:00
Wagner Costa Santos 99bff9cbfa backtesting_from_live_saved_files - code refactoring 2022-11-17 10:30:51 -03:00
Wagner Costa Santos 913749c81b backtesting_from_live_saved_files - code refactoring 2022-11-17 10:30:16 -03:00
Wagner Costa Santos b01e4e3dbf change default value - save_live_data_backtest as false 2022-11-17 10:14:30 -03:00
Wagner Costa Santos 1a19d90e2e Merge branch 'develop' into backtest_fitlivepredictions 2022-11-17 10:13:11 -03:00
robcaulk bf4d5b432a ensure model_type is defined 2022-11-13 18:50:25 +01:00
robcaulk 6394ef4558 fix docstrings 2022-11-13 17:43:52 +01:00
robcaulk 96fafb7f56 remove limit_ram_use 2022-11-13 17:14:47 +01:00
robcaulk b421521be3 help default ReinforcementLearner users by assigning the model_type automatically 2022-11-13 17:12:17 +01:00
robcaulk 90f168d1ff remove more user references. cleanup dataprovider 2022-11-13 17:06:06 +01:00
robcaulk 388ca21200 update docs, fix bug in environment 2022-11-13 16:56:31 +01:00
robcaulk af9e400562 add test coverage, fix bug in base environment. Ensure proper fee is used. 2022-11-13 15:31:37 +01:00
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