Commit Graph

102 Commits

Author SHA1 Message Date
robcaulk
f22b140782 fix backtesting bug, undo move of label stat calc, fix example strat exit logic 2022-07-29 17:27:35 +02:00
robcaulk
c84d54b35e Fix typing issue, avoid using .get() when unnecessary, convert to fstrings 2022-07-29 08:12:50 +02:00
Matthias
efbd83c56d Small type and typo fixes in freqai_interface 2022-07-28 07:24:30 +02:00
Matthias
a2a0d35a24 Update missing typehints 2022-07-28 07:07:40 +02:00
robcaulk
324e54c015 fix possible memory leak associated with Catboost Pool object 2022-07-26 17:29:29 +02:00
robcaulk
ad25a4cb56 reduce number of pair_dict lookups, remove coin_first 2022-07-26 15:58:40 +02:00
robcaulk
e213d0ad55 isolate data_drawer functions from data_kitchen, accommodate tests, add new test 2022-07-26 10:24:14 +02:00
Robert Caulk
897f18a8c8 ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods 2022-07-25 15:07:09 +02:00
Robert Caulk
7b105532d1 fix mypy error and add test for principal component analysis 2022-07-25 11:46:59 +02:00
Robert Caulk
c9d46a5237 finish bringing follow_mode up to date 2022-07-25 09:24:40 +02:00
Matthias
1885deb632 More docstring changes 2022-07-24 16:54:39 +02:00
Matthias
70b7a254af Update some areas to use default docstring formatting 2022-07-24 16:51:48 +02:00
robcaulk
f3d46613ee move prediction denormalization into datakitchen. remove duplicate associated code. avoid normalization/denormalization for string dtypes. 2022-07-23 17:14:33 +02:00
robcaulk
c2d6a0e891 add record of contribution to doc and source 2022-07-23 13:04:06 +02:00
robcaulk
5559e605b8 small PR conversation resolutions 2022-07-22 17:46:14 +02:00
robcaulk
afcb0bec00 clean up obsolete comments, move remove_features_from_df to datakitchen 2022-07-22 12:29:20 +02:00
robcaulk
8033e0bf23 add counter to backtesting log so users know how many more pairs and how many more models will need to be trained 2022-07-21 13:22:12 +02:00
robcaulk
e694ea1cfd make sure backtesting gets the populated indicators with slimmed down user strat 2022-07-21 12:48:09 +02:00
robcaulk
8f86b0deaa *breaking change* simplify user strat by consolidating feature loops into backend 2022-07-21 12:24:22 +02:00
robcaulk
e7337728bf add separator in folder name just incase an asset ends in an integer 2022-07-21 11:25:28 +02:00
robcaulk
921a7ef216 add requirements-freqai.txt to builds 2022-07-20 15:51:25 +02:00
robcaulk
d43c146676 add more tests for datakitchen functionalities, add regression tests for freqai_interface train/backtest 2022-07-20 12:56:46 +02:00
robcaulk
ef409dd345 Add ground work for TensorFlow models, add protections from common mistakes 2022-07-12 18:09:17 +02:00
Robert Caulk
8ce6b18318 start collecting indefinite history of predictions. Allow user to generate statistics on these predictions. Direct FreqAI to save these to disk and reload them if available. 2022-07-11 22:01:48 +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
d9acdc9767 remove excess, increase no model warning clarity 2022-07-06 18:20:21 +02:00
robcaulk
4cac67fd66 Catch infrequent issue associated with grabbing first candle 2022-07-05 12:43:33 +02:00
robcaulk
bd3a6ba2fe update backtesting to handle new output framework 2022-07-03 17:34:44 +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
93e1410ed9 first step toward cleaning output and enabling multimodel training per pair 2022-07-01 14:00:30 +02:00
robcaulk
6c7d02cb18 expose nu in the SVM outlier detection via svm_nu in config 2022-06-28 15:12:25 +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
68bafa9517 archive config to the model folder, filter out features before returning dataframe to strategy (to alleviate frequi issues)` 2022-06-26 23:03:48 +02:00
robcaulk
b35c64b6c0 fix bug in backtest, typo in example strat 2022-06-19 16:41:09 +02:00
robcaulk
3599d18ff6 fix bug in follow_mode, thanks @blood4rc 2022-06-18 12:05:28 +02:00
robcaulk
6da7a98857 add docstrings to new functions, remove superceded code 2022-06-17 16:16:23 +02:00
robcaulk
f631ae911b add model expiration feature, fix bug in DI return values 2022-06-17 14:55:40 +02:00
robcaulk
0b0688a91e ensure scanning purges models 2022-06-16 16:12:38 +02:00
robcaulk
c5de0c49e4 first functional scanning commit 2022-06-16 00:24:18 +02:00
robcaulk
4d472a0ea1 merging datarehaul into scanning branch 2022-06-16 00:22:49 +02:00
robcaulk
66800c7a45 ensure newest candles are always appended 2022-06-07 20:24:23 +02:00
robcaulk
15d049cffe detect if upper tf candles are new or not, append if so. Correct the epoch for candle update check 2022-06-07 19:49:20 +02:00
robcaulk
4b26b6aaec add lock to any historic data access 2022-06-07 00:54:18 +02:00
robcaulk
d6b8801f41 fix follower bug 2022-06-05 04:40:58 +02:00
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
robcaulk
ace951bf7e another queue bug fix for fresh starts 2022-06-02 13:28:06 +02:00
robcaulk
833d25bda0 Save data after queue reorg 2022-06-01 08:05:38 +02:00
robcaulk
0b0dd8dd80 Force high priority pair to be trained before anything else. 2022-06-01 07:55:05 +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