Commit Graph

17112 Commits

Author SHA1 Message Date
Robert Caulk c9d46a5237 finish bringing follow_mode up to date 2022-07-25 09:24:40 +02:00
Robert Caulk ab587747fb first fix for follower path bug 2022-07-24 23:32:24 +02:00
Matthias 520ee3f7a1 Convert freqAI into packages 2022-07-24 17:07:45 +02:00
Matthias 1885deb632 More docstring changes 2022-07-24 16:54:39 +02:00
Matthias 70b7a254af Update some areas to use default docstring formatting 2022-07-24 16:51:48 +02:00
Matthias 61c41fd919 Merge branch 'develop' into feat/freqai 2022-07-24 16:18:58 +02:00
Matthias 83cac7bee2 Improve some more tests by adding proper orders 2022-07-24 10:51:13 +02:00
Matthias 6e691a016d Use leverage-tiers loading in tests 2022-07-24 10:24:59 +02:00
Robert Caulk 88e10f7306 add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs 2022-07-24 09:01:23 +02:00
Robert Caulk fff39eff9e fix multitarget bug 2022-07-24 08:42:50 +02:00
Matthias 95f5218ceb
Reenable Catboost test (#7118)
* Reenable Catboost test

* Simplify freqAI tests, ensure they use a tempdir for modelstorage
2022-07-24 07:32:13 +02:00
Matthias 2eb1d18c2a Don't load leverage tiers when not necessary 2022-07-23 19:56:38 +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
Matthias 81c1aa3c13 Update imports in freqAI sample strategies 2022-07-23 17:08:05 +02:00
Matthias 8a3cffcd1b Remove remaining CustomModel references 2022-07-23 17:08:05 +02:00
Matthias 62f7606d2c Update tests to new variant 2022-07-23 17:08:05 +02:00
Matthias 8fa6e8b4ba Remove freqAI model bridge in favor of `self.freqai` 2022-07-23 17:08:05 +02:00
robcaulk c91e23dc50 let user avoid normalizing labels 2022-07-23 16:14:13 +02:00
Matthias 7682c9ace7 Update trade_close test to include orders 2022-07-23 15:27:52 +02:00
Matthias 24a786bedd Update rpc test to contain sell order 2022-07-23 15:23:24 +02:00
Matthias 80845807e1 Improve some test resiliance 2022-07-23 15:14:38 +02:00
Matthias a02d02ac12 Enhance protections tests to have orders in mock trade 2022-07-23 14:43:52 +02:00
robcaulk 50d630a155 remove unnecessary comments from data_drawer.py 2022-07-23 13:35:44 +02:00
robcaulk a1cff377ec add record of contribution to data_kitchen.py 2022-07-23 13:32:04 +02:00
robcaulk c2d6a0e891 add record of contribution to doc and source 2022-07-23 13:04:06 +02:00
robcaulk 3acc869570 improve the dataframe key description, update outdated parts of doc 2022-07-23 12:42:24 +02:00
Matthias 5c4f60f376 Improve configuration table formatting and ordering 2022-07-23 09:11:22 +02:00
Matthias e97468964a Add support for --timeframe-detail in hyperopt
fix #7070
2022-07-23 08:52:03 +02:00
Matthias 36dc9be7aa Update some docs wording 2022-07-22 20:27:25 +02:00
Matthias 32c3f62934 Fix documentation typo
closes #7115
2022-07-22 19:45:50 +02:00
robcaulk 5559e605b8 small PR conversation resolutions 2022-07-22 17:46:14 +02:00
robcaulk 40f00196eb use cloudpickle in place of pickle. define Paths once in data_drawer. 2022-07-22 17:37:51 +02:00
robcaulk accc629e32 set separate table sections in doc 2022-07-22 12:44:43 +02:00
robcaulk 98c8a447b2 add LightGBMPredictionMultiModel 2022-07-22 12:40:51 +02:00
robcaulk afcb0bec00 clean up obsolete comments, move remove_features_from_df to datakitchen 2022-07-22 12:29:20 +02:00
Matthias 0b21750e76 Reorder advanced topics 2022-07-22 07:22:06 +02:00
robcaulk ac0f484918 add freqai logo to top of doc 2022-07-22 00:02:07 +02:00
robcaulk 3205788bce extend doc to include descriptions of the return values from FreqAI to the strategy 2022-07-21 22:11:46 +02:00
robcaulk 8033e0bf23 add counter to backtesting log so users know how many more pairs and how many more models will need to be trained 2022-07-21 13:22:12 +02:00
robcaulk 183dec866a remove ability to backtest open ended timeranges (safer) 2022-07-21 13:02:52 +02:00
robcaulk e694ea1cfd make sure backtesting gets the populated indicators with slimmed down user strat 2022-07-21 12:48:09 +02:00
robcaulk ca4dd58642 remove superceded function from datakitchen 2022-07-21 12:40:54 +02:00
robcaulk 8f86b0deaa *breaking change* simplify user strat by consolidating feature loops into backend 2022-07-21 12:24:22 +02:00
robcaulk e7337728bf add separator in folder name just incase an asset ends in an integer 2022-07-21 11:25:28 +02:00
robcaulk c9a6dc88a1 add parameter list/discriptions to doc 2022-07-21 11:11:36 +02:00
Matthias 6c5e48dd4f dev-dependencies should include freqAI 2022-07-21 07:26:44 +02:00
robcaulk a99c126266 help windows builds pass freqai tests. Add freqai to README.md 2022-07-20 16:14:19 +02:00
robcaulk 4e5d60fdc9 match scikit-learn version to hyperopt required version 2022-07-20 15:54:22 +02:00
robcaulk 921a7ef216 add requirements-freqai.txt to builds 2022-07-20 15:51:25 +02:00
robcaulk 286bd0c40b follow string for adding a strat to tests/strategy/strats 2022-07-20 15:00:02 +02:00