344 Commits

Author	SHA1	Message	Date
robcaulk	f1e831a7b8	fix bug in backtest target setting	2023-03-26 13:43:59 +02:00
Robert Caulk	d9c8b322ce	Update freqai_interface.py	2023-03-25 13:37:07 +01:00
Robert Caulk	bdf19f1d66	Update freqai_interface.py	2023-03-21 22:44:56 +01:00
Yinon Polak	e8f040bfbd	add class_name attribute to freqai interface	2023-03-20 20:38:43 +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
Matthias	9044052b4e	Fix exceptions when training fails	2023-03-17 18:29:10 +01:00
Yinon Polak	523a58d3d6	simplify statement for pytorch file_type extension	2023-03-13 00:16:44 +02:00
Yinon Polak	cb17b36981	simplify file_type check comparisons	2023-03-12 14:50:08 +02:00
Yinon Polak	125085fbaf	add freqai.model_exists pytorch file type support	2023-03-06 18:10:49 +02:00
Matthias	6e9ff5fdd8	Merge pull request #8202 from freqtrade/remove-populate-any-indicators ... remove populate_any_indicators	2023-03-03 06:33:25 +01:00
Matthias	521025037d	Merge pull request #8203 from freqtrade/add-bufer-train-data-candles ... Add buffer_train_data_candles feature	2023-02-24 13:25:18 +01:00
robcaulk	b8f011a2ab	give users ability to decide how many models to keep in dry/live	2023-02-22 22:27:56 +01:00
robcaulk	9633081c31	remove remnants of follower, clean data-drawer, improve doc	2023-02-22 22:01:41 +01:00
Alexander Malysh	070a7efd73	* fixed filename in model_exists	2023-02-22 14:52:20 +01:00
robcaulk	2b5c11c7b4	allow users to buffer train data with buffer_train_data_candles parameter	2023-02-21 21:08:34 +01:00
robcaulk	fd4e27d889	remove populate_any_indicators	2023-02-21 14:22:40 +01:00
robcaulk	36d65e00f9	generalize model_exists() for RL and Keras	2023-02-16 18:33:40 +01:00
robcaulk	e569f6f6df	add explicit metadata argument to example strat, include it with backtesting	2023-02-04 16:53:17 +01:00
robcaulk	ccb4efbe88	remove follow mode in favor of producer consumer	2023-02-02 11:40:23 +01:00
Wagner Costa	2241f24290	moved deprecated warning to start function	2023-01-10 09:10:30 -03:00
Wagner Costa	ed99e7f857	fix corr_pairs startup candle count bug	2023-01-04 14:21:37 -03:00
Wagner Costa	801ab39a24	fix get dataframe data to include startup_candle	2023-01-04 10:36:19 -03:00
Wagner Costa	314c0925bf	fix get dataframe data to include startup_candle	2023-01-03 14:02:42 -03:00
Wagner Costa	c8aa7720a2	added again feature check in BT from pred files	2022-12-30 11:16:35 -03:00
Wagner Costa	b39fc6b924	remove add pair to column from docs, fix keyerror bug and adjust hybrid strategy example	2022-12-30 10:42:31 -03:00
Wagner Costa	2e30bdb9b2	freqai bt - fix tests	2022-12-29 16:35:11 -03:00
Wagner Costa	2b89f643b7	adjust backtest to new feature engineering functions	2022-12-28 19:03:41 -03:00
Emre	c293401b22	Add can_short to freqai base model	2022-12-16 23:19:08 +03:00
Emre	dde363343c	Add can_short param to base env	2022-12-16 22:16:19 +03:00
Wagner Costa	77dc2c92a7	performance improvevemnts - backtest freqai from saved predictions	2022-12-01 12:53:19 -03:00
Wagner Costa	17cf3c7e83	bug fixes and removed fillna from fit_live_predictions	2022-11-30 08:28:45 -03:00
robcaulk	4571aedb33	consolidate and clean code	2022-11-30 00:53:35 +01:00
Wagner Costa	8ea58ab352	change BT prediction files to feather format	2022-11-29 10:38:35 -03:00
Wagner Costa	df979ece33	Merge branch 'develop' into backtest_fitlivepredictions	2022-11-29 09:39:15 -03:00
Matthias	f4025ee5de	Merge pull request #7289 from freqtrade/feat/freqai-rl-dev ... Add reinforcement learning module to FreqAI	2022-11-27 17:15:21 +01:00
robcaulk	dba30393fb	ensure extra_returns_per_train are set properly on first hist_preds build	2022-11-26 18:04:47 +01:00
robcaulk	2e82e6784a	move data_provider cleanup to shutdown()	2022-11-24 19:07:38 +01:00
Wagner Costa	d09157efb8	update code to use one prediction file / pair	2022-11-22 15:15:42 -03:00
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	80d070e9ee	update code to use historic_predictions for freqai_backtest_live_models	2022-11-19 14:15:58 -03:00
robcaulk	387c905a86	merge develop into RL	2022-11-17 21:59:07 +01:00
robcaulk	91df79ff44	merge dev into backtest-live-predictions	2022-11-17 21:20:47 +01:00
Wagner Costa Santos	3903b04d3f	save_live_data_backtest - added docs and tests	2022-11-17 15:20:07 -03:00
Wagner Costa Santos	913749c81b	backtesting_from_live_saved_files - code refactoring	2022-11-17 10:30:16 -03:00
Wagner Costa Santos	b01e4e3dbf	change default value - save_live_data_backtest as false	2022-11-17 10:14:30 -03:00
robcaulk	90f168d1ff	remove more user references. cleanup dataprovider	2022-11-13 17:06:06 +01:00
Wagner Costa Santos	27fa9f1f4e	backtest saved dataframe from live	2022-11-12 14:37:23 -03:00
robcaulk	6746868ea7	store dataprovider to self instead of strategy	2022-11-12 11:33:03 +01:00
robcaulk	7a4bb040a5	merge develop into feat/freqai-rl-dev	2022-11-12 10:54:34 +01:00
Matthias	0f9c5f8d41	Simplify timerange handling	2022-11-10 18:28:18 +01:00
Wagner Costa Santos	4f0f3e5b64	removed unnecessary code	2022-11-09 10:07:24 -03:00
Wagner Costa Santos	8ee95db927	refactoring backtesting_fit_live_predictions function	2022-11-09 09:51:42 -03:00
Wagner Costa Santos	3e57c18ac6	add fix_live_predictions function to backtesting	2022-11-08 18:20:39 -03:00
Wagner Costa Santos	9c5ba0732a	save predictions with date and merge by date	2022-11-08 10:32:18 -03:00
Matthias	884014a4b9	Fix some minor typos	2022-11-07 18:35:28 +00:00
Wagner Costa Santos	6559384286	Merge branch 'develop' into backtest_live_models	2022-11-07 15:14:10 -03:00
robcaulk	53df607067	avoid duplicating features with okx/gateio, ensure inference timer gets logged	2022-11-05 15:42:19 +01:00
robcaulk	8bdc99a3d6	fix self-imposed bug	2022-11-04 16:41:38 +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
robcaulk	90c5bfb4b5	add default conv_width	2022-11-03 21:35:12 +01:00
robcaulk	6938ed6584	change default conv_width to 1	2022-11-03 21:11:26 +01:00
robcaulk	444a068481	merge develop into track-current-candle	2022-11-03 21:09:08 +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
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	1a38c10fc6	remove old code	2022-11-02 19:37:47 +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	97df232ac6	add a warning to __init__ for get_corr_dataframes	2022-10-31 18:18:00 +01:00
robcaulk	66d8ed6c0b	Merge remote-tracking branch 'origin/develop' into reduce-indicator-population	2022-10-31 09:42:01 +01:00
robcaulk	d59a7fa2f9	remove analysis_lock and realign example hybrid strat	2022-10-30 17:07:33 +01:00
Matthias	391c3f56f7	Add typehint to corr_pairlist	2022-10-30 13:28:01 +01:00
robcaulk	d1a0874683	merge develop into feat/freqai-rl-dev	2022-10-30 10:13:03 +01:00
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
robcaulk	4d2b7a74f1	move record params to utils, use rapidjson	2022-10-23 20:51:32 +02:00
Timothy Pogue	07e813dfa0	change param record to only get certain params	2022-10-23 12:09:07 -06:00
Timothy Pogue	4464e91256	use self.identifier in full path	2022-10-21 19:53:33 -06:00
Timothy Pogue	5ee3b8cbbb	update config recording to use all configs, fix tests	2022-10-21 19:48:26 -06:00
Wagner Costa Santos	52b60c5cbb	Merge branch 'develop' into backtest_live_models	2022-10-20 11:59:37 -03:00
rcaulk	a9db668082	avoid redundant indicator population for corr_pair list	2022-10-20 16:30:32 +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
Wagner Costa Santos	93fe2b6446	Merge branch 'develop' into backtest_live_models	2022-10-13 11:22:58 -03:00
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
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
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
Matthias	d42fb15608	Improve generic exception handler	2022-10-07 16:05:41 +02:00
robcaulk	9c73411ac2	Merge remote-tracking branch 'origin/develop' into dev-merge-rl	2022-10-05 15:21:45 +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	f2b875483f	ensure raw features match when PCA is employed	2022-10-01 13:14:59 +02:00
Emre	cdc01a0781	Fix feature list match for pca	2022-09-30 15:22:05 -07:00
Robert Caulk	7ef56e3029	Ensure at least 1 thread is available	2022-09-29 14:01:22 +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