robcaulk
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ce92731132
|
ensure backwards compatitibility
|
2022-11-02 20:20:35 +01:00 |
|
Wagner Costa Santos
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23b6915dde
|
fix issue with different backtesting prediction size
|
2022-11-02 15:49:51 -03:00 |
|
robcaulk
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66d8ed6c0b
|
Merge remote-tracking branch 'origin/develop' into reduce-indicator-population
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2022-10-31 09:42:01 +01:00 |
|
Matthias
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cf4af2175c
|
Merge pull request #7662 from markdregan/backtest_extra_returns_fix
Fix missing f-string from PR #7611
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2022-10-30 10:47:06 +01:00 |
|
robcaulk
|
52e15b2070
|
Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev
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2022-10-30 10:16:39 +01:00 |
|
robcaulk
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d1a0874683
|
merge develop into feat/freqai-rl-dev
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2022-10-30 10:13:03 +01:00 |
|
robcaulk
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fc53054d43
|
leverage list length knowledge, f-string change
|
2022-10-30 10:12:14 +01:00 |
|
Emre
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f98c7a2423
|
Remove loop of normalization from metadata
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2022-10-30 10:12:14 +01:00 |
|
Mark Regan
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c26fda282f
|
fix missing f-string from PR #7611
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2022-10-30 08:19:59 +00:00 |
|
robcaulk
|
650bb8b7d7
|
ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs.
|
2022-10-29 22:26:49 +02:00 |
|
Matthias
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6669714a73
|
Update mal-formatted docstrings
|
2022-10-24 18:12:17 +02:00 |
|
Robert Caulk
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137aa1756b
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Merge pull request #7593 from th0rntwig/prediction-shape
Fix constant PCA
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2022-10-24 08:33:36 +02:00 |
|
th0rntwig
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49ff51f11f
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Change storage loc and fix test fail
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2022-10-23 16:24:02 +02:00 |
|
Wagner Costa Santos
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6606a0113f
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refactoring - remove unnecessary config file
|
2022-10-20 14:53:25 -03:00 |
|
rcaulk
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a9db668082
|
avoid redundant indicator population for corr_pair list
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2022-10-20 16:30:32 +02:00 |
|
Mark Regan
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073ce1659e
|
remove un-used f-string
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2022-10-20 14:26:10 +01:00 |
|
Mark Regan
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295ba21389
|
Make extra_returns_per_train values available during backtest
|
2022-10-20 12:05:37 +01:00 |
|
th0rntwig
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033c5bd441
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Make check constant pred labels agnostic
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2022-10-18 12:55:47 +02:00 |
|
th0rntwig
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20fc521771
|
Fix constant PCA
|
2022-10-15 23:30:12 +02:00 |
|
Wagner Costa Santos
|
93fe2b6446
|
Merge branch 'develop' into backtest_live_models
|
2022-10-13 11:22:58 -03:00 |
|
robcaulk
|
1e31be562e
|
remove whitespace
|
2022-10-11 21:05:42 +02:00 |
|
robcaulk
|
5b5bb8aab5
|
catboost tensorboard bugfix
|
2022-10-11 19:05:46 +02:00 |
|
Robert Caulk
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2e34aa9f04
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Merge pull request #7544 from th0rntwig/prediction-shape
Remove constant labels from prediction
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2022-10-10 21:24:25 +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 |
|
Wagner Costa Santos
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3081e73f8a
|
Merge branch 'develop' into backtest_live_models
|
2022-10-10 14:53:45 -03:00 |
|
Matthias
|
eaae9c9e03
|
Update docstring format
|
2022-10-10 12:19:29 +00:00 |
|
robcaulk
|
a4aa1b972c
|
isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality
|
2022-10-09 21:11:37 +02:00 |
|
th0rntwig
|
4daf0000c7
|
Move check and add log warning
|
2022-10-08 16:15:48 +02:00 |
|
th0rntwig
|
a9d5e04a43
|
Remove constant labels from prediction
|
2022-10-06 19:26:33 +02:00 |
|
robcaulk
|
048cb95bd6
|
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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Robert Caulk
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3e34f10e3d
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Merge pull request #7508 from aemr3/fix-pca-errors
Fix feature list match for PCA
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2022-10-01 16:50:29 +02:00 |
|
robcaulk
|
f4c6b99d63
|
remove commented lines
|
2022-10-01 14:23:15 +02:00 |
|
robcaulk
|
cd514cf15d
|
fix inlier metric in backtesting
|
2022-10-01 14:18:46 +02:00 |
|
robcaulk
|
f2b875483f
|
ensure raw features match when PCA is employed
|
2022-10-01 13:14:59 +02:00 |
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robcaulk
|
51556e08c3
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Merge branch 'develop' into pr/th0rntwig/7495
|
2022-10-01 12:45:08 +02:00 |
|
Emre
|
cdc01a0781
|
Fix feature list match for pca
|
2022-09-30 15:22:05 -07:00 |
|
Matthias
|
cc06c60fd8
|
Fix pandas deprecation warnings from freqAI
|
2022-09-30 15:43:23 +02:00 |
|
robcaulk
|
be48131185
|
make shuffle false in constants
|
2022-09-30 00:33:08 +02:00 |
|
Robert Caulk
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6e74d46660
|
Ensure 1 thread available
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2022-09-29 14:02:00 +02:00 |
|
Wagner Costa Santos
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6845a5c6ea
|
backtest_live_models - refactoring after PR review
|
2022-09-29 01:48:38 -03:00 |
|
robcaulk
|
83343dc2f1
|
control number of threads, update doc
|
2022-09-29 00:10:18 +02:00 |
|
th0rntwig
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683b084323
|
Set train-test-split shuffle=False as default and remove stratification
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2022-09-28 18:23:56 +02:00 |
|
Wagner Costa Santos
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55ebbeec18
|
backtest_live models tests refactoring
|
2022-09-28 08:48:32 -03:00 |
|
Wagner Costa Santos
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0be115de9c
|
backtest_live_models - added new tests and refactoring
|
2022-09-27 10:26:57 -03:00 |
|
Wagner Costa Santos
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72aa47fc51
|
backtest_live_models - fix issue with timerange BT and 2 trainings within same candle (no data)
|
2022-09-27 00:14:12 -03:00 |
|
Wagner Costa Santos
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ec947ad65c
|
remove commented code - backtest_live_models
|
2022-09-25 23:47:27 -03:00 |
|
Wagner Costa Santos
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5880f7a638
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backtest_live_models - params validation and get timerange from live models in BT
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2022-09-25 23:14:00 -03:00 |
|
Wagner Costa Santos
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f3f3917da3
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Merge branch 'develop' into backtest_live_models
|
2022-09-25 20:05:26 -03:00 |
|
Wagner Costa Santos
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0ed7b2bfc3
|
change start_backtesting to handle backtest_live_models
|
2022-09-25 10:35:55 -03:00 |
|
robcaulk
|
873d2a5069
|
no model save backtest, plot features backtest, ensure inlier plays nice, doc
|
2022-09-25 11:18:10 +02:00 |
|
Wagner Costa Santos
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7f116db95e
|
added generic function to get timerange from existent models
|
2022-09-24 13:01:53 -03:00 |
|
Wagner Costa Santos
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d9c16d4888
|
Merge branch 'develop' into backtest_live_models
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2022-09-24 12:30:55 -03:00 |
|
Wagner Costa Santos
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3ee7eb63f7
|
starting backtest live models
|
2022-09-24 12:28:52 -03:00 |
|
Matthias
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585342f193
|
Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai
Ensure the DF has the same size in backtesting FreqAI
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2022-09-24 16:17:39 +02:00 |
|
th0rntwig
|
71e6c54ea4
|
Normalise distances before Weibull fit (#7432)
* Normalise distances before Weibull
* Track inlier-metric params
|
2022-09-22 18:11:50 +02:00 |
|
Wagner Costa Santos
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b1dbc3a65f
|
remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count
|
2022-09-22 12:13:51 -03:00 |
|
Matthias
|
667853c504
|
Use Alias to type config objects
|
2022-09-18 13:20:55 +02:00 |
|
Robert Caulk
|
73e122ad10
|
Merge pull request #7391 from wagnercosta/fixBTfreqaiV2
Fix FreaqAI backtesting - startup_candle_count bug
|
2022-09-10 21:53:00 +02:00 |
|
Wagner Costa Santos
|
311ae8bf1f
|
freqai backtesting - add startup_candle_count at function description
|
2022-09-10 14:45:42 -03:00 |
|
Robert Caulk
|
4a47c63f71
|
Merge pull request #7374 from th0rntwig/filter-constant-features
|
2022-09-10 16:58:58 +02:00 |
|
Wagner Costa Santos
|
79985fda01
|
fix backtesting freqai startup candles bug
|
2022-09-10 10:27:17 -03:00 |
|
robcaulk
|
05581db4e3
|
ensure columns are only dropped in training
|
2022-09-09 20:37:21 +02:00 |
|
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 |
|
th0rntwig
|
cdc72bf8ca
|
Correct indexing
|
2022-09-07 18:14:13 +02:00 |
|
th0rntwig
|
047ded1baa
|
Check for constant columns
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2022-09-07 17:47:27 +02:00 |
|
Robert Caulk
|
d7585161b2
|
Merge branch 'develop' into add-inlier-metric
|
2022-09-06 20:40:21 +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 |
|
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
|
8545d74378
|
Merge pull request #7331 from th0rntwig/pca
Normalise PCA space
|
2022-09-03 21:49:54 +02:00 |
|
robcaulk
|
5cfb4154eb
|
revert all changes in normalize_data()
|
2022-09-03 19:48:30 +02:00 |
|
robcaulk
|
c21808ff98
|
remove metadata redundancy, fix pca bug
|
2022-09-03 16:54:30 +02:00 |
|
robcaulk
|
c9be66b5b6
|
increase test coverage for dk, improve function naming, extra cleaning
|
2022-09-03 15:52:29 +02:00 |
|
robcaulk
|
599c1c79fb
|
reorganized backtest utilities, test new functionality, improve/update doc
|
2022-09-03 14:00:01 +02:00 |
|
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
|
7bed0450d2
|
pr review - refactoring backtesting freqai
|
2022-08-31 15:36:29 -03:00 |
|
wagnercosta
|
3d4497467c
|
Merge branch 'freqtrade:develop' into develop
|
2022-08-31 14:47:06 -03:00 |
|
Wagner Costa Santos
|
df51da22ee
|
refactoring freqai backtesting
|
2022-08-31 11:23:48 -03:00 |
|
Matthias
|
a88ffd2c9d
|
Merge branch 'develop' into move_datadownload
|
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
|
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
|
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
|
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 |
|
th0rntwig
|
5ce1c69803
|
Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
|
2022-08-22 19:57:20 +02:00 |
|
robcaulk
|
ac42c0153d
|
deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.
|
2022-08-22 18:19:07 +02:00 |
|