robcaulk
|
eb8bde37c1
|
Add lightgbm classifier, add classifier check test, fix classifier bug.
|
2022-08-06 17:51:21 +02:00 |
|
robcaulk
|
3013282dbf
|
remove non-catboost stuff from schema
|
2022-08-01 05:39:38 +02:00 |
|
robcaulk
|
d830105605
|
*BREAKING CHANGE* remove unnecessary arguments from populate_any_indicators(), accommodate tests
|
2022-07-31 17:05:29 +02:00 |
|
robcaulk
|
f22b140782
|
fix backtesting bug, undo move of label stat calc, fix example strat exit logic
|
2022-07-29 17:27:35 +02:00 |
|
Matthias
|
70b7a254af
|
Update some areas to use default docstring formatting
|
2022-07-24 16:51:48 +02:00 |
|
Matthias
|
81c1aa3c13
|
Update imports in freqAI sample strategies
|
2022-07-23 17:08:05 +02:00 |
|
Matthias
|
8a3cffcd1b
|
Remove remaining CustomModel references
|
2022-07-23 17:08:05 +02:00 |
|
Matthias
|
8fa6e8b4ba
|
Remove freqAI model bridge in favor of self.freqai
|
2022-07-23 17:08:05 +02:00 |
|
robcaulk
|
8f86b0deaa
|
*breaking change* simplify user strat by consolidating feature loops into backend
|
2022-07-21 12:24:22 +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 |
|
robcaulk
|
4ff0ef7359
|
fix bug returning multiple targets for training
|
2022-07-03 12:15:59 +02:00 |
|
robcaulk
|
ffb39a5029
|
black formatting on freqai files
|
2022-07-03 10:59:38 +02:00 |
|
robcaulk
|
106131ff0f
|
Rehaul organization of return values
|
2022-07-02 18:09:38 +02:00 |
|
robcaulk
|
7dfbd432d1
|
fix config saving bug, assign priorities to pairs in scanning, sleep the scanning loop to reduce CPU usage
|
2022-06-27 11:35:33 +02:00 |
|
robcaulk
|
b35c64b6c0
|
fix bug in backtest, typo in example strat
|
2022-06-19 16:41:09 +02:00 |
|
robcaulk
|
c5de0c49e4
|
first functional scanning commit
|
2022-06-16 00:24:18 +02:00 |
|
Matthias
|
75a248cf42
|
Fstring freqAI sample strategy, remove duplicate features
|
2022-06-11 19:56:37 +02:00 |
|
robcaulk
|
eb47c74096
|
merge datarehaul into main freqai branch
|
2022-06-10 20:26:19 +02:00 |
|
robcaulk
|
f8f25e36ef
|
update example config/strat
|
2022-06-07 19:54:45 +02:00 |
|
Robert Caulk
|
3c2e314ee5
|
Fix bugs
|
2022-06-06 16:26:07 -06:00 |
|
Robert Caulk
|
e6c5e737a2
|
Fix other bugs
|
2022-06-06 16:24:32 -06:00 |
|
Robert Caulk
|
bf19055e53
|
Update function spelling
|
2022-06-06 15:56:12 -06:00 |
|
robcaulk
|
16b4a5b71f
|
rehaul of backend data management - increasing performance by holding history in memory, reducing load on the ratelimit by only pinging exchange once per candle. Improve code readability.
|
2022-06-03 15:19:46 +02:00 |
|
Robert Caulk
|
7d41542f93
|
process_only_new_candles in examplestrat should be True, thanks @Bloodhunter4rc
|
2022-06-02 07:24:08 -06:00 |
|
robcaulk
|
fea39254d9
|
fix custom_exit (thanks @paranoidandy)
|
2022-06-02 14:58:45 +02:00 |
|
robcaulk
|
b37c31cc21
|
fix ta-lib issue with simultaneous method access
|
2022-06-02 14:37:40 +02:00 |
|
robcaulk
|
4ac6ef2972
|
make defining period intervals more user friendly and flexible
|
2022-06-02 13:45:29 +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
|
bac4ced382
|
Ensure follower predictions are persistent and uniquely stored
|
2022-05-31 14:35:04 +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
|
6193205012
|
fix bug for target_mean/std array merging in backtesting
|
2022-05-26 21:07:50 +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
|
dede128648
|
set process_only_new_candles to true in example strat
|
2022-05-23 10:15:59 +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
|
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
|
a7029e35b5
|
ensure informative pairs includes any combination of whitelist - corr_pairlist
|
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
|
22bd5556ed
|
add self-retraining functionality for live/dry
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
99f7e44c30
|
flake8 passing, use pathlib in lieu of os.path to accommodate windows/mac OS
|
2022-05-15 17:38:58 +02:00 |
|
robcaulk
|
fc837c4daa
|
add freqao backend machinery, user interface, documentation
|
2022-05-15 17:38:58 +02:00 |
|