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887 Commits

Author SHA1 Message Date
Matthias
8cf0e4a316 Fix mypy typing errors 2023-04-26 19:43:42 +02:00
Matthias
6d3c94a739 type: ignore the offending tensorflow call 2023-04-26 18:08:55 +02:00
robcaulk
c6f3a3bbca avoid typing issues in the tensorboard callback 2023-04-26 14:11:26 +02:00
robcaulk
e86980befa remove typing from callback init 2023-04-26 13:42:10 +02:00
robcaulk
e29ce218eb fix typing in TensorboardCallback 2023-04-26 10:54:54 +02:00
Matthias
59f9f4d467 Fix exception typos due to newlines 2023-04-25 09:27:33 +02:00
robcaulk
0a05099713 fix mypy 2023-04-21 22:52:19 +02:00
Matthias
f30fc29da0 Merge branch 'develop' into pr/richardjozsa/8336 2023-04-19 19:37:51 +02:00
Matthias
3fb5cd3df6 Improve formatting 2023-04-17 20:27:18 +02:00
Matthias
9caa74c796 Merge branch 'develop' into pr/initrv/8426 2023-04-16 18:16:16 +02:00
Richard Jozsa
8620f1178d
Merge branch 'freqtrade:develop' into develop 2023-04-16 14:29:57 +02:00
Matthias
90ce2ae7e4 Merge branch 'develop' into pr/initrv/8426 2023-04-13 20:01:35 +02:00
robcaulk
dcf9bbdaea ensure data is on same device as the model 2023-04-13 12:19:34 +02:00
Matthias
9857675a5e Update torch import 2023-04-11 19:38:24 +02:00
Robert Caulk
4ab047dfa7
Merge pull request #8297 from Yinon-Polak/feat/add-pytorch-model-support 
Feat/add pytorch model support
 2023-04-11 15:40:12 +02:00
Matthias
9c2cdd4fb9
Merge pull request #8388 from freqtrade/patch-pair-colon-bug 
Bug fix: FreqAI backtest target setting
 2023-04-08 14:16:41 +02:00
robcaulk
69b9b35a08 Merge remote-tracking branch 'origin/develop' into feat/add-pytorch-model-support 2023-04-08 13:22:25 +02:00
robcaulk
48d3c8e62e fix model loading from disk bug, improve doc, clarify installation/docker instructions, add a torch tag to the freqairl docker image. Fix seriously outdated prediction_model docstrings 2023-04-08 12:09:53 +02:00
Yinon Polak
a655524221 pytorch mlp rename input to fix mypy error 2023-04-04 12:24:29 +03:00
Yinon Polak
26738370c7 pytorch mlp add explicit annotation to fix mypy error 2023-04-04 12:12:02 +03:00
Yinon Polak
6b204c97ed fix pytorch data convertor type hints 2023-04-03 19:02:07 +03:00
Yinon Polak
0c4574b3b7 prevent mypy error, explicitly unpack input list of pytorch mlp model, 2023-04-03 18:10:47 +03:00
Yinon Polak
d9d9993179 add documentation 2023-04-03 17:06:39 +03:00
Yinon Polak
7b494c8333 add documentation to pytorch data convertor 2023-04-03 16:39:49 +03:00
Yinon Polak
bc9454e0f9 add device to data convertor class doc 2023-04-03 16:36:38 +03:00
Yinon Polak
36a0a14a23 clean code 2023-04-03 16:26:42 +03:00
Yinon Polak
c137666230 fix imports 2023-04-03 16:03:15 +03:00
Yinon Polak
bd3b70293f add pytorch data convertor 2023-04-03 15:19:10 +03:00
initrv
cfc0410388 use rl_config get instead of freqai_info 2023-04-02 04:08:07 +03:00
initrv
cab82e8e60 Add sb3 learn progress bar 2023-04-02 02:59:02 +03:00
robcaulk
92f34f262e make trade_type value more explicit, add profit to trade_history dict 2023-04-01 10:05:58 +02:00
Yinon Polak
077a947972 clean code 2023-03-28 15:18:10 +03:00
Yinon Polak
dfbebdea9b improve comment on class_names in freqai interface 2023-03-28 14:44:44 +03:00
Yinon Polak
b795a70102 fix config example in pytorch mlp documentation 2023-03-28 14:44:43 +03:00
Yinon Polak
026b6a39a9 bugfix skip test split when empty 2023-03-28 14:40:23 +03:00
Richard Jozsa
7cbc0ce80a
Merge branch 'freqtrade:develop' into develop 2023-03-28 01:23:24 +02:00
robcaulk
3cabcabcbd ensure labels are properly defined in backtesting 2023-03-27 15:23:01 +02:00
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
Yinon Polak
479aafc331 rename Torch to PyTorch 2023-03-22 17:50:00 +02:00
Robert Caulk
bdf19f1d66
Update freqai_interface.py 2023-03-21 22:44:56 +01:00
robcaulk
1ba01746a0 organize pytorch files 2023-03-21 15:09:54 +01:00
Yinon Polak
83a7d888bc type hint init in pytorch mlp classes 2023-03-21 15:19:34 +02:00
Yinon Polak
a80afc8f1b add optional target tensor squeezing to pytorch trainer 2023-03-21 13:20:54 +02:00
Yinon Polak
97339e14cf round up divisions in calc_n_epochs 2023-03-21 12:29:05 +02:00
Yinon Polak
443263803c unsqueeze target tensor when 1 dimensional 2023-03-21 11:42:05 +02:00
Yinon Polak
9906e7d646 clean code 2023-03-21 11:23:45 +02:00
Yinon Polak
e8f040bfbd add class_name attribute to freqai interface 2023-03-20 20:38:43 +02:00
Yinon Polak
a4b617e482 type hints fixes 2023-03-20 20:22:28 +02:00
Yinon Polak
c06cd38951 clean code 2023-03-20 19:55:39 +02:00
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
f659f8e309 remove unused 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
Matthias
c92f28bf6f ruff: Activate UP ruleset 2023-03-19 17:57:56 +01:00
Matthias
477dc50425 Add pair output to "tossed" messages 2023-03-18 16:32:07 +00:00
Matthias
9044052b4e Fix exceptions when training fails 2023-03-17 18:29:10 +01:00
Richard Jozsa
d03fe1f8ee add latest experimental version of gymnasium 2023-03-16 00:53:37 +01:00
Yinon Polak
918889a2bd reduce mlp number of parameters for testing 2023-03-13 20:09:12 +02:00
initrv
f3a1177bad bring inc back 2023-03-13 17:53:35 +03:00
Yinon Polak
d7ea750823 revert to using model_training_parameters 2023-03-13 00:35:51 +02:00
Yinon Polak
b6096efadd logging change 2023-03-13 00:35:14 +02:00
Yinon Polak
b927c9dc01 remove train loss calculation from estimate_loss 2023-03-13 00:17:34 +02:00
Yinon Polak
523a58d3d6 simplify statement for pytorch file_type extension 2023-03-13 00:16:44 +02:00
initrv
a10f78e3ef fix increment in case of 0 2023-03-12 23:29:27 +03:00
Yinon Polak
0012fe36ca sort imports 2023-03-12 16:16:04 +02:00
Yinon Polak
cb17b36981 simplify file_type check comparisons 2023-03-12 14:50:08 +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
2ef11faba7 reformat documentation 2023-03-09 13:25:20 +02:00
Yinon Polak
c9eee2944b reformat documentation 2023-03-09 13:01:04 +02:00
Yinon Polak
6f962362f2 expand pytorch trainer documentation 2023-03-09 12:45:46 +02:00
Yinon Polak
ba5de0cd00 add documentation 2023-03-09 11:21:10 +02:00
Yinon Polak
3081b9402b add documentation 2023-03-09 11:14:54 +02:00
robcaulk
d10ee0979a ensure training_features_list is updated properly 2023-03-08 19:37:11 +01:00
Robert Caulk
85e345fc48
Update BaseReinforcementLearningModel.py 2023-03-08 19:29:39 +01:00
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
robcaulk
29d337fa02 ensure ohlc is dropped from both train and predict 2023-03-08 11:26:28 +01:00
robcaulk
d9dc831772 allow user to drop ohlc from features in RL 2023-03-07 11:33:54 +01:00
Yinon Polak
4241bff32a type hints fixes 2023-03-06 20:15:36 +02:00
Yinon Polak
5dd60eda36 type hints fixes 2023-03-06 19:37:08 +02:00
Yinon Polak
8acdd0b47c type hints fixes 2023-03-06 19:14:54 +02:00
Yinon Polak
125085fbaf add freqai.model_exists pytorch file type support 2023-03-06 18:10:49 +02:00
Yinon Polak
7eedcb9c14 reformat code 2023-03-06 17:56:07 +02:00
Yinon Polak
e6e747bcd8 reformat code 2023-03-06 17:50:02 +02:00
Yinon Polak
348a08f1c4 add todo - currently assuming class labels are strings ['0.0', '1.0' .. n_classes]. need to resolve it per ClassifierModel 2023-03-06 16:41:47 +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
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
756c284ecd
Merge pull request #8225 from freqtrade/ruff2 
Ruff - add PTH rule and subsequent changes
 2023-03-01 20:27:06 +01:00
Matthias
66c2e145cb
Merge pull request #7975 from freqtrade/improve-freqai-gap-handling 
handle data gaps between FreqAI and DP better
 2023-02-26 15:26:46 +01:00
Matthias
d3d7cb1b14
Merge pull request #8216 from freqtrade/close-rl-env 
Close training and eval environments in ReinforcementLearner_multiproc
 2023-02-26 15:20:32 +01:00
Matthias
e88bb4e05c Revert small change - otherwise the data is never updated. 2023-02-26 15:09:25 +01:00
Matthias
26315b6bc2 add PTH ruff selection 2023-02-25 17:17:05 +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
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
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
986bc63e54 raise OperationalException if latest historical data candle is older than earliest dataprovider candle 2023-02-21 21:23:58 +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
Matthias
b0ec35d526
Merge pull request #7904 from freqtrade/feat/shuffle_after_split 
add shuffle_after_split option
 2023-02-19 15:03:04 +01:00
robcaulk
be85ef2707 add documentation for shuffle_after_split, add to constants 2023-02-16 18:50:11 +01:00
robcaulk
b6a741b421 merge develop into feat/shuffle_after_split 2023-02-16 18:46:01 +01:00
robcaulk
36d65e00f9 generalize model_exists() for RL and Keras 2023-02-16 18:33:40 +01:00
robcaulk
8873a565ee expose raw features to the environment for use in calculate_reward 2023-02-10 15:48:18 +01:00
robcaulk
154b6711b3 use function level noqa ignore 2023-02-10 15:26:17 +01:00
robcaulk
4fc0edb8b7 add pair to environment for access inside calculate_reward 2023-02-10 14:45:50 +01:00
robcaulk
e569f6f6df add explicit metadata argument to example strat, include it with backtesting 2023-02-04 16:53:17 +01:00
robcaulk
5da60b718d pass metadata dictionary to feature_engineering_* and set_freqai_targets functions. Add doc 2023-02-04 13:47:11 +01:00
robcaulk
ccb4efbe88 remove follow mode in favor of producer consumer 2023-02-02 11:40:23 +01:00
Matthias
8108a48f39 Follow PEP 484 - no implicit optionals 2023-01-21 20:01:56 +01:00
Wagner Costa
2241f24290 moved deprecated warning to start function 2023-01-10 09:10:30 -03:00
robcaulk
93aff9325e improve deprecation note 2023-01-09 20:15:03 +01:00
robcaulk
a61274ae18 ensure cached corr-pairs works with new framework 2023-01-09 20:04:36 +01:00
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
robcaulk
3cbe51c3ca remove duplicated line 2023-01-04 13:58:25 +01:00
robcaulk
dc25668468 handle data gaps between FreqAI and DP better 2023-01-04 11:41:06 +01:00
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
robcaulk
b2bab68fba move price assignment to feature_engineering_standard() to reduce un-requested feature additions in RL. Ensure old method of price assignment still works, add deprecation warning to help users migrate their strategies 2022-12-30 13:02:39 +01:00
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