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freqai-strategies.git
2025-03-13  Jérôme Benoitfix(qav3): remove buggy zero_phase_gaussian for now commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-13  Jérôme Benoitfeat(qav3): add sma extrema smoothing commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-12  Jérôme Benoitfeat(qav3): add more extrema smoothing methods commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-12  Jérôme Benoitperf(qav3): fine tune label period optimization commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-12  Jérôme Benoitrefactor(qav3): cleanup label period optimization commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-12  Jérôme Benoitfix(qav3): ensure previous optuna study is loaded when... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-12  Jérôme Benoitrefactor(qav3): cleanup period objective function commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-12  Jérôme Benoitfix(qav3): compute RMSE on a label period basis commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-11  Jérôme Benoitfix(qav3): fix array like shape for rmse commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-11  Jérôme Benoitfix(qav3): avoid overlapping label period windows optim... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-11  Jérôme Benoitrefactor(qav3): import cleanups commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-11  Jérôme Benoitrefactor(qav3): rename top_percent_change -> top_change... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-11  Jérôme Benoitfix(qav3): ensure the label period is chosen over all... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-11  Jérôme Benoitrefactor(qav3): code formatting commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-11  Jérôme Benoitrefactor(qav3)!: refine features list commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-10  Jérôme Benoitperf(qav3): use NATR ta-lib-python instead commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-10  Jérôme Benoitrefactor(qav3): rename function commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-10  Jérôme Benoitfix(qav3): handle NaN in builtin cmf commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-10  Jérôme Benoitrefactor(qav3): cleanup commented out code commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-10  Jérôme Benoitrefactor(qav3): refine EWO implementation commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-10  Jérôme Benoitfix(qav3): fix EWO available MA mode commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-09  Jérôme Benoitrefactor(qav3): use builtin TA indicators when possible commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-09  Jérôme Benoitperf(qav3): refine top_percent_change() computation commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-09  Jérôme Benoitfeat(qav3): add optuna hyperopt tunables commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-08  Jérôme Benoitdocs(reforcexy): spell fix commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-08  Jérôme Benoitfix(reforcexy): revert incorrect observation stacking commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-08  Jérôme Benoitfix(reforcexy): properly stack observations commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-07  Jérôme Benoitfix(qav3): ensure trades opened with an expired model... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-07  Jérôme Benoitfix(qav3): fix various features computation commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-07  Jérôme Benoitrefactor(qav3): refine type definition commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-07  Jérôme Benoitrefactor(qav3): cleanup extrema smoothing commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-07  Jérôme Benoitfeat(qav3): add zlewma extrema smoothing commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-06  Jérôme Benoitrefactor(qav3): code formatting commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-05  Jérôme Benoitfix(qav3): fix minimal_roi definition commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-05  Jérôme Benoitfix(qav3): define trade max duration as # of candles commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-05  Jérôme Benoitfix(qav3): ensure trade exit condition handle predictio... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-05  Jérôme Benoitperf(qav3): fine tune labeling window optimization commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-05  Jérôme Benoitperf(qav3): fine tune the extrema labelling window commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-04  Jérôme Benoitrefactor(qav3): code reformatting commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-04  Jérôme Benoitperf(qav3): refine default quantile value commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-04  Jérôme Benoitperf(reforcexy): reduce optuna search space commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-04  Jérôme Benoitrefactor(qav3): cleanup smoothing tunables handling commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-03  Jérôme Benoitfix(reforcexy): parse properly policy_kwargs tunable... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-03  Jérôme Benoitrefactor(reforcexy): cleanup hyperparams handling commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-03  Jérôme Benoitfix(reforcexy): move attribute init to proper code... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-03  Jérôme Benoitrefactor(reforcexy): move attributes init to constructor commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-03  Jérôme Benoitfix(reforcexy): properly handle activation_fn and optim... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-03  Jérôme Benoitfix(reforcexy): ensure policy_kwargs dict is initialized commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-03  Jérôme Benoitfix(reforcexy): do not overwrite configuration policy_k... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-02  Jérôme Benoitfix(qav3): ensure always the latest computed optuna... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-02  Jérôme Benoitrefactor(qav3): simplify model identifier fetching commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-02  Jérôme Benoitfix(qav3): symetric quantile thresholds commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-01  Jérôme Benoitrefactor(reforcexy): refine hyperopt enablement condition commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-01  Jérôme Benoitrefactor(reforcexy): revert incorrect change commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-03-01  Jérôme Benoitrefactor: move strategy and freqaimodel to configuratio... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-28  Jérôme Benoitfix(qav3): ensure period hyperopt compute RMSE properly commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-28  Jérôme Benoitfix(qav3): flag strategy as supporting short commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-28  Jérôme Benoitperf(qav3): ensure hyperopt choose the labelling period... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-28  Jérôme Benoitperf(qav3): fine tune long/short IQR signal for the... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-28  Jérôme Benoitperf(qav3): align IQR for long/short signal commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-28  Jérôme Benoitrefactor(qav3): refine typing commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-27  Jérôme Benoitrefactor(qav3)!: align feature namespace commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-27  Jérôme Benoitrefactor(qav3): refine configuration template commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-27  Jérôme Benoitrefactor(qav3): refine configuration template commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-27  Jérôme Benoitrefactor(reforcexy): code formatting commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-27  Jérôme Benoitfix(refactorxy): ensure hyperopt params are merged... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-27  Jérôme Benoitfix(reforcexy): fix peak pnl computation commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-27  Jérôme Benoitperf(reforcexy): fine tune reward on opened positions commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-27  Jérôme Benoitfix(qav3): use max_open_trades tunable to size opened... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-26  Jérôme Benoitrefactor(qav3)!: sensible name for prediction threshold... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-26  Jérôme Benoitrefactor(qav3): cleanup confirm_trade_entry() commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-26  Jérôme Benoitperf(qav3): improve order_types commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-26  Jérôme Benoitperf(reforcexy): asymetric reward for opened trades... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-26  Jérôme Benoitperf(reforcexy): improve reward for opened positions commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-26  Jérôme Benoitrefactor(qav3): fine tune default values commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-26  Jérôme Benoitdocs(qav3): align log message commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-26  Jérôme Benoitfeat(qav3): add quantile tunable for predictions smoothing commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-25  Jérôme Benoitfix(qav3): ensure real soft min/max are normalized commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-25  Jérôme Benoitrefactor(qav3): use scipy logsumexp to compute softmin/max commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-25  Jérôme Benoitrefactor(qav3): use sensible defaults commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-25  Jérôme Benoitrefactor(qav3): remove dead code commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-24  Jérôme Benoitperf(qav3): fine tune labelling window optimisation commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-24  Jérôme Benoitdocs: readd commented code commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-24  Jérôme Benoitfix(qav3): reset predictions normal distribution fitting commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-24  Jérôme Benoitrefactor: add vscode settings commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-24  Jérôme Benoitfix(qav3): ensure optuna settings can't hog CPU ressources commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-23  Jérôme Benoitrefactor(reforcexy): refine configuration template commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-23  Jérôme Benoitrefactor(reforcexy): improve logging messages commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-23  Jérôme Benoitdocs(reforcexy): add code comment commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-23  Jérôme Benoitfix(reforcexy): fix filename commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-23  Jérôme Benoitfeat(reforcexy): make hyperopt per pair tunable commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-23  Jérôme Benoitperf(qav3): fine tune extrema smoothing gaussian window commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-23  Jérôme Benoitrefactor(reforcexy): log in tensorboard invalid action commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-22  Jérôme Benoitrefactor: raise error is no pairs are defined commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-21  Jérôme Benoitrefactor(reforcexy): refine configuration template commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-21  Jérôme Benoitrefactor(reforcexy): more typing commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-21  Jérôme Benoitfix(reforcexy): refine reward method logic commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-21  Jérôme Benoitrefactor!: align file namespace commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-21  Jérôme Benoitrefactor(qav3): cleanup optuna best params persistence... commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
2025-02-21  Jérôme Benoitfix(reforcexy): properly display HPO study best params commit | commitdiff | tree | snapshot (zip tar.gz tar.bz2)
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