robcaulk
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d79983c791
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try to pass flake8
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2022-05-25 14:55:19 +02:00 |
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robcaulk
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7593339c14
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small cleanup
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2022-05-25 14:42:46 +02:00 |
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robcaulk
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b79d4e8876
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Allow user to go live and start from pretrained models (after a completed backtest) by simply reusing the identifier config parameter while dry/live.
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2022-05-25 14:40:32 +02:00 |
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robcaulk
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7486d9d9e2
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proper validation of freqai config parameters
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2022-05-25 12:37:25 +02:00 |
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robcaulk
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7ff3258607
|
remove assertions, log error if user has not assigned freqai in config, fix stratify bug
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2022-05-25 11:43:45 +02:00 |
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robcaulk
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35bed842cb
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cleanup, add clarity to comments and docstrings
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2022-05-25 11:31:03 +02:00 |
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robcaulk
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58b5abbaa6
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improve multithreaded training queue system
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2022-05-24 15:28:38 +02:00 |
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robcaulk
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31ae2b3060
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alleviate FutureWarning in sklearn about ensuring svm model features are passed with identical order
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2022-05-24 14:46:16 +02:00 |
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robcaulk
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255d35976e
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add priority metadata to pairs to avoid a sync of train time + train period
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2022-05-24 12:58:53 +02:00 |
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robcaulk
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059c285425
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paying closer attention to managing live retraining on separate thread without affecting prediction of other coins on master thread
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2022-05-24 12:01:01 +02:00 |
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robcaulk
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b0d2d13eb1
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improve data persistence/mapping for live/dry. This accommodates quick reloads after crash and handles multi-pair cleanly
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2022-05-23 21:05:05 +02:00 |
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robcaulk
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e1c068ca66
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add config asserts, use .get method with default values for optional functionality, move data_cleaning_* to freqai_interface (away from user custom pred model) since it is controlled by config params.
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2022-05-23 12:07:09 +02:00 |
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robcaulk
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dede128648
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set process_only_new_candles to true in example strat
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2022-05-23 10:15:59 +02:00 |
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robcaulk
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ee3cdd0ffe
|
more cleanup
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2022-05-23 09:55:58 +02:00 |
|
robcaulk
|
3587bd82e1
|
cleanup superceded code
|
2022-05-23 00:10:36 +02:00 |
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robcaulk
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af0cc21af9
|
Enable hourly/minute retraining in live/dry. Suppress catboost folder output. Update config + constants + docs to reflect updates.
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2022-05-23 00:06:26 +02:00 |
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robcaulk
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42d95af829
|
Aggregated commit. Adding support vector machine for outlier detection, improve user interface to dry/live, better standardization, fix various other bugs
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2022-05-22 17:51:49 +02:00 |
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robcaulk
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c5ecf94177
|
move live retraining to separate thread.
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2022-05-19 21:15:58 +02:00 |
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robcaulk
|
1fae6c9ef7
|
keep model accessible in memory to avoid loading objects from disk during live/dry
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2022-05-19 19:27:38 +02:00 |
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robcaulk
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67eb94c69d
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download-data will now check if freqai is active in config, and if so will also download data for corr_pairlist
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2022-05-19 17:55:00 +02:00 |
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robcaulk
|
89eacf2f47
|
Retrain model if FreqAI found a pretrained model but user strategy is not passing the expected features (user has changed the features in the strategy but has passed a the same config[freqai][identifier]). Logger warning output to user.
|
2022-05-19 17:15:50 +02:00 |
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robcaulk
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c708dd3186
|
doc update thanks matthias
|
2022-05-17 20:46:23 +02:00 |
|
Matthias
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c81b960791
|
Fix some typos
|
2022-05-17 19:58:36 +02:00 |
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robcaulk
|
db66b82f6f
|
accept open-ended timeranges from user
|
2022-05-17 19:50:06 +02:00 |
|
robcaulk
|
d1d451c27e
|
auto populate features based on a prepended % in the strategy (remove feature assignment from config). Update doc/constants/example strategy to reflect change
|
2022-05-17 18:15:03 +02:00 |
|
robcaulk
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8664e8f9a3
|
create a prediction_models folder where basic prediction models can live (similar to optimize/hyperopt-loss. Update resolver/docs/and gitignore to accommodate change
|
2022-05-17 17:13:38 +02:00 |
|
robcaulk
|
80dcd88abf
|
allow user to run config from anywhere on their system
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
9e94d28860
|
add timerange to backtest commnad
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
e5759d950b
|
fix typo
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
f4296173e9
|
use bash visual in doc
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
717df891b1
|
use bash visual in doc
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
a8022c104a
|
give beta testers more information in the doc
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
a7029e35b5
|
ensure informative pairs includes any combination of whitelist - corr_pairlist
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
9b3e5faebe
|
create more flexible whitelist, avoid duplicating whitelist features into corr_pairlist, update docs
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
22bd5556ed
|
add self-retraining functionality for live/dry
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
178c2014b0
|
appease mypy
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
a4f5811a5b
|
fix flake8 issue in arguments.py
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
aae233bd6c
|
try passing the check tests
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
f653ace24b
|
another attempt at fixing datalength bug
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
b08c0888bb
|
add USERPATH_FREQAIMODELS, remove return values from @abstract methods
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
b03c7b514d
|
optional style for interfacing freqai with backtesting
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
e9a7b68bc1
|
revert constants.py and add changes
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
3020218096
|
fix bug on backtest timerange
|
2022-05-15 17:41:34 +02:00 |
|
robcaulk
|
00ff0c9b91
|
ensure user defined timerange truncates final backtest so that we arent mismatching data lengths upon return to strategy. Rename DataHandler class to FreqaiDataKitchen
|
2022-05-15 17:41:34 +02:00 |
|
robcaulk
|
66715c5ba4
|
update doc
|
2022-05-15 17:41:34 +02:00 |
|
robcaulk
|
def71a0afe
|
auto build full_timerange and self manage training_timerange
|
2022-05-15 17:41:34 +02:00 |
|
robcaulk
|
764f9449b4
|
fix logger, debug some flake8 appeasements
|
2022-05-15 17:41:34 +02:00 |
|
robcaulk
|
29c2d1d189
|
use logger in favor of print
|
2022-05-15 17:38:58 +02:00 |
|
robcaulk
|
99f7e44c30
|
flake8 passing, use pathlib in lieu of os.path to accommodate windows/mac OS
|
2022-05-15 17:38:58 +02:00 |
|
robcaulk
|
2600ba4e74
|
remove unused remnants
|
2022-05-15 17:38:58 +02:00 |
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