robcaulk
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05ed1b544f
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Working base for reinforcement learning model
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2022-08-24 13:00:40 +02:00 |
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robcaulk
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96d8882f1e
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Plug mem leak, add training timer
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2022-08-22 13:30:30 +02:00 |
Matthias
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c7e1719215
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Fix interface import sorting
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2022-08-15 06:53:02 +02:00 |
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robcaulk
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8961b8d560
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merge in inference timer and historic predictions handling improvements.
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2022-08-14 20:31:15 +02:00 |
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robcaulk
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ad846cdb76
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fix lock bug, update docstring
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2022-08-14 20:24:29 +02:00 |
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Matthias
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464d99808f
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Update doc table formatting
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2022-08-14 18:22:01 +02:00 |
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Matthias
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a29402ddde
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Rename and move analysis_lock to data_kitchen
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2022-08-14 17:23:14 +02:00 |
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robcaulk
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31be707cc8
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clean up code, add docstrings
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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3e38c1b0bd
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take dynamic sized tail off historic_predictions as return dataframe to strategy.
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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7d448fd4ac
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allow fit_live_predictions access to current pair
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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1f192be43b
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avoid denormalizing labels twice
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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b1b76a2dbe
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debug classifier with predict proba
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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2cae3c42e6
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remove trade database analyzer, clean up a bit
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2022-08-10 17:43:06 +02:00 |
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Matthias
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77b3b8a134
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Use main exchange instead of creating a separate instance.
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2022-08-08 18:34:11 +00:00 |
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robcaulk
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eb8bde37c1
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Add lightgbm classifier, add classifier check test, fix classifier bug.
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2022-08-06 17:51:21 +02:00 |
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Matthias
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47a30047eb
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Fix typo
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2022-08-06 15:03:10 +02:00 |
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Matthias
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b16f57cb0d
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Minor stylistic fixes
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2022-08-06 14:55:46 +02:00 |
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Robert Caulk
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c172ce1011
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improve flexibility of user defined prediction dataframe
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2022-08-06 13:51:19 +02:00 |
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Robert Caulk
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07763d0d4f
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add classifier, improve model naming scheme
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2022-08-06 08:33:55 +02:00 |
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robcaulk
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a42a060ab5
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fix DB once and for all. Make DBSCAN more efficient and robust.
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2022-08-05 21:29:03 +02:00 |
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robcaulk
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db1d367941
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fix bug associated to fit_live_predictions_candles
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2022-08-05 13:46:20 +02:00 |
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Robert Caulk
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51a6b4289f
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improve DBSCAN performance for subsequent trainings
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2022-08-04 17:41:58 +02:00 |
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robcaulk
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29225e4baf
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add DBSCAN outlier detection feature, add supporting documentation
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2022-08-04 12:15:16 +02:00 |
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robcaulk
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eae82d0222
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fix bug with database url during backtesting. comment out example trade db analysis.
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2022-08-03 16:17:57 +02:00 |
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robcaulk
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95d3009a95
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give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality
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2022-08-02 20:14:02 +02:00 |
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robcaulk
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f22b140782
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fix backtesting bug, undo move of label stat calc, fix example strat exit logic
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2022-07-29 17:27:35 +02:00 |
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robcaulk
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c84d54b35e
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Fix typing issue, avoid using .get() when unnecessary, convert to fstrings
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2022-07-29 08:12:50 +02:00 |
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Matthias
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efbd83c56d
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Small type and typo fixes in freqai_interface
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2022-07-28 07:24:30 +02:00 |
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Matthias
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a2a0d35a24
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Update missing typehints
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2022-07-28 07:07:40 +02:00 |
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robcaulk
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324e54c015
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fix possible memory leak associated with Catboost Pool object
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2022-07-26 17:29:29 +02:00 |
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robcaulk
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ad25a4cb56
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reduce number of pair_dict lookups, remove coin_first
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2022-07-26 15:58:40 +02:00 |
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robcaulk
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e213d0ad55
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isolate data_drawer functions from data_kitchen, accommodate tests, add new test
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2022-07-26 10:24:14 +02:00 |
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Robert Caulk
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897f18a8c8
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ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods
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2022-07-25 15:07:09 +02:00 |
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Robert Caulk
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7b105532d1
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fix mypy error and add test for principal component analysis
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2022-07-25 11:46:59 +02:00 |
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Robert Caulk
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c9d46a5237
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finish bringing follow_mode up to date
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2022-07-25 09:24:40 +02:00 |
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Matthias
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1885deb632
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More docstring changes
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2022-07-24 16:54:39 +02:00 |
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Matthias
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70b7a254af
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Update some areas to use default docstring formatting
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2022-07-24 16:51:48 +02:00 |
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robcaulk
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f3d46613ee
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move prediction denormalization into datakitchen. remove duplicate associated code. avoid normalization/denormalization for string dtypes.
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2022-07-23 17:14:33 +02:00 |
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robcaulk
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c2d6a0e891
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add record of contribution to doc and source
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2022-07-23 13:04:06 +02:00 |
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robcaulk
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5559e605b8
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small PR conversation resolutions
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2022-07-22 17:46:14 +02:00 |
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robcaulk
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afcb0bec00
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clean up obsolete comments, move remove_features_from_df to datakitchen
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2022-07-22 12:29:20 +02:00 |
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robcaulk
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8033e0bf23
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add counter to backtesting log so users know how many more pairs and how many more models will need to be trained
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2022-07-21 13:22:12 +02:00 |
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robcaulk
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e694ea1cfd
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make sure backtesting gets the populated indicators with slimmed down user strat
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2022-07-21 12:48:09 +02:00 |
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robcaulk
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8f86b0deaa
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*breaking change* simplify user strat by consolidating feature loops into backend
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2022-07-21 12:24:22 +02:00 |
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robcaulk
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e7337728bf
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add separator in folder name just incase an asset ends in an integer
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2022-07-21 11:25:28 +02:00 |
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robcaulk
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921a7ef216
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add requirements-freqai.txt to builds
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2022-07-20 15:51:25 +02:00 |
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robcaulk
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d43c146676
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add more tests for datakitchen functionalities, add regression tests for freqai_interface train/backtest
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2022-07-20 12:56:46 +02:00 |
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robcaulk
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ef409dd345
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Add ground work for TensorFlow models, add protections from common mistakes
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2022-07-12 18:09:17 +02:00 |
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Robert Caulk
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8ce6b18318
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start collecting indefinite history of predictions. Allow user to generate statistics on these predictions. Direct FreqAI to save these to disk and reload them if available.
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2022-07-11 22:01:48 +02:00 |
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Robert Caulk
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607455919e
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Change config parameter names to improve clarity and consistency throughout the code (!!breaking change, please check discord support channel for migration instructions or review templates/FreqaiExampleStrategy.py config_examples/config_freqai_futures.example.json file changes!!)
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2022-07-10 12:35:44 +02:00 |