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22,960 Commits 14 Branches 95 Tags 547 MiB
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236 Commits

Author SHA1 Message Date
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
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
Yinon Polak
918889a2bd reduce mlp number of parameters for testing 2023-03-13 20:09:12 +02:00
Yinon Polak
d7ea750823 revert to using model_training_parameters 2023-03-13 00:35:51 +02:00
Yinon Polak
0012fe36ca sort imports 2023-03-12 16:16:04 +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
3081b9402b add documentation 2023-03-09 11:14:54 +02:00
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
Yinon Polak
8d60327d60 add missing import 2023-03-08 16:12:47 +02:00
Yinon Polak
04564dc134 add missing import 2023-03-08 16:11:51 +02:00
Yinon Polak
6161b858c4 sort imports 2023-03-08 16:10:25 +02:00
Yinon Polak
1921a07b89 sort imports 2023-03-08 16:08:04 +02:00
Yinon Polak
dfbb2e2b35 sort imports 2023-03-08 16:03:36 +02:00
Yinon Polak
1805db2b07 change documentation and small bugfix 2023-03-08 15:38:22 +02:00
Yinon Polak
76fbec0c17 ad multiclass target names encoder to ints 2023-03-08 14:29:38 +02:00
Yinon Polak
8acdd0b47c type hints fixes 2023-03-06 19:14:54 +02:00
Yinon Polak
b1ac2bf515 use data loader, add evaluation on epoch 2023-03-06 16:16:45 +02:00
Yinon Polak
751b205618 initial commit 2023-03-05 16:59:24 +02:00
robcaulk
cb80d7c26f close the multi_proc env before creating new ones in an attempt to avoid increasing processes 2023-02-24 11:19:54 +01:00
robcaulk
4fc0edb8b7 add pair to environment for access inside calculate_reward 2023-02-10 14:45:50 +01:00
robcaulk
7b4abd5ef5 use a dictionary to make code more readable 2022-12-15 12:25:33 +01:00
Emre
2018da0767
Add env_info dict to base environment 2022-12-14 22:03:05 +03:00
robcaulk
2285ca7d2a add dp to multiproc 2022-12-14 18:22:20 +01:00
robcaulk
0f6b98b69a merge develop into tensorboard cleanup 2022-12-11 15:38:32 +01:00
robcaulk
0fd8e214e4 add documentation for tensorboard_log, change how users interact with tensorboard_log 2022-12-11 15:31:29 +01:00
initrv
cb8fc3c8c7 custom info to tensorboard_metrics 2022-12-11 15:37:45 +03:00
Emre
272c3302e3
Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling 2022-12-11 13:12:45 +03:00
initrv
58604c747e cleanup tensorboard callback 2022-12-07 14:37:55 +03:00
Emre
e734b39929
Make model_training_parameters optional 2022-12-05 14:54:42 +03:00
robcaulk
24766928ba reorganize/generalize tensorboard callback 2022-12-04 13:54:30 +01:00
smarmau
d6f45a12ae
add multiproc fix flake8 2022-12-03 22:30:04 +11:00
smarmau
075c8c23c8
add state/action info to callbacks 2022-12-03 21:16:04 +11:00
robcaulk
81fd2e588f ensure typing, remove unsued code 2022-11-26 12:11:59 +01:00
robcaulk
8dbfd2cacf improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc 2022-11-26 11:51:08 +01:00
robcaulk
6394ef4558 fix docstrings 2022-11-13 17:43:52 +01:00
robcaulk
7a4bb040a5 merge develop into feat/freqai-rl-dev 2022-11-12 10:54:34 +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
66514e84e4 add LightGBMClassifierMultiTarget. add test 2022-11-11 17:45:53 +01:00
robcaulk
d1a0874683 merge develop into feat/freqai-rl-dev 2022-10-30 10:13:03 +01:00
Mark Regan
217add70bd add strat and config for testing on PR 2022-10-25 20:07:39 +01:00
Mark Regan
47056eded3 multi target classifier working but not for parallel 2022-10-25 18:24:27 +01:00
Matthias
1ef38f137d
Fix XGBoost regressor "used before assignment" 2022-10-25 13:37:04 +02:00
Matthias
6669714a73 Update mal-formatted docstrings 2022-10-24 18:12:17 +02:00
Matthias
441032be25 Fix sys.stdout bug for CatboostRegressorMultiTarget 2022-10-17 19:48:27 +02:00
Matthias
6cb14148aa Fix random test failure due to catboost bug 
https://github.com/catboost/catboost/issues/2195
 2022-10-17 07:00:44 +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
Emre
7f05b44376
Add eval set to CatboostClassifier 2022-10-13 23:01:09 +03:00
robcaulk
dba1b573bc remove tensorboard dir from other pred models 2022-10-11 19:49:24 +02:00
robcaulk
5b5bb8aab5 catboost tensorboard bugfix 2022-10-11 19:05:46 +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
silur
2ad086dd7a add XGBoost random forest predictors to freqai 2022-10-10 14:38:43 +02:00
Matthias
eaae9c9e03 Update docstring format 2022-10-10 12:19:29 +00:00
Matthias
60de192d47 Update Classifier docstrings 2022-10-10 12:13:41 +00:00
robcaulk
a4aa1b972c isolate and standardize location of tensorboard files, add doc, ensure backtesting functionality 2022-10-09 21:11:37 +02:00
robcaulk
8d7adfabe9 clean RL tests to avoid dir pollution and increase speed 2022-10-08 12:10:38 +02:00
initrv
86c781798a Add сatboost train_dir for tensorboard 2022-10-06 19:59:35 +03:00
robcaulk
936ca24482 separate RL install from general FAI install, update docs 2022-10-05 15:58:54 +02:00
robcaulk
83343dc2f1 control number of threads, update doc 2022-09-29 00:10:18 +02:00
Timothy Pogue
099137adac remove hasattr calls 2022-09-27 22:35:15 -06:00
Timothy Pogue
9e36b0d2ea fix formatting 2022-09-27 22:02:33 -06:00
Timothy Pogue
caa47a2f47 close subproc env on shutdown 2022-09-28 03:06:05 +00:00
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
ea8e34e192 Merge branch 'develop' into dev-merge-rl 2022-09-22 19:46:50 +02:00
robcaulk
8aac644009 add tests. add guardrails. 2022-09-15 00:46:35 +02:00
robcaulk
81417cb795 Merge branch 'develop' into dev-merge-rl 2022-09-14 22:49:11 +02:00
Emre
330d7068ab
Merge branch 'develop' into add-xgboostclassifier 2022-09-10 23:59:11 +03:00
robcaulk
5a0cfee27e allow user to multithread jobs (advanced users only) 2022-09-10 22:16:49 +02:00
Emre
60eb02bb62
Add XGBoostClassifier 2022-09-10 20:13:16 +03:00
robcaulk
10b6aebc5f enable continual learning and evaluation sets on multioutput models. 2022-09-10 16:54:13 +02:00
robcaulk
a826c0eb83 ensure signatures match, reduce verbosity 2022-09-09 19:30:53 +02:00
Emre
acb410a0de Remove verbosity params 2022-09-09 19:30:53 +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
robcaulk
4c9ac6b7c0 add kwargs, reduce duplicated code 2022-09-07 18:58:55 +02:00
robcaulk
97077ba18a add continual learning to catboost and friends 2022-09-06 20:30:46 +02:00
robcaulk
240b529533 fix tensorboard path so that users can track all historical models 2022-08-31 16:50:39 +02:00
robcaulk
7766350c15 refactor environment inheritence tree to accommodate flexible action types/counts. fix bug in train profit handling 2022-08-28 19:21:57 +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
05ccebf9a1 automate eval freq in multiproc 2022-08-25 12:29:48 +02:00
robcaulk
94cfc8e63f fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward 2022-08-25 11:46:18 +02:00