303 Commits

Author	SHA1	Message	Date
Wagner Costa Santos	3903b04d3f	save_live_data_backtest - added docs and tests	2022-11-17 15:20:07 -03:00
Wagner Costa Santos	99bff9cbfa	backtesting_from_live_saved_files - code refactoring	2022-11-17 10:30:51 -03:00
Wagner Costa Santos	913749c81b	backtesting_from_live_saved_files - code refactoring	2022-11-17 10:30:16 -03:00
Wagner Costa Santos	1a19d90e2e	Merge branch 'develop' into backtest_fitlivepredictions	2022-11-17 10:13:11 -03:00
Matthias	942840da2d	Improve setting wording to keep future possibilities open	2022-11-13 15:22:44 +01:00
Wagner Costa Santos	27fa9f1f4e	backtest saved dataframe from live	2022-11-12 14:37:23 -03:00
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	790ff2a84b	merge develop into add-single-prec	2022-11-11 18:08:51 +01:00
robcaulk	e46a57bbd0	move mem logs to debug	2022-11-11 18:05:32 +01:00
Matthias	0f9c5f8d41	Simplify timerange handling	2022-11-10 18:28:18 +01:00
Matthias	57313dd961	Update some usages of timerange to new, simplified method	2022-11-10 18:11:39 +01:00
Wagner Costa Santos	3e57c18ac6	add fix_live_predictions function to backtesting	2022-11-08 18:20:39 -03:00
Wagner Costa Santos	8d9988a942	enforce date column in backtesting freqai predictions files	2022-11-08 11:06:23 -03:00
Wagner Costa Santos	9c5ba0732a	save predictions with date and merge by date	2022-11-08 10:32:18 -03:00
Wagner Costa Santos	6559384286	Merge branch 'develop' into backtest_live_models	2022-11-07 15:14:10 -03:00
Emre	43bdd34964	Optimize reduce_dataframe_footprint function	2022-11-05 19:13:02 +03:00
robcaulk	53df607067	avoid duplicating features with okx/gateio, ensure inference timer gets logged	2022-11-05 15:42:19 +01:00
robcaulk	257c833831	add doc for single precision, dont allow half precision, add test	2022-11-04 18:10:04 +01:00
robcaulk	3ccc120f92	add option to force single precision	2022-11-04 17:42:10 +01:00
robcaulk	19d90b813a	improve readibility in start_backtesting()	2022-11-04 16:10:46 +01:00
Wagner Costa Santos	8008c63319	Merge branch 'develop' into backtest_live_models	2022-11-04 09:09:39 -03:00
Wagner Costa Santos	a7acfb7ab7	fix dict key error	2022-11-04 09:02:28 -03:00
robcaulk	05b309caf2	ensure colon replaced for cached attach	2022-11-03 21:17:48 +01:00
robcaulk	444a068481	merge develop into track-current-candle	2022-11-03 21:09:08 +01:00
robcaulk	db942321ad	fix bug with lightgbm and colons	2022-11-03 21:03:48 +01:00
robcaulk	d721b50230	flake8	2022-11-03 19:13:24 +01:00
robcaulk	3ba1e221eb	fix typo	2022-11-03 19:08:33 +01:00
robcaulk	6c4bdb8f67	remove special characters from feature names	2022-11-03 18:49:39 +01:00
Wagner Costa Santos	17798b3397	Merge branch 'develop' into backtest_live_models	2022-11-03 13:29:25 -03:00
Wagner Costa Santos	356d79b38a	verify mean and std exists in model metadata	2022-11-03 13:27:56 -03:00
robcaulk	ce92731132	ensure backwards compatitibility	2022-11-02 20:20:35 +01:00
Wagner Costa Santos	23b6915dde	fix issue with different backtesting prediction size	2022-11-02 15:49:51 -03:00
robcaulk	66d8ed6c0b	Merge remote-tracking branch 'origin/develop' into reduce-indicator-population	2022-10-31 09:42:01 +01:00
Matthias	cf4af2175c	Merge pull request #7662 from markdregan/backtest_extra_returns_fix ... Fix missing f-string from PR #7611	2022-10-30 10:47:06 +01:00
robcaulk	52e15b2070	Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev	2022-10-30 10:16:39 +01:00
robcaulk	d1a0874683	merge develop into feat/freqai-rl-dev	2022-10-30 10:13:03 +01:00
robcaulk	fc53054d43	leverage list length knowledge, f-string change	2022-10-30 10:12:14 +01:00
Emre	f98c7a2423	Remove loop of normalization from metadata	2022-10-30 10:12:14 +01:00
Mark Regan	c26fda282f	fix missing f-string from PR #7611	2022-10-30 08:19:59 +00:00
robcaulk	650bb8b7d7	ensure full pair string is used for caching dataframes. If not, revert to old behavior. Update docs.	2022-10-29 22:26:49 +02:00
Matthias	6669714a73	Update mal-formatted docstrings	2022-10-24 18:12:17 +02:00
Robert Caulk	137aa1756b	Merge pull request #7593 from th0rntwig/prediction-shape ... Fix constant PCA	2022-10-24 08:33:36 +02:00
th0rntwig	49ff51f11f	Change storage loc and fix test fail	2022-10-23 16:24:02 +02:00
Wagner Costa Santos	6606a0113f	refactoring - remove unnecessary config file	2022-10-20 14:53:25 -03:00
rcaulk	a9db668082	avoid redundant indicator population for corr_pair list	2022-10-20 16:30:32 +02:00
Mark Regan	073ce1659e	remove un-used f-string	2022-10-20 14:26:10 +01:00
Mark Regan	295ba21389	Make extra_returns_per_train values available during backtest	2022-10-20 12:05:37 +01:00
th0rntwig	033c5bd441	Make check constant pred labels agnostic	2022-10-18 12:55:47 +02:00
th0rntwig	20fc521771	Fix constant PCA	2022-10-15 23:30:12 +02:00
Wagner Costa Santos	93fe2b6446	Merge branch 'develop' into backtest_live_models	2022-10-13 11:22:58 -03:00
robcaulk	1e31be562e	remove whitespace	2022-10-11 21:05:42 +02:00
robcaulk	5b5bb8aab5	catboost tensorboard bugfix	2022-10-11 19:05:46 +02:00
Robert Caulk	2e34aa9f04	Merge pull request #7544 from th0rntwig/prediction-shape ... Remove constant labels from prediction	2022-10-10 21:24:25 +02:00
Robert Caulk	7bcb7d9a1a	Merge pull request #7554 from initrv/add-catboost-tensorboard ... Add tensorboard for catboost	2022-10-10 21:03:45 +02:00
Wagner Costa Santos	3081e73f8a	Merge branch 'develop' into backtest_live_models	2022-10-10 14:53:45 -03:00
Matthias	eaae9c9e03	Update docstring format	2022-10-10 12:19:29 +00:00
robcaulk	a4aa1b972c	isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality	2022-10-09 21:11:37 +02:00
th0rntwig	4daf0000c7	Move check and add log warning	2022-10-08 16:15:48 +02:00
th0rntwig	a9d5e04a43	Remove constant labels from prediction	2022-10-06 19:26:33 +02:00
robcaulk	048cb95bd6	Merge remote-tracking branch 'origin/develop' into dev-merge-rl	2022-10-01 17:48:47 +02:00
Robert Caulk	3e34f10e3d	Merge pull request #7508 from aemr3/fix-pca-errors ... Fix feature list match for PCA	2022-10-01 16:50:29 +02:00
robcaulk	f4c6b99d63	remove commented lines	2022-10-01 14:23:15 +02:00
robcaulk	cd514cf15d	fix inlier metric in backtesting	2022-10-01 14:18:46 +02:00
robcaulk	f2b875483f	ensure raw features match when PCA is employed	2022-10-01 13:14:59 +02:00
robcaulk	51556e08c3	Merge branch 'develop' into pr/th0rntwig/7495	2022-10-01 12:45:08 +02:00
Emre	cdc01a0781	Fix feature list match for pca	2022-09-30 15:22:05 -07:00
Matthias	cc06c60fd8	Fix pandas deprecation warnings from freqAI	2022-09-30 15:43:23 +02:00
robcaulk	be48131185	make shuffle false in constants	2022-09-30 00:33:08 +02:00
Robert Caulk	6e74d46660	Ensure 1 thread available	2022-09-29 14:02:00 +02:00
Wagner Costa Santos	6845a5c6ea	backtest_live_models - refactoring after PR review	2022-09-29 01:48:38 -03:00
robcaulk	83343dc2f1	control number of threads, update doc	2022-09-29 00:10:18 +02:00
th0rntwig	683b084323	Set train-test-split shuffle=False as default and remove stratification	2022-09-28 18:23:56 +02:00
Wagner Costa Santos	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	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	5880f7a638	backtest_live_models - params validation and get timerange from live models in BT	2022-09-25 23:14:00 -03:00
Wagner Costa Santos	f3f3917da3	Merge branch 'develop' into backtest_live_models	2022-09-25 20:05:26 -03:00
Wagner Costa Santos	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	7f116db95e	added generic function to get timerange from existent models	2022-09-24 13:01:53 -03:00
Wagner Costa Santos	d9c16d4888	Merge branch 'develop' into backtest_live_models	2022-09-24 12:30:55 -03:00
Wagner Costa Santos	3ee7eb63f7	starting backtest live models	2022-09-24 12:28:52 -03:00
Matthias	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	71e6c54ea4	Normalise distances before Weibull fit (#7432) ... * Normalise distances before Weibull * Track inlier-metric params	2022-09-22 18:11:50 +02:00
Wagner Costa Santos	b1dbc3a65f	remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count	2022-09-22 12:13:51 -03:00
Matthias	667853c504	Use Alias to type config objects	2022-09-18 13:20:55 +02:00
Robert Caulk	73e122ad10	Merge pull request #7391 from wagnercosta/fixBTfreqaiV2 ... Fix FreaqAI backtesting - startup_candle_count bug	2022-09-10 21:53:00 +02:00
Wagner Costa Santos	311ae8bf1f	freqai backtesting - add startup_candle_count at function description	2022-09-10 14:45:42 -03:00
Robert Caulk	4a47c63f71	Merge pull request #7374 from th0rntwig/filter-constant-features	2022-09-10 16:58:58 +02:00
Wagner Costa Santos	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	d38cc06139	Fix freqai backtesting time range issue	2022-09-09 19:27:05 +02:00
Wagner Costa Santos	f4f2884a66	Fix freqai backtesting time range issue	2022-09-07 18:52:58 -03:00
th0rntwig	cdc72bf8ca	Correct indexing	2022-09-07 18:14:13 +02:00
th0rntwig	047ded1baa	Check for constant columns	2022-09-07 17:47:27 +02:00
Robert Caulk	d7585161b2	Merge branch 'develop' into add-inlier-metric	2022-09-06 20:40:21 +02:00
robcaulk	d44296783e	isort datakitchen	2022-09-06 20:10:12 +02:00
robcaulk	e83c9b276d	fix whitespace	2022-09-06 19:56:52 +02:00