943 Commits

Author	SHA1	Message	Date
steam	c36547a563	add maskable eval callback	2023-06-11 20:05:53 +03:00
steam	afd54d39a5	add action_masks	2023-06-11 20:00:12 +03:00
Matthias	320b3e20a6	Use correct variable for candle-type when loading data ... closes #8757	2023-06-11 11:58:18 +02:00
robcaulk	229ee643cd	revert change to deal with FT pinning old scikit-learn version	2023-06-10 13:24:09 +02:00
robcaulk	41e37f9d32	improve docs, update doc strings	2023-06-10 13:11:47 +02:00
robcaulk	f8d7c2e21d	add migration guide, add protections and migration assistance	2023-06-10 12:48:27 +02:00
robcaulk	4cdd6bc6c3	avoid using ram for unnecessary train_df, fix some deprecation warnings	2023-06-10 12:07:03 +02:00
robcaulk	e246259792	avoid manual pipeline validation	2023-06-10 11:40:57 +02:00
robcaulk	33b028b104	ensure data kitchen thread count is propagated to pipeline	2023-06-08 12:33:08 +02:00
robcaulk	88337b6c5e	convert to using constants in data_drawer. Remove unneeded check_if_pred_in_spaces function	2023-06-08 12:19:42 +02:00
robcaulk	e39e40dc60	improve documentation of pipeline building/customization	2023-06-08 11:56:31 +02:00
robcaulk	135aaa2be2	update docs, improve the interaction with define_data_pipeline	2023-06-07 18:26:49 +02:00
robcaulk	dc577d2a1a	update to new datasieve interface, add noise to pipeline	2023-06-07 17:58:27 +02:00
robcaulk	f7f88aa14d	fix pickle file name	2023-06-07 09:28:56 +02:00
robcaulk	5ac141f72b	convert to new datasieve api	2023-06-06 21:05:51 +02:00
robcaulk	f6a32f4ffd	bump version	2023-05-29 23:35:24 +02:00
robcaulk	e572653616	bring classifier/rl up to new paradigm. ensure tests pass. remove old code. add documentation, add new example transform	2023-05-29 13:33:29 +02:00
robcaulk	31e19add27	start transition toward outsourcing the data pipeline with objective of improving pipeline flexibility	2023-05-26 18:40:14 +02:00
Robert Caulk	f647fb342b	Update base_tensorboard.py ... Remove incorrect warning message.	2023-05-25 16:35:06 +02:00
Richard Jozsa	39f4fb8797	Merge branch 'freqtrade:develop' into develop	2023-05-22 08:36:25 +00:00
Richard Jozsa	d26aa231fc	Stable baselines updates, and fix ... There was a seeding error in SB3 after the gymnasium update, the stable baselines team has patched and fixed the issue, but the reset function has to be aligned.	2023-05-22 10:36:07 +02:00
Matthias	a87b215d67	Fix odd import	2023-05-21 09:50:59 +02:00
robcaulk	dd1a0156b9	resolve conflict, ensure gpu works with transformer	2023-05-19 14:39:16 +00:00
robcaulk	adeab13bdf	cleanup tests, cross fingers that mac will pass	2023-05-17 07:21:48 +00:00
Matthias	7d15c379cb	Fix faulty removed import	2023-05-15 19:26:51 +02:00
Matthias	c7f7dd1d4b	Avoid unnecessary type ignore	2023-05-15 18:27:12 +02:00
robcaulk	9242dfa355	try reactivating tb for some tests	2023-05-14 16:05:49 +00:00
robcaulk	505f36a95f	try even more deactivation	2023-05-14 15:49:24 +00:00
robcaulk	1ed084557a	try even more deactivation	2023-05-14 15:44:41 +00:00
robcaulk	340d2191ff	deactivate tensorboard by default	2023-05-14 14:39:23 +00:00
robcaulk	55a1a3afd6	add config option for activating and deactivating tensorboard logger, ensure the various flavors are never activated simultaneously	2023-05-14 14:08:00 +00:00
robcaulk	ab7a474ab6	try limiting tb_logger to pytorch only (XGBoost still gets its callback)	2023-05-14 12:03:15 +00:00
robcaulk	8a9b2fc16f	fix merge conflicts with develop	2023-05-14 12:00:03 +00:00
Matthias	90ac387444	Merge pull request #8634 from freqtrade/bug-fix/continual_learning ... fix bug in continual_learning for PyTorch* models	2023-05-13 15:32:49 +02:00
robcaulk	18c1eda09b	remove commented lines	2023-05-13 11:27:36 +00:00
robcaulk	3ae3cc63df	fix bug in continual_learning for PyTorch* models	2023-05-13 11:14:16 +00:00
Matthias	400cbd1836	Fix types	2023-05-12 19:47:53 +02:00
Matthias	6d7172ac44	Re-add init file	2023-05-12 18:26:34 +02:00
Matthias	49b9b463b4	Move tensorboard callback exports to freqai.tensorboard.	2023-05-12 18:26:01 +02:00
robcaulk	31d15da49e	add disclaimers everywhere about how example strategies are meant as examples	2023-05-12 08:16:48 +00:00
robcaulk	692fa390c6	fix the import logic, fix tests, put all tensorboard in a single folder	2023-05-12 07:56:44 +00:00
robcaulk	b01aaa4d03	ensure backtesting also produces tb_logs, make sure tests are working	2023-05-10 10:11:33 +00:00
robcaulk	172b2587ab	Merge remote-tracking branch 'originssh/develop' into develop	2023-05-10 09:48:54 +00:00
robcaulk	ffc4d87263	add tensorboard integration to XGBoost and PyTorch et al	2023-05-10 09:48:36 +00:00
robcaulk	2c0230ba93	avoid mutating new_trained_timerange	2023-05-09 12:42:02 +00:00
robcaulk	35ce88f1e5	ensure that the buffered timerange is not the trained timestamp so that live_retrain_hours functions properly	2023-05-09 10:00:33 +00:00
Robert Caulk	950eaf230e	Merge pull request #8580 from freqtrade/feat/add-transformer ... Add transformer to FreqAI	2023-05-07 11:32:38 +02:00
Matthias	89c60bbee6	Merge pull request #8598 from freqtrade/bug-fix-backtesting ... bug fix backtest feature validation	2023-05-07 08:14:34 +02:00
robcaulk	36e1e58dad	fix arch	2023-05-06 17:40:04 +00:00
robcaulk	3bbb7e38ea	improve transformer architecture, remove 3.10 install constraint, add documentation for torch.compile()	2023-05-06 16:12:10 +00:00
robcaulk	c2beeb4c79	bug fix backtest feature validation	2023-05-06 15:53:58 +00:00
Tommaso Falchi	908a2e817a	Align BasePyTorchRegressor tensors to cpu as in BasePyTorchClassifier	2023-05-05 15:43:48 +02:00
Tommaso Falchi	306dfc4ae8	refactor(BasePyTorchClassifier.py): convert tensor to list before creating DataFrame to avoid TypeError. ... docs(BasePyTorchClassifier.py): add missing parameter description in predict method	2023-05-05 13:04:53 +02:00
robcaulk	af139ffbab	add transformer with positional encoding, fix some odds and ends in pytorch, upgrade to PyTorch 2.0	2023-05-01 13:18:03 +00:00
Richard Jozsa	ceb2631a56	Merge branch 'freqtrade:develop' into develop	2023-05-01 01:00:34 +02:00
vinistation	d1eb6d4fed	Update BasePyTorchRegressor.py ... Denormalization of prediction added to te PytorchMLP Model	2023-04-28 14:48:16 -05:00
Matthias	8cf0e4a316	Fix mypy typing errors	2023-04-26 19:43:42 +02:00
Matthias	6d3c94a739	type: ignore the offending tensorflow call	2023-04-26 18:08:55 +02:00
robcaulk	c6f3a3bbca	avoid typing issues in the tensorboard callback	2023-04-26 14:11:26 +02:00
robcaulk	e86980befa	remove typing from callback init	2023-04-26 13:42:10 +02:00
robcaulk	e29ce218eb	fix typing in TensorboardCallback	2023-04-26 10:54:54 +02:00
Matthias	59f9f4d467	Fix exception typos due to newlines	2023-04-25 09:27:33 +02:00
robcaulk	0a05099713	fix mypy	2023-04-21 22:52:19 +02:00
Matthias	f30fc29da0	Merge branch 'develop' into pr/richardjozsa/8336	2023-04-19 19:37:51 +02:00
Matthias	3fb5cd3df6	Improve formatting	2023-04-17 20:27:18 +02:00
Matthias	9caa74c796	Merge branch 'develop' into pr/initrv/8426	2023-04-16 18:16:16 +02:00
Richard Jozsa	8620f1178d	Merge branch 'freqtrade:develop' into develop	2023-04-16 14:29:57 +02:00
Matthias	90ce2ae7e4	Merge branch 'develop' into pr/initrv/8426	2023-04-13 20:01:35 +02:00
robcaulk	dcf9bbdaea	ensure data is on same device as the model	2023-04-13 12:19:34 +02:00
Matthias	9857675a5e	Update torch import	2023-04-11 19:38:24 +02:00
Robert Caulk	4ab047dfa7	Merge pull request #8297 from Yinon-Polak/feat/add-pytorch-model-support ... Feat/add pytorch model support	2023-04-11 15:40:12 +02:00
Matthias	9c2cdd4fb9	Merge pull request #8388 from freqtrade/patch-pair-colon-bug ... Bug fix: FreqAI backtest target setting	2023-04-08 14:16:41 +02:00
robcaulk	69b9b35a08	Merge remote-tracking branch 'origin/develop' into feat/add-pytorch-model-support	2023-04-08 13:22:25 +02:00
robcaulk	48d3c8e62e	fix model loading from disk bug, improve doc, clarify installation/docker instructions, add a torch tag to the freqairl docker image. Fix seriously outdated prediction_model docstrings	2023-04-08 12:09:53 +02:00
Yinon Polak	a655524221	pytorch mlp rename input to fix mypy error	2023-04-04 12:24:29 +03:00
Yinon Polak	26738370c7	pytorch mlp add explicit annotation to fix mypy error	2023-04-04 12:12:02 +03:00
Yinon Polak	6b204c97ed	fix pytorch data convertor type hints	2023-04-03 19:02:07 +03:00
Yinon Polak	0c4574b3b7	prevent mypy error, explicitly unpack input list of pytorch mlp model,	2023-04-03 18:10:47 +03:00
Yinon Polak	d9d9993179	add documentation	2023-04-03 17:06:39 +03:00
Yinon Polak	7b494c8333	add documentation to pytorch data convertor	2023-04-03 16:39:49 +03:00
Yinon Polak	bc9454e0f9	add device to data convertor class doc	2023-04-03 16:36:38 +03:00
Yinon Polak	36a0a14a23	clean code	2023-04-03 16:26:42 +03:00
Yinon Polak	c137666230	fix imports	2023-04-03 16:03:15 +03:00
Yinon Polak	bd3b70293f	add pytorch data convertor	2023-04-03 15:19:10 +03:00
initrv	cfc0410388	use rl_config get instead of freqai_info	2023-04-02 04:08:07 +03:00
initrv	cab82e8e60	Add sb3 learn progress bar	2023-04-02 02:59:02 +03:00
robcaulk	92f34f262e	make trade_type value more explicit, add profit to trade_history dict	2023-04-01 10:05:58 +02:00
Yinon Polak	077a947972	clean code	2023-03-28 15:18:10 +03:00
Yinon Polak	dfbebdea9b	improve comment on class_names in freqai interface	2023-03-28 14:44:44 +03:00
Yinon Polak	b795a70102	fix config example in pytorch mlp documentation	2023-03-28 14:44:43 +03:00
Yinon Polak	026b6a39a9	bugfix skip test split when empty	2023-03-28 14:40:23 +03:00
Richard Jozsa	7cbc0ce80a	Merge branch 'freqtrade:develop' into develop	2023-03-28 01:23:24 +02:00
robcaulk	3cabcabcbd	ensure labels are properly defined in backtesting	2023-03-27 15:23:01 +02:00
robcaulk	f1e831a7b8	fix bug in backtest target setting	2023-03-26 13:43:59 +02:00
Robert Caulk	d9c8b322ce	Update freqai_interface.py	2023-03-25 13:37:07 +01:00
Yinon Polak	479aafc331	rename Torch to PyTorch	2023-03-22 17:50:00 +02:00
Robert Caulk	bdf19f1d66	Update freqai_interface.py	2023-03-21 22:44:56 +01:00
robcaulk	1ba01746a0	organize pytorch files	2023-03-21 15:09:54 +01:00
Yinon Polak	83a7d888bc	type hint init in pytorch mlp classes	2023-03-21 15:19:34 +02:00
Yinon Polak	a80afc8f1b	add optional target tensor squeezing to pytorch trainer	2023-03-21 13:20:54 +02:00
Yinon Polak	97339e14cf	round up divisions in calc_n_epochs	2023-03-21 12:29:05 +02:00
Yinon Polak	443263803c	unsqueeze target tensor when 1 dimensional	2023-03-21 11:42:05 +02:00
Yinon Polak	9906e7d646	clean code	2023-03-21 11:23:45 +02:00
Yinon Polak	e8f040bfbd	add class_name attribute to freqai interface	2023-03-20 20:38:43 +02:00
Yinon Polak	a4b617e482	type hints fixes	2023-03-20 20:22:28 +02:00
Yinon Polak	c06cd38951	clean code	2023-03-20 19:55:39 +02:00
Yinon Polak	0a55753faf	move default attributes of pytorch classifier to initializer, ... to prevent mypy from complaining	2023-03-20 19:40:36 +02:00
Yinon Polak	6b4d9f97c1	clean code	2023-03-20 19:28:30 +02:00
Yinon Polak	500c401b75	improve pytorch classifier documentation	2023-03-20 18:41:04 +02:00
Yinon Polak	9aec1ddb17	sort imports	2023-03-20 18:41:04 +02:00
Yinon Polak	d98890f32e	sort imports	2023-03-20 18:41:04 +02:00
Yinon Polak	f659f8e309	remove unused imports	2023-03-20 18:41:04 +02:00
Yinon Polak	54db239175	add pytorch regressor example	2023-03-20 18:41:04 +02:00
Yinon Polak	601c37f862	refactor classifiers class names	2023-03-20 18:41:04 +02:00
Yinon Polak	501e746c52	improve mlp documentation	2023-03-20 18:41:04 +02:00
Yinon Polak	d04146d1b1	improve mlp documentation	2023-03-20 18:41:04 +02:00
Yinon Polak	ea08931ab3	add mlp documentation	2023-03-20 18:41:04 +02:00
Yinon Polak	ddd1b5c0ff	modify feedforward net, move layer norm to start of thr block	2023-03-20 18:41:04 +02:00
Yinon Polak	fbf7049ac5	sort imports	2023-03-20 18:41:04 +02:00
Yinon Polak	833aaf8e10	create children class to PyTorchClassifier to implement the fit method where we initialize the trainer and model objects	2023-03-20 18:41:04 +02:00
robcaulk	fab505be1b	cheat flake8 for now until we can refactor save into the model class	2023-03-20 18:41:03 +02:00
Richard Jozsa	66c326b789	Add proper handling of multiple environments	2023-03-20 15:54:58 +01:00
Matthias	c92f28bf6f	ruff: Activate UP ruleset	2023-03-19 17:57:56 +01:00
Matthias	477dc50425	Add pair output to "tossed" messages	2023-03-18 16:32:07 +00:00
Matthias	9044052b4e	Fix exceptions when training fails	2023-03-17 18:29:10 +01:00
Richard Jozsa	d03fe1f8ee	add latest experimental version of gymnasium	2023-03-16 00:53:37 +01:00
Yinon Polak	918889a2bd	reduce mlp number of parameters for testing	2023-03-13 20:09:12 +02:00
initrv	f3a1177bad	bring inc back	2023-03-13 17:53:35 +03:00
Yinon Polak	d7ea750823	revert to using model_training_parameters	2023-03-13 00:35:51 +02:00
Yinon Polak	b6096efadd	logging change	2023-03-13 00:35:14 +02:00
Yinon Polak	b927c9dc01	remove train loss calculation from estimate_loss	2023-03-13 00:17:34 +02:00
Yinon Polak	523a58d3d6	simplify statement for pytorch file_type extension	2023-03-13 00:16:44 +02:00
initrv	a10f78e3ef	fix increment in case of 0	2023-03-12 23:29:27 +03:00
Yinon Polak	0012fe36ca	sort imports	2023-03-12 16:16:04 +02:00
Yinon Polak	cb17b36981	simplify file_type check comparisons	2023-03-12 14:50:08 +02:00
Yinon Polak	f9fdf1c31b	generalize mlp model	2023-03-12 14:31:08 +02:00
Yinon Polak	1cf0e7be24	use one iteration on all test and train data for evaluation	2023-03-12 12:48:15 +02:00
initrv	82cb107520	add tensorboard category	2023-03-12 01:32:55 +03:00
Yinon Polak	8a9f2aedbb	improve documentation	2023-03-09 14:55:52 +02:00
Yinon Polak	e88a0d5248	convert single quotes to double quotes	2023-03-09 13:29:11 +02:00
Yinon Polak	2ef11faba7	reformat documentation	2023-03-09 13:25:20 +02:00
Yinon Polak	c9eee2944b	reformat documentation	2023-03-09 13:01:04 +02:00
Yinon Polak	6f962362f2	expand pytorch trainer documentation	2023-03-09 12:45:46 +02:00
Yinon Polak	ba5de0cd00	add documentation	2023-03-09 11:21:10 +02:00
Yinon Polak	3081b9402b	add documentation	2023-03-09 11:14:54 +02:00
robcaulk	d10ee0979a	ensure training_features_list is updated properly	2023-03-08 19:37:11 +01:00
Robert Caulk	85e345fc48	Update BaseReinforcementLearningModel.py	2023-03-08 19:29:39 +01:00
Yinon Polak	1597c3aa89	set class names in IStrategy.set_freqai_targets method, also save class name with model meta data	2023-03-08 18:36:44 +02:00
Yinon Polak	7d26df01b8	fix tensor type hint	2023-03-08 16:17:19 +02:00
Yinon Polak	c8296ccb2d	sort imports	2023-03-08 16:13:35 +02:00