Commit Graph

15 Commits

Author SHA1 Message Date
robcaulk b1b76a2dbe debug classifier with predict proba 2022-08-13 19:40:24 +02:00
Robert Caulk 07763d0d4f add classifier, improve model naming scheme 2022-08-06 08:33:55 +02:00
robcaulk f22b140782 fix backtesting bug, undo move of label stat calc, fix example strat exit logic 2022-07-29 17:27:35 +02:00
robcaulk 59624181bd isort BaseRegressionModel imports 2022-07-29 08:23:44 +02:00
robcaulk c84d54b35e Fix typing issue, avoid using .get() when unnecessary, convert to fstrings 2022-07-29 08:12:50 +02:00
robcaulk 324e54c015 fix possible memory leak associated with Catboost Pool object 2022-07-26 17:29:29 +02:00
robcaulk e213d0ad55 isolate data_drawer functions from data_kitchen, accommodate tests, add new test 2022-07-26 10:24:14 +02:00
Robert Caulk 7b105532d1 fix mypy error and add test for principal component analysis 2022-07-25 11:46:59 +02:00
Matthias 1885deb632 More docstring changes 2022-07-24 16:54:39 +02:00
robcaulk f3d46613ee move prediction denormalization into datakitchen. remove duplicate associated code. avoid normalization/denormalization for string dtypes. 2022-07-23 17:14:33 +02:00
lolong 9c051958a6
Feat/freqai (#7105)
Vectorize weight setting, log training dates

Co-authored-by: robcaulk <rob.caulk@gmail.com>
2022-07-19 17:49:18 +02:00
robcaulk ef409dd345 Add ground work for TensorFlow models, add protections from common mistakes 2022-07-12 18:09:17 +02:00
Robert Caulk fea63fba12 Fix saving/loading historic predictions 2022-07-12 10:12:50 +02:00
Robert Caulk 8ce6b18318 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. 2022-07-11 22:01:48 +02:00
Matthias 3fc92b1b21 Create BaseRegression model - designed to reduce code duplication across currently available models. 2022-07-11 11:33:59 +02:00