Commit Graph

284 Commits

Author SHA1 Message Date
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
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
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 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
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
Wagner Costa Santos d38cc06139 Fix freqai backtesting time range issue 2022-09-09 19:27:05 +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
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
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 d44296783e isort datakitchen 2022-09-06 20:10:12 +02:00
robcaulk e83c9b276d fix whitespace 2022-09-06 19:56:52 +02:00
robcaulk 4b28d0495f fix timestamping, move imports, add words to doc 2022-09-06 19:46:58 +02:00
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
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
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
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
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 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
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
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 57ff6f8ac5 Init timerange object properly 2022-08-31 10:28:31 +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
robcaulk 7e8e29e42d use continuous value for inlier_metric 2022-08-30 20:41:37 +02:00