robcaulk
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387c905a86
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merge develop into RL
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2022-11-17 21:59:07 +01:00 |
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robcaulk
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90f168d1ff
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remove more user references. cleanup dataprovider
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2022-11-13 17:06:06 +01:00 |
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robcaulk
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6746868ea7
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store dataprovider to self instead of strategy
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2022-11-12 11:33:03 +01:00 |
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robcaulk
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7a4bb040a5
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merge develop into feat/freqai-rl-dev
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2022-11-12 10:54:34 +01:00 |
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Matthias
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0f9c5f8d41
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Simplify timerange handling
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2022-11-10 18:28:18 +01:00 |
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Matthias
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884014a4b9
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Fix some minor typos
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2022-11-07 18:35:28 +00:00 |
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Wagner Costa Santos
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6559384286
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Merge branch 'develop' into backtest_live_models
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2022-11-07 15:14:10 -03:00 |
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robcaulk
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53df607067
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avoid duplicating features with okx/gateio, ensure inference timer gets logged
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2022-11-05 15:42:19 +01:00 |
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robcaulk
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8bdc99a3d6
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fix self-imposed bug
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2022-11-04 16:41:38 +01:00 |
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robcaulk
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19d90b813a
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improve readibility in start_backtesting()
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2022-11-04 16:10:46 +01:00 |
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Wagner Costa Santos
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8008c63319
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Merge branch 'develop' into backtest_live_models
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2022-11-04 09:09:39 -03:00 |
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robcaulk
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90c5bfb4b5
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add default conv_width
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2022-11-03 21:35:12 +01:00 |
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robcaulk
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6938ed6584
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change default conv_width to 1
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2022-11-03 21:11:26 +01:00 |
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robcaulk
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444a068481
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merge develop into track-current-candle
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2022-11-03 21:09:08 +01:00 |
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robcaulk
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6c4bdb8f67
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remove special characters from feature names
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2022-11-03 18:49:39 +01:00 |
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Wagner Costa Santos
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17798b3397
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Merge branch 'develop' into backtest_live_models
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2022-11-03 13:29:25 -03:00 |
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robcaulk
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ce92731132
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ensure backwards compatitibility
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2022-11-02 20:20:35 +01:00 |
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Wagner Costa Santos
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23b6915dde
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fix issue with different backtesting prediction size
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2022-11-02 15:49:51 -03:00 |
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robcaulk
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1a38c10fc6
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remove old code
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2022-11-02 19:37:47 +01:00 |
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robcaulk
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255eb71270
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start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df
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2022-11-02 19:32:22 +01:00 |
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robcaulk
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97df232ac6
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add a warning to __init__ for get_corr_dataframes
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2022-10-31 18:18:00 +01:00 |
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robcaulk
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66d8ed6c0b
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Merge remote-tracking branch 'origin/develop' into reduce-indicator-population
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2022-10-31 09:42:01 +01:00 |
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robcaulk
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d59a7fa2f9
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remove analysis_lock and realign example hybrid strat
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2022-10-30 17:07:33 +01:00 |
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Matthias
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391c3f56f7
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Add typehint to corr_pairlist
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2022-10-30 13:28:01 +01:00 |
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robcaulk
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d1a0874683
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merge develop into feat/freqai-rl-dev
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2022-10-30 10:13:03 +01:00 |
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robcaulk
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650bb8b7d7
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ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs.
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2022-10-29 22:26:49 +02:00 |
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robcaulk
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4d2b7a74f1
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move record params to utils, use rapidjson
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2022-10-23 20:51:32 +02:00 |
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Timothy Pogue
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07e813dfa0
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change param record to only get certain params
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2022-10-23 12:09:07 -06:00 |
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Timothy Pogue
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4464e91256
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use self.identifier in full path
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2022-10-21 19:53:33 -06:00 |
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Timothy Pogue
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5ee3b8cbbb
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update config recording to use all configs, fix tests
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2022-10-21 19:48:26 -06:00 |
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Wagner Costa Santos
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52b60c5cbb
|
Merge branch 'develop' into backtest_live_models
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2022-10-20 11:59:37 -03:00 |
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rcaulk
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a9db668082
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avoid redundant indicator population for corr_pair list
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2022-10-20 16:30:32 +02:00 |
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robcaulk
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d81eef0b70
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add timestamps to each metric, use rapidjson
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2022-10-15 13:23:01 +02:00 |
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robcaulk
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b236e362ba
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Merge remote-tracking branch 'origin/develop' into add-metric-tracker
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2022-10-14 19:00:49 +02:00 |
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Wagner Costa Santos
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93fe2b6446
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Merge branch 'develop' into backtest_live_models
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2022-10-13 11:22:58 -03:00 |
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robcaulk
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5b5bb8aab5
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catboost tensorboard bugfix
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2022-10-11 19:05:46 +02:00 |
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Robert Caulk
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7bcb7d9a1a
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Merge pull request #7554 from initrv/add-catboost-tensorboard
Add tensorboard for catboost
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2022-10-10 21:03:45 +02:00 |
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Wagner Costa Santos
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3081e73f8a
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Merge branch 'develop' into backtest_live_models
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2022-10-10 14:53:45 -03:00 |
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Matthias
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eaae9c9e03
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Update docstring format
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2022-10-10 12:19:29 +00:00 |
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robcaulk
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a4aa1b972c
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isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality
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2022-10-09 21:11:37 +02:00 |
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robcaulk
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76b33359a9
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add an optional metric tracker to collect train timings, inference timings, and cpu load data
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2022-10-09 20:22:42 +02:00 |
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Matthias
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d42fb15608
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Improve generic exception handler
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2022-10-07 16:05:41 +02:00 |
|
robcaulk
|
9c73411ac2
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Merge remote-tracking branch 'origin/develop' into dev-merge-rl
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2022-10-05 15:21:45 +02:00 |
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robcaulk
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b70f18f4c3
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add close price and date to historic_predictions
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2022-10-02 18:33:39 +02:00 |
|
robcaulk
|
048cb95bd6
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Merge remote-tracking branch 'origin/develop' into dev-merge-rl
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2022-10-01 17:48:47 +02:00 |
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robcaulk
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cd514cf15d
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fix inlier metric in backtesting
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2022-10-01 14:18:46 +02:00 |
|
robcaulk
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f2b875483f
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ensure raw features match when PCA is employed
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2022-10-01 13:14:59 +02:00 |
|
Emre
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cdc01a0781
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Fix feature list match for pca
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2022-09-30 15:22:05 -07:00 |
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Robert Caulk
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7ef56e3029
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Ensure at least 1 thread is available
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2022-09-29 14:01:22 +02:00 |
|
Wagner Costa Santos
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6845a5c6ea
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backtest_live_models - refactoring after PR review
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2022-09-29 01:48:38 -03:00 |
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