robcaulk
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be85ef2707
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add documentation for shuffle_after_split, add to constants
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2023-02-16 18:50:11 +01:00 |
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robcaulk
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b6a741b421
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merge develop into feat/shuffle_after_split
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2023-02-16 18:46:01 +01:00 |
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robcaulk
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8873a565ee
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expose raw features to the environment for use in calculate_reward
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2023-02-10 15:48:18 +01:00 |
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robcaulk
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154b6711b3
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use function level noqa ignore
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2023-02-10 15:26:17 +01:00 |
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robcaulk
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4fc0edb8b7
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add pair to environment for access inside calculate_reward
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2023-02-10 14:45:50 +01:00 |
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robcaulk
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e569f6f6df
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add explicit metadata argument to example strat, include it with backtesting
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2023-02-04 16:53:17 +01:00 |
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robcaulk
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5da60b718d
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pass metadata dictionary to feature_engineering_* and set_freqai_targets functions. Add doc
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2023-02-04 13:47:11 +01:00 |
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robcaulk
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ccb4efbe88
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remove follow mode in favor of producer consumer
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2023-02-02 11:40:23 +01:00 |
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Matthias
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8108a48f39
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Follow PEP 484 - no implicit optionals
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2023-01-21 20:01:56 +01:00 |
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Wagner Costa
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2241f24290
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moved deprecated warning to start function
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2023-01-10 09:10:30 -03:00 |
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robcaulk
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93aff9325e
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improve deprecation note
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2023-01-09 20:15:03 +01:00 |
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robcaulk
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a61274ae18
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ensure cached corr-pairs works with new framework
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2023-01-09 20:04:36 +01:00 |
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Wagner Costa
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ed99e7f857
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fix corr_pairs startup candle count bug
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2023-01-04 14:21:37 -03:00 |
|
Wagner Costa
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801ab39a24
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fix get dataframe data to include startup_candle
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2023-01-04 10:36:19 -03:00 |
|
Wagner Costa
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314c0925bf
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fix get dataframe data to include startup_candle
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2023-01-03 14:02:42 -03:00 |
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Wagner Costa
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c8aa7720a2
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added again feature check in BT from pred files
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2022-12-30 11:16:35 -03:00 |
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Wagner Costa
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b39fc6b924
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remove add pair to column from docs, fix keyerror bug and adjust hybrid strategy example
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2022-12-30 10:42:31 -03:00 |
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robcaulk
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b2bab68fba
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move price assignment to feature_engineering_standard() to reduce un-requested feature additions in RL. Ensure old method of price assignment still works, add deprecation warning to help users migrate their strategies
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2022-12-30 13:02:39 +01:00 |
|
Wagner Costa
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2e30bdb9b2
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freqai bt - fix tests
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2022-12-29 16:35:11 -03:00 |
|
Wagner Costa
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2b89f643b7
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adjust backtest to new feature engineering functions
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2022-12-28 19:03:41 -03:00 |
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robcaulk
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6f7eb71bbb
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ensure RL works with new naming scheme
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2022-12-28 14:52:33 +01:00 |
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robcaulk
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c2936d551b
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improve doc, update test strats, change function names
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2022-12-28 13:25:40 +01:00 |
|
Wagner Costa
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8227b4aafe
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freqAI Strategy - improve user experience
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2022-12-27 11:37:01 -03:00 |
|
Emre
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c293401b22
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Add can_short to freqai base model
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2022-12-16 23:19:08 +03:00 |
|
Emre
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7727f31507
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Add 3 Action RL env
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2022-12-16 22:18:49 +03:00 |
|
Emre
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dde363343c
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Add can_short param to base env
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2022-12-16 22:16:19 +03:00 |
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initrv
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36948e2a74
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fix base4 env done condition
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2022-12-16 14:14:05 +03:00 |
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robcaulk
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c9bc91c75b
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add shuffle_after_split option
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2022-12-16 11:20:37 +01:00 |
|
robcaulk
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581a5296cc
|
fix docstrings to reflect new env_info changes
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2022-12-15 16:50:08 +01:00 |
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robcaulk
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7b4abd5ef5
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use a dictionary to make code more readable
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2022-12-15 12:25:33 +01:00 |
|
Emre
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3af2251ce8
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Fix add_state_info backtesting bug
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2022-12-14 22:03:23 +03:00 |
|
Emre
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2018da0767
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Add env_info dict to base environment
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2022-12-14 22:03:05 +03:00 |
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robcaulk
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2285ca7d2a
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add dp to multiproc
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2022-12-14 18:22:20 +01:00 |
|
Robert Caulk
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e6da646e2f
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Merge pull request #7866 from initrv/cleanup-tensorboard-callback
Cleanup tensorboard callback
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2022-12-13 09:05:46 +01:00 |
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initrv
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f9b7d35900
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add increment param for tensorboard_log
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2022-12-12 14:14:23 +03:00 |
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robcaulk
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0f6b98b69a
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merge develop into tensorboard cleanup
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2022-12-11 15:38:32 +01:00 |
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robcaulk
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0fd8e214e4
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add documentation for tensorboard_log, change how users interact with tensorboard_log
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2022-12-11 15:31:29 +01:00 |
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Matthias
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888ba65367
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Merge branch 'develop' into fix/multioutput-bug
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2022-12-11 15:23:53 +01:00 |
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initrv
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cb8fc3c8c7
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custom info to tensorboard_metrics
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2022-12-11 15:37:45 +03:00 |
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robcaulk
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8c7ec07951
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ensure predict_proba follows suit. Remove all lib specific params from example config
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2022-12-11 12:39:31 +01:00 |
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robcaulk
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85f22b5c30
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fix bug in MultiOutput* with conv_width = 1
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2022-12-11 12:15:19 +01:00 |
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Emre
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272c3302e3
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Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling
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2022-12-11 13:12:45 +03:00 |
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robcaulk
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7b3406914c
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flip add_state_info
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2022-12-07 19:49:39 +01:00 |
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robcaulk
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9b4364ddc3
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ensure that add_state_info is deactivated during backtesting
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2022-12-07 19:49:14 +01:00 |
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initrv
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58604c747e
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cleanup tensorboard callback
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2022-12-07 14:37:55 +03:00 |
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Robert Caulk
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b9f6911a6a
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Merge pull request #7843 from smarmau/develop
freqai RL agent info during training
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2022-12-06 20:06:41 +01:00 |
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Wagner Costa
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c81b00fb37
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Merge branch 'develop' into freqai_bt_from_predictions_improvement
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2022-12-05 18:00:55 -03:00 |
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Emre
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bc48099e48
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Revert changes
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2022-12-05 23:52:48 +03:00 |
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robcaulk
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62c69bf2b5
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fix custom_info
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2022-12-05 20:22:54 +01:00 |
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Emre
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730fba956b
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Ensure base tf included in include_timeframes
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2022-12-05 16:16:17 +03:00 |
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