127 Commits

Author	SHA1	Message	Date
robcaulk	d1a0874683	merge develop into feat/freqai-rl-dev	2022-10-30 10:13:03 +01:00
Matthias	1ef38f137d	Fix XGBoost regressor "used before assignment"	2022-10-25 13:37:04 +02:00
Matthias	6669714a73	Update mal-formatted docstrings	2022-10-24 18:12:17 +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
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
Emre	7f05b44376	Add eval set to CatboostClassifier	2022-10-13 23:01:09 +03:00
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	7bcb7d9a1a	Merge pull request #7554 from initrv/add-catboost-tensorboard ... Add tensorboard for catboost	2022-10-10 21:03:45 +02:00
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	8d7adfabe9	clean RL tests to avoid dir pollution and increase speed	2022-10-08 12:10:38 +02:00
initrv	86c781798a	Add сatboost train_dir for tensorboard	2022-10-06 19:59:35 +03:00
robcaulk	936ca24482	separate RL install from general FAI install, update docs	2022-10-05 15:58:54 +02:00
robcaulk	83343dc2f1	control number of threads, update doc	2022-09-29 00:10:18 +02:00
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
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	ea8e34e192	Merge branch 'develop' into dev-merge-rl	2022-09-22 19:46:50 +02:00
robcaulk	8aac644009	add tests. add guardrails.	2022-09-15 00:46:35 +02:00
robcaulk	81417cb795	Merge branch 'develop' into dev-merge-rl	2022-09-14 22:49:11 +02:00
Emre	330d7068ab	Merge branch 'develop' into add-xgboostclassifier	2022-09-10 23:59:11 +03:00
robcaulk	5a0cfee27e	allow user to multithread jobs (advanced users only)	2022-09-10 22:16:49 +02:00
Emre	60eb02bb62	Add XGBoostClassifier	2022-09-10 20:13:16 +03:00
robcaulk	10b6aebc5f	enable continual learning and evaluation sets on multioutput models.	2022-09-10 16:54:13 +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
robcaulk	4c9ac6b7c0	add kwargs, reduce duplicated code	2022-09-07 18:58:55 +02:00
robcaulk	97077ba18a	add continual learning to catboost and friends	2022-09-06 20:30:46 +02:00
robcaulk	240b529533	fix tensorboard path so that users can track all historical models	2022-08-31 16:50:39 +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	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	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	29f0e01c4a	expose environment reward parameters to the user config	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
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