Commit Graph

20134 Commits

Author SHA1 Message Date
Robert Caulk
2bcd8e4e21
Merge pull request #7737 from freqtrade/backtest_fitlivepredictions
FreqAI - Backtesting enhancements and bug fix
2022-11-30 16:51:04 +01:00
Wagner Costa
79821ebb33 fix flake8 errors 2022-11-30 08:41:44 -03:00
robcaulk
e7f72d52b8 bring back market side setting in get_state_info 2022-11-30 12:36:26 +01:00
Wagner Costa
26e8a5766f Merge branch 'develop' into backtest_fitlivepredictions 2022-11-30 08:29:28 -03:00
Wagner Costa
17cf3c7e83 bug fixes and removed fillna from fit_live_predictions 2022-11-30 08:28:45 -03:00
Matthias
915524a161
Merge pull request #7827 from rzhb/patch-2
Update data-analysis.md
2022-11-30 06:45:27 +01:00
rzhb
10a45474e8
Update data-analysis.md
fix typo in code
2022-11-30 12:28:21 +08:00
robcaulk
4571aedb33 consolidate and clean code 2022-11-30 00:53:35 +01:00
Matthias
3c322bf7df Improve forceenter validation messages 2022-11-29 18:27:08 +01:00
Matthias
e6b8cb8ea9
Merge pull request #7795 from froggleston/entry_exit_date_print
Add date selection arguments to backtest-analysis printout
2022-11-29 16:56:58 +01:00
Wagner Costa
8ea58ab352 change BT prediction files to feather format 2022-11-29 10:38:35 -03:00
Wagner Costa
df979ece33 Merge branch 'develop' into backtest_fitlivepredictions 2022-11-29 09:39:15 -03:00
dependabot[bot]
b87545cd12
Bump torch from 1.12.1 to 1.13.0
Bumps [torch](https://github.com/pytorch/pytorch) from 1.12.1 to 1.13.0.
- [Release notes](https://github.com/pytorch/pytorch/releases)
- [Changelog](https://github.com/pytorch/pytorch/blob/master/RELEASE.md)
- [Commits](https://github.com/pytorch/pytorch/compare/v1.12.1...v1.13.0)

---
updated-dependencies:
- dependency-name: torch
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

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2022-11-29 07:46:38 +00:00
Robert Caulk
066d040fd3
Merge pull request #7814 from freqtrade/dependabot/pip/develop/sb3-contrib-1.6.2
Bump sb3-contrib from 1.6.1 to 1.6.2
2022-11-29 08:45:50 +01:00
Matthias
c3daddc629
Merge pull request #7809 from richardjozsa/develop
Improve the RL learning process
2022-11-29 06:28:36 +01:00
Matthias
100d65b20b
Merge pull request #7822 from eltociear/patch-1
Fix typo in strategy_analysis_example.md
2022-11-29 06:24:36 +01:00
Matthias
5500c10f78 Improve CI file layout 2022-11-28 20:41:26 +01:00
Matthias
2c75b5e027 Extract "live" test from regular tests 2022-11-28 20:41:26 +01:00
Matthias
8efa8bc78a
Update stable-baselines3 to 1.6.2 2022-11-28 19:35:17 +01:00
Matthias
e891c41760 Fix typo in ipynb, too. 2022-11-28 18:20:30 +01:00
Robert Caulk
c9cc87b4ac
Merge pull request #7823 from freqtrade/fix/rl-model-type
Set model_type in base RL model
2022-11-28 18:07:36 +01:00
Emre
9cbfa12011
Directly set model_type in base RL model 2022-11-28 16:02:17 +03:00
Robert Davey
05a7fca242
Fix utils docs for backtesting-analysis 2022-11-28 12:12:45 +00:00
Matthias
1cdf5e0cfd
Merge pull request #7812 from freqtrade/dependabot/pip/develop/jsonschema-4.17.1
Bump jsonschema from 4.17.0 to 4.17.1
2022-11-28 10:06:12 +01:00
Ikko Ashimine
9880e9ab60
Fix typo in strategy_analysis_example.md
seperate -> separate
2022-11-28 17:10:17 +09:00
Matthias
d67ca27f5e
Merge pull request #7817 from freqtrade/dependabot/pip/develop/prompt-toolkit-3.0.33
Bump prompt-toolkit from 3.0.32 to 3.0.33
2022-11-28 08:12:11 +01:00
dependabot[bot]
dc03317cc8
Bump jsonschema from 4.17.0 to 4.17.1
Bumps [jsonschema](https://github.com/python-jsonschema/jsonschema) from 4.17.0 to 4.17.1.
- [Release notes](https://github.com/python-jsonschema/jsonschema/releases)
- [Changelog](https://github.com/python-jsonschema/jsonschema/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/python-jsonschema/jsonschema/compare/v4.17.0...v4.17.1)

---
updated-dependencies:
- dependency-name: jsonschema
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2022-11-28 07:02:54 +00:00
Matthias
f7ba1a4348
Merge pull request #7819 from freqtrade/dependabot/pip/develop/cryptography-38.0.4
Bump cryptography from 38.0.1 to 38.0.4
2022-11-28 08:02:22 +01:00
Matthias
98883fc909
Merge pull request #7815 from freqtrade/dependabot/pip/develop/urllib3-1.26.13
Bump urllib3 from 1.26.12 to 1.26.13
2022-11-28 08:01:10 +01:00
Matthias
40b274351c
Merge pull request #7813 from freqtrade/dependabot/pip/develop/flake8-6.0.0
Bump flake8 from 5.0.4 to 6.0.0
2022-11-28 08:00:45 +01:00
Matthias
868c2061b7
Merge pull request #7816 from freqtrade/dependabot/pip/develop/pyarrow-10.0.1
Bump pyarrow from 10.0.0 to 10.0.1
2022-11-28 06:40:38 +01:00
Matthias
d73fd42769 Fix flake8 error introduced with 6.0 update 2022-11-28 06:38:35 +01:00
dependabot[bot]
9c28cc810d
Bump cryptography from 38.0.1 to 38.0.4
Bumps [cryptography](https://github.com/pyca/cryptography) from 38.0.1 to 38.0.4.
- [Release notes](https://github.com/pyca/cryptography/releases)
- [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pyca/cryptography/compare/38.0.1...38.0.4)

---
updated-dependencies:
- dependency-name: cryptography
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

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2022-11-28 05:33:45 +00:00
Matthias
8e60364f0d
Merge pull request #7808 from freqtrade/fix-freqai-rl-reward-link
Fix custom reward function link
2022-11-28 06:33:24 +01:00
Matthias
51e773fe37
Merge pull request #7820 from freqtrade/dependabot/pip/develop/ccxt-2.2.36
Bump ccxt from 2.1.96 to 2.2.36
2022-11-28 06:32:17 +01:00
dependabot[bot]
348731598e
Bump ccxt from 2.1.96 to 2.2.36
Bumps [ccxt](https://github.com/ccxt/ccxt) from 2.1.96 to 2.2.36.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/2.1.96...2.2.36)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2022-11-28 03:01:25 +00:00
dependabot[bot]
a46b09d400
Bump prompt-toolkit from 3.0.32 to 3.0.33
Bumps [prompt-toolkit](https://github.com/prompt-toolkit/python-prompt-toolkit) from 3.0.32 to 3.0.33.
- [Release notes](https://github.com/prompt-toolkit/python-prompt-toolkit/releases)
- [Changelog](https://github.com/prompt-toolkit/python-prompt-toolkit/blob/master/CHANGELOG)
- [Commits](https://github.com/prompt-toolkit/python-prompt-toolkit/compare/3.0.32...3.0.33)

---
updated-dependencies:
- dependency-name: prompt-toolkit
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2022-11-28 03:01:01 +00:00
dependabot[bot]
924bbad199
Bump pyarrow from 10.0.0 to 10.0.1
Bumps [pyarrow](https://github.com/apache/arrow) from 10.0.0 to 10.0.1.
- [Release notes](https://github.com/apache/arrow/releases)
- [Commits](https://github.com/apache/arrow/compare/go/v10.0.0...go/v10.0.1)

---
updated-dependencies:
- dependency-name: pyarrow
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2022-11-28 03:00:58 +00:00
dependabot[bot]
5aec51a16c
Bump urllib3 from 1.26.12 to 1.26.13
Bumps [urllib3](https://github.com/urllib3/urllib3) from 1.26.12 to 1.26.13.
- [Release notes](https://github.com/urllib3/urllib3/releases)
- [Changelog](https://github.com/urllib3/urllib3/blob/1.26.13/CHANGES.rst)
- [Commits](https://github.com/urllib3/urllib3/compare/1.26.12...1.26.13)

---
updated-dependencies:
- dependency-name: urllib3
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2022-11-28 03:00:55 +00:00
dependabot[bot]
7e75bc8fcf
Bump sb3-contrib from 1.6.1 to 1.6.2
Bumps [sb3-contrib](https://github.com/Stable-Baselines-Team/stable-baselines3-contrib) from 1.6.1 to 1.6.2.
- [Release notes](https://github.com/Stable-Baselines-Team/stable-baselines3-contrib/releases)
- [Commits](https://github.com/Stable-Baselines-Team/stable-baselines3-contrib/compare/v1.6.1...v1.6.2)

---
updated-dependencies:
- dependency-name: sb3-contrib
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2022-11-28 03:00:48 +00:00
dependabot[bot]
49e41925b0
Bump flake8 from 5.0.4 to 6.0.0
Bumps [flake8](https://github.com/pycqa/flake8) from 5.0.4 to 6.0.0.
- [Release notes](https://github.com/pycqa/flake8/releases)
- [Commits](https://github.com/pycqa/flake8/compare/5.0.4...6.0.0)

---
updated-dependencies:
- dependency-name: flake8
  dependency-type: direct:development
  update-type: version-update:semver-major
...

Signed-off-by: dependabot[bot] <support@github.com>
2022-11-28 03:00:42 +00:00
Stefano Ariestasia
f410b1b14d Update metrics.py 2022-11-28 08:56:49 +09:00
Emre
f21dbbd8bb
Update imports of custom model 2022-11-28 00:06:02 +03:00
robcaulk
56518def42 isort 2022-11-27 21:06:01 +01:00
robcaulk
7fd6bc526e add randomize_starting_position to the rl_config 2022-11-27 21:03:13 +01:00
robcaulk
25e041b98e sneak in small change to FreqaiExampleHybridStrategy docstring and startup count 2022-11-27 20:50:03 +01:00
richardjozsa
64d4a52a56 Improve the RL learning process
Improve the RL learning process by selecting random start point for the agent, it can help to block the agent to only learn on the selected period of time, while improving the quality of the model.
2022-11-27 20:43:50 +01:00
robcaulk
67d9469277 small wording fix 2022-11-27 20:42:04 +01:00
Emre
a02da08065
Fix typo 2022-11-27 22:23:00 +03:00
Matthias
320535a227 improve tests doc wording 2022-11-27 20:07:44 +01:00