robcaulk
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e7261cf515
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add freqai utils.py file
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2022-08-26 15:30:28 +02:00 |
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robcaulk
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65b552e310
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make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection
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2022-08-26 15:30:01 +02:00 |
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robcaulk
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4b7e640f31
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reduce code duplication, optimize auto data download per tf
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2022-08-26 13:56:44 +02:00 |
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robcaulk
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ac42c0153d
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deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.
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2022-08-22 18:19:07 +02:00 |
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robcaulk
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5155afb4e7
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clean up code remnants
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2022-08-17 15:22:48 +02:00 |
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robcaulk
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0c34104e45
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extract download-data from freqai to prepare for future async changes
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2022-08-17 15:18:44 +02:00 |
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robcaulk
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4c0fda400f
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fix input shape warning for LGBMClassifier, add sample_weights/eval_weights
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2022-08-16 11:41:53 +02:00 |
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Matthias
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c7e1719215
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Fix interface import sorting
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2022-08-15 06:53:02 +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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8961b8d560
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merge in inference timer and historic predictions handling improvements.
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2022-08-14 20:31:15 +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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464d99808f
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Update doc table formatting
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2022-08-14 18:22:01 +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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Robert Caulk
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c9c128f781
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finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy
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2022-08-14 02:49:01 +02:00 |
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robcaulk
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58de20af0f
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make BaseClassifierModel. Add predict_proba to lightgbm
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2022-08-13 20:07:31 +02:00 |
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robcaulk
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31be707cc8
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clean up code, add docstrings
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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3e38c1b0bd
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take dynamic sized tail off historic_predictions as return dataframe to strategy.
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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7d448fd4ac
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allow fit_live_predictions access to current pair
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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1f192be43b
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avoid denormalizing labels twice
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2022-08-13 19:40:24 +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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e7de812948
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Allow user to user pair_dict for persistent storage of custom data
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2022-08-09 16:03:10 +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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robcaulk
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ea64f43e52
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bring back auto DF resizing for okx
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2022-08-08 01:13:13 +02:00 |
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robcaulk
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eb8bde37c1
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Add lightgbm classifier, add classifier check test, fix classifier bug.
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2022-08-06 17:51:21 +02:00 |
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Matthias
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47a30047eb
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Fix typo
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2022-08-06 15:03:10 +02:00 |
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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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Robert Caulk
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a3799c4d5d
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start frequi with historical data if available
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2022-08-05 18:27:47 +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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db1d367941
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fix bug associated to fit_live_predictions_candles
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2022-08-05 13:46:20 +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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946d4c7cfc
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fix trailing whitespace for flake8
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2022-07-31 18:39:46 +02:00 |
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robcaulk
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4e68626bcb
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ensure convolutional window is prepended for frequi consistency
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2022-07-31 17:51:19 +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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