860 Commits

Author	SHA1	Message	Date
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	b01e4e3dbf	change default value - save_live_data_backtest as false	2022-11-17 10:14:30 -03:00
Wagner Costa Santos	1a19d90e2e	Merge branch 'develop' into backtest_fitlivepredictions	2022-11-17 10:13:11 -03:00
robcaulk	bf4d5b432a	ensure model_type is defined	2022-11-13 18:50:25 +01:00
robcaulk	6394ef4558	fix docstrings	2022-11-13 17:43:52 +01:00
robcaulk	96fafb7f56	remove limit_ram_use	2022-11-13 17:14:47 +01:00
robcaulk	b421521be3	help default ReinforcementLearner users by assigning the model_type automatically	2022-11-13 17:12:17 +01:00
robcaulk	90f168d1ff	remove more user references. cleanup dataprovider	2022-11-13 17:06:06 +01:00
robcaulk	388ca21200	update docs, fix bug in environment	2022-11-13 16:56:31 +01:00
robcaulk	af9e400562	add test coverage, fix bug in base environment. Ensure proper fee is used.	2022-11-13 15:31:37 +01:00
Matthias	942840da2d	Improve setting wording to keep future possibilities open	2022-11-13 15:22:44 +01:00
robcaulk	81f800a79b	switch to using FT calc_profi_pct, reverse entry/exit fees	2022-11-13 13:41:17 +01:00
robcaulk	e71a8b8ac1	add ability to integrate state info or not, and prevent state info integration during backtesting	2022-11-12 18:46:48 +01:00
Wagner Costa Santos	27fa9f1f4e	backtest saved dataframe from live	2022-11-12 14:37:23 -03:00
Wagner Costa Santos	f9c6c538be	Merge branch 'develop' into backtest_fitlivepredictions	2022-11-12 09:37:45 -03:00
robcaulk	9c6b97c678	ensure normalization acceleration methods are employed in RL	2022-11-12 12:01:59 +01:00
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
robcaulk	214c622475	move dataframe converter to converter.py	2022-11-12 10:38:25 +01:00
robcaulk	9617d8143d	Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai	2022-11-12 10:21:38 +01:00
Matthias	e6172a68d7	Merge pull request #7730 from freqtrade/fix-metric-tracker ... fix loading of metric tracker from disk	2022-11-11 20:01:26 +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	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
robcaulk	66514e84e4	add LightGBMClassifierMultiTarget. add test	2022-11-11 17:45:53 +01:00
robcaulk	054133955b	fix loading of metric tracker from disk	2022-11-11 17:24:09 +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	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	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
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
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	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
Wagner Costa Santos	a7acfb7ab7	fix dict key error	2022-11-04 09:02:28 -03:00
robcaulk	90c5bfb4b5	add default conv_width	2022-11-03 21:35:12 +01:00
robcaulk	05b309caf2	ensure colon replaced for cached attach	2022-11-03 21:17:48 +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	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	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
Mark Regan	7053f81fa8	simplified predict and predict_proba using super(). Added duplicate class label check.	2022-10-30 09:48:30 +00:00
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	a2843165e1	fix leftovers from merge	2022-10-30 10:31:38 +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	801e91c39e	Merge pull request #7618 from wizrds/fix/docker-config-record ... Update function in FreqAI interface to record FreqAI config params	2022-10-29 08:56:20 +02:00
Mark Regan	6ef82dd8b6	minor change to return	2022-10-27 12:41:12 +01:00
Timothy Pogue	b9bf9edb02	update rapidjson opts	2022-10-25 14:12:13 -06:00
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
Timothy Pogue	51be45547f	remove np object, make default str	2022-10-24 12:23:54 -06:00
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
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
th0rntwig	49ff51f11f	Change storage loc and fix test fail	2022-10-23 16:24:02 +02:00
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
Robert Caulk	a85826bf24	Merge pull request #7611 from markdregan/backtest_extra_returns ... Make extra_returns_per_train data available during backtest	2022-10-21 17:13:22 +02:00
Wagner Costa Santos	6606a0113f	refactoring - remove unnecessary config file	2022-10-20 14:53:25 -03:00
Wagner Costa Santos	589944055e	fix typos - live predictions candles	2022-10-20 12:15:41 -03:00
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
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
Matthias	880ddccaa8	Merge pull request #7590 from freqtrade/list-models ... List models	2022-10-17 20:40:41 +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
Matthias	23a5a516f9	Merge pull request #7557 from freqtrade/add-metric-tracker ... Add metric tracker to FreqAI	2022-10-16 18:20:07 +02:00
th0rntwig	20fc521771	Fix constant PCA	2022-10-15 23:30:12 +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
robcaulk	3b4402aaab	Merge branch 'move-disk-writing-to-ram' into add-metric-tracker	2022-10-15 13:52:14 +02:00
robcaulk	99dbba6cad	avoid reading from disk to instantiate large objects	2022-10-15 13:50:55 +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
Emre	7f05b44376	Add eval set to CatboostClassifier	2022-10-13 23:01:09 +03:00
Wagner Costa Santos	6919f3aa75	Backtest live models - fix utc date convert issue	2022-10-13 15:03:27 -03:00
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	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	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
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	76b33359a9	add an optional metric tracker to collect train timings, inference timings, and cpu load data	2022-10-09 20:22:42 +02:00
th0rntwig	4daf0000c7	Move check and add log warning	2022-10-08 16:15:48 +02:00
robcaulk	8d7adfabe9	clean RL tests to avoid dir pollution and increase speed	2022-10-08 12:10:38 +02:00
Emre	e337d4b78a	Reset dataframe index after slice	2022-10-07 20:00:05 +02:00
Matthias	d42fb15608	Improve generic exception handler	2022-10-07 16:05:41 +02:00
th0rntwig	a9d5e04a43	Remove constant labels from prediction	2022-10-06 19:26:33 +02:00
initrv	86c781798a	Add сatboost train_dir for tensorboard	2022-10-06 19:59:35 +03:00
robcaulk	488739424d	fix reward inconsistency in template	2022-10-05 20:55:50 +02:00
robcaulk	936ca24482	separate RL install from general FAI install, update docs	2022-10-05 15:58:54 +02:00
robcaulk	9c73411ac2	Merge remote-tracking branch 'origin/develop' into dev-merge-rl	2022-10-05 15:21:45 +02:00
robcaulk	292d72d593	automatically handle model_save_type for user	2022-10-03 18:42:20 +02:00
Robert Caulk	3585742b43	remove trailing whitespace	2022-10-03 17:28:45 +02:00
Robert Caulk	265795824b	make default type for close_price and date_pred np.nan	2022-10-03 11:58:22 +02:00
Robert Caulk	6ecd92de4a	Allow updating without changing identifier	2022-10-03 09:55:57 +02:00
robcaulk	b70f18f4c3	add close price and date to historic_predictions	2022-10-02 18:33:39 +02:00
robcaulk	cf882fa84e	fix tests	2022-10-01 20:26:41 +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
Robert Caulk	7ef56e3029	Ensure at least 1 thread is available	2022-09-29 14:01:22 +02:00
Robert Caulk	555cc42630	Ensure 1 thread is available (for testing purposes)	2022-09-29 14:00:09 +02:00
Wagner Costa Santos	6845a5c6ea	backtest_live_models - refactoring after PR review	2022-09-29 01:48:38 -03:00
Robert Caulk	dcf6ebe273	Update BaseReinforcementLearningModel.py	2022-09-29 00:37:03 +02:00
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
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
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	14b96aaa38	backtesting live models - fix ci issues	2022-09-26 19:52:59 -03:00
Wagner Costa Santos	290afd9699	backtest_live_models - fix typo	2022-09-26 19:21:53 -03:00
Wagner Costa Santos	0318ca9f12	backtest_live_models - fix typo	2022-09-26 19:08:25 -03:00
Wagner Costa Santos	22bef71d5d	backtest_live_models - add function comments and tests	2022-09-26 19:01:24 -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
robcaulk	48e89e68b9	fix typos	2022-09-25 20:22:19 +02:00
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
paranoidandy	2cc00a1a2c	Allow use of --strategy-list with freqai, with warning (#7455) ... * Allow use of --strategy-list with freqai, with warning * ensure populate_any_indicators is identical for resused identifiers * use pair instead of metadata["pair"] Co-authored-by: robcaulk <rob.caulk@gmail.com>	2022-09-24 13:21:01 +02:00
Matthias	6643d90e64	simplify freqAI start_backtesting	2022-09-24 10:34:14 +02:00
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	9c361f4422	increase test coverage for RL and FreqAI	2022-09-23 18:04:43 +02:00
Robert Caulk	f5cd8f62c6	Remove unused code from BaseEnv	2022-09-23 10:24:39 +02:00
Emre	a4eaff4da6	Add training elapsed time	2022-09-23 01:18:34 -07:00
robcaulk	7295ba0fb2	add test for Base4ActionEnv	2022-09-22 23:42:33 +02:00
robcaulk	eeebb78a5c	skip darwin in RL tests, remove example scripts, improve doc	2022-09-22 21:16:21 +02:00
robcaulk	ea8e34e192	Merge branch 'develop' into dev-merge-rl	2022-09-22 19:46:50 +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
robcaulk	b5fd11f91b	protect against unforeseen issues in scanning thread	2022-09-19 21:18:31 +02:00
robcaulk	42c75b4a7b	combine log messages	2022-09-19 19:16:32 +02:00
Robert Caulk	9b66297cc0	Fix append	2022-09-19 12:47:20 +02:00
Robert Caulk	995396c775	Add useful log info	2022-09-19 11:42:56 +02:00
Robert Caulk	ad652817ef	Ensure train ordering after restart ... Ensure lowest timestamps get trained first after restart	2022-09-19 11:11:23 +02:00
Robert Caulk	f9460c80c2	Merge pull request #7434 from freqtrade/improve-train-queue ... improve train queue system in FreqAI	2022-09-19 10:55:53 +02:00
Matthias	ea58c29ded	Add plot_feature_importance to schema definition	2022-09-19 08:13:54 +00:00
Matthias	225f7cd5f8	Merge pull request #7431 from initrv/add-plot-feature-importance ... Add plot feature importance	2022-09-19 08:41:10 +02:00
Matthias	d930931000	Bring back sleep - it'll ensure we give up control over the thread.	2022-09-19 07:14:33 +02:00
robcaulk	470d5d8405	ensure full new pairlist is in the queue	2022-09-18 17:08:07 +02:00
robcaulk	eaa43337d2	improve train queue system, ensure crash resilience in train queue.	2022-09-18 17:00:55 +02:00
robcaulk	95457d23ca	escape freqai-specific characters from file naming	2022-09-18 13:59:30 +02:00
Matthias	667853c504	Use Alias to type config objects	2022-09-18 13:20:55 +02:00
robcaulk	188f75d8ec	set model in models dict	2022-09-18 12:50:44 +02:00
robcaulk	1ef875901a	maintian user privacy by keeping plotly offline	2022-09-18 00:01:42 +02:00
robcaulk	68f7a31504	ensure continued operation despite not being able to plot	2022-09-18 00:00:14 +02:00
robcaulk	2c23effbf2	allow plot to plot multitargets, add test	2022-09-17 19:17:44 +02:00
initrv	1c92734f39	simplify plot_feature_importance call	2022-09-17 18:53:43 +03:00
robcaulk	7b1d409c98	fix mypy/flake8	2022-09-17 17:51:06 +02:00
initrv	86aa875bc9	plot features as html instead of png	2022-09-16 21:47:12 +03:00
initrv	b707a6da35	Add ability to plot feature importance	2022-09-16 19:17:41 +03:00
robcaulk	3b97b3d5c8	fix mypy error for strategy	2022-09-15 00:56:51 +02:00
robcaulk	8aac644009	add tests. add guardrails.	2022-09-15 00:46:35 +02:00
robcaulk	48140bff91	fix bug in 4ActRLEnv	2022-09-14 22:53:53 +02:00
robcaulk	81417cb795	Merge branch 'develop' into dev-merge-rl	2022-09-14 22:49:11 +02:00
initrv	37dd22c89e	Fixed a bug that prevents clearing old models ... Corrects the error of clearing old models when the model directory contains directories with names that do not match a regular expression	2022-09-14 03:40:13 +03:00
Emre	330d7068ab	Merge branch 'develop' into add-xgboostclassifier	2022-09-10 23:59:11 +03:00
Robert Caulk	075748b21a	Merge pull request #7392 from freqtrade/improve_ai_tests ... Improve freqai tests by utilizing parametrization	2022-09-10 22:37:21 +02:00
robcaulk	5a0cfee27e	allow user to multithread jobs (advanced users only)	2022-09-10 22:16:49 +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
Matthias	e4caccc353	Merge pull request #7367 from freqtrade/add-continual-learning ... add continual learning to catboost and friends	2022-09-10 20:17:28 +02:00
Wagner Costa Santos	311ae8bf1f	freqai backtesting - add startup_candle_count at function description	2022-09-10 14:45:42 -03:00
Emre	60eb02bb62	Add XGBoostClassifier	2022-09-10 20:13:16 +03:00
Robert Caulk	2077f84f9b	Merge pull request #7363 from wagnercosta/fixHyperoptFreqai ... Fix hyperopt - freqai	2022-09-10 17:02:01 +02:00
Robert Caulk	4a47c63f71	Merge pull request #7374 from th0rntwig/filter-constant-features	2022-09-10 16:58:58 +02:00
robcaulk	10b6aebc5f	enable continual learning and evaluation sets on multioutput models.	2022-09-10 16:54:13 +02:00
Wagner Costa Santos	a1f88cca80	merge develop	2022-09-10 10:35:16 -03:00
Wagner Costa Santos	79985fda01	fix backtesting freqai startup candles bug	2022-09-10 10:27:17 -03:00
Matthias	5705b8759b	Merge branch 'develop' into add-continual-learning	2022-09-10 08:24:04 +02:00
robcaulk	05581db4e3	ensure columns are only dropped in training	2022-09-09 20:37:21 +02:00
Matthias	97be3318f4	Use Datetime_format from constants	2022-09-09 20:31:02 +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
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
robcaulk	e51d352777	ensure pca is handling same DF as inlier	2022-09-07 19:11:54 +02:00
robcaulk	4c9ac6b7c0	add kwargs, reduce duplicated code	2022-09-07 18:58:55 +02:00
robcaulk	ea7bdac9ed	ensure inlier metric can be combined with other cleaning methods	2022-09-07 18:45:16 +02:00
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
wagnercosta	6b7644029c	Merge branch 'freqtrade:develop' into fixHyperoptFreqai	2022-09-07 11:07:51 -03:00
Wagner Costa Santos	8d16dd804d	hyperopt - freqai - docs and refactoring	2022-09-06 15:42:47 -03:00
Robert Caulk	d7585161b2	Merge branch 'develop' into add-inlier-metric	2022-09-06 20:40:21 +02:00
robcaulk	97077ba18a	add continual learning to catboost and friends	2022-09-06 20:30:46 +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
robcaulk	4b28d0495f	fix timestamping, move imports, add words to doc	2022-09-06 19:46:58 +02:00
Wagner Costa Santos	2c8e5b191b	fix hyperopt - freqai	2022-09-05 17:43:55 -03:00
Wagner Costa Santos	5b826150df	fix hyperopt - freqai	2022-09-05 17:43:28 -03:00
robcaulk	78d01810ed	reduce code redundancy, ensure live always gets the latest data	2022-09-05 00:12:00 +02:00
Wagner Costa Santos	d43ed186fc	fix issue with freqai backtesting at slice dataframe	2022-09-05 00:12:00 +02:00
Robert Caulk	956ea43e55	Merge pull request #7340 from wizrds/sigint-freqai ... Support SIGINT in FreqAI	2022-09-04 16:43:36 +02:00
robcaulk	ec76214d02	backup historical predictions pickle and load the backup in case of corruption	2022-09-04 15:56:07 +02:00
robcaulk	69b3fcfd32	Merge branch 'develop' into dev-merge-rl	2022-09-04 11:23:25 +02:00
robcaulk	27dce20b29	fix bug in Base4ActionRLEnv, improve example strats	2022-09-04 11:21:54 +02:00
Robert Caulk	8545d74378	Merge pull request #7331 from th0rntwig/pca ... Normalise PCA space	2022-09-03 21:49:54 +02:00
Timothy Pogue	dae3b3d86a	support shutting down freqai	2022-09-03 13:24:14 -06:00
robcaulk	5cfb4154eb	revert all changes in normalize_data()	2022-09-03 19:48:30 +02:00
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
robcaulk	240b529533	fix tensorboard path so that users can track all historical models	2022-08-31 16:50:39 +02:00
Richard Jozsa	2493e0c8a5	Unnecessary lines in Base4, and changes for box space, to fit better for our needs (#7324)	2022-08-31 16:37:02 +02:00
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	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	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
robcaulk	baa4f8e3d0	remove Base3ActionEnv in favor of Base4Action	2022-08-26 11:04:25 +02:00
richardjozsa	d31926efdf	Added Base4Action	2022-08-26 11:04:25 +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
robcaulk	d1bee29b1e	improve default reward, fix bugs in environment	2022-08-24 18:32:40 +02:00
robcaulk	a61821e1c6	remove monitor log	2022-08-24 16:33:13 +02:00
robcaulk	bd870e2331	fix monitor bug, set default values in case user doesnt set params	2022-08-24 16:32:14 +02:00
robcaulk	c0cee5df07	add continual retraining feature, handly mypy typing reqs, improve docstrings	2022-08-24 13:00:55 +02:00
robcaulk	b708134c1a	switch multiproc thread count to rl_config definition	2022-08-24 13:00:55 +02:00
robcaulk	b26ed7dea4	fix generic reward, add time duration to reward	2022-08-24 13:00:55 +02:00
robcaulk	280a1dc3f8	add live rate, add trade duration	2022-08-24 13:00:55 +02:00
robcaulk	f9a49744e6	add strategy to the freqai object	2022-08-24 13:00:55 +02:00
richardjozsa	a2a4bc05db	Fix the state profit calculation logic	2022-08-24 13:00:55 +02:00
robcaulk	29f0e01c4a	expose environment reward parameters to the user config	2022-08-24 13:00:55 +02:00
robcaulk	d88a0dbf82	add sb3_contrib models to the available agents. include sb3_contrib in requirements.	2022-08-24 13:00:55 +02:00
robcaulk	8b3a8234ac	fix env bug, allow example strat to short	2022-08-24 13:00:55 +02:00
mrzdev	8cd4daad0a	Feat/freqai rl dev (#7) ... * access trades through get_trades_proxy method to allow backtesting	2022-08-24 13:00:55 +02:00
robcaulk	3eb897c2f8	reuse callback, allow user to acces all stable_baselines3 agents via config	2022-08-24 13:00:55 +02:00
robcaulk	4b9499e321	improve nomenclature and fix short exit bug	2022-08-24 13:00:55 +02:00
sonnhfit	4baa36bdcf	fix persist a single training environment for PPO	2022-08-24 13:00:55 +02:00
robcaulk	f95602f6bd	persist a single training environment.	2022-08-24 13:00:55 +02:00
robcaulk	5d4e5e69fe	reinforce training with state info, reinforce prediction with state info, restructure config to accommodate all parameters from any user imported model type. Set 5Act to default env on TDQN. Clean example config.	2022-08-24 13:00:55 +02:00
sonnhfit	7962a1439b	remove keep low profit	2022-08-24 13:00:55 +02:00
sonnhfit	81b5aa66e8	make env keep current position when low profit	2022-08-24 13:00:55 +02:00
sonnhfit	45218faeb0	fix coding convention	2022-08-24 13:00:55 +02:00
robcaulk	b90da46b1b	improve price df handling to enable backtesting	2022-08-24 13:00:55 +02:00
MukavaValkku	2080ff86ed	5ac base fixes in logic	2022-08-24 13:00:55 +02:00
robcaulk	16cec7dfbd	fix save/reload functionality for stablebaselines	2022-08-24 13:00:55 +02:00
sonnhfit	0475b7cb18	remove unuse code and fix coding conventions	2022-08-24 13:00:55 +02:00
MukavaValkku	d60a166fbf	multiproc TDQN with xtra callbacks	2022-08-24 13:00:55 +02:00
robcaulk	dd382dd370	add monitor to eval env so that multiproc can save best_model	2022-08-24 13:00:55 +02:00
robcaulk	69d542d3e2	match config and strats to upstream freqai	2022-08-24 13:00:55 +02:00
robcaulk	e5df39e891	ensuring best_model is placed in ram and saved to disk and loaded from disk	2022-08-24 13:00:55 +02:00
robcaulk	bf7ceba958	set cpu threads in config	2022-08-24 13:00:55 +02:00
MukavaValkku	57c488a6f1	learning_rate + multicpu changes	2022-08-24 13:00:55 +02:00
robcaulk	acf3484e88	add multiprocessing variant of ReinforcementLearningPPO	2022-08-24 13:00:55 +02:00
MukavaValkku	cf0731095f	type fix	2022-08-24 13:00:55 +02:00
MukavaValkku	1c81ec6016	3ac and 5ac example strategies	2022-08-24 13:00:55 +02:00
MukavaValkku	13cd18dc9a	PPO policy change + verbose=1	2022-08-24 13:00:55 +02:00
robcaulk	926023935f	make base 3ac and base 5ac environments. TDQN defaults to 3AC.	2022-08-24 13:00:55 +02:00
MukavaValkku	096533bcb9	3ac to 5ac	2022-08-24 13:00:55 +02:00
MukavaValkku	718c9d0440	action fix	2022-08-24 13:00:55 +02:00
robcaulk	9c78e6c26f	base PPO model only customizes reward for 3AC	2022-08-24 13:00:55 +02:00
robcaulk	6048f60f13	get TDQN working with 5 action environment	2022-08-24 13:00:55 +02:00
robcaulk	d4db5c3281	ensure TDQN class is properly named	2022-08-24 13:00:55 +02:00
robcaulk	91683e1dca	restructure RL so that user can customize environment	2022-08-24 13:00:55 +02:00
sonnhfit	ecd1f55abc	add rl module	2022-08-24 13:00:55 +02:00
MukavaValkku	9b895500b3	initial commit - new dev branch	2022-08-24 13:00:55 +02:00
MukavaValkku	cd3fe44424	callback function and TDQN model added	2022-08-24 13:00:55 +02:00
MukavaValkku	01232e9a1f	callback function and TDQN model added	2022-08-24 13:00:55 +02:00
MukavaValkku	8eeaab2746	add reward function	2022-08-24 13:00:55 +02:00
MukavaValkku	ec813434f5	ReinforcementLearningModel	2022-08-24 13:00:55 +02:00
MukavaValkku	2f4d73eb06	Revert "ReinforcementLearningModel" ... This reverts commit 4d8dfe1ff1daa47276eda77118ddf39c13512a85.	2022-08-24 13:00:55 +02:00
MukavaValkku	c1e7db3130	ReinforcementLearningModel	2022-08-24 13:00:55 +02:00
robcaulk	05ed1b544f	Working base for reinforcement learning model	2022-08-24 13:00:40 +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