Commit Graph

154 Commits

Author SHA1 Message Date
Yinon Polak
366740885a reduce mlp number of parameters for testing 2023-03-13 20:18:26 +02:00
Yinon Polak
918889a2bd reduce mlp number of parameters for testing 2023-03-13 20:09:12 +02:00
Yinon Polak
9c8c30b0e8 add test 2023-03-13 17:17:00 +02:00
robcaulk
d9dc831772 allow user to drop ohlc from features in RL 2023-03-07 11:33:54 +01:00
Matthias
38050b5346 Simplify "model-run" conditions 2023-03-02 18:23:49 +01:00
Matthias
b1a5776f14 Skip reinforcement learning for python 3.11 2023-03-02 18:23:49 +01:00
Matthias
7a7f16b658 Skip catboost tests on py3.11 2023-03-02 18:23:49 +01:00
Matthias
bcdf4e0fe8 Use variable for exchange mocks to shorten lines 2023-03-01 20:27:15 +01:00
robcaulk
2b5c11c7b4 allow users to buffer train data with buffer_train_data_candles parameter 2023-02-21 21:08:34 +01:00
robcaulk
b6a741b421 merge develop into feat/shuffle_after_split 2023-02-16 18:46:01 +01:00
robcaulk
ccb4efbe88 remove follow mode in favor of producer consumer 2023-02-02 11:40:23 +01:00
Wagner Costa
abdeb72eb0 fix tests 2023-01-05 17:54:56 -03:00
Wagner Costa
2e30bdb9b2 freqai bt - fix tests 2022-12-29 16:35:11 -03:00
robcaulk
a276ef4b06 ensure long only RL is tested 2022-12-19 11:49:31 +01:00
Emre
e604047158
Enable RL tests on arm mac 2022-12-16 22:57:55 +03:00
Emre
a8c9aa01fb
Add 3ac test 2022-12-16 22:31:44 +03:00
robcaulk
c9bc91c75b add shuffle_after_split option 2022-12-16 11:20:37 +01:00
robcaulk
62c69bf2b5 fix custom_info 2022-12-05 20:22:54 +01:00
Wagner Costa
17cf3c7e83 bug fixes and removed fillna from fit_live_predictions 2022-11-30 08:28:45 -03:00
Wagner Costa
df979ece33 Merge branch 'develop' into backtest_fitlivepredictions 2022-11-29 09:39:15 -03:00
robcaulk
8855e36f57 reduce freqai testing time by reducing retrain frequency and number of features 2022-11-24 18:16:33 +01:00
Wagner Costa
d09157efb8 update code to use one prediction file / pair 2022-11-22 15:15:42 -03:00
Wagner Costa Santos
80d070e9ee update code to use historic_predictions for freqai_backtest_live_models 2022-11-19 14:15:58 -03:00
robcaulk
387c905a86 merge develop into RL 2022-11-17 21:59:07 +01:00
robcaulk
60fcd8dce2 fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc 2022-11-17 21:50:02 +01:00
Wagner Costa Santos
3903b04d3f save_live_data_backtest - added docs and tests 2022-11-17 15:20:07 -03:00
robcaulk
1e9e7887aa fix constants.py, fix freqai test 2022-11-13 15:38:35 +01:00
robcaulk
af9e400562 add test coverage, fix bug in base environment. Ensure proper fee is used. 2022-11-13 15:31:37 +01:00
robcaulk
7a4bb040a5 merge develop into feat/freqai-rl-dev 2022-11-12 10:54:34 +01:00
robcaulk
214c622475 move dataframe converter to converter.py 2022-11-12 10:38:25 +01:00
robcaulk
9617d8143d Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai 2022-11-12 10:21:38 +01:00
Robert Caulk
833578716c
Merge pull request #7644 from markdregan/multi-target-classifier
Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
2022-11-11 18:48:38 +01:00
robcaulk
790ff2a84b merge develop into add-single-prec 2022-11-11 18:08:51 +01:00
robcaulk
66514e84e4 add LightGBMClassifierMultiTarget. add test 2022-11-11 17:45:53 +01:00
robcaulk
257c833831 add doc for single precision, dont allow half precision, add test 2022-11-04 18:10:04 +01:00
robcaulk
444a068481 merge develop into track-current-candle 2022-11-03 21:09:08 +01:00
robcaulk
b3b756ec14 ensure test pass 2022-11-02 20:30:04 +01:00
robcaulk
255eb71270 start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df 2022-11-02 19:32:22 +01:00
robcaulk
2afa185dc6 add integrated tests for PCA and DBSCAN 2022-11-02 18:34:56 +01:00
robcaulk
a49edfbaee add tests for CatboostClassifier 2022-10-30 18:08:10 +01:00
robcaulk
d1a0874683 merge develop into feat/freqai-rl-dev 2022-10-30 10:13:03 +01:00
Timothy Pogue
bb06745227 fix tests 2022-10-23 12:25:39 -06:00
Timothy Pogue
c4a2ee05e7 fix freqai test 2022-10-22 09:31:55 -06:00
Timothy Pogue
5ee3b8cbbb update config recording to use all configs, fix tests 2022-10-21 19:48:26 -06:00
Matthias
23a5a516f9
Merge pull request #7557 from freqtrade/add-metric-tracker
Add metric tracker to FreqAI
2022-10-16 18:20:07 +02:00
Robert Caulk
62ca822597
Merge pull request #7569 from Silur/develop
Add XGBoost random forest predictors to freqai
2022-10-15 16:09:26 +02:00
robcaulk
9135e631c0 :Merge branch 'develop' into add-metric-tracker 2022-10-15 15:54:41 +02:00
Matthias
498289728d Fix catboost tests polluting CWD 2022-10-15 08:48:41 +02:00
robcaulk
b236e362ba Merge remote-tracking branch 'origin/develop' into add-metric-tracker 2022-10-14 19:00:49 +02:00
robcaulk
88b8f18639 add test for metric tracker 2022-10-11 19:24:47 +02:00
silur
30a45bb597 add XGBoostRF models to freqai test interface 2022-10-11 13:17:21 +02:00
robcaulk
c9eee2eba4 revert syntax 2022-10-10 20:50:54 +02:00
th0rntwig
4daf0000c7 Move check and add log warning 2022-10-08 16:15:48 +02:00
robcaulk
8d7adfabe9 clean RL tests to avoid dir pollution and increase speed 2022-10-08 12:10:38 +02:00
Matthias
3e258e000e Don't set use_db without resetting it 2022-10-07 07:05:56 +02:00
th0rntwig
a9d5e04a43 Remove constant labels from prediction 2022-10-06 19:26:33 +02:00
robcaulk
cf10a76a2a bring back Trades.use_db = True 2022-10-05 17:06:18 +02:00
robcaulk
936ca24482 separate RL install from general FAI install, update docs 2022-10-05 15:58:54 +02:00
robcaulk
9c73411ac2 Merge remote-tracking branch 'origin/develop' into dev-merge-rl 2022-10-05 15:21:45 +02:00
robcaulk
4edb30bfa8 isort 2022-10-05 14:11:19 +02:00
robcaulk
0e0bda8f13 improve freqai tests 2022-10-05 14:08:03 +02:00
robcaulk
647200e8a7 isort 2022-09-23 19:30:56 +02:00
robcaulk
77c360b264 improve typing, improve docstrings, ensure global tests pass 2022-09-23 19:17:27 +02:00
robcaulk
9c361f4422 increase test coverage for RL and FreqAI 2022-09-23 18:04:43 +02:00
Robert Caulk
95121550ef
Remove unnecessary models, add model arg 2022-09-23 10:37:34 +02:00
Robert Caulk
f7dd3045f7
Parameterize backtesting test 2022-09-23 10:30:52 +02:00
robcaulk
7295ba0fb2 add test for Base4ActionEnv 2022-09-22 23:42:33 +02:00
robcaulk
eeebb78a5c skip darwin in RL tests, remove example scripts, improve doc 2022-09-22 21:16:21 +02:00
robcaulk
ea8e34e192 Merge branch 'develop' into dev-merge-rl 2022-09-22 19:46:50 +02:00
Robert Caulk
bdeb2f9c6a
Merge branch 'develop' into add-plot-feature-importance 2022-09-18 00:02:46 +02:00
robcaulk
2c23effbf2 allow plot to plot multitargets, add test 2022-09-17 19:17:44 +02:00
Matthias
38b28fc4da Update duplicated test 2022-09-17 14:19:20 +02:00
Matthias
d62cef01be Add test for __informative_pairs_freqai 2022-09-17 10:18:08 +02:00
robcaulk
8aac644009 add tests. add guardrails. 2022-09-15 00:46:35 +02:00
Emre
330d7068ab
Merge branch 'develop' into add-xgboostclassifier 2022-09-10 23:59:11 +03:00
Matthias
b3fc1cfde9 Parametrize classifier tests 2022-09-10 20:18:00 +02:00
Matthias
88892ba663 Parametrize regressor tests 2022-09-10 20:18:00 +02:00
Matthias
f97f1dc5c3 Test CatboostRegressorMultiTarget, simplify test setup via parametrization 2022-09-10 20:18:00 +02:00
Emre
60eb02bb62
Add XGBoostClassifier 2022-09-10 20:13:16 +03:00
Matthias
170bec0438 Fix failing XGBoost tests 2022-09-10 08:24:23 +02:00
Matthias
5705b8759b Merge branch 'develop' into add-continual-learning 2022-09-10 08:24:04 +02:00
Emre
df6e43d2c5 Add XGBoostRegressorMultiTarget class 2022-09-09 19:30:53 +02:00
Emre
1b6410d7d1 Add XGBoostRegressor for freqAI, fix mypy errors 2022-09-09 19:30:53 +02:00
Robert Caulk
d7585161b2
Merge branch 'develop' into add-inlier-metric 2022-09-06 20:40:21 +02:00
robcaulk
c9be66b5b6 increase test coverage for dk, improve function naming, extra cleaning 2022-09-03 15:52:29 +02:00
robcaulk
599c1c79fb reorganized backtest utilities, test new functionality, improve/update doc 2022-09-03 14:00:01 +02:00
Wagner Costa Santos
7bed0450d2 pr review - refactoring backtesting freqai 2022-08-31 15:36:29 -03:00
Matthias
398b2946b5 Update test formatting 2022-08-15 06:49:28 +02:00
robcaulk
3f6d427084 add a check for number of training features in tests 2022-08-14 21:46:37 +02:00
Matthias
77b3b8a134 Use main exchange instead of creating a separate instance. 2022-08-08 18:34:11 +00:00
Matthias
20b4134787 Properly exclude catboost in ARM 2022-08-08 18:15:18 +00:00
robcaulk
eb8bde37c1 Add lightgbm classifier, add classifier check test, fix classifier bug. 2022-08-06 17:51:21 +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
e213d0ad55 isolate data_drawer functions from data_kitchen, accommodate tests, add new test 2022-07-26 10:24:14 +02:00
robcaulk
55cf378ec2 remove leftover breakpoint from test file 2022-07-25 17:13:24 +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
4abc26b582 add test for follow_mode 2022-07-25 10:48:04 +02:00
Matthias
95f5218ceb
Reenable Catboost test (#7118)
* Reenable Catboost test

* Simplify freqAI tests, ensure they use a tempdir for modelstorage
2022-07-24 07:32:13 +02:00