Robert Caulk
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fe1b8515a8
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fix bug in DBSCAN, update doc
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2022-08-04 17:00:59 +02:00 |
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robcaulk
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29225e4baf
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add DBSCAN outlier detection feature, add supporting documentation
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2022-08-04 12:15:16 +02:00 |
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robcaulk
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eae82d0222
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fix bug with database url during backtesting. comment out example trade db analysis.
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2022-08-03 16:17:57 +02:00 |
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robcaulk
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95d3009a95
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give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality
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2022-08-02 20:14:02 +02:00 |
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robcaulk
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3013282dbf
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remove non-catboost stuff from schema
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2022-08-01 05:39:38 +02:00 |
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robcaulk
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946d4c7cfc
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fix trailing whitespace for flake8
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2022-07-31 18:39:46 +02:00 |
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robcaulk
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4e68626bcb
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ensure convolutional window is prepended for frequi consistency
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2022-07-31 17:51:19 +02:00 |
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robcaulk
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d830105605
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*BREAKING CHANGE* remove unnecessary arguments from populate_any_indicators(), accommodate tests
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2022-07-31 17:05:29 +02:00 |
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robcaulk
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153336d424
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move corr_pairlist expansion to after expand_pairlist()
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2022-07-31 15:45:28 +02:00 |
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Matthias
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659870312d
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Use JSON Schema validation for freaAI schema validation
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2022-07-31 15:23:27 +02:00 |
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robcaulk
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dd8288c090
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expose full parameter set for SVM outlier detection. Set default shuffle to false to improve reproducibility
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2022-07-30 13:40:05 +02:00 |
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robcaulk
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f22b140782
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fix backtesting bug, undo move of label stat calc, fix example strat exit logic
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2022-07-29 17:27:35 +02:00 |
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robcaulk
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08d3ac7ef8
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add keras and conv_width to schema and documentation
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2022-07-29 08:49:35 +02:00 |
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robcaulk
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59624181bd
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isort BaseRegressionModel imports
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2022-07-29 08:23:44 +02:00 |
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robcaulk
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c84d54b35e
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Fix typing issue, avoid using .get() when unnecessary, convert to fstrings
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2022-07-29 08:12:50 +02:00 |
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Matthias
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efbd83c56d
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Small type and typo fixes in freqai_interface
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2022-07-28 07:24:30 +02:00 |
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Matthias
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a2a0d35a24
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Update missing typehints
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2022-07-28 07:07:40 +02:00 |
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Matthias
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3273881282
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Merge branch 'develop' into feat/freqai
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2022-07-28 06:36:38 +02:00 |
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Matthias
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cc3ead9d7b
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Set required_profit for stoploss guard, allowing to ignore small stoplosses.
closes #7076
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2022-07-27 19:52:39 +02:00 |
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Matthias
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f31106dc61
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Minor comment fixes
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2022-07-27 07:27:24 +02:00 |
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Matthias
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bc760b7eb2
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Simplify small segment in datadrawer
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2022-07-26 19:41:49 +02:00 |
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robcaulk
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324e54c015
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fix possible memory leak associated with Catboost Pool object
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2022-07-26 17:29:29 +02:00 |
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robcaulk
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3f149c4067
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fix return type in BaseTensorFlowModel
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2022-07-26 16:01:54 +02:00 |
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robcaulk
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ad25a4cb56
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reduce number of pair_dict lookups, remove coin_first
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2022-07-26 15:58:40 +02:00 |
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robcaulk
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fb4e8430cd
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isort auto import sorting
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2022-07-26 10:51:39 +02:00 |
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robcaulk
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e213d0ad55
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isolate data_drawer functions from data_kitchen, accommodate tests, add new test
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2022-07-26 10:24:14 +02:00 |
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robcaulk
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56b17e6f3c
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allow user to pass test_size = 0 and avoid using eval sets in prediction models
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2022-07-25 19:40:13 +02:00 |
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Matthias
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4c68bec171
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Fix problem in is_cancel_order_result_suitable
fixes #7119
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2022-07-25 17:47:52 +02:00 |
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Robert Caulk
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897f18a8c8
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ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods
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2022-07-25 15:07:09 +02:00 |
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Robert Caulk
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7b105532d1
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fix mypy error and add test for principal component analysis
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2022-07-25 11:46:59 +02:00 |
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Robert Caulk
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c9d46a5237
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finish bringing follow_mode up to date
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2022-07-25 09:24:40 +02:00 |
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Robert Caulk
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ab587747fb
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first fix for follower path bug
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2022-07-24 23:32:24 +02:00 |
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Matthias
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520ee3f7a1
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Convert freqAI into packages
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2022-07-24 17:07:45 +02:00 |
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Matthias
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1885deb632
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More docstring changes
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2022-07-24 16:54:39 +02:00 |
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Matthias
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70b7a254af
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Update some areas to use default docstring formatting
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2022-07-24 16:51:48 +02:00 |
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Matthias
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61c41fd919
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Merge branch 'develop' into feat/freqai
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2022-07-24 16:18:58 +02:00 |
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Robert Caulk
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88e10f7306
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add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs
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2022-07-24 09:01:23 +02:00 |
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Robert Caulk
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fff39eff9e
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fix multitarget bug
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2022-07-24 08:42:50 +02:00 |
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Matthias
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2eb1d18c2a
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Don't load leverage tiers when not necessary
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2022-07-23 19:56:38 +02:00 |
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robcaulk
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f3d46613ee
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move prediction denormalization into datakitchen. remove duplicate associated code. avoid normalization/denormalization for string dtypes.
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2022-07-23 17:14:33 +02:00 |
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Matthias
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81c1aa3c13
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Update imports in freqAI sample strategies
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2022-07-23 17:08:05 +02:00 |
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Matthias
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8a3cffcd1b
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Remove remaining CustomModel references
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2022-07-23 17:08:05 +02:00 |
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Matthias
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8fa6e8b4ba
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Remove freqAI model bridge in favor of self.freqai
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2022-07-23 17:08:05 +02:00 |
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robcaulk
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c91e23dc50
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let user avoid normalizing labels
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2022-07-23 16:14:13 +02:00 |
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robcaulk
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50d630a155
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remove unnecessary comments from data_drawer.py
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2022-07-23 13:35:44 +02:00 |
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robcaulk
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a1cff377ec
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add record of contribution to data_kitchen.py
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2022-07-23 13:32:04 +02:00 |
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robcaulk
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c2d6a0e891
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add record of contribution to doc and source
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2022-07-23 13:04:06 +02:00 |
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Matthias
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e97468964a
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Add support for --timeframe-detail in hyperopt
fix #7070
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2022-07-23 08:52:03 +02:00 |
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robcaulk
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5559e605b8
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small PR conversation resolutions
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2022-07-22 17:46:14 +02:00 |
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robcaulk
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40f00196eb
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use cloudpickle in place of pickle. define Paths once in data_drawer.
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2022-07-22 17:37:51 +02:00 |
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