881 Commits

Author	SHA1	Message	Date
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 Fix seriously outdated prediction_model docstrings	2023-04-08 12:09:53 +02:00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
robcaulk	6f7eb71bbb	ensure RL works with new naming scheme	2022-12-28 14:52:33 +01:00
robcaulk	c2936d551b	improve doc, update test strats, change function names	2022-12-28 13:25:40 +01:00
Wagner Costa	8227b4aafe	freqAI Strategy - improve user experience	2022-12-27 11:37:01 -03:00
Emre	c293401b22	Add can_short to freqai base model	2022-12-16 23:19:08 +03:00
Emre	7727f31507	Add 3 Action RL env	2022-12-16 22:18:49 +03:00
Emre	dde363343c	Add can_short param to base env	2022-12-16 22:16:19 +03:00