734 Commits

Author	SHA1	Message	Date
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
initrv	36948e2a74	fix base4 env done condition	2022-12-16 14:14:05 +03:00
robcaulk	c9bc91c75b	add shuffle_after_split option	2022-12-16 11:20:37 +01:00
robcaulk	581a5296cc	fix docstrings to reflect new env_info changes	2022-12-15 16:50:08 +01:00
robcaulk	7b4abd5ef5	use a dictionary to make code more readable	2022-12-15 12:25:33 +01:00
Emre	3af2251ce8	Fix add_state_info backtesting bug	2022-12-14 22:03:23 +03:00
Emre	2018da0767	Add env_info dict to base environment	2022-12-14 22:03:05 +03:00
robcaulk	2285ca7d2a	add dp to multiproc	2022-12-14 18:22:20 +01:00
Robert Caulk	e6da646e2f	Merge pull request #7866 from initrv/cleanup-tensorboard-callback ... Cleanup tensorboard callback	2022-12-13 09:05:46 +01:00
initrv	f9b7d35900	add increment param for tensorboard_log	2022-12-12 14:14:23 +03:00
robcaulk	0f6b98b69a	merge develop into tensorboard cleanup	2022-12-11 15:38:32 +01:00
robcaulk	0fd8e214e4	add documentation for tensorboard_log, change how users interact with tensorboard_log	2022-12-11 15:31:29 +01:00
Matthias	888ba65367	Merge branch 'develop' into fix/multioutput-bug	2022-12-11 15:23:53 +01:00
initrv	cb8fc3c8c7	custom info to tensorboard_metrics	2022-12-11 15:37:45 +03:00
robcaulk	8c7ec07951	ensure predict_proba follows suit. Remove all lib specific params from example config	2022-12-11 12:39:31 +01:00
robcaulk	85f22b5c30	fix bug in MultiOutput* with conv_width = 1	2022-12-11 12:15:19 +01:00
Emre	272c3302e3	Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling	2022-12-11 13:12:45 +03:00
robcaulk	7b3406914c	flip add_state_info	2022-12-07 19:49:39 +01:00
robcaulk	9b4364ddc3	ensure that add_state_info is deactivated during backtesting	2022-12-07 19:49:14 +01:00
initrv	58604c747e	cleanup tensorboard callback	2022-12-07 14:37:55 +03:00
Robert Caulk	b9f6911a6a	Merge pull request #7843 from smarmau/develop ... freqai RL agent info during training	2022-12-06 20:06:41 +01:00
Wagner Costa	c81b00fb37	Merge branch 'develop' into freqai_bt_from_predictions_improvement	2022-12-05 18:00:55 -03:00
Emre	bc48099e48	Revert changes	2022-12-05 23:52:48 +03:00
robcaulk	62c69bf2b5	fix custom_info	2022-12-05 20:22:54 +01:00
Emre	730fba956b	Ensure base tf included in include_timeframes	2022-12-05 16:16:17 +03:00
Emre	e734b39929	Make model_training_parameters optional	2022-12-05 14:54:42 +03:00
robcaulk	d8565261e1	ignore initializer type	2022-12-04 14:10:33 +01:00
robcaulk	24766928ba	reorganize/generalize tensorboard callback	2022-12-04 13:54:30 +01:00
smarmau	b2edc58089	fix flake8	2022-12-03 22:31:02 +11:00
smarmau	d6f45a12ae	add multiproc fix flake8	2022-12-03 22:30:04 +11:00
smarmau	469aa0d43f	add state/action info to callbacks	2022-12-03 21:16:46 +11:00
smarmau	075c8c23c8	add state/action info to callbacks	2022-12-03 21:16:04 +11:00
Matthias	4dc591a170	Merge pull request #7834 from freqtrade/fix-data-drawer-model-load ... Fix sb3_contrib loading issue	2022-12-02 06:29:23 +01:00
Wagner Costa	77dc2c92a7	performance improvevemnts - backtest freqai from saved predictions	2022-12-01 12:53:19 -03:00
robcaulk	2b3e166dc2	fix fees RL	2022-12-01 10:10:28 +01:00
Emre	396e666e9b	Keep old behavior of model loading	2022-12-01 11:03:51 +03:00
Emre	4a9982f86b	Fix sb3_contrib loading issue	2022-12-01 10:08:42 +03:00
Matthias	dac4a35be2	Merge pull request #7828 from freqtrade/fix-state-info-rl ... bring back market side setting in get_state_info	2022-11-30 19:57:28 +01:00
Wagner Costa	79821ebb33	fix flake8 errors	2022-11-30 08:41:44 -03:00
robcaulk	e7f72d52b8	bring back market side setting in get_state_info	2022-11-30 12:36:26 +01:00
Wagner Costa	17cf3c7e83	bug fixes and removed fillna from fit_live_predictions	2022-11-30 08:28:45 -03:00
robcaulk	4571aedb33	consolidate and clean code	2022-11-30 00:53:35 +01:00
Wagner Costa	8ea58ab352	change BT prediction files to feather format	2022-11-29 10:38:35 -03:00
Wagner Costa	df979ece33	Merge branch 'develop' into backtest_fitlivepredictions	2022-11-29 09:39:15 -03:00
Matthias	c3daddc629	Merge pull request #7809 from richardjozsa/develop ... Improve the RL learning process	2022-11-29 06:28:36 +01:00
Emre	9cbfa12011	Directly set model_type in base RL model	2022-11-28 16:02:17 +03:00
robcaulk	56518def42	isort	2022-11-27 21:06:01 +01:00
robcaulk	7fd6bc526e	add randomize_starting_position to the rl_config	2022-11-27 21:03:13 +01:00