richardjozsa
64d4a52a56
Improve the RL learning process
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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
Matthias
f4025ee5de
Merge pull request #7289 from freqtrade/feat/freqai-rl-dev
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Add reinforcement learning module to FreqAI
2022-11-27 17:15:21 +01:00
stm
51d21b413d
Fix 4ac update_total_profit
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_update_total_profit() must be executed before "self._position = Positions.Neutral" because _update_total_profit() calls get_unrealized_profit(), which returns 0 if position is neutral and total_profit is not updated
2022-11-26 23:35:20 +03:00
robcaulk
dba30393fb
ensure extra_returns_per_train are set properly on first hist_preds build
2022-11-26 18:04:47 +01:00
robcaulk
be890b52fd
remove np import
2022-11-26 13:44:58 +01:00
robcaulk
aaaa5a5f64
add documentation for net_arch, other small changes
2022-11-26 13:44:58 +01:00
Matthias
7ebc8ee169
Fix missing Optional typehint
2022-11-26 13:32:18 +01:00
Matthias
bdfedb5fcb
Improve typehints / reduce warnings from mypy
2022-11-26 13:03:07 +01:00
robcaulk
81fd2e588f
ensure typing, remove unsued code
2022-11-26 12:11:59 +01:00
robcaulk
8dbfd2cacf
improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc
2022-11-26 11:51:08 +01:00
robcaulk
2e82e6784a
move data_provider cleanup to shutdown()
2022-11-24 19:07:38 +01:00
robcaulk
73c458d47b
use importlib instead of __import___
2022-11-24 19:04:35 +01:00
robcaulk
3a07749fcc
fix docstring
2022-11-24 18:46:54 +01:00
robcaulk
44b042ba51
remove unused function
2022-11-24 17:53:26 +01:00
Matthias
8f1a8c752b
Add freqairl docker build process
2022-11-24 07:00:12 +01:00
Wagner Costa
d09157efb8
update code to use one prediction file / pair
2022-11-22 15:15:42 -03:00
Wagner Costa
c01f25ddc9
update code to freqai_backtest_live_models only from historic predictions
2022-11-22 13:09:09 -03:00
Wagner Costa Santos
fdc82af883
fix tests - update code to backtest with historic_predictions
2022-11-19 22:27:58 -03:00
Wagner Costa Santos
80d070e9ee
update code to use historic_predictions for freqai_backtest_live_models
2022-11-19 14:15:58 -03:00
robcaulk
387c905a86
merge develop into RL
2022-11-17 21:59:07 +01:00
robcaulk
60fcd8dce2
fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc
2022-11-17 21:50:02 +01:00
robcaulk
91df79ff44
merge dev into backtest-live-predictions
2022-11-17 21:20:47 +01:00
Robert Caulk
cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
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Simplify timerange handling
2022-11-17 19:57:48 +01:00
Wagner Costa Santos
3903b04d3f
save_live_data_backtest - added docs and tests
2022-11-17 15:20:07 -03:00
Wagner Costa Santos
99bff9cbfa
backtesting_from_live_saved_files - code refactoring
2022-11-17 10:30:51 -03:00
Wagner Costa Santos
913749c81b
backtesting_from_live_saved_files - code refactoring
2022-11-17 10:30:16 -03:00
Wagner Costa Santos
b01e4e3dbf
change default value - save_live_data_backtest as false
2022-11-17 10:14:30 -03:00
Wagner Costa Santos
1a19d90e2e
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-17 10:13:11 -03:00
robcaulk
bf4d5b432a
ensure model_type is defined
2022-11-13 18:50:25 +01:00
robcaulk
6394ef4558
fix docstrings
2022-11-13 17:43:52 +01:00
robcaulk
96fafb7f56
remove limit_ram_use
2022-11-13 17:14:47 +01:00
robcaulk
b421521be3
help default ReinforcementLearner users by assigning the model_type automatically
2022-11-13 17:12:17 +01:00
robcaulk
90f168d1ff
remove more user references. cleanup dataprovider
2022-11-13 17:06:06 +01:00
robcaulk
388ca21200
update docs, fix bug in environment
2022-11-13 16:56:31 +01:00
robcaulk
af9e400562
add test coverage, fix bug in base environment. Ensure proper fee is used.
2022-11-13 15:31:37 +01:00
Matthias
942840da2d
Improve setting wording to keep future possibilities open
2022-11-13 15:22:44 +01:00
robcaulk
81f800a79b
switch to using FT calc_profi_pct, reverse entry/exit fees
2022-11-13 13:41:17 +01:00
robcaulk
e71a8b8ac1
add ability to integrate state info or not, and prevent state info integration during backtesting
2022-11-12 18:46:48 +01:00
Wagner Costa Santos
27fa9f1f4e
backtest saved dataframe from live
2022-11-12 14:37:23 -03:00
Wagner Costa Santos
f9c6c538be
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-12 09:37:45 -03:00
robcaulk
9c6b97c678
ensure normalization acceleration methods are employed in RL
2022-11-12 12:01:59 +01:00
robcaulk
6746868ea7
store dataprovider to self instead of strategy
2022-11-12 11:33:03 +01:00
robcaulk
7a4bb040a5
merge develop into feat/freqai-rl-dev
2022-11-12 10:54:34 +01:00
robcaulk
214c622475
move dataframe converter to converter.py
2022-11-12 10:38:25 +01:00
robcaulk
9617d8143d
Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai
2022-11-12 10:21:38 +01:00
Matthias
e6172a68d7
Merge pull request #7730 from freqtrade/fix-metric-tracker
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fix loading of metric tracker from disk
2022-11-11 20:01:26 +01:00
Robert Caulk
833578716c
Merge pull request #7644 from markdregan/multi-target-classifier
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Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
2022-11-11 18:48:38 +01:00
robcaulk
790ff2a84b
merge develop into add-single-prec
2022-11-11 18:08:51 +01:00
robcaulk
e46a57bbd0
move mem logs to debug
2022-11-11 18:05:32 +01:00
robcaulk
66514e84e4
add LightGBMClassifierMultiTarget. add test
2022-11-11 17:45:53 +01:00
robcaulk
054133955b
fix loading of metric tracker from disk
2022-11-11 17:24:09 +01:00
Matthias
0f9c5f8d41
Simplify timerange handling
2022-11-10 18:28:18 +01:00
Matthias
57313dd961
Update some usages of timerange to new, simplified method
2022-11-10 18:11:39 +01:00
Wagner Costa Santos
4f0f3e5b64
removed unnecessary code
2022-11-09 10:07:24 -03:00
Wagner Costa Santos
8ee95db927
refactoring backtesting_fit_live_predictions function
2022-11-09 09:51:42 -03:00
Wagner Costa Santos
3e57c18ac6
add fix_live_predictions function to backtesting
2022-11-08 18:20:39 -03:00
Wagner Costa Santos
8d9988a942
enforce date column in backtesting freqai predictions files
2022-11-08 11:06:23 -03:00
Wagner Costa Santos
9c5ba0732a
save predictions with date and merge by date
2022-11-08 10:32:18 -03:00
Matthias
884014a4b9
Fix some minor typos
2022-11-07 18:35:28 +00:00
Wagner Costa Santos
6559384286
Merge branch 'develop' into backtest_live_models
2022-11-07 15:14:10 -03:00
Emre
43bdd34964
Optimize reduce_dataframe_footprint function
2022-11-05 19:13:02 +03:00
robcaulk
53df607067
avoid duplicating features with okx/gateio, ensure inference timer gets logged
2022-11-05 15:42:19 +01:00
robcaulk
257c833831
add doc for single precision, dont allow half precision, add test
2022-11-04 18:10:04 +01:00
robcaulk
3ccc120f92
add option to force single precision
2022-11-04 17:42:10 +01:00
robcaulk
8bdc99a3d6
fix self-imposed bug
2022-11-04 16:41:38 +01:00
robcaulk
19d90b813a
improve readibility in start_backtesting()
2022-11-04 16:10:46 +01:00
Wagner Costa Santos
8008c63319
Merge branch 'develop' into backtest_live_models
2022-11-04 09:09:39 -03:00
Wagner Costa Santos
a7acfb7ab7
fix dict key error
2022-11-04 09:02:28 -03:00
robcaulk
90c5bfb4b5
add default conv_width
2022-11-03 21:35:12 +01:00
robcaulk
05b309caf2
ensure colon replaced for cached attach
2022-11-03 21:17:48 +01:00
robcaulk
6938ed6584
change default conv_width to 1
2022-11-03 21:11:26 +01:00
robcaulk
444a068481
merge develop into track-current-candle
2022-11-03 21:09:08 +01:00
robcaulk
db942321ad
fix bug with lightgbm and colons
2022-11-03 21:03:48 +01:00
robcaulk
d721b50230
flake8
2022-11-03 19:13:24 +01:00
robcaulk
3ba1e221eb
fix typo
2022-11-03 19:08:33 +01:00
robcaulk
6c4bdb8f67
remove special characters from feature names
2022-11-03 18:49:39 +01:00
Wagner Costa Santos
17798b3397
Merge branch 'develop' into backtest_live_models
2022-11-03 13:29:25 -03:00
Wagner Costa Santos
356d79b38a
verify mean and std exists in model metadata
2022-11-03 13:27:56 -03:00
robcaulk
ce92731132
ensure backwards compatitibility
2022-11-02 20:20:35 +01:00
Wagner Costa Santos
23b6915dde
fix issue with different backtesting prediction size
2022-11-02 15:49:51 -03:00
robcaulk
1a38c10fc6
remove old code
2022-11-02 19:37:47 +01:00
robcaulk
255eb71270
start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df
2022-11-02 19:32:22 +01:00
robcaulk
97df232ac6
add a warning to __init__ for get_corr_dataframes
2022-10-31 18:18:00 +01:00
robcaulk
66d8ed6c0b
Merge remote-tracking branch 'origin/develop' into reduce-indicator-population
2022-10-31 09:42:01 +01:00
robcaulk
d59a7fa2f9
remove analysis_lock and realign example hybrid strat
2022-10-30 17:07:33 +01:00
Matthias
391c3f56f7
Add typehint to corr_pairlist
2022-10-30 13:28:01 +01:00
Mark Regan
7053f81fa8
simplified predict and predict_proba using super(). Added duplicate class label check.
2022-10-30 09:48:30 +00:00
Matthias
cf4af2175c
Merge pull request #7662 from markdregan/backtest_extra_returns_fix
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Fix missing f-string from PR #7611
2022-10-30 10:47:06 +01:00
robcaulk
a2843165e1
fix leftovers from merge
2022-10-30 10:31:38 +01:00
robcaulk
52e15b2070
Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev
2022-10-30 10:16:39 +01:00
robcaulk
d1a0874683
merge develop into feat/freqai-rl-dev
2022-10-30 10:13:03 +01:00
robcaulk
fc53054d43
leverage list length knowledge, f-string change
2022-10-30 10:12:14 +01:00
Emre
f98c7a2423
Remove loop of normalization from metadata
2022-10-30 10:12:14 +01:00
Mark Regan
c26fda282f
fix missing f-string from PR #7611
2022-10-30 08:19:59 +00:00
robcaulk
650bb8b7d7
ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs.
2022-10-29 22:26:49 +02:00
Matthias
801e91c39e
Merge pull request #7618 from wizrds/fix/docker-config-record
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Update function in FreqAI interface to record FreqAI config params
2022-10-29 08:56:20 +02:00
Mark Regan
6ef82dd8b6
minor change to return
2022-10-27 12:41:12 +01:00
Timothy Pogue
b9bf9edb02
update rapidjson opts
2022-10-25 14:12:13 -06:00
Mark Regan
217add70bd
add strat and config for testing on PR
2022-10-25 20:07:39 +01:00
Mark Regan
47056eded3
multi target classifier working but not for parallel
2022-10-25 18:24:27 +01:00
