Wagner Costa Santos
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55ebbeec18
|
backtest_live models tests refactoring
|
2022-09-28 08:48:32 -03:00 |
|
Wagner Costa Santos
|
0be115de9c
|
backtest_live_models - added new tests and refactoring
|
2022-09-27 10:26:57 -03:00 |
|
Wagner Costa Santos
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72aa47fc51
|
backtest_live_models - fix issue with timerange BT and 2 trainings within same candle (no data)
|
2022-09-27 00:14:12 -03:00 |
|
Wagner Costa Santos
|
ec947ad65c
|
remove commented code - backtest_live_models
|
2022-09-25 23:47:27 -03:00 |
|
Wagner Costa Santos
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5880f7a638
|
backtest_live_models - params validation and get timerange from live models in BT
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2022-09-25 23:14:00 -03:00 |
|
Wagner Costa Santos
|
f3f3917da3
|
Merge branch 'develop' into backtest_live_models
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2022-09-25 20:05:26 -03:00 |
|
Wagner Costa Santos
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0ed7b2bfc3
|
change start_backtesting to handle backtest_live_models
|
2022-09-25 10:35:55 -03:00 |
|
robcaulk
|
873d2a5069
|
no model save backtest, plot features backtest, ensure inlier plays nice, doc
|
2022-09-25 11:18:10 +02:00 |
|
Wagner Costa Santos
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7f116db95e
|
added generic function to get timerange from existent models
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2022-09-24 13:01:53 -03:00 |
|
Wagner Costa Santos
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d9c16d4888
|
Merge branch 'develop' into backtest_live_models
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2022-09-24 12:30:55 -03:00 |
|
Wagner Costa Santos
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3ee7eb63f7
|
starting backtest live models
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2022-09-24 12:28:52 -03:00 |
|
Matthias
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585342f193
|
Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai
Ensure the DF has the same size in backtesting FreqAI
|
2022-09-24 16:17:39 +02:00 |
|
th0rntwig
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71e6c54ea4
|
Normalise distances before Weibull fit (#7432)
* Normalise distances before Weibull
* Track inlier-metric params
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2022-09-22 18:11:50 +02:00 |
|
Wagner Costa Santos
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b1dbc3a65f
|
remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count
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2022-09-22 12:13:51 -03:00 |
|
Matthias
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667853c504
|
Use Alias to type config objects
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2022-09-18 13:20:55 +02:00 |
|
Robert Caulk
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73e122ad10
|
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 |
|
Wagner Costa Santos
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311ae8bf1f
|
freqai backtesting - add startup_candle_count at function description
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2022-09-10 14:45:42 -03:00 |
|
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 |
|
Wagner Costa Santos
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79985fda01
|
fix backtesting freqai startup candles bug
|
2022-09-10 10:27:17 -03:00 |
|
robcaulk
|
05581db4e3
|
ensure columns are only dropped in training
|
2022-09-09 20:37:21 +02:00 |
|
Wagner Costa Santos
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d38cc06139
|
Fix freqai backtesting time range issue
|
2022-09-09 19:27:05 +02:00 |
|
Wagner Costa Santos
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f4f2884a66
|
Fix freqai backtesting time range issue
|
2022-09-07 18:52:58 -03:00 |
|
th0rntwig
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cdc72bf8ca
|
Correct indexing
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2022-09-07 18:14:13 +02:00 |
|
th0rntwig
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047ded1baa
|
Check for constant columns
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2022-09-07 17:47:27 +02:00 |
|
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 |
|
robcaulk
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d44296783e
|
isort datakitchen
|
2022-09-06 20:10:12 +02:00 |
|
robcaulk
|
e83c9b276d
|
fix whitespace
|
2022-09-06 19:56:52 +02:00 |
|
robcaulk
|
4b28d0495f
|
fix timestamping, move imports, add words to doc
|
2022-09-06 19:46:58 +02:00 |
|
robcaulk
|
78d01810ed
|
reduce code redundancy, ensure live always gets the latest data
|
2022-09-05 00:12:00 +02:00 |
|
Wagner Costa Santos
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d43ed186fc
|
fix issue with freqai backtesting at slice dataframe
|
2022-09-05 00:12:00 +02:00 |
|
Robert Caulk
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8545d74378
|
Merge pull request #7331 from th0rntwig/pca
Normalise PCA space
|
2022-09-03 21:49:54 +02:00 |
|
robcaulk
|
5cfb4154eb
|
revert all changes in normalize_data()
|
2022-09-03 19:48:30 +02:00 |
|
robcaulk
|
c21808ff98
|
remove metadata redundancy, fix pca bug
|
2022-09-03 16:54:30 +02:00 |
|
robcaulk
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c9be66b5b6
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increase test coverage for dk, improve function naming, extra cleaning
|
2022-09-03 15:52:29 +02:00 |
|
robcaulk
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599c1c79fb
|
reorganized backtest utilities, test new functionality, improve/update doc
|
2022-09-03 14:00:01 +02:00 |
|
th0rntwig
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11b2bc269e
|
Added missing s
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2022-09-01 22:37:32 +02:00 |
|
th0rntwig
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3f8400df10
|
Normalise PCA space
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2022-09-01 21:51:33 +02:00 |
|
Wagner Costa Santos
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d6e115178a
|
refactoring freqai backtesting - remove duplicate code
|
2022-09-01 07:09:23 -03:00 |
|
Wagner Costa Santos
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44d3a9140d
|
Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop
|
2022-08-31 15:37:06 -03:00 |
|
Wagner Costa Santos
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7bed0450d2
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pr review - refactoring backtesting freqai
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2022-08-31 15:36:29 -03:00 |
|
wagnercosta
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3d4497467c
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Merge branch 'freqtrade:develop' into develop
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2022-08-31 14:47:06 -03:00 |
|
Wagner Costa Santos
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df51da22ee
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refactoring freqai backtesting
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2022-08-31 11:23:48 -03:00 |
|
Matthias
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a88ffd2c9d
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Merge branch 'develop' into move_datadownload
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2022-08-31 10:23:45 +00:00 |
|
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 |
|
robcaulk
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a58dd0bbf9
|
add noise feature, improve docstrings
|
2022-08-30 18:26:24 +02:00 |
|
robcaulk
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b11742a4c5
|
integrate inlier metric function
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2022-08-30 18:26:24 +02:00 |
|
th0rntwig
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d3cb211283
|
Add inlier metric computation
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2022-08-30 18:26:24 +02:00 |
|
th0rntwig
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50e2808667
|
Fix bug in DI (#7321)
|
2022-08-30 12:54:39 +02:00 |
|
robcaulk
|
62c0a174c8
|
allow users to properly reverse train-test data ordering
|
2022-08-29 11:04:58 +02:00 |
|
robcaulk
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dd628eb525
|
add tests for outlier detection and removal functions
|
2022-08-28 12:56:39 +02:00 |
|
robcaulk
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1e41c773a0
|
fix outlier protection
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2022-08-28 12:11:29 +02:00 |
|
th0rntwig
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71f7d68783
|
Fixed mypy error
|
2022-08-27 12:44:55 +02:00 |
|
elintornquist
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86c5ac44e4
|
Add outlier percentage check
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2022-08-26 23:05:07 +02:00 |
|
elintornquist
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b2d664c63c
|
Change MinPts calculation
|
2022-08-26 18:57:27 +02:00 |
|
robcaulk
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65b552e310
|
make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection
|
2022-08-26 15:30:01 +02:00 |
|
robcaulk
|
4b7e640f31
|
reduce code duplication, optimize auto data download per tf
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2022-08-26 13:56:44 +02:00 |
|
th0rntwig
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5ce1c69803
|
Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
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2022-08-22 19:57:20 +02:00 |
|
robcaulk
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ac42c0153d
|
deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.
|
2022-08-22 18:19:07 +02:00 |
|
robcaulk
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96d8882f1e
|
Plug mem leak, add training timer
|
2022-08-22 13:30:30 +02:00 |
|
longyu
|
cfa5b3f12c
|
add new line
|
2022-08-19 12:39:08 +02:00 |
|
longyu
|
277245c69d
|
remove line
|
2022-08-19 12:39:00 +02:00 |
|
longyu
|
f70b0bab80
|
remove line
|
2022-08-17 23:49:20 +02:00 |
|
robcaulk
|
5155afb4e7
|
clean up code remnants
|
2022-08-17 15:22:48 +02:00 |
|
robcaulk
|
0c34104e45
|
extract download-data from freqai to prepare for future async changes
|
2022-08-17 15:18:44 +02:00 |
|
longyu
|
9c38c27eed
|
ignore sample itself distance for avg_mean_dist computation
|
2022-08-17 15:09:57 +02:00 |
|
longyu
|
72c34291e3
|
newline
|
2022-08-17 15:09:10 +02:00 |
|
robcaulk
|
006b11e5d5
|
fix leftover bug in indicator population
|
2022-08-14 21:42:55 +02:00 |
|
robcaulk
|
ad846cdb76
|
fix lock bug, update docstring
|
2022-08-14 20:24:29 +02:00 |
|
Matthias
|
a29402ddde
|
Rename and move analysis_lock to data_kitchen
|
2022-08-14 17:23:14 +02:00 |
|
Matthias
|
3a9ec76c91
|
Move "freqai.lock" to backend to simplify user interface
|
2022-08-14 17:19:50 +02:00 |
|
robcaulk
|
b1b76a2dbe
|
debug classifier with predict proba
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
23cc21ce59
|
add predict_proba to base classifier, improve historic predictions handling
|
2022-08-13 19:40:24 +02:00 |
|
robcaulk
|
fb4b73ce89
|
ensure dates are saved
|
2022-08-12 12:03:44 +02:00 |
|
robcaulk
|
2cae3c42e6
|
remove trade database analyzer, clean up a bit
|
2022-08-10 17:43:06 +02:00 |
|
robcaulk
|
5a16d5a512
|
Deactivate database analyzer if user does not use sqlite
|
2022-08-09 16:36:22 +02:00 |
|
robcaulk
|
aef086b02e
|
Improved dict typing, timeframe parser, collect dates associated with training data points
|
2022-08-09 15:30:25 +02:00 |
|
Matthias
|
77b3b8a134
|
Use main exchange instead of creating a separate instance.
|
2022-08-08 18:34:11 +00:00 |
|
Matthias
|
b16f57cb0d
|
Minor stylistic fixes
|
2022-08-06 14:55:46 +02:00 |
|
Robert Caulk
|
c172ce1011
|
improve flexibility of user defined prediction dataframe
|
2022-08-06 13:51:19 +02:00 |
|
Robert Caulk
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07763d0d4f
|
add classifier, improve model naming scheme
|
2022-08-06 08:33:55 +02:00 |
|
Robert Caulk
|
ce8fbbf743
|
ensure loading historical df matches frequi indices
|
2022-08-06 07:25:59 +02:00 |
|
robcaulk
|
60d782e5c5
|
remove unnecessary function
|
2022-08-05 21:31:32 +02:00 |
|
robcaulk
|
a42a060ab5
|
fix DB once and for all. Make DBSCAN more efficient and robust.
|
2022-08-05 21:29:03 +02:00 |
|
robcaulk
|
29b7b014e5
|
fix bug in DB path initialization
|
2022-08-05 18:19:26 +02:00 |
|
robcaulk
|
05ec5c5e54
|
generalize database url path for any db type
|
2022-08-05 12:19:29 +02:00 |
|
Robert Caulk
|
51a6b4289f
|
improve DBSCAN performance for subsequent trainings
|
2022-08-04 17:41:58 +02:00 |
|
Robert Caulk
|
fe1b8515a8
|
fix bug in DBSCAN, update doc
|
2022-08-04 17:00:59 +02:00 |
|
robcaulk
|
29225e4baf
|
add DBSCAN outlier detection feature, add supporting documentation
|
2022-08-04 12:15:16 +02:00 |
|
robcaulk
|
eae82d0222
|
fix bug with database url during backtesting. comment out example trade db analysis.
|
2022-08-03 16:17:57 +02:00 |
|
robcaulk
|
95d3009a95
|
give user ability to analyze live trade dataframe inside custom prediction model. Add documentation to explain new functionality
|
2022-08-02 20:14:02 +02:00 |
|
robcaulk
|
d830105605
|
*BREAKING CHANGE* remove unnecessary arguments from populate_any_indicators(), accommodate tests
|
2022-07-31 17:05:29 +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
|
c84d54b35e
|
Fix typing issue, avoid using .get() when unnecessary, convert to fstrings
|
2022-07-29 08:12:50 +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
|
897f18a8c8
|
ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods
|
2022-07-25 15:07:09 +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 |
|