67 Commits

Author	SHA1	Message	Date
robcaulk	fb2d190865	add tests for spice_rack	2022-09-16 00:46:55 +02:00
robcaulk	b209490009	add spice_rack to FreqAI	2022-09-15 23:26:43 +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	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	96d8882f1e	Plug mem leak, add training timer	2022-08-22 13:30:30 +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
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	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	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
robcaulk	ea64f43e52	bring back auto DF resizing for okx	2022-08-08 01:13:13 +02:00
Matthias	47a30047eb	Fix typo	2022-08-06 15:03:10 +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
Robert Caulk	a3799c4d5d	start frequi with historical data if available	2022-08-05 18:27:47 +02:00
Robert Caulk	51a6b4289f	improve DBSCAN performance for subsequent trainings	2022-08-04 17:41:58 +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	c84d54b35e	Fix typing issue, avoid using .get() when unnecessary, convert to fstrings	2022-07-29 08:12:50 +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	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
Robert Caulk	c9d46a5237	finish bringing follow_mode up to date	2022-07-25 09:24:40 +02:00
Robert Caulk	ab587747fb	first fix for follower path bug	2022-07-24 23:32:24 +02:00
Matthias	70b7a254af	Update some areas to use default docstring formatting	2022-07-24 16:51:48 +02:00
robcaulk	50d630a155	remove unnecessary comments from data_drawer.py	2022-07-23 13:35:44 +02:00
robcaulk	c2d6a0e891	add record of contribution to doc and source	2022-07-23 13:04:06 +02:00
robcaulk	40f00196eb	use cloudpickle in place of pickle. define Paths once in data_drawer.	2022-07-22 17:37:51 +02:00
robcaulk	e7337728bf	add separator in folder name just incase an asset ends in an integer	2022-07-21 11:25:28 +02:00
Robert Caulk	921f3899f0	revert pickle reading for historic predictions	2022-07-17 16:06:36 +02:00
Robert Caulk	41eeb99177	load pickle file for writing	2022-07-17 10:05:21 +02:00
Robert Caulk	9d184586f1	fix bug in historic prediction saving	2022-07-16 21:16:59 +02:00
Wagner Costa Santos	ca2029a46b	fix issue when bot restarts with same identifier, does not load prediction history	2022-07-14 18:55:24 -03:00
Robert Caulk	fea63fba12	Fix saving/loading historic predictions	2022-07-12 10:12:50 +02:00
Robert Caulk	8ce6b18318	start collecting indefinite history of predictions. Allow user to generate statistics on these predictions. Direct FreqAI to save these to disk and reload them if available.	2022-07-11 22:01:48 +02:00
robcaulk	ffb39a5029	black formatting on freqai files	2022-07-03 10:59:38 +02:00
robcaulk	106131ff0f	Rehaul organization of return values	2022-07-02 18:09:38 +02:00
robcaulk	93e1410ed9	first step toward cleaning output and enabling multimodel training per pair	2022-07-01 14:00:30 +02:00
robcaulk	051b99791d	reduce unnecessary verbosity, fix error on first training sweep, add LightGBMPredictionModel	2022-06-26 19:04:23 +02:00
robcaulk	f631ae911b	add model expiration feature, fix bug in DI return values	2022-06-17 14:55:40 +02:00