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
robcaulk
d1a0874683
merge develop into feat/freqai-rl-dev
2022-10-30 10:13:03 +01:00
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
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
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
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
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
Wagner Costa Santos
93fe2b6446
Merge branch 'develop' into backtest_live_models
2022-10-13 11:22:58 -03:00
robcaulk
5b5bb8aab5
catboost tensorboard bugfix
2022-10-11 19:05:46 +02:00
Robert Caulk
7bcb7d9a1a
Merge pull request #7554 from initrv/add-catboost-tensorboard
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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
Matthias
eaae9c9e03
Update docstring format
2022-10-10 12:19:29 +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
Matthias
d42fb15608
Improve generic exception handler
2022-10-07 16:05:41 +02:00
robcaulk
9c73411ac2
Merge remote-tracking branch 'origin/develop' into dev-merge-rl
2022-10-05 15:21:45 +02:00
robcaulk
b70f18f4c3
add close price and date to historic_predictions
2022-10-02 18:33:39 +02:00
robcaulk
048cb95bd6
Merge remote-tracking branch 'origin/develop' into dev-merge-rl
2022-10-01 17:48:47 +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
Emre
cdc01a0781
Fix feature list match for pca
2022-09-30 15:22:05 -07:00
Robert Caulk
7ef56e3029
Ensure at least 1 thread is available
2022-09-29 14:01:22 +02:00
Wagner Costa Santos
6845a5c6ea
backtest_live_models - refactoring after PR review
2022-09-29 01:48:38 -03:00
robcaulk
83343dc2f1
control number of threads, update doc
2022-09-29 00:10:18 +02:00
Timothy Pogue
caa47a2f47
close subproc env on shutdown
2022-09-28 03:06:05 +00:00
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
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
3ee7eb63f7
starting backtest live models
2022-09-24 12:28:52 -03:00
paranoidandy
2cc00a1a2c
Allow use of --strategy-list with freqai, with warning ( #7455 )
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* 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
ea8e34e192
Merge branch 'develop' into dev-merge-rl
2022-09-22 19:46:50 +02:00
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
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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
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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
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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
Matthias
667853c504
Use Alias to type config objects
2022-09-18 13:20:55 +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
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
81417cb795
Merge branch 'develop' into dev-merge-rl
2022-09-14 22:49:11 +02:00
Matthias
e4caccc353
Merge pull request #7367 from freqtrade/add-continual-learning
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add continual learning to catboost and friends
2022-09-10 20:17:28 +02:00
Robert Caulk
2077f84f9b
Merge pull request #7363 from wagnercosta/fixHyperoptFreqai
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Fix hyperopt - freqai
2022-09-10 17:02:01 +02:00
Matthias
5705b8759b
Merge branch 'develop' into add-continual-learning
2022-09-10 08:24:04 +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
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
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
4b28d0495f
fix timestamping, move imports, add words to doc
2022-09-06 19:46:58 +02:00
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
robcaulk
69b3fcfd32
Merge branch 'develop' into dev-merge-rl
2022-09-04 11:23:25 +02:00
Timothy Pogue
dae3b3d86a
support shutting down freqai
2022-09-03 13:24:14 -06:00
Robert Caulk
63514b0443
Merge pull request #7325 from wagnercosta/develop
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Improve Freqai backtesting performance
2022-09-03 19:28:04 +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
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
wagnercosta
3d4497467c
Merge branch 'freqtrade:develop' into develop
2022-08-31 14:47:06 -03:00
Wagner Costa Santos
df51da22ee
refactoring freqai backtesting
2022-08-31 11:23:48 -03:00
Matthias
a88ffd2c9d
Merge branch 'develop' into move_datadownload
2022-08-31 10:23:45 +00:00
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
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
robcaulk
f9a49744e6
add strategy to the freqai object
2022-08-24 13:00:55 +02:00
robcaulk
05ed1b544f
Working base for reinforcement learning model
2022-08-24 13:00:40 +02:00
