Commit Graph

127 Commits

Author SHA1 Message Date
robcaulk
d1a0874683 merge develop into feat/freqai-rl-dev 2022-10-30 10:13:03 +01:00
Matthias
1ef38f137d
Fix XGBoost regressor "used before assignment" 2022-10-25 13:37:04 +02:00
Matthias
6669714a73 Update mal-formatted docstrings 2022-10-24 18:12:17 +02:00
Matthias
441032be25 Fix sys.stdout bug for CatboostRegressorMultiTarget 2022-10-17 19:48:27 +02:00
Matthias
6cb14148aa Fix random test failure due to catboost bug
https://github.com/catboost/catboost/issues/2195
2022-10-17 07:00:44 +02:00
Robert Caulk
62ca822597
Merge pull request #7569 from Silur/develop
Add XGBoost random forest predictors to freqai
2022-10-15 16:09:26 +02:00
Emre
7f05b44376
Add eval set to CatboostClassifier 2022-10-13 23:01:09 +03:00
robcaulk
dba1b573bc remove tensorboard dir from other pred models 2022-10-11 19:49:24 +02:00
robcaulk
5b5bb8aab5 catboost tensorboard bugfix 2022-10-11 19:05:46 +02:00
Robert Caulk
7bcb7d9a1a
Merge pull request #7554 from initrv/add-catboost-tensorboard
Add tensorboard for catboost
2022-10-10 21:03:45 +02:00
silur
2ad086dd7a add XGBoost random forest predictors to freqai 2022-10-10 14:38:43 +02:00
Matthias
eaae9c9e03 Update docstring format 2022-10-10 12:19:29 +00:00
Matthias
60de192d47 Update Classifier docstrings 2022-10-10 12:13:41 +00:00
robcaulk
a4aa1b972c isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality 2022-10-09 21:11:37 +02:00
robcaulk
8d7adfabe9 clean RL tests to avoid dir pollution and increase speed 2022-10-08 12:10:38 +02:00
initrv
86c781798a Add сatboost train_dir for tensorboard 2022-10-06 19:59:35 +03:00
robcaulk
936ca24482 separate RL install from general FAI install, update docs 2022-10-05 15:58:54 +02:00
robcaulk
83343dc2f1 control number of threads, update doc 2022-09-29 00:10:18 +02:00
Timothy Pogue
099137adac remove hasattr calls 2022-09-27 22:35:15 -06:00
Timothy Pogue
9e36b0d2ea fix formatting 2022-09-27 22:02:33 -06:00
Timothy Pogue
caa47a2f47 close subproc env on shutdown 2022-09-28 03:06:05 +00:00
robcaulk
647200e8a7 isort 2022-09-23 19:30:56 +02:00
robcaulk
77c360b264 improve typing, improve docstrings, ensure global tests pass 2022-09-23 19:17:27 +02:00
robcaulk
ea8e34e192 Merge branch 'develop' into dev-merge-rl 2022-09-22 19:46:50 +02:00
robcaulk
8aac644009 add tests. add guardrails. 2022-09-15 00:46:35 +02:00
robcaulk
81417cb795 Merge branch 'develop' into dev-merge-rl 2022-09-14 22:49:11 +02:00
Emre
330d7068ab
Merge branch 'develop' into add-xgboostclassifier 2022-09-10 23:59:11 +03:00
robcaulk
5a0cfee27e allow user to multithread jobs (advanced users only) 2022-09-10 22:16:49 +02:00
Emre
60eb02bb62
Add XGBoostClassifier 2022-09-10 20:13:16 +03:00
robcaulk
10b6aebc5f enable continual learning and evaluation sets on multioutput models. 2022-09-10 16:54:13 +02:00
robcaulk
a826c0eb83 ensure signatures match, reduce verbosity 2022-09-09 19:30:53 +02:00
Emre
acb410a0de Remove verbosity params 2022-09-09 19:30:53 +02:00
Emre
df6e43d2c5 Add XGBoostRegressorMultiTarget class 2022-09-09 19:30:53 +02:00
Emre
1b6410d7d1 Add XGBoostRegressor for freqAI, fix mypy errors 2022-09-09 19:30:53 +02:00
robcaulk
4c9ac6b7c0 add kwargs, reduce duplicated code 2022-09-07 18:58:55 +02:00
robcaulk
97077ba18a add continual learning to catboost and friends 2022-09-06 20:30:46 +02:00
robcaulk
240b529533 fix tensorboard path so that users can track all historical models 2022-08-31 16:50:39 +02:00
robcaulk
7766350c15 refactor environment inheritence tree to accommodate flexible action types/counts. fix bug in train profit handling 2022-08-28 19:21:57 +02:00
robcaulk
3199eb453b reduce code for base use-case, ensure multiproc inherits custom env, add ability to limit ram use. 2022-08-25 19:05:51 +02:00
robcaulk
05ccebf9a1 automate eval freq in multiproc 2022-08-25 12:29:48 +02:00
robcaulk
94cfc8e63f fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward 2022-08-25 11:46:18 +02:00
robcaulk
d1bee29b1e improve default reward, fix bugs in environment 2022-08-24 18:32:40 +02:00
robcaulk
bd870e2331 fix monitor bug, set default values in case user doesnt set params 2022-08-24 16:32:14 +02:00
robcaulk
c0cee5df07 add continual retraining feature, handly mypy typing reqs, improve docstrings 2022-08-24 13:00:55 +02:00
robcaulk
b708134c1a switch multiproc thread count to rl_config definition 2022-08-24 13:00:55 +02:00
robcaulk
b26ed7dea4 fix generic reward, add time duration to reward 2022-08-24 13:00:55 +02:00
robcaulk
29f0e01c4a expose environment reward parameters to the user config 2022-08-24 13:00:55 +02:00
robcaulk
3eb897c2f8 reuse callback, allow user to acces all stable_baselines3 agents via config 2022-08-24 13:00:55 +02:00
sonnhfit
4baa36bdcf fix persist a single training environment for PPO 2022-08-24 13:00:55 +02:00
robcaulk
f95602f6bd persist a single training environment. 2022-08-24 13:00:55 +02:00