Commit Graph

16475 Commits

Author SHA1 Message Date
robcaulk
e229902381 fix bug in previous commit 2022-05-30 12:48:22 +02:00
robcaulk
a20651efd8 Increase performance by only predicting on most recent candle instead of full strat provided dataframe. Collect predictions and store them so that we can feed true predictions back to strategy (so that frequi isnt updating historic predictions based on newly trained models). 2022-05-30 11:37:05 +02:00
robcaulk
2f1a2c1cd7 allow users to store data in custom formats, update spot config to reflect better target horizon to training period ratio 2022-05-30 02:12:31 +02:00
robcaulk
d59eac3321 revert a79032b 2022-05-29 21:33:38 +02:00
robcaulk
a79032bf75 fixing bug in training queue 2022-05-29 20:19:32 +02:00
robcaulk
3f72263278 allow pairs deeper in the queue to get trained if the higher priority pairs dont need training 2022-05-29 20:02:43 +02:00
robcaulk
cc6cae47ec allow pairs deeper in the queue to get trained if the higher priority pairs dont need training 2022-05-29 19:49:43 +02:00
robcaulk
4eb4753e20 allow subdaily retraining for backtesting 2022-05-29 17:44:35 +02:00
robcaulk
0aa7162055 ensure the prediction is reset in the pair_dict after any trade exit, not just custom_exit 2022-05-29 16:36:46 +02:00
robcaulk
fe36b08fce fix key error in example strat 2022-05-29 16:26:34 +02:00
robcaulk
ce365eb9e3 improve example strat so that it has dynamic buy and sell logic according to original prediction 2022-05-29 14:45:46 +02:00
robcaulk
4eb29c8810 Dont reset pair priority if it doesnt successfully train 2022-05-28 18:34:26 +02:00
robcaulk
83dd453723 catch errors occuring on background thread, and make sure to keep the ball rolling. Improve pair retraining queue. 2022-05-28 18:26:19 +02:00
robcaulk
e54614fa2f remove remnants of single threaded version, ensure pair queue priority is checked before retraining 2022-05-28 14:55:07 +02:00
robcaulk
2a4d1e2d64 fix bug in setting new timerange for retraining 2022-05-28 12:23:26 +02:00
robcaulk
7870a86e9a fix live retraining bug 2022-05-28 11:38:57 +02:00
robcaulk
0bf915054d handle key check correctly 2022-05-28 11:22:32 +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
b8f9c3557b dirty dirty, dont look here (hacking a flag to avoid reloading leverage_tiers in dry/live) 2022-05-27 13:56:34 +02:00
robcaulk
891fb87712 give load_cached_data_for_updating the right flags to avoid redownloading data in dry/live 2022-05-27 13:38:22 +02:00
robcaulk
65fdebab75 let load_pairs_histories load futures candles in live 2022-05-27 13:01:33 +02:00
robcaulk
c080571b7a help futures go dry/live with auto download feature 2022-05-27 12:23:32 +02:00
robcaulk
8a501831d6 fix the error logic on previous commit 2022-05-27 01:15:55 +02:00
robcaulk
23c30dbc10 add error for user trying to backtest with backtest_period<1 2022-05-27 00:43:52 +02:00
robcaulk
6193205012 fix bug for target_mean/std array merging in backtesting 2022-05-26 21:07:50 +02:00
robcaulk
ff531c416f reduce complexity inside start_download_data() in an effort to appease flake8 2022-05-25 15:31:50 +02:00
robcaulk
d79983c791 try to pass flake8 2022-05-25 14:55:19 +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
7486d9d9e2 proper validation of freqai config parameters 2022-05-25 12:37:25 +02:00
robcaulk
7ff3258607 remove assertions, log error if user has not assigned freqai in config, fix stratify bug 2022-05-25 11:43:45 +02:00
robcaulk
35bed842cb cleanup, add clarity to comments and docstrings 2022-05-25 11:31:03 +02:00
robcaulk
58b5abbaa6 improve multithreaded training queue system 2022-05-24 15:28:38 +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
255d35976e add priority metadata to pairs to avoid a sync of train time + train period 2022-05-24 12:58:53 +02:00
robcaulk
059c285425 paying closer attention to managing live retraining on separate thread without affecting prediction of other coins on master thread 2022-05-24 12:01:01 +02:00
robcaulk
b0d2d13eb1 improve data persistence/mapping for live/dry. This accommodates quick reloads after crash and handles multi-pair cleanly 2022-05-23 21:05:05 +02:00
robcaulk
e1c068ca66 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. 2022-05-23 12:07:09 +02:00
robcaulk
dede128648 set process_only_new_candles to true in example strat 2022-05-23 10:15:59 +02:00
robcaulk
ee3cdd0ffe more cleanup 2022-05-23 09:55:58 +02:00
robcaulk
3587bd82e1 cleanup superceded code 2022-05-23 00:10:36 +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
c5ecf94177 move live retraining to separate thread. 2022-05-19 21:15:58 +02:00
robcaulk
1fae6c9ef7 keep model accessible in memory to avoid loading objects from disk during live/dry 2022-05-19 19:27:38 +02:00
robcaulk
67eb94c69d download-data will now check if freqai is active in config, and if so will also download data for corr_pairlist 2022-05-19 17:55:00 +02:00
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
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
db66b82f6f accept open-ended timeranges from user 2022-05-17 19:50:06 +02:00