robcaulk
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c21808ff98
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remove metadata redundancy, fix pca bug
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2022-09-03 16:54:30 +02:00 |
th0rntwig
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11b2bc269e
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Added missing s
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2022-09-01 22:37:32 +02:00 |
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th0rntwig
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3f8400df10
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Normalise PCA space
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2022-09-01 21:51:33 +02:00 |
Matthias
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57ff6f8ac5
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Init timerange object properly
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2022-08-31 10:28:31 +00:00 |
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Matthias
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7ba4fda5d7
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Implement PR feedback
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2022-08-31 10:26:47 +00:00 |
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Matthias
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a88ffd2c9d
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Merge branch 'develop' into move_datadownload
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2022-08-31 10:23:45 +00:00 |
th0rntwig
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50e2808667
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Fix bug in DI (#7321)
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2022-08-30 12:54:39 +02:00 |
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robcaulk
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62c0a174c8
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allow users to properly reverse train-test data ordering
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2022-08-29 11:04:58 +02:00 |
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robcaulk
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fcb5d1cb5a
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remove debugging flag
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2022-08-28 13:01:39 +02:00 |
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robcaulk
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dd628eb525
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add tests for outlier detection and removal functions
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2022-08-28 12:56:39 +02:00 |
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robcaulk
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1e41c773a0
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fix outlier protection
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2022-08-28 12:11:29 +02:00 |
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th0rntwig
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71f7d68783
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Fixed mypy error
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2022-08-27 12:44:55 +02:00 |
elintornquist
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86c5ac44e4
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Add outlier percentage check
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2022-08-26 23:05:07 +02:00 |
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elintornquist
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b2d664c63c
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Change MinPts calculation
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2022-08-26 18:57:27 +02:00 |
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robcaulk
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bb3523f383
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download data homogeneously across timeframes
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2022-08-26 18:51:42 +02:00 |
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robcaulk
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e7261cf515
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add freqai utils.py file
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2022-08-26 15:30:28 +02:00 |
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robcaulk
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65b552e310
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make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection
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2022-08-26 15:30:01 +02:00 |
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robcaulk
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4b7e640f31
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reduce code duplication, optimize auto data download per tf
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2022-08-26 13:56:44 +02:00 |
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th0rntwig
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5ce1c69803
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Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
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2022-08-22 19:57:20 +02:00 |
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robcaulk
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ac42c0153d
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deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.
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2022-08-22 18:19:07 +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 |
longyu
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cfa5b3f12c
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add new line
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2022-08-19 12:39:08 +02:00 |
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longyu
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277245c69d
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remove line
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2022-08-19 12:39:00 +02:00 |
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longyu
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f70b0bab80
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remove line
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2022-08-17 23:49:20 +02:00 |
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robcaulk
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5155afb4e7
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clean up code remnants
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2022-08-17 15:22:48 +02:00 |
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robcaulk
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0c34104e45
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extract download-data from freqai to prepare for future async changes
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2022-08-17 15:18:44 +02:00 |
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longyu
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9c38c27eed
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ignore sample itself distance for avg_mean_dist computation
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2022-08-17 15:09:57 +02:00 |
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longyu
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72c34291e3
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newline
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2022-08-17 15:09:10 +02:00 |
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robcaulk
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4c0fda400f
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fix input shape warning for LGBMClassifier, add sample_weights/eval_weights
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2022-08-16 11:41:53 +02:00 |
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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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006b11e5d5
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fix leftover bug in indicator population
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2022-08-14 21:42:55 +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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Matthias
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3a9ec76c91
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Move "freqai.lock" to backend to simplify user interface
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2022-08-14 17:19:50 +02:00 |
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Robert Caulk
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c9c128f781
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finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy
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2022-08-14 02:49:01 +02:00 |
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robcaulk
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58de20af0f
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make BaseClassifierModel. Add predict_proba to lightgbm
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2022-08-13 20:07:31 +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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23cc21ce59
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add predict_proba to base classifier, improve historic predictions handling
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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fb4b73ce89
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ensure dates are saved
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2022-08-12 12:03:44 +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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robcaulk
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5a16d5a512
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Deactivate database analyzer if user does not use sqlite
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2022-08-09 16:36:22 +02:00 |
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robcaulk
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e7de812948
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Allow user to user pair_dict for persistent storage of custom data
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2022-08-09 16:03:10 +02:00 |
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robcaulk
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aef086b02e
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Improved dict typing, timeframe parser, collect dates associated with training data points
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2022-08-09 15:30:25 +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 |