robcaulk
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c9be66b5b6
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increase test coverage for dk, improve function naming, extra cleaning
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2022-09-03 15:52:29 +02:00 |
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robcaulk
|
7f52908e87
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ensure the lost points are prepended for FreqUI
|
2022-08-30 18:55:58 +02:00 |
|
robcaulk
|
a58dd0bbf9
|
add noise feature, improve docstrings
|
2022-08-30 18:26:24 +02:00 |
|
robcaulk
|
b11742a4c5
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integrate inlier metric function
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2022-08-30 18:26:24 +02:00 |
|
robcaulk
|
96d8882f1e
|
Plug mem leak, add training timer
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2022-08-22 13:30:30 +02:00 |
|
Matthias
|
c7e1719215
|
Fix interface import sorting
|
2022-08-15 06:53:02 +02:00 |
|
robcaulk
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8961b8d560
|
merge in inference timer and historic predictions handling improvements.
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2022-08-14 20:31:15 +02:00 |
|
robcaulk
|
ad846cdb76
|
fix lock bug, update docstring
|
2022-08-14 20:24:29 +02:00 |
|
Matthias
|
464d99808f
|
Update doc table formatting
|
2022-08-14 18:22:01 +02:00 |
|
Matthias
|
a29402ddde
|
Rename and move analysis_lock to data_kitchen
|
2022-08-14 17:23:14 +02:00 |
|
robcaulk
|
31be707cc8
|
clean up code, add docstrings
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
3e38c1b0bd
|
take dynamic sized tail off historic_predictions as return dataframe to strategy.
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
7d448fd4ac
|
allow fit_live_predictions access to current pair
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
1f192be43b
|
avoid denormalizing labels twice
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
b1b76a2dbe
|
debug classifier with predict proba
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2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
2cae3c42e6
|
remove trade database analyzer, clean up a bit
|
2022-08-10 17:43:06 +02:00 |
|
Matthias
|
77b3b8a134
|
Use main exchange instead of creating a separate instance.
|
2022-08-08 18:34:11 +00:00 |
|
robcaulk
|
eb8bde37c1
|
Add lightgbm classifier, add classifier check test, fix classifier bug.
|
2022-08-06 17:51:21 +02:00 |
|
Matthias
|
47a30047eb
|
Fix typo
|
2022-08-06 15:03:10 +02:00 |
|
Matthias
|
b16f57cb0d
|
Minor stylistic fixes
|
2022-08-06 14:55:46 +02:00 |
|
Robert Caulk
|
c172ce1011
|
improve flexibility of user defined prediction dataframe
|
2022-08-06 13:51:19 +02:00 |
|
Robert Caulk
|
07763d0d4f
|
add classifier, improve model naming scheme
|
2022-08-06 08:33:55 +02:00 |
|
robcaulk
|
a42a060ab5
|
fix DB once and for all. Make DBSCAN more efficient and robust.
|
2022-08-05 21:29:03 +02:00 |
|
robcaulk
|
db1d367941
|
fix bug associated to fit_live_predictions_candles
|
2022-08-05 13:46:20 +02:00 |
|
Robert Caulk
|
51a6b4289f
|
improve DBSCAN performance for subsequent trainings
|
2022-08-04 17:41:58 +02:00 |
|
robcaulk
|
29225e4baf
|
add DBSCAN outlier detection feature, add supporting documentation
|
2022-08-04 12:15:16 +02:00 |
|
robcaulk
|
eae82d0222
|
fix bug with database url during backtesting. comment out example trade db analysis.
|
2022-08-03 16:17:57 +02:00 |
|
robcaulk
|
95d3009a95
|
give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality
|
2022-08-02 20:14:02 +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 |
|
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 |
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