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