Commit Graph

147 Commits

Author SHA1 Message Date
robcaulk 7b4abd5ef5 use a dictionary to make code more readable 2022-12-15 12:25:33 +01:00
Emre 2018da0767
Add env_info dict to base environment 2022-12-14 22:03:05 +03:00
robcaulk 2285ca7d2a add dp to multiproc 2022-12-14 18:22:20 +01:00
robcaulk 0f6b98b69a merge develop into tensorboard cleanup 2022-12-11 15:38:32 +01:00
robcaulk 0fd8e214e4 add documentation for tensorboard_log, change how users interact with tensorboard_log 2022-12-11 15:31:29 +01:00
initrv cb8fc3c8c7 custom info to tensorboard_metrics 2022-12-11 15:37:45 +03:00
Emre 272c3302e3
Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling 2022-12-11 13:12:45 +03:00
initrv 58604c747e cleanup tensorboard callback 2022-12-07 14:37:55 +03:00
Emre e734b39929
Make model_training_parameters optional 2022-12-05 14:54:42 +03:00
robcaulk 24766928ba reorganize/generalize tensorboard callback 2022-12-04 13:54:30 +01:00
smarmau d6f45a12ae
add multiproc fix flake8 2022-12-03 22:30:04 +11:00
smarmau 075c8c23c8
add state/action info to callbacks 2022-12-03 21:16:04 +11:00
robcaulk 81fd2e588f ensure typing, remove unsued code 2022-11-26 12:11:59 +01:00
robcaulk 8dbfd2cacf improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc 2022-11-26 11:51:08 +01:00
robcaulk 6394ef4558 fix docstrings 2022-11-13 17:43:52 +01:00
robcaulk 7a4bb040a5 merge develop into feat/freqai-rl-dev 2022-11-12 10:54:34 +01:00
Robert Caulk 833578716c
Merge pull request #7644 from markdregan/multi-target-classifier
Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
2022-11-11 18:48:38 +01:00
robcaulk 66514e84e4 add LightGBMClassifierMultiTarget. add test 2022-11-11 17:45:53 +01:00
robcaulk d1a0874683 merge develop into feat/freqai-rl-dev 2022-10-30 10:13:03 +01:00
Mark Regan 217add70bd add strat and config for testing on PR 2022-10-25 20:07:39 +01:00
Mark Regan 47056eded3 multi target classifier working but not for parallel 2022-10-25 18:24:27 +01:00
Matthias 1ef38f137d
Fix XGBoost regressor "used before assignment" 2022-10-25 13:37:04 +02:00
Matthias 6669714a73 Update mal-formatted docstrings 2022-10-24 18:12:17 +02:00
Matthias 441032be25 Fix sys.stdout bug for CatboostRegressorMultiTarget 2022-10-17 19:48:27 +02:00
Matthias 6cb14148aa Fix random test failure due to catboost bug
https://github.com/catboost/catboost/issues/2195
2022-10-17 07:00:44 +02:00
Robert Caulk 62ca822597
Merge pull request #7569 from Silur/develop
Add XGBoost random forest predictors to freqai
2022-10-15 16:09:26 +02:00
Emre 7f05b44376
Add eval set to CatboostClassifier 2022-10-13 23:01:09 +03:00
robcaulk dba1b573bc remove tensorboard dir from other pred models 2022-10-11 19:49:24 +02:00
robcaulk 5b5bb8aab5 catboost tensorboard bugfix 2022-10-11 19:05:46 +02:00
Robert Caulk 7bcb7d9a1a
Merge pull request #7554 from initrv/add-catboost-tensorboard
Add tensorboard for catboost
2022-10-10 21:03:45 +02:00
silur 2ad086dd7a add XGBoost random forest predictors to freqai 2022-10-10 14:38:43 +02:00
Matthias eaae9c9e03 Update docstring format 2022-10-10 12:19:29 +00:00
Matthias 60de192d47 Update Classifier docstrings 2022-10-10 12:13:41 +00:00
robcaulk a4aa1b972c isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality 2022-10-09 21:11:37 +02:00
robcaulk 8d7adfabe9 clean RL tests to avoid dir pollution and increase speed 2022-10-08 12:10:38 +02:00
initrv 86c781798a Add сatboost train_dir for tensorboard 2022-10-06 19:59:35 +03:00
robcaulk 936ca24482 separate RL install from general FAI install, update docs 2022-10-05 15:58:54 +02:00
robcaulk 83343dc2f1 control number of threads, update doc 2022-09-29 00:10:18 +02:00
Timothy Pogue 099137adac remove hasattr calls 2022-09-27 22:35:15 -06:00
Timothy Pogue 9e36b0d2ea fix formatting 2022-09-27 22:02:33 -06:00
Timothy Pogue caa47a2f47 close subproc env on shutdown 2022-09-28 03:06:05 +00:00
robcaulk 647200e8a7 isort 2022-09-23 19:30:56 +02:00
robcaulk 77c360b264 improve typing, improve docstrings, ensure global tests pass 2022-09-23 19:17:27 +02:00
robcaulk ea8e34e192 Merge branch 'develop' into dev-merge-rl 2022-09-22 19:46:50 +02:00
robcaulk 8aac644009 add tests. add guardrails. 2022-09-15 00:46:35 +02:00
robcaulk 81417cb795 Merge branch 'develop' into dev-merge-rl 2022-09-14 22:49:11 +02:00
Emre 330d7068ab
Merge branch 'develop' into add-xgboostclassifier 2022-09-10 23:59:11 +03:00
robcaulk 5a0cfee27e allow user to multithread jobs (advanced users only) 2022-09-10 22:16:49 +02:00
Emre 60eb02bb62
Add XGBoostClassifier 2022-09-10 20:13:16 +03:00
robcaulk 10b6aebc5f enable continual learning and evaluation sets on multioutput models. 2022-09-10 16:54:13 +02:00