 robcaulk
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ff300d5c85
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Add function to search exchange for closest matching pairs/tfs
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2022-09-17 15:05:50 +02:00 |
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robcaulk
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4d93a6b757
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add spice_rack strat to rpc test
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2022-09-16 01:25:35 +02:00 |
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robcaulk
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dac07c5609
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ensure pytest passes
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2022-09-16 01:15:19 +02:00 |
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robcaulk
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fb2d190865
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add tests for spice_rack
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2022-09-16 00:46:55 +02:00 |
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robcaulk
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b209490009
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add spice_rack to FreqAI
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2022-09-15 23:26:43 +02:00 |
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Robert Caulk
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075748b21a
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Merge pull request #7392 from freqtrade/improve_ai_tests
Improve freqai tests by utilizing parametrization
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2022-09-10 22:37:21 +02:00 |
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robcaulk
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5a0cfee27e
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allow user to multithread jobs (advanced users only)
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2022-09-10 22:16:49 +02:00 |
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Robert Caulk
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73e122ad10
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Merge pull request #7391 from wagnercosta/fixBTfreqaiV2
Fix FreaqAI backtesting - startup_candle_count bug
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2022-09-10 21:53:00 +02:00 |
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Robert Caulk
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2077f84f9b
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Merge pull request #7363 from wagnercosta/fixHyperoptFreqai
Fix hyperopt - freqai
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2022-09-10 17:02:01 +02:00 |
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Robert Caulk
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4a47c63f71
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Merge pull request #7374 from th0rntwig/filter-constant-features
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2022-09-10 16:58:58 +02:00 |
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robcaulk
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10b6aebc5f
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enable continual learning and evaluation sets on multioutput models.
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2022-09-10 16:54:13 +02:00 |
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robcaulk
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05581db4e3
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ensure columns are only dropped in training
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2022-09-09 20:37:21 +02:00 |
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robcaulk
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c13bec26d1
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add freqaimodel to hyperopt command
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2022-09-09 19:41:28 +02:00 |
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robcaulk
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a826c0eb83
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ensure signatures match, reduce verbosity
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2022-09-09 19:30:53 +02:00 |
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robcaulk
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c5d9180758
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isort
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2022-09-08 22:35:52 +02:00 |
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robcaulk
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bc7295579f
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improve docs, make example strat hyperoptable
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2022-09-08 22:22:50 +02:00 |
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robcaulk
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e51d352777
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ensure pca is handling same DF as inlier
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2022-09-07 19:11:54 +02:00 |
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robcaulk
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4c9ac6b7c0
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add kwargs, reduce duplicated code
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2022-09-07 18:58:55 +02:00 |
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robcaulk
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ea7bdac9ed
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ensure inlier metric can be combined with other cleaning methods
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2022-09-07 18:45:16 +02:00 |
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Robert Caulk
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d7585161b2
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Merge branch 'develop' into add-inlier-metric
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2022-09-06 20:40:21 +02:00 |
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robcaulk
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97077ba18a
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add continual learning to catboost and friends
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2022-09-06 20:30:46 +02:00 |
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robcaulk
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d44296783e
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isort datakitchen
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2022-09-06 20:10:12 +02:00 |
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robcaulk
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e83c9b276d
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fix whitespace
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2022-09-06 19:56:52 +02:00 |
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robcaulk
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4b28d0495f
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fix timestamping, move imports, add words to doc
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2022-09-06 19:46:58 +02:00 |
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robcaulk
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1ea703d527
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remove download-data command
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2022-09-05 22:20:38 +02:00 |
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robcaulk
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689b193240
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improve clarity on data download requirements
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2022-09-05 20:57:42 +02:00 |
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robcaulk
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c8a9ac900c
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fix broken CI
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2022-09-05 00:52:26 +02:00 |
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robcaulk
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78d01810ed
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reduce code redundancy, ensure live always gets the latest data
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2022-09-05 00:12:00 +02:00 |
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Robert Caulk
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956ea43e55
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Merge pull request #7340 from wizrds/sigint-freqai
Support SIGINT in FreqAI
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2022-09-04 16:43:36 +02:00 |
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robcaulk
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ec76214d02
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backup historical predictions pickle and load the backup in case of corruption
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2022-09-04 15:56:07 +02:00 |
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Robert Caulk
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8545d74378
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Merge pull request #7331 from th0rntwig/pca
Normalise PCA space
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2022-09-03 21:49:54 +02:00 |
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robcaulk
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5cfb4154eb
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revert all changes in normalize_data()
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2022-09-03 19:48:30 +02:00 |
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Robert Caulk
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63514b0443
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Merge pull request #7325 from wagnercosta/develop
Improve Freqai backtesting performance
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2022-09-03 19:28:04 +02:00 |
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robcaulk
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c21808ff98
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remove metadata redundancy, fix pca bug
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2022-09-03 16:54:30 +02:00 |
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robcaulk
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fa8d5b9834
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add documentation for noise_standard_deviation`
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2022-09-03 16:05:18 +02:00 |
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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
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599c1c79fb
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reorganized backtest utilities, test new functionality, improve/update doc
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2022-09-03 14:00:01 +02:00 |
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robcaulk
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7e8e29e42d
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use continuous value for inlier_metric
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2022-08-30 20:41:37 +02:00 |
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robcaulk
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0b8482360f
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add documentation for inlier metric
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2022-08-30 20:32:49 +02:00 |
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robcaulk
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7f52908e87
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ensure the lost points are prepended for FreqUI
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2022-08-30 18:55:58 +02:00 |
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robcaulk
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a58dd0bbf9
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add noise feature, improve docstrings
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2022-08-30 18:26:24 +02:00 |
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robcaulk
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b11742a4c5
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integrate inlier metric function
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2022-08-30 18:26:24 +02:00 |
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robcaulk
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62c0a174c8
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allow users to properly reverse train-test data ordering
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2022-08-29 11:04:58 +02:00 |
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Robert Caulk
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39a739eadb
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Merge pull request #7296 from th0rntwig/dbscan
Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests
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2022-08-28 14:37:47 +02:00 |
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robcaulk
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a44a235b56
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isort imports in tests/freqai
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2022-08-28 13:47:01 +02:00 |
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robcaulk
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6634229cc1
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appease the flake8 gods
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2022-08-28 13:21:29 +02:00 |
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robcaulk
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fcb5d1cb5a
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remove debugging flag
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2022-08-28 13:01:39 +02:00 |
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robcaulk
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dd628eb525
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add tests for outlier detection and removal functions
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2022-08-28 12:56:39 +02:00 |
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robcaulk
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1e41c773a0
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fix outlier protection
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2022-08-28 12:11:29 +02:00 |
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robcaulk
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22b42e91f3
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add new parameter to freqai doc
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2022-08-28 11:53:24 +02:00 |
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robcaulk
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bb3523f383
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download data homogeneously across timeframes
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2022-08-26 18:51:42 +02:00 |
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robcaulk
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e7261cf515
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add freqai utils.py file
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2022-08-26 15:30:28 +02:00 |
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robcaulk
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65b552e310
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make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection
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2022-08-26 15:30:01 +02:00 |
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robcaulk
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4b7e640f31
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reduce code duplication, optimize auto data download per tf
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2022-08-26 13:56:44 +02:00 |
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robcaulk
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ac42c0153d
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deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.
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2022-08-22 18:19:07 +02:00 |
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robcaulk
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96d8882f1e
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Plug mem leak, add training timer
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2022-08-22 13:30:30 +02:00 |
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robcaulk
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64b0834437
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add credit in docstring
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2022-08-20 17:04:38 +02:00 |
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robcaulk
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90c03178b1
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provide user directions, clean up strategy, remove unnecessary code.
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2022-08-20 17:02:18 +02:00 |
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robcaulk
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88d6a7fbff
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additional edits
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2022-08-19 22:23:26 +02:00 |
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robcaulk
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88dd9920ea
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sort imports for isort
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2022-08-17 16:38:09 +02:00 |
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robcaulk
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5155afb4e7
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clean up code remnants
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2022-08-17 15:22:48 +02:00 |
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robcaulk
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0c34104e45
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extract download-data from freqai to prepare for future async changes
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2022-08-17 15:18:44 +02:00 |
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robcaulk
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4c0fda400f
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fix input shape warning for LGBMClassifier, add sample_weights/eval_weights
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2022-08-16 11:41:53 +02:00 |
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robcaulk
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3f6d427084
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add a check for number of training features in tests
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2022-08-14 21:46:37 +02:00 |
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robcaulk
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006b11e5d5
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fix leftover bug in indicator population
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2022-08-14 21:42:55 +02:00 |
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robcaulk
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8961b8d560
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merge in inference timer and historic predictions handling improvements.
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2022-08-14 20:31:15 +02:00 |
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robcaulk
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ad846cdb76
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fix lock bug, update docstring
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2022-08-14 20:24:29 +02:00 |
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Robert Caulk
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c9c128f781
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finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy
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2022-08-14 02:49:01 +02:00 |
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robcaulk
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58de20af0f
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make BaseClassifierModel. Add predict_proba to lightgbm
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2022-08-13 20:07:31 +02:00 |
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robcaulk
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31be707cc8
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clean up code, add docstrings
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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3e38c1b0bd
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take dynamic sized tail off historic_predictions as return dataframe to strategy.
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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7d448fd4ac
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allow fit_live_predictions access to current pair
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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1f192be43b
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avoid denormalizing labels twice
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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b1b76a2dbe
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debug classifier with predict proba
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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23cc21ce59
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add predict_proba to base classifier, improve historic predictions handling
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2022-08-13 19:40:24 +02:00 |
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robcaulk
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fb4b73ce89
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ensure dates are saved
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2022-08-12 12:03:44 +02:00 |
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robcaulk
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2cae3c42e6
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remove trade database analyzer, clean up a bit
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2022-08-10 17:43:06 +02:00 |
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robcaulk
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91d0c91287
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improve docs
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2022-08-10 11:56:42 +02:00 |
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robcaulk
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4289c5c684
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update freqai logo
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2022-08-09 16:51:57 +02:00 |
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robcaulk
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5a16d5a512
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Deactivate database analyzer if user does not use sqlite
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2022-08-09 16:36:22 +02:00 |
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robcaulk
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e7de812948
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Allow user to user pair_dict for persistent storage of custom data
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2022-08-09 16:03:10 +02:00 |
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robcaulk
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aef086b02e
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Improved dict typing, timeframe parser, collect dates associated with training data points
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2022-08-09 15:30:25 +02:00 |
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robcaulk
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ea64f43e52
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bring back auto DF resizing for okx
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2022-08-08 01:13:13 +02:00 |
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robcaulk
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67c722c9c8
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fix asyncio bug
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2022-08-07 14:48:39 +02:00 |
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robcaulk
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eb8bde37c1
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Add lightgbm classifier, add classifier check test, fix classifier bug.
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2022-08-06 17:51:21 +02:00 |
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Robert Caulk
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c172ce1011
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improve flexibility of user defined prediction dataframe
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2022-08-06 13:51:19 +02:00 |
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Robert Caulk
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fdc82f8302
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add doc section for classifier
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2022-08-06 09:45:26 +02:00 |
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Robert Caulk
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07763d0d4f
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add classifier, improve model naming scheme
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2022-08-06 08:33:55 +02:00 |
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Robert Caulk
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ce8fbbf743
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ensure loading historical df matches frequi indices
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2022-08-06 07:25:59 +02:00 |
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robcaulk
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60d782e5c5
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remove unnecessary function
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2022-08-05 21:31:32 +02:00 |
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robcaulk
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a42a060ab5
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fix DB once and for all. Make DBSCAN more efficient and robust.
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2022-08-05 21:29:03 +02:00 |
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Robert Caulk
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a3799c4d5d
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start frequi with historical data if available
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2022-08-05 18:27:47 +02:00 |
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robcaulk
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29b7b014e5
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fix bug in DB path initialization
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2022-08-05 18:19:26 +02:00 |
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robcaulk
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db1d367941
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fix bug associated to fit_live_predictions_candles
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2022-08-05 13:46:20 +02:00 |
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robcaulk
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26de992d20
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ensure user sets startup candles in backtesting mode
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2022-08-05 12:23:14 +02:00 |
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robcaulk
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05ec5c5e54
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generalize database url path for any db type
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2022-08-05 12:19:29 +02:00 |
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Robert Caulk
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51a6b4289f
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improve DBSCAN performance for subsequent trainings
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2022-08-04 17:41:58 +02:00 |
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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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