301 Commits

Author	SHA1	Message	Date
Robert Caulk	63514b0443	Merge pull request #7325 from wagnercosta/develop ... Improve Freqai backtesting performance	2022-09-03 19:28:04 +02:00
robcaulk	c21808ff98	remove metadata redundancy, fix pca bug	2022-09-03 16:54:30 +02:00
robcaulk	c9be66b5b6	increase test coverage for dk, improve function naming, extra cleaning	2022-09-03 15:52:29 +02:00
Matthias	80b5f035ab	Remove typo in log message	2022-09-03 15:01:28 +02:00
robcaulk	599c1c79fb	reorganized backtest utilities, test new functionality, improve/update doc	2022-09-03 14:00:01 +02:00
Wagner Costa Santos	af5460cebf	Add option to keep models only in memory for backtest	2022-09-02 22:01:53 -03:00
th0rntwig	11b2bc269e	Added missing s	2022-09-01 22:37:32 +02:00
th0rntwig	3f8400df10	Normalise PCA space	2022-09-01 21:51:33 +02:00
Wagner Costa Santos	d6e115178a	refactoring freqai backtesting - remove duplicate code	2022-09-01 07:09:23 -03:00
Wagner Costa Santos	44d3a9140d	Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop	2022-08-31 15:37:06 -03:00
Wagner Costa Santos	7bed0450d2	pr review - refactoring backtesting freqai	2022-08-31 15:36:29 -03:00
wagnercosta	3d4497467c	Merge branch 'freqtrade:develop' into develop	2022-08-31 14:47:06 -03:00
Wagner Costa Santos	df51da22ee	refactoring freqai backtesting	2022-08-31 11:23:48 -03:00
Matthias	57ff6f8ac5	Init timerange object properly	2022-08-31 10:28:31 +00:00
Matthias	7ba4fda5d7	Implement PR feedback	2022-08-31 10:26:47 +00:00
Matthias	a88ffd2c9d	Merge branch 'develop' into move_datadownload	2022-08-31 10:23:45 +00:00
robcaulk	7e8e29e42d	use continuous value for inlier_metric	2022-08-30 20:41:37 +02:00
robcaulk	7f52908e87	ensure the lost points are prepended for FreqUI	2022-08-30 18:55:58 +02:00
robcaulk	a58dd0bbf9	add noise feature, improve docstrings	2022-08-30 18:26:24 +02:00
robcaulk	b11742a4c5	integrate inlier metric function	2022-08-30 18:26:24 +02:00
th0rntwig	d3cb211283	Add inlier metric computation	2022-08-30 18:26:24 +02:00
th0rntwig	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	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	1e41c773a0	fix outlier protection	2022-08-28 12:11:29 +02:00
th0rntwig	71f7d68783	Fixed mypy error	2022-08-27 12:44:55 +02:00
elintornquist	86c5ac44e4	Add outlier percentage check	2022-08-26 23:05:07 +02:00
elintornquist	b2d664c63c	Change MinPts calculation	2022-08-26 18:57:27 +02:00
robcaulk	bb3523f383	download data homogeneously across timeframes	2022-08-26 18:51:42 +02:00
robcaulk	e7261cf515	add freqai utils.py file	2022-08-26 15:30:28 +02:00
robcaulk	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	2022-08-26 13:56:44 +02:00
th0rntwig	5ce1c69803	Improve DBSCAN epsilon identification (#7269) ... * Improve DBSCAN epsilon identification	2022-08-22 19:57:20 +02:00
robcaulk	ac42c0153d	deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.	2022-08-22 18:19:07 +02:00
robcaulk	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	4c0fda400f	fix input shape warning for LGBMClassifier, add sample_weights/eval_weights	2022-08-16 11:41:53 +02:00
Matthias	c7e1719215	Fix interface import sorting	2022-08-15 06:53:02 +02:00
robcaulk	006b11e5d5	fix leftover bug in indicator population	2022-08-14 21:42:55 +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
Matthias	464d99808f	Update doc table formatting	2022-08-14 18:22:01 +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
Robert Caulk	c9c128f781	finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy	2022-08-14 02:49:01 +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	7d448fd4ac	allow fit_live_predictions access to current pair	2022-08-13 19:40:24 +02:00
robcaulk	1f192be43b	avoid denormalizing labels twice	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	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	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
Matthias	77b3b8a134	Use main exchange instead of creating a separate instance.	2022-08-08 18:34:11 +00:00
robcaulk	ea64f43e52	bring back auto DF resizing for okx	2022-08-08 01:13:13 +02:00
robcaulk	eb8bde37c1	Add lightgbm classifier, add classifier check test, fix classifier bug.	2022-08-06 17:51:21 +02:00
Matthias	47a30047eb	Fix typo	2022-08-06 15:03:10 +02:00
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	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
Robert Caulk	a3799c4d5d	start frequi with historical data if available	2022-08-05 18:27:47 +02:00
robcaulk	29b7b014e5	fix bug in DB path initialization	2022-08-05 18:19:26 +02:00
robcaulk	db1d367941	fix bug associated to fit_live_predictions_candles	2022-08-05 13:46:20 +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	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	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	59624181bd	isort BaseRegressionModel imports	2022-07-29 08:23:44 +02:00
robcaulk	c84d54b35e	Fix typing issue, avoid using .get() when unnecessary, convert to fstrings	2022-07-29 08:12:50 +02:00
Matthias	efbd83c56d	Small type and typo fixes in freqai_interface	2022-07-28 07:24:30 +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	324e54c015	fix possible memory leak associated with Catboost Pool object	2022-07-26 17:29:29 +02:00
robcaulk	3f149c4067	fix return type in BaseTensorFlowModel	2022-07-26 16:01:54 +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
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