Commit Graph

265 Commits

Author SHA1 Message Date
Wagner Costa Santos
d38cc06139 Fix freqai backtesting time range issue 2022-09-09 19:27:05 +02:00
robcaulk
e51d352777 ensure pca is handling same DF as inlier 2022-09-07 19:11:54 +02:00
robcaulk
ea7bdac9ed ensure inlier metric can be combined with other cleaning methods 2022-09-07 18:45:16 +02:00
Robert Caulk
d7585161b2
Merge branch 'develop' into add-inlier-metric 2022-09-06 20:40:21 +02:00
robcaulk
d44296783e isort datakitchen 2022-09-06 20:10:12 +02:00
robcaulk
e83c9b276d fix whitespace 2022-09-06 19:56:52 +02:00
robcaulk
4b28d0495f fix timestamping, move imports, add words to doc 2022-09-06 19:46:58 +02:00
robcaulk
78d01810ed reduce code redundancy, ensure live always gets the latest data 2022-09-05 00:12:00 +02:00
Wagner Costa Santos
d43ed186fc fix issue with freqai backtesting at slice dataframe 2022-09-05 00:12:00 +02:00
Robert Caulk
956ea43e55
Merge pull request #7340 from wizrds/sigint-freqai
Support SIGINT in FreqAI
2022-09-04 16:43:36 +02:00
robcaulk
ec76214d02 backup historical predictions pickle and load the backup in case of corruption 2022-09-04 15:56:07 +02:00
Robert Caulk
8545d74378
Merge pull request #7331 from th0rntwig/pca
Normalise PCA space
2022-09-03 21:49:54 +02:00
Timothy Pogue
dae3b3d86a support shutting down freqai 2022-09-03 13:24:14 -06:00
robcaulk
5cfb4154eb revert all changes in normalize_data() 2022-09-03 19:48:30 +02:00
Robert Caulk
63514b0443
Merge pull request #7325 from wagnercosta/develop
Improve Freqai backtesting performance
2022-09-03 19:28:04 +02:00
robcaulk
c21808ff98 remove metadata redundancy, fix pca bug 2022-09-03 16:54:30 +02:00
robcaulk
c9be66b5b6 increase test coverage for dk, improve function naming, extra cleaning 2022-09-03 15:52:29 +02:00
Matthias
80b5f035ab Remove typo in log message 2022-09-03 15:01:28 +02:00
robcaulk
599c1c79fb reorganized backtest utilities, test new functionality, improve/update doc 2022-09-03 14:00:01 +02:00
Wagner Costa Santos
af5460cebf Add option to keep models only in memory for backtest 2022-09-02 22:01:53 -03:00
th0rntwig
11b2bc269e Added missing s 2022-09-01 22:37:32 +02:00
th0rntwig
3f8400df10 Normalise PCA space 2022-09-01 21:51:33 +02:00
Wagner Costa Santos
d6e115178a refactoring freqai backtesting - remove duplicate code 2022-09-01 07:09:23 -03:00
Wagner Costa Santos
44d3a9140d Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop 2022-08-31 15:37:06 -03:00
Wagner Costa Santos
7bed0450d2 pr review - refactoring backtesting freqai 2022-08-31 15:36:29 -03:00
wagnercosta
3d4497467c
Merge branch 'freqtrade:develop' into develop 2022-08-31 14:47:06 -03:00
Wagner Costa Santos
df51da22ee refactoring freqai backtesting 2022-08-31 11:23:48 -03:00
Matthias
57ff6f8ac5 Init timerange object properly 2022-08-31 10:28:31 +00:00
Matthias
7ba4fda5d7 Implement PR feedback 2022-08-31 10:26:47 +00:00
Matthias
a88ffd2c9d Merge branch 'develop' into move_datadownload 2022-08-31 10:23:45 +00:00
robcaulk
7e8e29e42d use continuous value for inlier_metric 2022-08-30 20:41:37 +02:00
robcaulk
7f52908e87 ensure the lost points are prepended for FreqUI 2022-08-30 18:55:58 +02:00
robcaulk
a58dd0bbf9 add noise feature, improve docstrings 2022-08-30 18:26:24 +02:00
robcaulk
b11742a4c5 integrate inlier metric function 2022-08-30 18:26:24 +02:00
th0rntwig
d3cb211283 Add inlier metric computation 2022-08-30 18:26:24 +02:00
th0rntwig
50e2808667
Fix bug in DI (#7321) 2022-08-30 12:54:39 +02:00
robcaulk
62c0a174c8 allow users to properly reverse train-test data ordering 2022-08-29 11:04:58 +02:00
robcaulk
fcb5d1cb5a remove debugging flag 2022-08-28 13:01:39 +02:00
robcaulk
dd628eb525 add tests for outlier detection and removal functions 2022-08-28 12:56:39 +02:00
robcaulk
1e41c773a0 fix outlier protection 2022-08-28 12:11:29 +02:00
th0rntwig
71f7d68783 Fixed mypy error 2022-08-27 12:44:55 +02:00
elintornquist
86c5ac44e4 Add outlier percentage check 2022-08-26 23:05:07 +02:00
elintornquist
b2d664c63c Change MinPts calculation 2022-08-26 18:57:27 +02:00
robcaulk
bb3523f383 download data homogeneously across timeframes 2022-08-26 18:51:42 +02:00
robcaulk
e7261cf515 add freqai utils.py file 2022-08-26 15:30:28 +02:00
robcaulk
65b552e310 make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection 2022-08-26 15:30:01 +02:00
robcaulk
4b7e640f31 reduce code duplication, optimize auto data download per tf 2022-08-26 13:56:44 +02:00
th0rntwig
5ce1c69803
Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
2022-08-22 19:57:20 +02:00
robcaulk
ac42c0153d deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting. 2022-08-22 18:19:07 +02:00
robcaulk
96d8882f1e Plug mem leak, add training timer 2022-08-22 13:30:30 +02:00