Commit Graph

252 Commits

Author SHA1 Message Date
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
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
th0rntwig 50e2808667
Fix bug in DI (#7321) 2022-08-30 12:54:39 +02:00
robcaulk 62c0a174c8 allow users to properly reverse train-test data ordering 2022-08-29 11:04:58 +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
th0rntwig 71f7d68783 Fixed mypy error 2022-08-27 12:44:55 +02:00
elintornquist 86c5ac44e4 Add outlier percentage check 2022-08-26 23:05:07 +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
th0rntwig 5ce1c69803
Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
2022-08-22 19:57:20 +02:00
robcaulk ac42c0153d deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting. 2022-08-22 18:19:07 +02:00
robcaulk 96d8882f1e Plug mem leak, add training timer 2022-08-22 13:30:30 +02:00
longyu cfa5b3f12c add new line 2022-08-19 12:39:08 +02:00
longyu 277245c69d remove line 2022-08-19 12:39:00 +02:00
longyu f70b0bab80 remove line 2022-08-17 23:49:20 +02:00
robcaulk 5155afb4e7 clean up code remnants 2022-08-17 15:22:48 +02:00
robcaulk 0c34104e45 extract download-data from freqai to prepare for future async changes 2022-08-17 15:18:44 +02:00
longyu 9c38c27eed ignore sample itself distance for avg_mean_dist computation 2022-08-17 15:09:57 +02:00
longyu 72c34291e3 newline 2022-08-17 15:09:10 +02:00
robcaulk 4c0fda400f fix input shape warning for LGBMClassifier, add sample_weights/eval_weights 2022-08-16 11:41:53 +02:00
Matthias c7e1719215 Fix interface import sorting 2022-08-15 06:53:02 +02:00
robcaulk 006b11e5d5 fix leftover bug in indicator population 2022-08-14 21:42:55 +02:00
robcaulk 8961b8d560 merge in inference timer and historic predictions handling improvements. 2022-08-14 20:31:15 +02:00
robcaulk ad846cdb76 fix lock bug, update docstring 2022-08-14 20:24:29 +02:00
Matthias 464d99808f Update doc table formatting 2022-08-14 18:22:01 +02:00