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 |
|
Timothy Pogue
|
d8cdd92140
|
wrap background cleanup in finally, add tests
|
2022-09-10 11:47:21 -06:00 |
|
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
|
4250174de9
|
Fix ws exception when no token is provided
|
2022-09-10 14:29:58 +02:00 |
|
Matthias
|
b344f78d00
|
Improve logic for token validation
|
2022-09-10 14:20:49 +02:00 |
|
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
|
939fb7acb3
|
Fix enum imports
|
2022-09-09 20:31:30 +02:00 |
|
Matthias
|
97be3318f4
|
Use Datetime_format from constants
|
2022-09-09 20:31:02 +02:00 |
|
Matthias
|
37fcbeba58
|
Update backtesting output wording to Entries
|
2022-09-09 19:58:55 +02:00 |
|
Timothy Pogue
|
6cbc03a96a
|
support jwt token in place of ws token
|
2022-09-09 11:38:42 -06:00 |
|
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 |
|
Timothy Pogue
|
09679cc798
|
fix dependency
|
2022-09-09 11:27:20 -06:00 |
|
Wagner Costa Santos
|
d38cc06139
|
Fix freqai backtesting time range issue
|
2022-09-09 19:27:05 +02:00 |
|
Timothy Pogue
|
426f8f37e9
|
change var names
|
2022-09-09 10:45:49 -06:00 |
|
Matthias
|
e256ebd727
|
Add ws_token to auto-generated config
|
2022-09-09 07:13:05 +02:00 |
|
Timothy Pogue
|
75cf8dbfe4
|
missed await
|
2022-09-08 15:11:36 -06:00 |
|
robcaulk
|
c5d9180758
|
isort
|
2022-09-08 22:35:52 +02:00 |
|
robcaulk
|
bc7295579f
|
improve docs, make example strat hyperoptable
|
2022-09-08 22:22:50 +02:00 |
|
Timothy Pogue
|
2b9c8550b0
|
moved ws_schemas, first ws tests
|
2022-09-08 13:58:28 -06:00 |
|
Timothy Pogue
|
b9e7af1ce2
|
fix ws token auth
|
2022-09-08 11:25:30 -06:00 |
|
Timothy Pogue
|
fac6626459
|
update default timeouts
|
2022-09-08 10:54:31 -06:00 |
|
Timothy Pogue
|
b3b0c918d9
|
cleanup old code
|
2022-09-08 10:44:03 -06:00 |
|
Timothy Pogue
|
379b1cbc90
|
remove unnecessary returns
|
2022-09-08 10:37:41 -06:00 |
|
Timothy Pogue
|
df3c126146
|
fix mypy error
|
2022-09-08 10:34:37 -06:00 |
|
Timothy Pogue
|
4104d0f68a
|
Merge branch 'develop' into feat/externalsignals
|
2022-09-08 10:19:23 -06:00 |
|
Matthias
|
883abe5b4f
|
Merge pull request #7379 from freqtrade/fix/keyerror_fundingfee
Fix keyerror fundingfee update
|
2022-09-08 12:06:52 +02:00 |
|
Matthias
|
9ef0ffe277
|
Update tests for funding-Fee exceptions
|
2022-09-08 07:19:17 +00:00 |
|
Matthias
|
791f61c089
|
Add test case for funding fee update failure
|
2022-09-08 07:13:15 +00:00 |
|
Matthias
|
b91ad609f2
|
Merge pull request #7370 from wizrds/feat/suffix-merge-informative
Add optional `suffix` parameter to `merge_informative_pair`
|
2022-09-08 08:08:55 +02:00 |
|
Matthias
|
39b6cadd14
|
Test keyerror case for funding_Fee calculation
|
2022-09-08 07:24:57 +02:00 |
|
Matthias
|
4e15611b05
|
Don't crash in case of funding fee fetch error
|
2022-09-08 07:18:38 +02:00 |
|
Matthias
|
045c3f0f3a
|
Reduce diff by avoiding unnecessary changes
|
2022-09-08 07:01:37 +02:00 |
|
Matthias
|
f3417a8690
|
Revert condition sequence to simplify conditions
|
2022-09-08 06:59:14 +02:00 |
|
Matthias
|
20bf44a856
|
Merge pull request #7375 from freqtrade/combine-metrics
ensure inlier metric can be combined with other cleaning methods
|
2022-09-08 06:43:02 +02:00 |
|
Timothy Pogue
|
a50923f796
|
add producers attribute to dataprovider
|
2022-09-07 17:14:26 -06:00 |
|
Wagner Costa Santos
|
f4f2884a66
|
Fix freqai backtesting time range issue
|
2022-09-07 18:52:58 -03:00 |
|
Timothy Pogue
|
1ef1fc269e
|
docstring and tests
|
2022-09-07 15:26:38 -06:00 |
|
Timothy Pogue
|
5934495dda
|
add websocket request/message schemas
|
2022-09-07 15:08:01 -06:00 |
|
Wagner Costa Santos
|
bf3ee51167
|
validate freqai hyperopt with freqai enabled param
|
2022-09-07 14:42:05 -03:00 |
|
Matthias
|
f8e7ed5d7d
|
Reduce shutdown verbosity of exchange
|
2022-09-07 19:28:42 +02:00 |
|
Matthias
|
a9fd12b816
|
Allow more dynamic timeframes by disabling "choice"
part of #7366
|
2022-09-07 19:28:42 +02:00 |
|
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 |
|
Timothy Pogue
|
5d338e697c
|
change window to timeperiod in hybrid
|
2022-09-07 18:49:47 +02:00 |
|
Timothy Pogue
|
48cadbf933
|
remove duplicate line, change window to timeperiod
|
2022-09-07 18:49:47 +02:00 |
|
robcaulk
|
ea7bdac9ed
|
ensure inlier metric can be combined with other cleaning methods
|
2022-09-07 18:45:16 +02:00 |
|
Matthias
|
322f00e3e8
|
Fix empty entry message if order doesn't fill immediately
closes #7368
|
2022-09-07 18:19:43 +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 |
|
Timothy Pogue
|
2c9b765953
|
add suffix parameter
|
2022-09-07 09:35:37 -06:00 |
|
Wagner Costa Santos
|
972b699105
|
hyperopt - freqai - change validation to config_validation
|
2022-09-07 11:11:31 -03:00 |
|
wagnercosta
|
6b7644029c
|
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
|
2022-09-07 11:07:51 -03:00 |
|
Matthias
|
c08c82bc40
|
Merge pull request #7322 from freqtrade/add-inlier-metric
Add inlier metric
|
2022-09-07 07:05:57 +02:00 |
|
Matthias
|
4d69df08dd
|
trunc to amount precision before checking valid partial exits
closes #7368
|
2022-09-07 06:43:08 +02:00 |
|
Matthias
|
95a33ab2e6
|
Add amount_to_contract helper in the exchange
|
2022-09-07 06:34:03 +02:00 |
|
Timothy Pogue
|
8bfaf0a998
|
Merge branch 'develop' into feat/externalsignals
|
2022-09-06 13:02:36 -06:00 |
|
Wagner Costa Santos
|
e0490b3efc
|
Merge branch 'fixHyperoptFreqai' of https://github.com/wagnercosta/freqtrade into fixHyperoptFreqai
|
2022-09-06 15:43:08 -03:00 |
|
Wagner Costa Santos
|
8d16dd804d
|
hyperopt - freqai - docs and refactoring
|
2022-09-06 15:42:47 -03:00 |
|
Timothy Pogue
|
b1c0267449
|
mypy fixes
|
2022-09-06 12:40:58 -06:00 |
|
Robert Caulk
|
d7585161b2
|
Merge branch 'develop' into add-inlier-metric
|
2022-09-06 20:40:21 +02:00 |
|
wagnercosta
|
55195260e4
|
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
|
2022-09-06 15:32:28 -03:00 |
|
robcaulk
|
97077ba18a
|
add continual learning to catboost and friends
|
2022-09-06 20:30:46 +02:00 |
|
Matthias
|
dc4a4bdf09
|
Wrap cleanup in try/finally handler
If a database has errors, the database cleanups would fail, causing
cleanup to be incomplete.
closes #7364
|
2022-09-06 20:26:42 +02:00 |
|
Timothy Pogue
|
3535aa7724
|
add last_analyzed to emitted dataframe
|
2022-09-06 12:12:05 -06:00 |
|
robcaulk
|
d44296783e
|
isort datakitchen
|
2022-09-06 20:10:12 +02:00 |
|
robcaulk
|
e83c9b276d
|
fix whitespace
|
2022-09-06 19:56:52 +02:00 |
|
Matthias
|
f2f811a2fe
|
Fix telegram bug with open partial exit orders
|
2022-09-06 19:55:18 +02:00 |
|
robcaulk
|
4b28d0495f
|
fix timestamping, move imports, add words to doc
|
2022-09-06 19:46:58 +02:00 |
|
Matthias
|
98ec84fca6
|
Merge pull request #7339 from freqtrade/fix/fundingfee_handling
Fix/fundingfee handling
|
2022-09-06 19:21:40 +02:00 |
|
wagnercosta
|
1820bc6832
|
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
|
2022-09-06 10:02:17 -03:00 |
|
Matthias
|
3f3099cbfc
|
Merge pull request #7361 from italodamato/develop
fix hyperopt df preprocessing
|
2022-09-06 07:26:14 +02:00 |
|
Timothy Pogue
|
38f14349e9
|
move bytes decoding to serializer
|
2022-09-05 23:25:25 -06:00 |
|
Matthias
|
d526dfb171
|
Revert some more changes in rpc_manager
|
2022-09-06 07:03:31 +02:00 |
|
Matthias
|
4dec19de9f
|
Add comment to explain why we use the non-trimmed DF
|
2022-09-06 06:52:50 +02:00 |
|
Timothy Pogue
|
a0d774fdc4
|
change default initial candle limit to 1500
|
2022-09-05 20:23:00 -06:00 |
|
Timothy Pogue
|
b949ea301c
|
fix failed apiserver tests
|
2022-09-05 19:29:07 -06:00 |
|
Timothy Pogue
|
cd8455ccb7
|
Merge branch 'develop' into feat/externalsignals
|
2022-09-05 15:10:25 -06:00 |
|
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 |
|
Timothy Pogue
|
8f261d8edf
|
change from bytes to text in websocket, remove old logs
|
2022-09-05 13:47:17 -06:00 |
|
Matthias
|
36e5c18fa6
|
Don't raise exception when a message is not implemented in telegram
|
2022-09-05 20:54:03 +02:00 |
|
Italo
|
9f5642fd97
|
fix hyperopt df preprocessing
|
2022-09-05 18:12:19 +02:00 |
|
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 |
|
Timothy Pogue
|
8a08f8ff8d
|
revert rpc manager
|
2022-09-04 10:27:34 -06:00 |
|
Timothy Pogue
|
07f806a314
|
minor improvements, fixes, old config+constant removal
|
2022-09-04 10:22:10 -06:00 |
|
Timothy Pogue
|
1601868854
|
dataprovider fix, updated config example
|
2022-09-04 09:42:43 -06:00 |
|
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 |
|
Timothy Pogue
|
3b5e5fc57b
|
fix method name in dummy class
|
2022-09-03 14:10:23 -06:00 |
|
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 |
|
Matthias
|
16573b19e3
|
Fix migration syntax error
|
2022-09-03 19:51:44 +02:00 |
|
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
|
ed4cc18cdd
|
Migration to check order funding fee
|
2022-09-03 15:19:40 +02:00 |
|
Matthias
|
0f483ee31f
|
Use "since last order" approach for live as well.
|
2022-09-03 15:01:42 +02:00 |
|
Matthias
|
0c6a02687a
|
Don't calculate funding fees if we're not going to use them.
|
2022-09-03 15:01:42 +02:00 |
|
Matthias
|
df50b1928d
|
Fix funding fee calculation for backtesting
|
2022-09-03 15:01:42 +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 |
|
Timothy Pogue
|
05cbcf834c
|
minor logging changes
|
2022-09-02 16:01:33 -06:00 |
|
Timothy Pogue
|
cf917ad2f5
|
initial candle request limit, better error reporting, split up _handle_producer_connection
|
2022-09-02 15:05:16 -06:00 |
|
Matthias
|
b26126cb57
|
Don't use ticker['symbol'] but use "pair" instead
closes #7262
|
2022-09-02 20:09:30 +02:00 |
|
Timothy Pogue
|
5b0b802f31
|
hybrid json ws serializer
|
2022-09-02 00:05:36 -06:00 |
|
Timothy Pogue
|
eb4cd6ba82
|
split initial data into separate requests
|
2022-09-01 23:52:13 -06:00 |
|
Timothy Pogue
|
dccde88c83
|
fix dataframe serializing
|
2022-09-01 23:15:03 -06:00 |
|
Matthias
|
b53791fef2
|
Futures volumepairlist to account for contract size
|
2022-09-02 07:11:32 +02:00 |
|
Timothy Pogue
|
00f35f4870
|
remove old constant, add initial_data requesting, minor changes
|
2022-09-01 20:06:36 -06:00 |
|
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 |
|
Matthias
|
11fbfd3402
|
Remove unnecessary assignment
|
2022-09-01 19:39:20 +02:00 |
|
Wagner Costa Santos
|
d6e115178a
|
refactoring freqai backtesting - remove duplicate code
|
2022-09-01 07:09:23 -03:00 |
|
Matthias
|
f3c73189d5
|
Remove pointless default on wallet_balance argument
|
2022-09-01 06:49:51 +02:00 |
|
Matthias
|
ba2eb7cf0f
|
Fix BNB fee bug when selling
thanks @epigramx, for reporting and for the detailed data.
|
2022-09-01 06:42:51 +02:00 |
|
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 |
|
Timothy Pogue
|
c72a2c26c7
|
remove external pairlist
|
2022-08-31 12:06:24 -06:00 |
|
Timothy Pogue
|
6e8abf8674
|
add producer name to required fields in config
|
2022-08-31 11:58:58 -06:00 |
|
wagnercosta
|
3d4497467c
|
Merge branch 'freqtrade:develop' into develop
|
2022-08-31 14:47:06 -03:00 |
|
Timothy Pogue
|
865b34cd6f
|
add producer names
|
2022-08-31 11:43:02 -06:00 |
|
Timothy Pogue
|
510cf4f305
|
remove data waiting, remove explicit analyzing of external df
|
2022-08-31 10:40:26 -06:00 |
|
robcaulk
|
240b529533
|
fix tensorboard path so that users can track all historical models
|
2022-08-31 16:50:39 +02:00 |
|
Richard Jozsa
|
2493e0c8a5
|
Unnecessary lines in Base4, and changes for box space, to fit better for our needs (#7324)
|
2022-08-31 16:37:02 +02:00 |
|
Wagner Costa Santos
|
df51da22ee
|
refactoring freqai backtesting
|
2022-08-31 11:23:48 -03:00 |
|
Matthias
|
57ff6f8ac5
|
Init timerange object properly
|
2022-08-31 10:28:31 +00:00 |
|
Matthias
|
13ccd940d5
|
Remove startup_candle_count from freqai sample config to avoid confusion
|
2022-08-31 10:27:08 +00:00 |
|
Matthias
|
7ba4fda5d7
|
Implement PR feedback
|
2022-08-31 10:26:47 +00:00 |
|
Matthias
|
a88ffd2c9d
|
Merge branch 'develop' into move_datadownload
|
2022-08-31 10:23:45 +00:00 |
|
Timothy Pogue
|
115a901773
|
minor fix for conditional in handle func
|
2022-08-30 19:34:43 -06:00 |
|
Timothy Pogue
|
ddc45ce2eb
|
message handling fix, data waiting fix
|
2022-08-30 19:30:14 -06:00 |
|
Timothy Pogue
|
346e73dd75
|
client implementation, minor fixes
|
2022-08-30 19:21:34 -06:00 |
|
Matthias
|
c9aa09ec89
|
Simplify base fee handling
|
2022-08-30 20:46:06 +02:00 |
|
robcaulk
|
7e8e29e42d
|
use continuous value for inlier_metric
|
2022-08-30 20:41:37 +02:00 |
|
Timothy Pogue
|
418bd26a80
|
minor fixes, rework consumer request, update requirements.txt
|
2022-08-30 11:04:16 -06:00 |
|
robcaulk
|
7f52908e87
|
ensure the lost points are prepended for FreqUI
|
2022-08-30 18:55:58 +02:00 |
|
robcaulk
|
a58dd0bbf9
|
add noise feature, improve docstrings
|
2022-08-30 18:26:24 +02:00 |
|
robcaulk
|
b11742a4c5
|
integrate inlier metric function
|
2022-08-30 18:26:24 +02:00 |
|
th0rntwig
|
d3cb211283
|
Add inlier metric computation
|
2022-08-30 18:26:24 +02:00 |
|
th0rntwig
|
50e2808667
|
Fix bug in DI (#7321)
|
2022-08-30 12:54:39 +02:00 |
|
Timothy Pogue
|
47f7c384fb
|
consumer subscriptions, fix serializer bug
|
2022-08-29 15:48:29 -06:00 |
|
Timothy Pogue
|
7952e0df25
|
initial rework separating server and client impl
|
2022-08-29 13:41:15 -06:00 |
|
robcaulk
|
62c0a174c8
|
allow users to properly reverse train-test data ordering
|
2022-08-29 11:04:58 +02:00 |
|
Matthias
|
27a9f98d5f
|
Simplify liquidation price structure, improve test cov
|
2022-08-29 07:04:48 +02:00 |
|
Matthias
|
226fa5d93c
|
Simplify liquidation price calling structure
|
2022-08-29 07:04:48 +02:00 |
|
Matthias
|
4def3678b7
|
Merge pull request #7298 from freqtrade/tif_align
align TimeInForce to ccxt usage
|
2022-08-29 06:36:51 +02:00 |
|
Matthias
|
8be8a12cc4
|
Merge pull request #7260 from JohanVlugt/develop
Example FreqAI hybrid strategy
|
2022-08-29 06:34:45 +02:00 |
|
Matthias
|
40c00d2d8f
|
Version bump dev version to 2022.9
|
2022-08-29 06:34:20 +02:00 |
|
Timothy Pogue
|
8c4e68b8eb
|
updated example configs
|
2022-08-28 13:00:52 -06:00 |
|
robcaulk
|
7766350c15
|
refactor environment inheritence tree to accommodate flexible action types/counts. fix bug in train profit handling
|
2022-08-28 19:21:57 +02:00 |
|
Robert Caulk
|
39a739eadb
|
Merge pull request #7296 from th0rntwig/dbscan
Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests
|
2022-08-28 14:37:47 +02:00 |
|
robcaulk
|
fcb5d1cb5a
|
remove debugging flag
|
2022-08-28 13:01:39 +02:00 |
|
robcaulk
|
dd628eb525
|
add tests for outlier detection and removal functions
|
2022-08-28 12:56:39 +02:00 |
|
robcaulk
|
1e41c773a0
|
fix outlier protection
|
2022-08-28 12:11:29 +02:00 |
|
smarmau
|
ff3a4995c1
|
remove unnecessary code
|
2022-08-28 11:45:20 +02:00 |
|
Matthias
|
b9f35cadb3
|
add /stopentry alias for /stopbuy
|
2022-08-28 11:37:22 +02:00 |
|
smarmau
|
005594c29c
|
simplify hybrid template
|
2022-08-28 11:29:48 +02:00 |
|
th0rntwig
|
71f7d68783
|
Fixed mypy error
|
2022-08-27 12:44:55 +02:00 |
|
Matthias
|
c61b986c3d
|
FTX - support time_in_force (and PO ordertype)
closes #7175
|
2022-08-27 10:30:38 +02:00 |
|
Matthias
|
104a73025d
|
Uppercase TimeInForce (align with ccxt)
|
2022-08-27 10:30:06 +02:00 |
|
Matthias
|
6686489c06
|
Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator
Add flag to move hyperopt populate_indicators to epoch
|
2022-08-27 09:21:16 +02:00 |
|
Matthias
|
2b70c3d0c0
|
support price callback for partial exits in bt
This will align results to how live works.
closes #7292
|
2022-08-27 08:50:09 +02:00 |
|
Timothy Pogue
|
05ca673883
|
Catch status code errors
|
2022-08-27 00:06:03 -06:00 |
|
Timothy Pogue
|
fcceb744c5
|
Add janus to requirements.txt
|
2022-08-26 23:43:05 -06:00 |
|
Timothy Pogue
|
2b5f067877
|
Refactoring, minor improvements, data provider improvements
|
2022-08-26 23:40:13 -06:00 |
|
Matthias
|
9204f01312
|
Don't lock pairs on partial exit
|
2022-08-27 07:23:02 +02:00 |
|
elintornquist
|
86c5ac44e4
|
Add outlier percentage check
|
2022-08-26 23:05:07 +02:00 |
|
Matthias
|
01126c43f7
|
Fix liquidation price tier calculation
closes #7294
|
2022-08-26 20:14:24 +02:00 |
|
Matthias
|
753d1b2aad
|
Update leverage tier terminology to be clear and aligned with ccxt
|
2022-08-26 19:34:51 +02:00 |
|
elintornquist
|
b2d664c63c
|
Change MinPts calculation
|
2022-08-26 18:57:27 +02:00 |
|
robcaulk
|
bb3523f383
|
download data homogeneously across timeframes
|
2022-08-26 18:51:42 +02:00 |
|
robcaulk
|
e7261cf515
|
add freqai utils.py file
|
2022-08-26 15:30:28 +02:00 |
|
robcaulk
|
65b552e310
|
make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection
|
2022-08-26 15:30:01 +02:00 |
|
robcaulk
|
4b7e640f31
|
reduce code duplication, optimize auto data download per tf
|
2022-08-26 13:56:44 +02:00 |
|
robcaulk
|
baa4f8e3d0
|
remove Base3ActionEnv in favor of Base4Action
|
2022-08-26 11:04:25 +02:00 |
|
richardjozsa
|
d31926efdf
|
Added Base4Action
|
2022-08-26 11:04:25 +02:00 |
|
Matthias
|
53d46a0385
|
align max_entry_position_adjustment behavior of backtesting to live
closes #7293
|
2022-08-25 20:36:17 +02:00 |
|
robcaulk
|
3199eb453b
|
reduce code for base use-case, ensure multiproc inherits custom env, add ability to limit ram use.
|
2022-08-25 19:05:51 +02:00 |
|
Matthias
|
1fd223c815
|
Update --prepend help string
closes #7290
|
2022-08-25 17:03:41 +02:00 |
|
robcaulk
|
05ccebf9a1
|
automate eval freq in multiproc
|
2022-08-25 12:29:48 +02:00 |
|
robcaulk
|
94cfc8e63f
|
fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward
|
2022-08-25 11:46:18 +02:00 |
|
Matthias
|
f2a356a80c
|
Fix some imports
|
2022-08-25 07:08:58 +02:00 |
|
Matthias
|
6636f17e0f
|
Simplify usage of amount_to_contract precision
|
2022-08-25 07:08:22 +02:00 |
|
Timothy Pogue
|
d474111a65
|
Renamed to external signals, controller class refactored
|
2022-08-24 22:42:29 -06:00 |
|
Timothy Pogue
|
592373f096
|
Remove pairlist waiting, add .db files to .gitignore
|
2022-08-24 18:30:30 -06:00 |
|
Matthias
|
32faad9333
|
Fix backtest calculation problem with DCA
closes #7287
|
2022-08-24 20:36:08 +02:00 |
|
robcaulk
|
d1bee29b1e
|
improve default reward, fix bugs in environment
|
2022-08-24 18:32:40 +02:00 |
|
robcaulk
|
a61821e1c6
|
remove monitor log
|
2022-08-24 16:33:13 +02:00 |
|
robcaulk
|
bd870e2331
|
fix monitor bug, set default values in case user doesnt set params
|
2022-08-24 16:32:14 +02:00 |
|
robcaulk
|
c0cee5df07
|
add continual retraining feature, handly mypy typing reqs, improve docstrings
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
b708134c1a
|
switch multiproc thread count to rl_config definition
|
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
|
280a1dc3f8
|
add live rate, add trade duration
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
f9a49744e6
|
add strategy to the freqai object
|
2022-08-24 13:00:55 +02:00 |
|
richardjozsa
|
a2a4bc05db
|
Fix the state profit calculation logic
|
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
|
d88a0dbf82
|
add sb3_contrib models to the available agents. include sb3_contrib in requirements.
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
8b3a8234ac
|
fix env bug, allow example strat to short
|
2022-08-24 13:00:55 +02:00 |
|
mrzdev
|
8cd4daad0a
|
Feat/freqai rl dev (#7)
* access trades through get_trades_proxy method to allow backtesting
|
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 |
|
robcaulk
|
4b9499e321
|
improve nomenclature and fix short exit bug
|
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 |
|
sonnhfit
|
7962a1439b
|
remove keep low profit
|
2022-08-24 13:00:55 +02:00 |
|
sonnhfit
|
81b5aa66e8
|
make env keep current position when low profit
|
2022-08-24 13:00:55 +02:00 |
|
sonnhfit
|
45218faeb0
|
fix coding convention
|
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 |
|
MukavaValkku
|
2080ff86ed
|
5ac base fixes in logic
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
16cec7dfbd
|
fix save/reload functionality for stablebaselines
|
2022-08-24 13:00:55 +02:00 |
|
sonnhfit
|
0475b7cb18
|
remove unuse code and fix coding conventions
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
d60a166fbf
|
multiproc TDQN with xtra callbacks
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
dd382dd370
|
add monitor to eval env so that multiproc can save best_model
|
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
|
e5df39e891
|
ensuring best_model is placed in ram and saved to disk and loaded from disk
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
bf7ceba958
|
set cpu threads in config
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
57c488a6f1
|
learning_rate + multicpu changes
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
acf3484e88
|
add multiprocessing variant of ReinforcementLearningPPO
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
cf0731095f
|
type fix
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
1c81ec6016
|
3ac and 5ac example strategies
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
13cd18dc9a
|
PPO policy change + verbose=1
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
926023935f
|
make base 3ac and base 5ac environments. TDQN defaults to 3AC.
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
096533bcb9
|
3ac to 5ac
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
718c9d0440
|
action fix
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
9c78e6c26f
|
base PPO model only customizes reward for 3AC
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
6048f60f13
|
get TDQN working with 5 action environment
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
d4db5c3281
|
ensure TDQN class is properly named
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
91683e1dca
|
restructure RL so that user can customize environment
|
2022-08-24 13:00:55 +02:00 |
|
sonnhfit
|
ecd1f55abc
|
add rl module
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
9b895500b3
|
initial commit - new dev branch
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
cd3fe44424
|
callback function and TDQN model added
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
01232e9a1f
|
callback function and TDQN model added
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
8eeaab2746
|
add reward function
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
ec813434f5
|
ReinforcementLearningModel
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
2f4d73eb06
|
Revert "ReinforcementLearningModel"
This reverts commit 4d8dfe1ff1daa47276eda77118ddf39c13512a85.
|
2022-08-24 13:00:55 +02:00 |
|