Wagner Costa Santos
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df51da22ee
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refactoring freqai backtesting
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2022-08-31 11:23:48 -03:00 |
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th0rntwig
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50e2808667
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Fix bug in DI (#7321)
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2022-08-30 12:54:39 +02:00 |
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robcaulk
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62c0a174c8
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allow users to properly reverse train-test data ordering
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2022-08-29 11:04:58 +02:00 |
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robcaulk
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dd628eb525
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add tests for outlier detection and removal functions
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2022-08-28 12:56:39 +02:00 |
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robcaulk
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1e41c773a0
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fix outlier protection
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2022-08-28 12:11:29 +02:00 |
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th0rntwig
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71f7d68783
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Fixed mypy error
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2022-08-27 12:44:55 +02:00 |
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elintornquist
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86c5ac44e4
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Add outlier percentage check
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2022-08-26 23:05:07 +02:00 |
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elintornquist
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b2d664c63c
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Change MinPts calculation
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2022-08-26 18:57:27 +02:00 |
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th0rntwig
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5ce1c69803
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Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
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2022-08-22 19:57:20 +02:00 |
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robcaulk
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96d8882f1e
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Plug mem leak, add training timer
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2022-08-22 13:30:30 +02:00 |
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longyu
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cfa5b3f12c
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add new line
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2022-08-19 12:39:08 +02:00 |
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longyu
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277245c69d
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remove line
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2022-08-19 12:39:00 +02:00 |
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longyu
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f70b0bab80
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remove line
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2022-08-17 23:49:20 +02:00 |
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longyu
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9c38c27eed
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ignore sample itself distance for avg_mean_dist computation
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2022-08-17 15:09:57 +02:00 |
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longyu
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72c34291e3
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newline
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2022-08-17 15:09:10 +02:00 |
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robcaulk
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006b11e5d5
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fix leftover bug in indicator population
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2022-08-14 21:42:55 +02:00 |
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robcaulk
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ad846cdb76
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fix lock bug, update docstring
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2022-08-14 20:24:29 +02:00 |
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Matthias
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a29402ddde
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Rename and move analysis_lock to data_kitchen
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2022-08-14 17:23:14 +02:00 |
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Matthias
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3a9ec76c91
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Move "freqai.lock" to backend to simplify user interface
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2022-08-14 17:19:50 +02:00 |
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robcaulk
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b1b76a2dbe
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debug classifier with predict proba
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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23cc21ce59
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add predict_proba to base classifier, improve historic predictions handling
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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fb4b73ce89
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ensure dates are saved
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2022-08-12 12:03:44 +02:00 |
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robcaulk
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2cae3c42e6
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remove trade database analyzer, clean up a bit
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2022-08-10 17:43:06 +02:00 |
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robcaulk
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5a16d5a512
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Deactivate database analyzer if user does not use sqlite
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2022-08-09 16:36:22 +02:00 |
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robcaulk
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aef086b02e
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Improved dict typing, timeframe parser, collect dates associated with training data points
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2022-08-09 15:30:25 +02:00 |
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Matthias
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77b3b8a134
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Use main exchange instead of creating a separate instance.
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2022-08-08 18:34:11 +00:00 |
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Matthias
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b16f57cb0d
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Minor stylistic fixes
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2022-08-06 14:55:46 +02:00 |
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Robert Caulk
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c172ce1011
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improve flexibility of user defined prediction dataframe
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2022-08-06 13:51:19 +02:00 |
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Robert Caulk
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07763d0d4f
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add classifier, improve model naming scheme
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2022-08-06 08:33:55 +02:00 |
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Robert Caulk
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ce8fbbf743
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ensure loading historical df matches frequi indices
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2022-08-06 07:25:59 +02:00 |
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robcaulk
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60d782e5c5
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remove unnecessary function
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2022-08-05 21:31:32 +02:00 |
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robcaulk
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a42a060ab5
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fix DB once and for all. Make DBSCAN more efficient and robust.
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2022-08-05 21:29:03 +02:00 |
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robcaulk
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29b7b014e5
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fix bug in DB path initialization
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2022-08-05 18:19:26 +02:00 |
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robcaulk
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05ec5c5e54
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generalize database url path for any db type
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2022-08-05 12:19:29 +02:00 |
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Robert Caulk
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51a6b4289f
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improve DBSCAN performance for subsequent trainings
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2022-08-04 17:41:58 +02:00 |
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Robert Caulk
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fe1b8515a8
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fix bug in DBSCAN, update doc
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2022-08-04 17:00:59 +02:00 |
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robcaulk
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29225e4baf
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add DBSCAN outlier detection feature, add supporting documentation
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2022-08-04 12:15:16 +02:00 |
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robcaulk
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eae82d0222
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fix bug with database url during backtesting. comment out example trade db analysis.
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2022-08-03 16:17:57 +02:00 |
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robcaulk
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95d3009a95
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give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality
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2022-08-02 20:14:02 +02:00 |
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robcaulk
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d830105605
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*BREAKING CHANGE* remove unnecessary arguments from populate_any_indicators(), accommodate tests
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2022-07-31 17:05:29 +02:00 |
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robcaulk
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dd8288c090
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expose full parameter set for SVM outlier detection. Set default shuffle to false to improve reproducibility
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2022-07-30 13:40:05 +02:00 |
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robcaulk
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f22b140782
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fix backtesting bug, undo move of label stat calc, fix example strat exit logic
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2022-07-29 17:27:35 +02:00 |
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robcaulk
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c84d54b35e
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Fix typing issue, avoid using .get() when unnecessary, convert to fstrings
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2022-07-29 08:12:50 +02:00 |
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robcaulk
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e213d0ad55
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isolate data_drawer functions from data_kitchen, accommodate tests, add new test
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2022-07-26 10:24:14 +02:00 |
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robcaulk
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56b17e6f3c
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allow user to pass test_size = 0 and avoid using eval sets in prediction models
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2022-07-25 19:40:13 +02:00 |
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Robert Caulk
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897f18a8c8
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ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods
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2022-07-25 15:07:09 +02:00 |
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Matthias
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61c41fd919
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Merge branch 'develop' into feat/freqai
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2022-07-24 16:18:58 +02:00 |
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Robert Caulk
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88e10f7306
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add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs
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2022-07-24 09:01:23 +02:00 |
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Robert Caulk
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fff39eff9e
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fix multitarget bug
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2022-07-24 08:42:50 +02:00 |
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robcaulk
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f3d46613ee
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move prediction denormalization into datakitchen. remove duplicate associated code. avoid normalization/denormalization for string dtypes.
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2022-07-23 17:14:33 +02:00 |
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