9066 Commits

Author	SHA1	Message	Date
robcaulk	153336d424	move corr_pairlist expansion to after expand_pairlist()	2022-07-31 15:45:28 +02:00
Matthias	659870312d	Use JSON Schema validation for freaAI schema validation	2022-07-31 15:23:27 +02:00
robcaulk	dd8288c090	expose full parameter set for SVM outlier detection. Set default shuffle to false to improve reproducibility	2022-07-30 13:40:05 +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	08d3ac7ef8	add keras and conv_width to schema and documentation	2022-07-29 08:49:35 +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
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
Matthias	3273881282	Merge branch 'develop' into feat/freqai	2022-07-28 06:36:38 +02:00
Matthias	cc3ead9d7b	Set required_profit for stoploss guard, allowing to ignore small stoplosses. ... closes #7076	2022-07-27 19:52:39 +02:00
Matthias	f31106dc61	Minor comment fixes	2022-07-27 07:27:24 +02:00
Matthias	bc760b7eb2	Simplify small segment in datadrawer	2022-07-26 19:41:49 +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	ad25a4cb56	reduce number of pair_dict lookups, remove coin_first	2022-07-26 15:58:40 +02:00
robcaulk	fb4e8430cd	isort auto import sorting	2022-07-26 10:51:39 +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
Matthias	4c68bec171	Fix problem in is_cancel_order_result_suitable ... fixes #7119	2022-07-25 17:47:52 +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
Robert Caulk	ab587747fb	first fix for follower path bug	2022-07-24 23:32:24 +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
Matthias	70b7a254af	Update some areas to use default docstring formatting	2022-07-24 16:51:48 +02:00
Matthias	61c41fd919	Merge branch 'develop' into feat/freqai	2022-07-24 16:18:58 +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
Robert Caulk	fff39eff9e	fix multitarget bug	2022-07-24 08:42:50 +02:00
Matthias	2eb1d18c2a	Don't load leverage tiers when not necessary	2022-07-23 19:56:38 +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
Matthias	81c1aa3c13	Update imports in freqAI sample strategies	2022-07-23 17:08:05 +02:00
Matthias	8a3cffcd1b	Remove remaining CustomModel references	2022-07-23 17:08:05 +02:00
Matthias	8fa6e8b4ba	Remove freqAI model bridge in favor of self.freqai	2022-07-23 17:08:05 +02:00
robcaulk	c91e23dc50	let user avoid normalizing labels	2022-07-23 16:14:13 +02:00
robcaulk	50d630a155	remove unnecessary comments from data_drawer.py	2022-07-23 13:35:44 +02:00
robcaulk	a1cff377ec	add record of contribution to data_kitchen.py	2022-07-23 13:32:04 +02:00
robcaulk	c2d6a0e891	add record of contribution to doc and source	2022-07-23 13:04:06 +02:00
Matthias	e97468964a	Add support for --timeframe-detail in hyperopt ... fix #7070	2022-07-23 08:52:03 +02:00
robcaulk	5559e605b8	small PR conversation resolutions	2022-07-22 17:46:14 +02:00
robcaulk	40f00196eb	use cloudpickle in place of pickle. define Paths once in data_drawer.	2022-07-22 17:37:51 +02:00
robcaulk	98c8a447b2	add LightGBMPredictionMultiModel	2022-07-22 12:40:51 +02:00
robcaulk	afcb0bec00	clean up obsolete comments, move remove_features_from_df to datakitchen	2022-07-22 12:29:20 +02:00
robcaulk	3205788bce	extend doc to include descriptions of the return values from FreqAI to the strategy	2022-07-21 22:11:46 +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	183dec866a	remove ability to backtest open ended timeranges (safer)	2022-07-21 13:02:52 +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	ca4dd58642	remove superceded function from datakitchen	2022-07-21 12:40:54 +02:00
robcaulk	8f86b0deaa	*breaking change* simplify user strat by consolidating feature loops into backend	2022-07-21 12:24:22 +02:00