45 Commits

Author	SHA1	Message	Date
Robert Caulk	07763d0d4f	add classifier, improve model naming scheme	2022-08-06 08:33:55 +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	59624181bd	isort BaseRegressionModel imports	2022-07-29 08:23:44 +02:00
robcaulk	c84d54b35e	Fix typing issue, avoid using .get() when unnecessary, convert to fstrings	2022-07-29 08:12:50 +02:00
robcaulk	324e54c015	fix possible memory leak associated with Catboost Pool object	2022-07-26 17:29:29 +02:00
robcaulk	3f149c4067	fix return type in BaseTensorFlowModel	2022-07-26 16:01:54 +02:00
robcaulk	e213d0ad55	isolate data_drawer functions from data_kitchen, accommodate tests, add new test	2022-07-26 10:24:14 +02:00
robcaulk	56b17e6f3c	allow user to pass test_size = 0 and avoid using eval sets in prediction models	2022-07-25 19:40:13 +02:00
Robert Caulk	7b105532d1	fix mypy error and add test for principal component analysis	2022-07-25 11:46:59 +02:00
Matthias	520ee3f7a1	Convert freqAI into packages	2022-07-24 17:07:45 +02:00
Matthias	1885deb632	More docstring changes	2022-07-24 16:54:39 +02:00
Robert Caulk	88e10f7306	add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs	2022-07-24 09:01:23 +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	98c8a447b2	add LightGBMPredictionMultiModel	2022-07-22 12:40:51 +02:00
lolong	9c051958a6	Feat/freqai (#7105) ... Vectorize weight setting, log training dates Co-authored-by: robcaulk <rob.caulk@gmail.com>	2022-07-19 17:49:18 +02:00
lolong	ed0f8b1189	Improve FreqAI documentation (#7072) ... Improve doc + some other small fixes Co-authored-by: robcaulk <rob.caulk@gmail.com>	2022-07-18 11:57:52 +02:00
robcaulk	4141d165ff	add BaseTensorFlowModel class	2022-07-12 19:10:09 +02:00
robcaulk	ef409dd345	Add ground work for TensorFlow models, add protections from common mistakes	2022-07-12 18:09:17 +02:00
Robert Caulk	fea63fba12	Fix saving/loading historic predictions	2022-07-12 10:12:50 +02:00
Robert Caulk	8ce6b18318	start collecting indefinite history of predictions. Allow user to generate statistics on these predictions. Direct FreqAI to save these to disk and reload them if available.	2022-07-11 22:01:48 +02:00
Matthias	3fc92b1b21	Create BaseRegression model - designed to reduce code duplication across currently available models.	2022-07-11 11:33:59 +02:00
Robert Caulk	607455919e	Change config parameter names to improve clarity and consistency throughout the code (!!breaking change, please check discord support channel for migration instructions or review templates/FreqaiExampleStrategy.py config_examples/config_freqai_futures.example.json file changes!!)	2022-07-10 12:35:44 +02:00
Matthias	819cc9c0e4	Fully align LightGBM with Catboost	2022-07-10 11:06:18 +02:00
Matthias	58b18770e3	Fix LightGBM missing argument in predict method	2022-07-10 11:05:35 +02:00
Matthias	2e1061af64	Fix faulty LightGBM model	2022-07-09 08:21:42 +00:00
robcaulk	8ac8d53c32	All LGBMRegressor model parameters are now set in config	2022-07-03 16:30:01 +02:00
robcaulk	ffb39a5029	black formatting on freqai files	2022-07-03 10:59:38 +02:00
robcaulk	106131ff0f	Rehaul organization of return values	2022-07-02 18:09:38 +02:00
robcaulk	051b99791d	reduce unnecessary verbosity, fix error on first training sweep, add LightGBMPredictionModel	2022-06-26 19:04:23 +02:00
robcaulk	f631ae911b	add model expiration feature, fix bug in DI return values	2022-06-17 14:55:40 +02:00
robcaulk	c5de0c49e4	first functional scanning commit	2022-06-16 00:24:18 +02:00
Matthias	c981ad4608	Fix missing space	2022-06-12 08:31:02 +02:00
robcaulk	15d049cffe	detect if upper tf candles are new or not, append if so. Correct the epoch for candle update check	2022-06-07 19:49:20 +02:00
robcaulk	f2762e3b4b	fix bug in return_values()	2022-06-03 16:58:51 +02:00
robcaulk	16b4a5b71f	rehaul of backend data management - increasing performance by holding history in memory, reducing load on the ratelimit by only pinging exchange once per candle. Improve code readability.	2022-06-03 15:19:46 +02:00
robcaulk	c5a16e91fb	throw user error if user tries to load models but feeds the wrong features (while using PCA)	2022-05-28 11:11:41 +02:00
robcaulk	6193205012	fix bug for target_mean/std array merging in backtesting	2022-05-26 21:07:50 +02:00
robcaulk	255d35976e	add priority metadata to pairs to avoid a sync of train time + train period	2022-05-24 12:58:53 +02:00
robcaulk	059c285425	paying closer attention to managing live retraining on separate thread without affecting prediction of other coins on master thread	2022-05-24 12:01:01 +02:00
robcaulk	b0d2d13eb1	improve data persistence/mapping for live/dry. This accommodates quick reloads after crash and handles multi-pair cleanly	2022-05-23 21:05:05 +02:00
robcaulk	e1c068ca66	add config asserts, use .get method with default values for optional functionality, move data_cleaning_* to freqai_interface (away from user custom pred model) since it is controlled by config params.	2022-05-23 12:07:09 +02:00
robcaulk	af0cc21af9	Enable hourly/minute retraining in live/dry. Suppress catboost folder output. Update config + constants + docs to reflect updates.	2022-05-23 00:06:26 +02:00
robcaulk	42d95af829	Aggregated commit. Adding support vector machine for outlier detection, improve user interface to dry/live, better standardization, fix various other bugs	2022-05-22 17:51:49 +02:00
robcaulk	d1d451c27e	auto populate features based on a prepended % in the strategy (remove feature assignment from config). Update doc/constants/example strategy to reflect change	2022-05-17 18:15:03 +02:00
robcaulk	8664e8f9a3	create a prediction_models folder where basic prediction models can live (similar to optimize/hyperopt-loss. Update resolver/docs/and gitignore to accommodate change	2022-05-17 17:13:38 +02:00