175 Commits

Author	SHA1	Message	Date
Wagner Costa Santos	f3f3917da3	Merge branch 'develop' into backtest_live_models	2022-09-25 20:05:26 -03:00
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
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
Matthias	667853c504	Use Alias to type config objects	2022-09-18 13:20:55 +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
Wagner Costa Santos	311ae8bf1f	freqai backtesting - add startup_candle_count at function description	2022-09-10 14:45:42 -03:00
Robert Caulk	4a47c63f71	Merge pull request #7374 from th0rntwig/filter-constant-features	2022-09-10 16:58:58 +02:00
Wagner Costa Santos	79985fda01	fix backtesting freqai startup candles bug	2022-09-10 10:27:17 -03:00
robcaulk	05581db4e3	ensure columns are only dropped in training	2022-09-09 20:37:21 +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
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
Robert Caulk	d7585161b2	Merge branch 'develop' into add-inlier-metric	2022-09-06 20:40:21 +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
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	8545d74378	Merge pull request #7331 from th0rntwig/pca ... Normalise PCA space	2022-09-03 21:49:54 +02:00
robcaulk	5cfb4154eb	revert all changes in normalize_data()	2022-09-03 19:48:30 +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
robcaulk	599c1c79fb	reorganized backtest utilities, test new functionality, improve/update doc	2022-09-03 14:00:01 +02:00
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
Wagner Costa Santos	df51da22ee	refactoring freqai backtesting	2022-08-31 11:23:48 -03:00
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	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	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	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