robcaulk
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e213d0ad55
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isolate data_drawer functions from data_kitchen, accommodate tests, add new test
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2022-07-26 10:24:14 +02:00 |
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robcaulk
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56b17e6f3c
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allow user to pass test_size = 0 and avoid using eval sets in prediction models
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2022-07-25 19:40:13 +02:00 |
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robcaulk
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55cf378ec2
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remove leftover breakpoint from test file
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2022-07-25 17:13:24 +02:00 |
|
Robert Caulk
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897f18a8c8
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ensure proper integer type casting for timestamps. Add check test for backtesting subdaily time periods
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2022-07-25 15:07:09 +02:00 |
|
Robert Caulk
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7b105532d1
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fix mypy error and add test for principal component analysis
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2022-07-25 11:46:59 +02:00 |
|
Robert Caulk
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4abc26b582
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add test for follow_mode
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2022-07-25 10:48:04 +02:00 |
|
Robert Caulk
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c9d46a5237
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finish bringing follow_mode up to date
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2022-07-25 09:24:40 +02:00 |
|
Robert Caulk
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ab587747fb
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first fix for follower path bug
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2022-07-24 23:32:24 +02:00 |
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Matthias
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520ee3f7a1
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Convert freqAI into packages
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2022-07-24 17:07:45 +02:00 |
|
Matthias
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1885deb632
|
More docstring changes
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2022-07-24 16:54:39 +02:00 |
|
Matthias
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70b7a254af
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Update some areas to use default docstring formatting
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2022-07-24 16:51:48 +02:00 |
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Matthias
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61c41fd919
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Merge branch 'develop' into feat/freqai
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2022-07-24 16:18:58 +02:00 |
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Matthias
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83cac7bee2
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Improve some more tests by adding proper orders
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2022-07-24 10:51:13 +02:00 |
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Matthias
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6e691a016d
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Use leverage-tiers loading in tests
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2022-07-24 10:24:59 +02:00 |
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Robert Caulk
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88e10f7306
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add exception for not passing timerange. Remove hard coded arguments for CatboostPredictionModels. Update docs
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2022-07-24 09:01:23 +02:00 |
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Robert Caulk
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fff39eff9e
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fix multitarget bug
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2022-07-24 08:42:50 +02:00 |
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Matthias
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95f5218ceb
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Reenable Catboost test (#7118)
* Reenable Catboost test
* Simplify freqAI tests, ensure they use a tempdir for modelstorage
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2022-07-24 07:32:13 +02:00 |
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Matthias
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2eb1d18c2a
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Don't load leverage tiers when not necessary
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2022-07-23 19:56:38 +02:00 |
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robcaulk
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f3d46613ee
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move prediction denormalization into datakitchen. remove duplicate associated code. avoid normalization/denormalization for string dtypes.
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2022-07-23 17:14:33 +02:00 |
|
Matthias
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81c1aa3c13
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Update imports in freqAI sample strategies
|
2022-07-23 17:08:05 +02:00 |
|
Matthias
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8a3cffcd1b
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Remove remaining CustomModel references
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2022-07-23 17:08:05 +02:00 |
|
Matthias
|
62f7606d2c
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Update tests to new variant
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2022-07-23 17:08:05 +02:00 |
|
Matthias
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8fa6e8b4ba
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Remove freqAI model bridge in favor of self.freqai
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2022-07-23 17:08:05 +02:00 |
|
robcaulk
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c91e23dc50
|
let user avoid normalizing labels
|
2022-07-23 16:14:13 +02:00 |
|
Matthias
|
7682c9ace7
|
Update trade_close test to include orders
|
2022-07-23 15:27:52 +02:00 |
|
Matthias
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24a786bedd
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Update rpc test to contain sell order
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2022-07-23 15:23:24 +02:00 |
|
Matthias
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80845807e1
|
Improve some test resiliance
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2022-07-23 15:14:38 +02:00 |
|
Matthias
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a02d02ac12
|
Enhance protections tests to have orders in mock trade
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2022-07-23 14:43:52 +02:00 |
|
robcaulk
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50d630a155
|
remove unnecessary comments from data_drawer.py
|
2022-07-23 13:35:44 +02:00 |
|
robcaulk
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a1cff377ec
|
add record of contribution to data_kitchen.py
|
2022-07-23 13:32:04 +02:00 |
|
robcaulk
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c2d6a0e891
|
add record of contribution to doc and source
|
2022-07-23 13:04:06 +02:00 |
|
robcaulk
|
3acc869570
|
improve the dataframe key description, update outdated parts of doc
|
2022-07-23 12:42:24 +02:00 |
|
Matthias
|
5c4f60f376
|
Improve configuration table formatting and ordering
|
2022-07-23 09:11:22 +02:00 |
|
Matthias
|
e97468964a
|
Add support for --timeframe-detail in hyperopt
fix #7070
|
2022-07-23 08:52:03 +02:00 |
|
Matthias
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36dc9be7aa
|
Update some docs wording
|
2022-07-22 20:27:25 +02:00 |
|
Matthias
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32c3f62934
|
Fix documentation typo
closes #7115
|
2022-07-22 19:45:50 +02:00 |
|
robcaulk
|
5559e605b8
|
small PR conversation resolutions
|
2022-07-22 17:46:14 +02:00 |
|
robcaulk
|
40f00196eb
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use cloudpickle in place of pickle. define Paths once in data_drawer.
|
2022-07-22 17:37:51 +02:00 |
|
robcaulk
|
accc629e32
|
set separate table sections in doc
|
2022-07-22 12:44:43 +02:00 |
|
robcaulk
|
98c8a447b2
|
add LightGBMPredictionMultiModel
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2022-07-22 12:40:51 +02:00 |
|
robcaulk
|
afcb0bec00
|
clean up obsolete comments, move remove_features_from_df to datakitchen
|
2022-07-22 12:29:20 +02:00 |
|
Matthias
|
0b21750e76
|
Reorder advanced topics
|
2022-07-22 07:22:06 +02:00 |
|
robcaulk
|
ac0f484918
|
add freqai logo to top of doc
|
2022-07-22 00:02:07 +02:00 |
|
robcaulk
|
3205788bce
|
extend doc to include descriptions of the return values from FreqAI to the strategy
|
2022-07-21 22:11:46 +02:00 |
|
robcaulk
|
8033e0bf23
|
add counter to backtesting log so users know how many more pairs and how many more models will need to be trained
|
2022-07-21 13:22:12 +02:00 |
|
robcaulk
|
183dec866a
|
remove ability to backtest open ended timeranges (safer)
|
2022-07-21 13:02:52 +02:00 |
|
robcaulk
|
e694ea1cfd
|
make sure backtesting gets the populated indicators with slimmed down user strat
|
2022-07-21 12:48:09 +02:00 |
|
robcaulk
|
ca4dd58642
|
remove superceded function from datakitchen
|
2022-07-21 12:40:54 +02:00 |
|
robcaulk
|
8f86b0deaa
|
*breaking change* simplify user strat by consolidating feature loops into backend
|
2022-07-21 12:24:22 +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 |
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