Commit Graph

10027 Commits

Author SHA1 Message Date
Matthias ee0e59157c Update join relationship of orders table to selectin
closes #6791 by slightly improving performance in this area.
2022-11-12 16:34:00 +01:00
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
Matthias 3e676dbaa4 Add properties to simplify timerange handling 2022-11-10 16:33:57 +01:00
Matthias 9e17eabd0a Improve Bybit configuration 2022-11-10 07:09:54 +01:00
Matthias f43f967040 Improve handling of unfilled stoploss orders in edge-cases 2022-11-08 20:34:18 +01:00
Matthias ce3959a0c6
Merge pull request #7708 from freqtrade/improve_iteration
Improve iteration logic
2022-11-08 19:25:01 +01:00
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
Matthias 29585b5ecd Improve worker iteration logic 2022-11-06 11:18:13 +01:00
Matthias d48a9ae96d Add leverage to backtest results
closes #7574
2022-11-06 09:40:44 +01:00
Matthias 1d2b89bc13 Improve handling of get_fee to not allow impossible combinations 2022-11-06 09:16:03 +01:00
Robert Caulk 820aad670c
Merge pull request #7690 from freqtrade/track-current-candle
Track current candle in FreqAI
2022-11-05 17:35:05 +01:00
Emre 06a2957837
Merge branch 'develop' into add-single-precision-freqai 2022-11-05 19:15:12 +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
Matthias 6e09d552ac Properly handle and test ohlcv min_max with empty files 2022-11-05 13:14:35 +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
Wagner Costa Santos cdf12cc541 Merge branch 'develop' into fix_issue_7666 2022-11-03 08:30:46 -03:00
Matthias ff619edebf Improve explanation comment as to why we're waiting ourselfs 2022-11-03 06:50:18 +01:00
Timothy Pogue b749f3edd6 add latency measure from ping in emc and ws_client 2022-11-02 19:30:35 -06:00
Timothy Pogue 000b0c2198 prevent memory leaks from error in _broadcast_queue_data 2022-11-02 18:00:10 -06:00
Timothy Pogue cbede2e27d refactor channel.send to avoid queue.put 2022-11-02 17:57:11 -06:00
Timothy Pogue 2dc55e89e6 better error handling channel send 2022-11-02 15:25:39 -06:00
Timothy Pogue 55bf195bfb remove debugging log calls 2022-11-02 14:21:34 -06:00
Timothy Pogue c2bdaea84a change exception handling in channel send 2022-11-02 14:19:08 -06:00
Timothy Pogue d848c27283 add task done to broadcast queue method 2022-11-02 13:30:42 -06:00
Timothy Pogue e25dea7e0e update channel disconnecting 2022-11-02 13:26:27 -06:00
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
Matthias 2c3c7e1e3a
Merge pull request #7663 from freqtrade/shuffle_list_enhance
Improve ShufflePairlist to shuffle only once per candle
2022-11-02 19:37:48 +01:00
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
Matthias 5c14aeddc6 Add "--log-file" alias for "--logfile" 2022-10-30 09:50:54 +01:00
Matthias 5013351143 Rename "shuffle" parameter to "shuffle_freq" 2022-10-30 09:48:55 +01:00
Matthias a323acf343 Improve ShufflePairlist to shuffle only once per candle 2022-10-30 09:46:12 +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 352adaf127 Improve readability of is_time_to_refresh function 2022-10-29 19:45:46 +02:00
Matthias c23a9475e6 Move exchange utilities into separate module 2022-10-29 09:29:17 +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
Matthias 54c7122cc3
Merge pull request #7647 from freqtrade/combine_stop
Combine stop logic
2022-10-28 19:38:40 +02:00
Matthias 777af5517d Version bump develop version to 2022.11-dev 2022-10-28 19:38:19 +02:00
Mark Regan 6ef82dd8b6 minor change to return 2022-10-27 12:41:12 +01:00
Matthias 9e0b39cddc Properly invert sign
fixes 98ba57ff
2022-10-27 06:56:33 +02:00
Matthias 255f38537e Simplify stoploss behavior by combining more commonalities 2022-10-26 07:14:33 +02:00
Matthias 6e0ca058f4 Update function-head for _get_stop_params 2022-10-26 07:12:49 +02:00
Matthias cf6b75a3f3 Use combined stoploss_adjust where possible 2022-10-26 07:12:42 +02:00
Matthias d831d7d317 Rename Freqai hybrid example
closes #7645
2022-10-26 06:47:34 +02:00
Matthias 110db8b241
Merge pull request #7621 from wizrds/fix/channel-api
Improved WebSocketChannel API
2022-10-26 06:31:42 +02:00
Timothy Pogue b9bf9edb02 update rapidjson opts 2022-10-25 14:12:13 -06:00
Timothy Pogue fd5f31368c fix indent in initial df send 2022-10-25 14:08:28 -06:00
Mark Regan 217add70bd add strat and config for testing on PR 2022-10-25 20:07:39 +01:00
Matthias 3fa50077c9 Don't use pydantic to type-verify outgoing messages 2022-10-25 20:00:53 +02:00
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
Timothy Pogue 32600a113f fix broadcast 2022-10-24 12:21:17 -06:00
Matthias f93b6eec63 Improve timing for worker throttling 2022-10-24 20:09:13 +02:00
Matthias e969479525
Merge pull request #7619 from freqtrade/stop/usehighlow
Stop/usehighlow
2022-10-24 20:04:36 +02:00
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
Matthias 3a40ad87c6
Merge pull request #7615 from freqtrade/price_jump_warn
Add price jump warning
2022-10-24 06:27:53 +02:00