Wagner Costa Santos
|
d38cc06139
|
Fix freqai backtesting time range issue
|
2022-09-09 19:27:05 +02:00 |
|
Wagner Costa Santos
|
f4f2884a66
|
Fix freqai backtesting time range issue
|
2022-09-07 18:52:58 -03:00 |
|
robcaulk
|
e51d352777
|
ensure pca is handling same DF as inlier
|
2022-09-07 19:11:54 +02:00 |
|
robcaulk
|
4c9ac6b7c0
|
add kwargs, reduce duplicated code
|
2022-09-07 18:58:55 +02:00 |
|
robcaulk
|
ea7bdac9ed
|
ensure inlier metric can be combined with other cleaning methods
|
2022-09-07 18:45:16 +02:00 |
|
th0rntwig
|
cdc72bf8ca
|
Correct indexing
|
2022-09-07 18:14:13 +02:00 |
|
th0rntwig
|
047ded1baa
|
Check for constant columns
|
2022-09-07 17:47:27 +02:00 |
|
wagnercosta
|
6b7644029c
|
Merge branch 'freqtrade:develop' into fixHyperoptFreqai
|
2022-09-07 11:07:51 -03:00 |
|
Wagner Costa Santos
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8d16dd804d
|
hyperopt - freqai - docs and refactoring
|
2022-09-06 15:42:47 -03:00 |
|
Robert Caulk
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d7585161b2
|
Merge branch 'develop' into add-inlier-metric
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2022-09-06 20:40:21 +02:00 |
|
robcaulk
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97077ba18a
|
add continual learning to catboost and friends
|
2022-09-06 20:30:46 +02:00 |
|
robcaulk
|
d44296783e
|
isort datakitchen
|
2022-09-06 20:10:12 +02:00 |
|
robcaulk
|
e83c9b276d
|
fix whitespace
|
2022-09-06 19:56:52 +02:00 |
|
robcaulk
|
4b28d0495f
|
fix timestamping, move imports, add words to doc
|
2022-09-06 19:46:58 +02:00 |
|
Wagner Costa Santos
|
2c8e5b191b
|
fix hyperopt - freqai
|
2022-09-05 17:43:55 -03:00 |
|
Wagner Costa Santos
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5b826150df
|
fix hyperopt - freqai
|
2022-09-05 17:43:28 -03:00 |
|
robcaulk
|
78d01810ed
|
reduce code redundancy, ensure live always gets the latest data
|
2022-09-05 00:12:00 +02:00 |
|
Wagner Costa Santos
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d43ed186fc
|
fix issue with freqai backtesting at slice dataframe
|
2022-09-05 00:12:00 +02:00 |
|
Robert Caulk
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956ea43e55
|
Merge pull request #7340 from wizrds/sigint-freqai
Support SIGINT in FreqAI
|
2022-09-04 16:43:36 +02:00 |
|
robcaulk
|
ec76214d02
|
backup historical predictions pickle and load the backup in case of corruption
|
2022-09-04 15:56:07 +02:00 |
|
robcaulk
|
69b3fcfd32
|
Merge branch 'develop' into dev-merge-rl
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2022-09-04 11:23:25 +02:00 |
|
robcaulk
|
27dce20b29
|
fix bug in Base4ActionRLEnv, improve example strats
|
2022-09-04 11:21:54 +02:00 |
|
Robert Caulk
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8545d74378
|
Merge pull request #7331 from th0rntwig/pca
Normalise PCA space
|
2022-09-03 21:49:54 +02:00 |
|
Timothy Pogue
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dae3b3d86a
|
support shutting down freqai
|
2022-09-03 13:24:14 -06:00 |
|
robcaulk
|
5cfb4154eb
|
revert all changes in normalize_data()
|
2022-09-03 19:48:30 +02:00 |
|
Robert Caulk
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63514b0443
|
Merge pull request #7325 from wagnercosta/develop
Improve Freqai backtesting performance
|
2022-09-03 19:28:04 +02:00 |
|
robcaulk
|
c21808ff98
|
remove metadata redundancy, fix pca bug
|
2022-09-03 16:54:30 +02:00 |
|
robcaulk
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c9be66b5b6
|
increase test coverage for dk, improve function naming, extra cleaning
|
2022-09-03 15:52:29 +02:00 |
|
Matthias
|
80b5f035ab
|
Remove typo in log message
|
2022-09-03 15:01:28 +02:00 |
|
robcaulk
|
599c1c79fb
|
reorganized backtest utilities, test new functionality, improve/update doc
|
2022-09-03 14:00:01 +02:00 |
|
Wagner Costa Santos
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af5460cebf
|
Add option to keep models only in memory for backtest
|
2022-09-02 22:01:53 -03:00 |
|
th0rntwig
|
11b2bc269e
|
Added missing s
|
2022-09-01 22:37:32 +02:00 |
|
th0rntwig
|
3f8400df10
|
Normalise PCA space
|
2022-09-01 21:51:33 +02:00 |
|
Wagner Costa Santos
|
d6e115178a
|
refactoring freqai backtesting - remove duplicate code
|
2022-09-01 07:09:23 -03:00 |
|
Wagner Costa Santos
|
44d3a9140d
|
Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop
|
2022-08-31 15:37:06 -03:00 |
|
Wagner Costa Santos
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7bed0450d2
|
pr review - refactoring backtesting freqai
|
2022-08-31 15:36:29 -03:00 |
|
wagnercosta
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3d4497467c
|
Merge branch 'freqtrade:develop' into develop
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2022-08-31 14:47:06 -03:00 |
|
robcaulk
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240b529533
|
fix tensorboard path so that users can track all historical models
|
2022-08-31 16:50:39 +02:00 |
|
Richard Jozsa
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2493e0c8a5
|
Unnecessary lines in Base4, and changes for box space, to fit better for our needs (#7324)
|
2022-08-31 16:37:02 +02:00 |
|
Wagner Costa Santos
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df51da22ee
|
refactoring freqai backtesting
|
2022-08-31 11:23:48 -03:00 |
|
Matthias
|
57ff6f8ac5
|
Init timerange object properly
|
2022-08-31 10:28:31 +00:00 |
|
Matthias
|
7ba4fda5d7
|
Implement PR feedback
|
2022-08-31 10:26:47 +00:00 |
|
Matthias
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a88ffd2c9d
|
Merge branch 'develop' into move_datadownload
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2022-08-31 10:23:45 +00:00 |
|
robcaulk
|
7e8e29e42d
|
use continuous value for inlier_metric
|
2022-08-30 20:41:37 +02:00 |
|
robcaulk
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7f52908e87
|
ensure the lost points are prepended for FreqUI
|
2022-08-30 18:55:58 +02:00 |
|
robcaulk
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a58dd0bbf9
|
add noise feature, improve docstrings
|
2022-08-30 18:26:24 +02:00 |
|
robcaulk
|
b11742a4c5
|
integrate inlier metric function
|
2022-08-30 18:26:24 +02:00 |
|
th0rntwig
|
d3cb211283
|
Add inlier metric computation
|
2022-08-30 18:26:24 +02:00 |
|
th0rntwig
|
50e2808667
|
Fix bug in DI (#7321)
|
2022-08-30 12:54:39 +02:00 |
|
robcaulk
|
62c0a174c8
|
allow users to properly reverse train-test data ordering
|
2022-08-29 11:04:58 +02:00 |
|
robcaulk
|
7766350c15
|
refactor environment inheritence tree to accommodate flexible action types/counts. fix bug in train profit handling
|
2022-08-28 19:21:57 +02:00 |
|
robcaulk
|
fcb5d1cb5a
|
remove debugging flag
|
2022-08-28 13:01:39 +02:00 |
|
robcaulk
|
dd628eb525
|
add tests for outlier detection and removal functions
|
2022-08-28 12:56:39 +02:00 |
|
robcaulk
|
1e41c773a0
|
fix outlier protection
|
2022-08-28 12:11:29 +02:00 |
|
th0rntwig
|
71f7d68783
|
Fixed mypy error
|
2022-08-27 12:44:55 +02:00 |
|
elintornquist
|
86c5ac44e4
|
Add outlier percentage check
|
2022-08-26 23:05:07 +02:00 |
|
elintornquist
|
b2d664c63c
|
Change MinPts calculation
|
2022-08-26 18:57:27 +02:00 |
|
robcaulk
|
bb3523f383
|
download data homogeneously across timeframes
|
2022-08-26 18:51:42 +02:00 |
|
robcaulk
|
e7261cf515
|
add freqai utils.py file
|
2022-08-26 15:30:28 +02:00 |
|
robcaulk
|
65b552e310
|
make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection
|
2022-08-26 15:30:01 +02:00 |
|
robcaulk
|
4b7e640f31
|
reduce code duplication, optimize auto data download per tf
|
2022-08-26 13:56:44 +02:00 |
|
robcaulk
|
baa4f8e3d0
|
remove Base3ActionEnv in favor of Base4Action
|
2022-08-26 11:04:25 +02:00 |
|
richardjozsa
|
d31926efdf
|
Added Base4Action
|
2022-08-26 11:04:25 +02:00 |
|
robcaulk
|
3199eb453b
|
reduce code for base use-case, ensure multiproc inherits custom env, add ability to limit ram use.
|
2022-08-25 19:05:51 +02:00 |
|
robcaulk
|
05ccebf9a1
|
automate eval freq in multiproc
|
2022-08-25 12:29:48 +02:00 |
|
robcaulk
|
94cfc8e63f
|
fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward
|
2022-08-25 11:46:18 +02:00 |
|
robcaulk
|
d1bee29b1e
|
improve default reward, fix bugs in environment
|
2022-08-24 18:32:40 +02:00 |
|
robcaulk
|
a61821e1c6
|
remove monitor log
|
2022-08-24 16:33:13 +02:00 |
|
robcaulk
|
bd870e2331
|
fix monitor bug, set default values in case user doesnt set params
|
2022-08-24 16:32:14 +02:00 |
|
robcaulk
|
c0cee5df07
|
add continual retraining feature, handly mypy typing reqs, improve docstrings
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
b708134c1a
|
switch multiproc thread count to rl_config definition
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
b26ed7dea4
|
fix generic reward, add time duration to reward
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
280a1dc3f8
|
add live rate, add trade duration
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
f9a49744e6
|
add strategy to the freqai object
|
2022-08-24 13:00:55 +02:00 |
|
richardjozsa
|
a2a4bc05db
|
Fix the state profit calculation logic
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
29f0e01c4a
|
expose environment reward parameters to the user config
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
d88a0dbf82
|
add sb3_contrib models to the available agents. include sb3_contrib in requirements.
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
8b3a8234ac
|
fix env bug, allow example strat to short
|
2022-08-24 13:00:55 +02:00 |
|
mrzdev
|
8cd4daad0a
|
Feat/freqai rl dev (#7)
* access trades through get_trades_proxy method to allow backtesting
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
3eb897c2f8
|
reuse callback, allow user to acces all stable_baselines3 agents via config
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
4b9499e321
|
improve nomenclature and fix short exit bug
|
2022-08-24 13:00:55 +02:00 |
|
sonnhfit
|
4baa36bdcf
|
fix persist a single training environment for PPO
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
f95602f6bd
|
persist a single training environment.
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
5d4e5e69fe
|
reinforce training with state info, reinforce prediction with state info, restructure config to accommodate all parameters from any user imported model type. Set 5Act to default env on TDQN. Clean example config.
|
2022-08-24 13:00:55 +02:00 |
|
sonnhfit
|
7962a1439b
|
remove keep low profit
|
2022-08-24 13:00:55 +02:00 |
|
sonnhfit
|
81b5aa66e8
|
make env keep current position when low profit
|
2022-08-24 13:00:55 +02:00 |
|
sonnhfit
|
45218faeb0
|
fix coding convention
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
b90da46b1b
|
improve price df handling to enable backtesting
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
2080ff86ed
|
5ac base fixes in logic
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
16cec7dfbd
|
fix save/reload functionality for stablebaselines
|
2022-08-24 13:00:55 +02:00 |
|
sonnhfit
|
0475b7cb18
|
remove unuse code and fix coding conventions
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
d60a166fbf
|
multiproc TDQN with xtra callbacks
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
dd382dd370
|
add monitor to eval env so that multiproc can save best_model
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
69d542d3e2
|
match config and strats to upstream freqai
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
e5df39e891
|
ensuring best_model is placed in ram and saved to disk and loaded from disk
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
bf7ceba958
|
set cpu threads in config
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
57c488a6f1
|
learning_rate + multicpu changes
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
acf3484e88
|
add multiprocessing variant of ReinforcementLearningPPO
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
cf0731095f
|
type fix
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
1c81ec6016
|
3ac and 5ac example strategies
|
2022-08-24 13:00:55 +02:00 |
|