Commit Graph

110 Commits

Author SHA1 Message Date
elintornquist 9c6b745f06 Restructure and improve doc, add fiq 2022-08-19 22:23:26 +02:00
Matthias 819bc71941 Update docs for freqai docker container 2022-08-17 10:35:56 +02:00
Matthias 464d99808f Update doc table formatting 2022-08-14 18:22:01 +02:00
Matthias 3a9ec76c91 Move "freqai.lock" to backend to simplify user interface 2022-08-14 17:19:50 +02:00
Matthias a5e96881f4 slightly update doc wording 2022-08-14 17:08:29 +02:00
Robert Caulk c9c128f781 finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy 2022-08-14 02:49:01 +02:00
Matthias 3918f4abbd Simplify strategy interface by removing explicit self.freqai_info assignment 2022-08-13 09:27:56 +02:00
robcaulk 2cae3c42e6 remove trade database analyzer, clean up a bit 2022-08-10 17:43:06 +02:00
robcaulk 91d0c91287 improve docs 2022-08-10 11:56:42 +02:00
Robert Caulk c172ce1011 improve flexibility of user defined prediction dataframe 2022-08-06 13:51:19 +02:00
Robert Caulk fdc82f8302 add doc section for classifier 2022-08-06 09:45:26 +02:00
robcaulk a42a060ab5 fix DB once and for all. Make DBSCAN more efficient and robust. 2022-08-05 21:29:03 +02:00
Robert Caulk fe1b8515a8 fix bug in DBSCAN, update doc 2022-08-04 17:00:59 +02:00
robcaulk 29225e4baf add DBSCAN outlier detection feature, add supporting documentation 2022-08-04 12:15:16 +02:00
robcaulk 95d3009a95 give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality 2022-08-02 20:14:02 +02:00
Matthias 895ebbfd18 Exclude aarch64 from catboost requirements 2022-08-01 07:34:27 +00:00
robcaulk e6ebc0443e make single generalized config for freqai. update docs to reflect that. 2022-07-31 13:08:43 +02:00
Robert Caulk c2eaa3d2cd add image of algorithmic overview to doc 2022-07-30 18:51:00 +02:00
robcaulk dd8288c090 expose full parameter set for SVM outlier detection. Set default shuffle to false to improve reproducibility 2022-07-30 13:40:05 +02:00
robcaulk 08d3ac7ef8 add keras and conv_width to schema and documentation 2022-07-29 08:49:35 +02:00
Matthias 70b7a254af Update some areas to use default docstring formatting 2022-07-24 16:51:48 +02:00
Robert Caulk 88e10f7306 add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs 2022-07-24 09:01:23 +02:00
Matthias 8a3cffcd1b Remove remaining CustomModel references 2022-07-23 17:08:05 +02:00
robcaulk c2d6a0e891 add record of contribution to doc and source 2022-07-23 13:04:06 +02:00
robcaulk 3acc869570 improve the dataframe key description, update outdated parts of doc 2022-07-23 12:42:24 +02:00
Matthias 36dc9be7aa Update some docs wording 2022-07-22 20:27:25 +02:00
robcaulk accc629e32 set separate table sections in doc 2022-07-22 12:44:43 +02:00
robcaulk ac0f484918 add freqai logo to top of doc 2022-07-22 00:02:07 +02:00
robcaulk 3205788bce extend doc to include descriptions of the return values from FreqAI to the strategy 2022-07-21 22:11:46 +02:00
robcaulk 8f86b0deaa *breaking change* simplify user strat by consolidating feature loops into backend 2022-07-21 12:24:22 +02:00
robcaulk c9a6dc88a1 add parameter list/discriptions to doc 2022-07-21 11:11:36 +02:00
lolong ed0f8b1189
Improve FreqAI documentation (#7072)
Improve doc + some other small fixes

Co-authored-by: robcaulk <rob.caulk@gmail.com>
2022-07-18 11:57:52 +02:00
Robert Caulk 8ce6b18318 start collecting indefinite history of predictions. Allow user to generate statistics on these predictions. Direct FreqAI to save these to disk and reload them if available. 2022-07-11 22:01:48 +02:00
Robert Caulk 607455919e Change config parameter names to improve clarity and consistency throughout the code (!!breaking change, please check discord support channel for migration instructions or review templates/FreqaiExampleStrategy.py config_examples/config_freqai_futures.example.json file changes!!) 2022-07-10 12:35:44 +02:00
Matthias eda9464d30 Fix docs test 2022-07-03 19:54:29 +02:00
robcaulk f631ae911b add model expiration feature, fix bug in DI return values 2022-06-17 14:55:40 +02:00
robcaulk 7523ed825e automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now). 2022-05-31 18:42:27 +02:00
robcaulk 0306f5ca13 Add autopurge feature so that FreqAI cleans up after itself when it no longer needs old models on disk 2022-05-31 11:58:21 +02:00
robcaulk 606f18e5c1 Add follow_mode feature so that secondary bots can be launched with the same identifier and load models trained by the leader 2022-05-30 21:35:48 +02:00
robcaulk 4eb4753e20 allow subdaily retraining for backtesting 2022-05-29 17:44:35 +02:00
robcaulk c5a16e91fb throw user error if user tries to load models but feeds the wrong features (while using PCA) 2022-05-28 11:11:41 +02:00
robcaulk c080571b7a help futures go dry/live with auto download feature 2022-05-27 12:23:32 +02:00
robcaulk 6193205012 fix bug for target_mean/std array merging in backtesting 2022-05-26 21:07:50 +02:00
robcaulk 7593339c14 small cleanup 2022-05-25 14:42:46 +02:00
robcaulk b79d4e8876 Allow user to go live and start from pretrained models (after a completed backtest) by simply reusing the `identifier` config parameter while dry/live. 2022-05-25 14:40:32 +02:00
robcaulk 31ae2b3060 alleviate FutureWarning in sklearn about ensuring svm model features are passed with identical order 2022-05-24 14:46:16 +02:00
robcaulk af0cc21af9 Enable hourly/minute retraining in live/dry. Suppress catboost folder output. Update config + constants + docs to reflect updates. 2022-05-23 00:06:26 +02:00
robcaulk 42d95af829 Aggregated commit. Adding support vector machine for outlier detection, improve user interface to dry/live, better standardization, fix various other bugs 2022-05-22 17:51:49 +02:00
robcaulk c708dd3186 doc update thanks matthias 2022-05-17 20:46:23 +02:00
Matthias c81b960791 Fix some typos 2022-05-17 19:58:36 +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 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 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 9b3e5faebe create more flexible whitelist, avoid duplicating whitelist features into corr_pairlist, update docs 2022-05-15 17:42:15 +02:00
robcaulk 66715c5ba4 update doc 2022-05-15 17:41:34 +02:00
robcaulk fc837c4daa add freqao backend machinery, user interface, documentation 2022-05-15 17:38:58 +02:00