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 |
|
Matthias
|
ded57fb301
|
Remove no longer valid test part
|
2022-11-05 20:32:31 +01:00 |
|
Matthias
|
d089fdae34
|
Fix current-time_det calculation
|
2022-11-05 20:02:36 +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 |
|
Matthias
|
0888b53b5a
|
Udpate current_time handling for detail loop
|
2022-11-05 17:02:27 +01:00 |
|
Matthias
|
a11d579bc2
|
Verify order fills on "detail" timeframe
|
2022-11-05 17:02:27 +01:00 |
|
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 |
|
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 |
|
Timothy Pogue
|
94b65a007a
|
fix message typing in channel manager, minor improvements
|
2022-10-23 11:42:59 -06:00 |
|
th0rntwig
|
49ff51f11f
|
Change storage loc and fix test fail
|
2022-10-23 16:24:02 +02:00 |
|
Matthias
|
10090a36d5
|
simplify throttle
|
2022-10-23 14:52:10 +02:00 |
|
Matthias
|
d0571464db
|
Improve test for worker throttle
|
2022-10-23 14:20:59 +02:00 |
|
Matthias
|
c36141594e
|
Simplify "refresh" condition
|
2022-10-23 13:56:11 +02:00 |
|
Timothy Pogue
|
9cffa3ca2b
|
add comment in channel
|
2022-10-22 21:03:57 -06:00 |
|
Timothy Pogue
|
4cbea0fd00
|
Merge branch 'develop' of https://github.com/wizrds/freqtrade into fix/channel-api
|
2022-10-22 21:03:31 -06:00 |
|
Timothy Pogue
|
3d7a311caa
|
removed sleep calls, better channel sending
|
2022-10-22 19:02:05 -06:00 |
|
Timothy Pogue
|
2b6d00dde4
|
initial channel api change
|
2022-10-22 09:30:18 -06:00 |
|
Matthias
|
3a9853db10
|
use high/low for custom stoploss evaluation in backtesting
|
2022-10-22 12:52:13 +02:00 |
|
Matthias
|
84a194bcab
|
Simplify stoploss logic by removing redundant condition
|
2022-10-22 11:57:59 +02:00 |
|
Matthias
|
547fd28811
|
Price-jump detection should only run once
|
2022-10-22 08:43:37 +02:00 |
|
Matthias
|
0ff7a0771d
|
Move price_jump_warn to dataloading
it's not relevant for live data, and should only run when loading data
from disk.
|
2022-10-22 08:37:30 +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 |
|
Matthias
|
b715d9c521
|
Improve fee handling
closes #7586
|
2022-10-21 16:30:14 +02:00 |
|
Robert Caulk
|
410a744ee9
|
Merge pull request #7613 from freqtrade/fix_typo_fit_live_predictions_candles
fix typos - live predictions candles
|
2022-10-21 16:19:40 +02:00 |
|
Matthias
|
d1591883a6
|
add missing datetime conversion in fromJson
|
2022-10-21 07:01:47 +02:00 |
|
Matthias
|
bd424a877b
|
Add Trade from_json method
|
2022-10-20 20:33:08 +02:00 |
|
Matthias
|
107845afa8
|
Keep version number in docker versioning
|
2022-10-20 19:55:42 +02:00 |
|
Wagner Costa Santos
|
6606a0113f
|
refactoring - remove unnecessary config file
|
2022-10-20 14:53:25 -03:00 |
|
Matthias
|
60cb11a44d
|
Add price jump warning
|
2022-10-20 19:36:28 +02:00 |
|
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 |
|
Matthias
|
7192ed7be6
|
Fix bug with dataframe not being 0 indexed
|
2022-10-19 11:57:18 +02:00 |
|
th0rntwig
|
033c5bd441
|
Make check constant pred labels agnostic
|
2022-10-18 12:55:47 +02:00 |
|
Matthias
|
c3d4fb9f1b
|
Simplify backtest calling interface
|
2022-10-18 06:39:55 +02:00 |
|
Matthias
|
c7fff1213c
|
Rate-limit EMC startup to avoid overwelming the queue
|
2022-10-17 20:46:15 +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
|
b166c04cba
|
Bring back asyncio.sleep to avoid overwelming the a consumer queue
|
2022-10-17 19:29:30 +02:00 |
|
Matthias
|
c8e103e4a4
|
Adjust typehints to match return value
|
2022-10-17 10:02:55 +00:00 |
|
Matthias
|
c2914feb12
|
Don't fail contract size repopulation if pair is no longer available
|
2022-10-17 09:55:18 +00:00 |
|
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
|
6252ae466e
|
Convert position_stacking to attribute of backtest
|
2022-10-17 06:57:26 +02:00 |
|
Matthias
|
8534dfb0d4
|
Extract backtest 1 candle from main function
|
2022-10-17 06:57:26 +02:00 |
|
Matthias
|
0e8cf366f5
|
Keep trade state in LocalTrade
|
2022-10-17 06:57:26 +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 |
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Matthias
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e82baf5f60
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Use helper-method to modify trades_open
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2022-10-16 16:45:16 +02:00 |
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Evgeniy Vladimirov
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de9f5660f3
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Fix counting available trade slots in backtesting.
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2022-10-16 12:56:59 +03:00 |
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Matthias
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dc50186d5b
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Merge branch 'develop' into list-models
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2022-10-16 09:23:10 +02:00 |
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Matthias
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b6c096d3bc
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Simplify backtest condition
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2022-10-16 09:22:56 +02:00 |
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th0rntwig
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20fc521771
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Fix constant PCA
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2022-10-15 23:30:12 +02:00 |
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Robert Caulk
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62ca822597
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Merge pull request #7569 from Silur/develop
Add XGBoost random forest predictors to freqai
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2022-10-15 16:09:26 +02:00 |
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