Wagner Costa
c01f25ddc9
update code to freqai_backtest_live_models only from historic predictions
2022-11-22 13:09:09 -03:00
Wagner Costa Santos
fdc82af883
fix tests - update code to backtest with historic_predictions
2022-11-19 22:27:58 -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
bf4d5b432a
ensure model_type is defined
2022-11-13 18:50:25 +01:00
robcaulk
96fafb7f56
remove limit_ram_use
2022-11-13 17:14:47 +01:00
robcaulk
b421521be3
help default ReinforcementLearner users by assigning the model_type automatically
2022-11-13 17:12:17 +01:00
robcaulk
7a4bb040a5
merge develop into feat/freqai-rl-dev
2022-11-12 10:54:34 +01:00
robcaulk
054133955b
fix loading of metric tracker from disk
2022-11-11 17:24:09 +01:00
robcaulk
6c4bdb8f67
remove special characters from feature names
2022-11-03 18:49:39 +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
a2843165e1
fix leftovers from merge
2022-10-30 10:31:38 +01:00
robcaulk
d1a0874683
merge develop into feat/freqai-rl-dev
2022-10-30 10:13:03 +01:00
robcaulk
3b4402aaab
Merge branch 'move-disk-writing-to-ram' into add-metric-tracker
2022-10-15 13:52:14 +02:00
robcaulk
99dbba6cad
avoid reading from disk to instantiate large objects
2022-10-15 13:50:55 +02:00
robcaulk
d81eef0b70
add timestamps to each metric, use rapidjson
2022-10-15 13:23:01 +02:00
robcaulk
b236e362ba
Merge remote-tracking branch 'origin/develop' into add-metric-tracker
2022-10-14 19:00:49 +02:00
Matthias
eaae9c9e03
Update docstring format
2022-10-10 12:19:29 +00:00
robcaulk
76b33359a9
add an optional metric tracker to collect train timings, inference timings, and cpu load data
2022-10-09 20:22:42 +02:00
Emre
e337d4b78a
Reset dataframe index after slice
2022-10-07 20:00:05 +02:00
robcaulk
9c73411ac2
Merge remote-tracking branch 'origin/develop' into dev-merge-rl
2022-10-05 15:21:45 +02:00
robcaulk
292d72d593
automatically handle model_save_type for user
2022-10-03 18:42:20 +02:00
Robert Caulk
3585742b43
remove trailing whitespace
2022-10-03 17:28:45 +02:00
Robert Caulk
265795824b
make default type for close_price and date_pred np.nan
2022-10-03 11:58:22 +02:00
Robert Caulk
6ecd92de4a
Allow updating without changing identifier
2022-10-03 09:55:57 +02:00
robcaulk
b70f18f4c3
add close price and date to historic_predictions
2022-10-02 18:33:39 +02:00
robcaulk
048cb95bd6
Merge remote-tracking branch 'origin/develop' into dev-merge-rl
2022-10-01 17:48:47 +02:00
robcaulk
cd514cf15d
fix inlier metric in backtesting
2022-10-01 14:18:46 +02:00
robcaulk
48e89e68b9
fix typos
2022-09-25 20:22:19 +02:00
robcaulk
873d2a5069
no model save backtest, plot features backtest, ensure inlier plays nice, doc
2022-09-25 11:18:10 +02:00
paranoidandy
2cc00a1a2c
Allow use of --strategy-list with freqai, with warning ( #7455 )
...
* Allow use of --strategy-list with freqai, with warning
* ensure populate_any_indicators is identical for resused identifiers
* use pair instead of metadata["pair"]
Co-authored-by: robcaulk <rob.caulk@gmail.com>
2022-09-24 13:21:01 +02:00
robcaulk
9c361f4422
increase test coverage for RL and FreqAI
2022-09-23 18:04:43 +02:00
robcaulk
ea8e34e192
Merge branch 'develop' into dev-merge-rl
2022-09-22 19:46:50 +02:00
Robert Caulk
f9460c80c2
Merge pull request #7434 from freqtrade/improve-train-queue
...
improve train queue system in FreqAI
2022-09-19 10:55:53 +02:00
robcaulk
eaa43337d2
improve train queue system, ensure crash resilience in train queue.
2022-09-18 17:00:55 +02:00
Matthias
667853c504
Use Alias to type config objects
2022-09-18 13:20:55 +02:00
robcaulk
81417cb795
Merge branch 'develop' into dev-merge-rl
2022-09-14 22:49:11 +02:00
initrv
37dd22c89e
Fixed a bug that prevents clearing old models
...
Corrects the error of clearing old models when the model directory contains directories with names that do not match a regular expression
2022-09-14 03:40:13 +03:00
robcaulk
ec76214d02
backup historical predictions pickle and load the backup in case of corruption
2022-09-04 15:56:07 +02:00
robcaulk
69b3fcfd32
Merge branch 'develop' into dev-merge-rl
2022-09-04 11:23:25 +02:00
robcaulk
fcb5d1cb5a
remove debugging flag
2022-08-28 13:01:39 +02:00
robcaulk
dd628eb525
add tests for outlier detection and removal functions
2022-08-28 12:56:39 +02:00
robcaulk
3199eb453b
reduce code for base use-case, ensure multiproc inherits custom env, add ability to limit ram use.
2022-08-25 19:05:51 +02:00
robcaulk
c0cee5df07
add continual retraining feature, handly mypy typing reqs, improve docstrings
2022-08-24 13:00:55 +02:00
robcaulk
3eb897c2f8
reuse callback, allow user to acces all stable_baselines3 agents via config
2022-08-24 13:00:55 +02:00
robcaulk
16cec7dfbd
fix save/reload functionality for stablebaselines
2022-08-24 13:00:55 +02:00
robcaulk
bf7ceba958
set cpu threads in config
2022-08-24 13:00:55 +02:00
MukavaValkku
01232e9a1f
callback function and TDQN model added
2022-08-24 13:00:55 +02:00
robcaulk
05ed1b544f
Working base for reinforcement learning model
2022-08-24 13:00:40 +02:00
robcaulk
96d8882f1e
Plug mem leak, add training timer
2022-08-22 13:30:30 +02:00
robcaulk
8961b8d560
merge in inference timer and historic predictions handling improvements.
2022-08-14 20:31:15 +02:00
robcaulk
ad846cdb76
fix lock bug, update docstring
2022-08-14 20:24:29 +02:00
robcaulk
58de20af0f
make BaseClassifierModel. Add predict_proba to lightgbm
2022-08-13 20:07:31 +02:00
robcaulk
31be707cc8
clean up code, add docstrings
2022-08-13 19:40:24 +02:00
robcaulk
3e38c1b0bd
take dynamic sized tail off historic_predictions as return dataframe to strategy.
2022-08-13 19:40:24 +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
e7de812948
Allow user to user pair_dict for persistent storage of custom data
2022-08-09 16:03:10 +02:00
robcaulk
aef086b02e
Improved dict typing, timeframe parser, collect dates associated with training data points
2022-08-09 15:30:25 +02:00
robcaulk
ea64f43e52
bring back auto DF resizing for okx
2022-08-08 01:13:13 +02:00
Matthias
47a30047eb
Fix typo
2022-08-06 15:03:10 +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
Robert Caulk
ce8fbbf743
ensure loading historical df matches frequi indices
2022-08-06 07:25:59 +02:00
Robert Caulk
a3799c4d5d
start frequi with historical data if available
2022-08-05 18:27:47 +02:00
Robert Caulk
51a6b4289f
improve DBSCAN performance for subsequent trainings
2022-08-04 17:41:58 +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
946d4c7cfc
fix trailing whitespace for flake8
2022-07-31 18:39:46 +02:00
robcaulk
4e68626bcb
ensure convolutional window is prepended for frequi consistency
2022-07-31 17:51:19 +02:00
robcaulk
c84d54b35e
Fix typing issue, avoid using .get() when unnecessary, convert to fstrings
2022-07-29 08:12:50 +02:00
Matthias
a2a0d35a24
Update missing typehints
2022-07-28 07:07:40 +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
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
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
70b7a254af
Update some areas to use default docstring formatting
2022-07-24 16:51:48 +02:00
robcaulk
50d630a155
remove unnecessary comments from data_drawer.py
2022-07-23 13:35:44 +02:00
robcaulk
c2d6a0e891
add record of contribution to doc and source
2022-07-23 13:04:06 +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
e7337728bf
add separator in folder name just incase an asset ends in an integer
2022-07-21 11:25:28 +02:00
Robert Caulk
921f3899f0
revert pickle reading for historic predictions
2022-07-17 16:06:36 +02:00
Robert Caulk
41eeb99177
load pickle file for writing
2022-07-17 10:05:21 +02:00
Robert Caulk
9d184586f1
fix bug in historic prediction saving
2022-07-16 21:16:59 +02:00
Wagner Costa Santos
ca2029a46b
fix issue when bot restarts with same identifier, does not load prediction history
2022-07-14 18:55:24 -03:00
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
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
93e1410ed9
first step toward cleaning output and enabling multimodel training per pair
2022-07-01 14:00:30 +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
robcaulk
cab8f517b4
add lock to datadrawer
2022-06-07 01:07:30 +02:00
Robert Caulk
2451ed8c88
Quick bug fix
2022-06-06 15:11:54 -06:00
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
0b0dd8dd80
Force high priority pair to be trained before anything else.
2022-06-01 07:55:05 +02:00
robcaulk
bac4ced382
Ensure follower predictions are persistent and uniquely stored
2022-05-31 14:35:04 +02:00
robcaulk
0306f5ca13
Add autopurge feature so that FreqAI cleans up after itself when it no longer needs old models on disk
2022-05-31 11:58:21 +02:00
