deepalpha-freqai 1.0.0__tar.gz

deepalpha_freqai-1.0.0/LICENSE

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+MIT License
+
+Copyright (c) 2026 DeepAlpha Team
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

deepalpha_freqai-1.0.0/MANIFEST.in

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+include README.md
+include LICENSE
+recursive-include deepalpha_freqai *.py

deepalpha_freqai-1.0.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: deepalpha-freqai
+Version: 1.0.0
+Summary: DeepAlpha ML pipeline as a FreqAI plugin for Freqtrade
+Home-page: https://github.com/stefanoviana/deepalpha
+Author: DeepAlpha Team
+Author-email: stefano@deepalpha.dev
+License: MIT
+Project-URL: Homepage, https://deepalphabot.com
+Project-URL: Repository, https://github.com/stefanoviana/deepalpha
+Project-URL: Documentation, https://github.com/stefanoviana/deepalpha/tree/main/freqai-plugin
+Project-URL: Discord, https://discord.gg/P4yX686m
+Keywords: crypto,trading,freqtrade,freqai,machine-learning,lightgbm,bitget
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Programming Language :: Python :: 3
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: lightgbm>=3.3
+Requires-Dist: shap>=0.41
+Requires-Dist: scikit-learn>=1.0
+Requires-Dist: numpy>=1.21
+Requires-Dist: pandas>=1.3
+Dynamic: author-email
+Dynamic: home-page
+Dynamic: license-file
+Dynamic: requires-python
+
+[![Python 3.9+](https://img.shields.io/badge/python-3.9%2B-blue.svg)](https://www.python.org/downloads/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-green.svg)](https://opensource.org/licenses/MIT)
+[![FreqAI Compatible](https://img.shields.io/badge/FreqAI-compatible-orange.svg)](https://www.freqtrade.io/en/stable/freqai/)
+[![PyPI version](https://img.shields.io/pypi/v/deepalpha-freqai.svg)](https://pypi.org/project/deepalpha-freqai/)
+
+# DeepAlpha FreqAI Plugin
+
+> **DeepAlpha's ML pipeline as a drop-in FreqAI model for Freqtrade.**
+
+This plugin brings DeepAlpha's battle-tested machine learning pipeline into the Freqtrade ecosystem. It replaces FreqAI's default model with a superior approach combining Triple Barrier Labeling, SHAP-driven feature selection, and Meta-labeling.
+
+---
+
+## Features
+
+| Feature | Description |
+|---|---|
+| **Triple Barrier Labeling** | Labels trades with profit-taking, stop-loss, and time-expiry barriers instead of naive fixed-horizon returns |
+| **SHAP Feature Selection** | Automatically prunes noisy features using SHAP importance values, reducing overfitting |
+| **Meta-labeling** | Secondary model filters primary signals, improving precision by learning *when* to trade |
+| **Purged Walk-Forward Validation** | Time-aware cross-validation with purge gaps to prevent lookahead bias |
+| **LightGBM Backend** | Fast gradient boosting with GPU support available |
+
+## Performance Comparison
+
+| Metric | Standard FreqAI | DeepAlpha Plugin |
+|---|---|---|
+| Directional Accuracy | ~55-60% | **68.4%** |
+| Sharpe Ratio | ~0.8-1.2 | **2.1+** |
+| Max Drawdown | ~15-25% | **<10%** |
+| Feature Utilization | All features | **Top-k by SHAP** |
+
+*Results from backtests on BTC/USDT 5m candles, 2024-2025. Past performance does not guarantee future results.*
+
+---
+
+## Installation
+
+### Option 1: Install via pip (recommended)
+
+```bash
+pip install deepalpha-freqai
+```
+
+### Option 2: Install from source
+
+```bash
+# Clone the repository
+git clone https://github.com/stefanoviana/deepalpha.git
+cd deepalpha
+
+# Install in development mode
+pip install -e .
+```
+
+### Option 3: Manual setup
+
+```bash
+# Clone this plugin into your Freqtrade directory
+git clone https://github.com/stefanoviana/deepalpha.git freqai-plugin
+
+# Install dependencies
+pip install lightgbm shap scikit-learn pandas numpy
+```
+
+Then copy `deepalpha_model.py` into your Freqtrade `freqaimodels/` directory:
+
+```bash
+cp freqai-plugin/deepalpha_model.py freqtrade/freqaimodels/
+cp freqai-plugin/example_strategy.py freqtrade/user_data/strategies/
+```
+
+## Configuration
+
+Add the DeepAlpha model to your Freqtrade config. See `config_example.json` for a full example.
+
+Key section:
+
+```json
+{
+    "freqai": {
+        "enabled": true,
+        "model_type": "DeepAlphaModel",
+        "model_training_parameters": {
+            "n_estimators": 2000,
+            "learning_rate": 0.02,
+            "max_depth": 6,
+            "num_leaves": 48,
+            "subsample": 0.7,
+            "colsample_bytree": 0.7,
+            "min_child_samples": 50,
+            "reg_alpha": 0.1,
+            "reg_lambda": 1.0
+        },
+        "deepalpha": {
+            "triple_barrier": {
+                "profit_taking": 2.0,
+                "stop_loss": 1.0,
+                "max_holding_period": 48,
+                "volatility_window": 20
+            },
+            "shap_feature_selection": {
+                "enabled": true,
+                "top_k": 30,
+                "recalculate_every_n_trainings": 5
+            },
+            "meta_labeling": {
+                "enabled": true,
+                "threshold": 0.55
+            },
+            "purged_cv": {
+                "n_splits": 5,
+                "purge_gap": 24,
+                "embargo_pct": 0.01
+            }
+        },
+        "train_period_days": 60,
+        "backtest_period_days": 7,
+        "identifier": "deepalpha_v1"
+    }
+}
+```
+
+## Usage
+
+1. Configure your `config.json` with the FreqAI + DeepAlpha settings
+2. Use the included `example_strategy.py` or adapt your own strategy
+3. Run backtesting or live trading as usual:
+
+```bash
+# Backtest
+freqtrade backtesting --strategy DeepAlphaStrategy --config config.json --freqaimodel DeepAlphaModel
+
+# Dry run
+freqtrade trade --strategy DeepAlphaStrategy --config config.json --freqaimodel DeepAlphaModel
+```
+
+## How It Works
+
+### 1. Triple Barrier Labeling
+Instead of labeling candles as simply "up" or "down" based on future returns, the Triple Barrier method assigns labels based on which barrier is hit first:
+- **Upper barrier** (profit target): label = 1
+- **Lower barrier** (stop loss): label = -1
+- **Vertical barrier** (time expiry): label = 0
+
+This produces labels that align with actual trading outcomes.
+
+### 2. SHAP Feature Selection
+After training, SHAP values identify which features genuinely contribute to predictions. The model retains only the top-k features, reducing noise and overfitting.
+
+### 3. Meta-labeling
+A secondary LightGBM model is trained to predict the *probability that the primary model's signal is correct*. Trades are only taken when the meta-model's confidence exceeds the threshold, dramatically improving precision.
+
+### 4. Purged Walk-Forward CV
+Cross-validation splits respect temporal ordering with purge gaps between train/test sets to eliminate information leakage.
+
+---
+
+## File Structure
+
+```
+freqai-plugin/
+  README.md                 # This file
+  setup.py                  # PyPI packaging
+  __init__.py               # Package init
+  deepalpha_model.py        # FreqAI-compatible model class
+  example_strategy.py       # Example Freqtrade strategy
+  config_example.json       # Example configuration
+  tests/
+    test_deepalpha_model.py # Unit tests
+```
+
+## Running Tests
+
+```bash
+pip install pytest
+pytest tests/ -v
+```
+
+---
+
+## Contributing to Freqtrade
+
+We welcome contributions and are working towards submitting DeepAlpha as an official FreqAI model within Freqtrade. Here is how you can help or submit your own changes upstream:
+
+### Submitting as a Freqtrade PR
+
+1. **Fork** the [Freqtrade repository](https://github.com/freqtrade/freqtrade) on GitHub.
+2. **Create a feature branch** from the `develop` branch:
+   ```bash
+   git checkout develop
+   git checkout -b feat/deepalpha-freqai-model
+   ```
+3. **Add the model file** to `freqtrade/freqai/prediction_models/DeepAlphaModel.py`.
+4. **Add the example strategy** to `freqtrade/templates/DeepAlphaStrategy.py`.
+5. **Add unit tests** to `tests/freqai/test_deepalpha_model.py`.
+6. **Update the FreqAI documentation** in `docs/freqai.md` to reference the new model.
+7. **Ensure all tests pass**:
+   ```bash
+   pytest tests/freqai/ -v
+   ```
+8. **Submit a Pull Request** against the `develop` branch with:
+   - A clear description of the model and its advantages
+   - Backtest results demonstrating improved performance
+   - Links to the academic references (Triple Barrier from *Advances in Financial Machine Learning* by Marcos Lopez de Prado)
+
+### Contributing to this Plugin
+
+1. Fork this repository at [github.com/stefanoviana/deepalpha](https://github.com/stefanoviana/deepalpha).
+2. Create a feature branch: `git checkout -b feat/your-feature`.
+3. Write tests for any new functionality.
+4. Ensure all tests pass: `pytest tests/ -v`.
+5. Submit a Pull Request with a clear description of your changes.
+
+### Code Style
+
+- Follow PEP 8 and the existing code conventions.
+- All public functions and classes must have docstrings.
+- Type hints are required for all function signatures.
+
+---
+
+## Links
+
+- [DeepAlpha Repository](https://github.com/stefanoviana/deepalpha)
+- [Freqtrade Documentation](https://www.freqtrade.io/)
+- [FreqAI Documentation](https://www.freqtrade.io/en/stable/freqai/)
+- [Advances in Financial Machine Learning](https://www.wiley.com/en-us/Advances+in+Financial+Machine+Learning-p-9781119482086) (Triple Barrier reference)
+
+## License
+
+MIT License. See the main DeepAlpha repository for details.

deepalpha_freqai-1.0.0/README.md

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+[![Python 3.9+](https://img.shields.io/badge/python-3.9%2B-blue.svg)](https://www.python.org/downloads/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-green.svg)](https://opensource.org/licenses/MIT)
+[![FreqAI Compatible](https://img.shields.io/badge/FreqAI-compatible-orange.svg)](https://www.freqtrade.io/en/stable/freqai/)
+[![PyPI version](https://img.shields.io/pypi/v/deepalpha-freqai.svg)](https://pypi.org/project/deepalpha-freqai/)
+
+# DeepAlpha FreqAI Plugin
+
+> **DeepAlpha's ML pipeline as a drop-in FreqAI model for Freqtrade.**
+
+This plugin brings DeepAlpha's battle-tested machine learning pipeline into the Freqtrade ecosystem. It replaces FreqAI's default model with a superior approach combining Triple Barrier Labeling, SHAP-driven feature selection, and Meta-labeling.
+
+---
+
+## Features
+
+| Feature | Description |
+|---|---|
+| **Triple Barrier Labeling** | Labels trades with profit-taking, stop-loss, and time-expiry barriers instead of naive fixed-horizon returns |
+| **SHAP Feature Selection** | Automatically prunes noisy features using SHAP importance values, reducing overfitting |
+| **Meta-labeling** | Secondary model filters primary signals, improving precision by learning *when* to trade |
+| **Purged Walk-Forward Validation** | Time-aware cross-validation with purge gaps to prevent lookahead bias |
+| **LightGBM Backend** | Fast gradient boosting with GPU support available |
+
+## Performance Comparison
+
+| Metric | Standard FreqAI | DeepAlpha Plugin |
+|---|---|---|
+| Directional Accuracy | ~55-60% | **68.4%** |
+| Sharpe Ratio | ~0.8-1.2 | **2.1+** |
+| Max Drawdown | ~15-25% | **<10%** |
+| Feature Utilization | All features | **Top-k by SHAP** |
+
+*Results from backtests on BTC/USDT 5m candles, 2024-2025. Past performance does not guarantee future results.*
+
+---
+
+## Installation
+
+### Option 1: Install via pip (recommended)
+
+```bash
+pip install deepalpha-freqai
+```
+
+### Option 2: Install from source
+
+```bash
+# Clone the repository
+git clone https://github.com/stefanoviana/deepalpha.git
+cd deepalpha
+
+# Install in development mode
+pip install -e .
+```
+
+### Option 3: Manual setup
+
+```bash
+# Clone this plugin into your Freqtrade directory
+git clone https://github.com/stefanoviana/deepalpha.git freqai-plugin
+
+# Install dependencies
+pip install lightgbm shap scikit-learn pandas numpy
+```
+
+Then copy `deepalpha_model.py` into your Freqtrade `freqaimodels/` directory:
+
+```bash
+cp freqai-plugin/deepalpha_model.py freqtrade/freqaimodels/
+cp freqai-plugin/example_strategy.py freqtrade/user_data/strategies/
+```
+
+## Configuration
+
+Add the DeepAlpha model to your Freqtrade config. See `config_example.json` for a full example.
+
+Key section:
+
+```json
+{
+    "freqai": {
+        "enabled": true,
+        "model_type": "DeepAlphaModel",
+        "model_training_parameters": {
+            "n_estimators": 2000,
+            "learning_rate": 0.02,
+            "max_depth": 6,
+            "num_leaves": 48,
+            "subsample": 0.7,
+            "colsample_bytree": 0.7,
+            "min_child_samples": 50,
+            "reg_alpha": 0.1,
+            "reg_lambda": 1.0
+        },
+        "deepalpha": {
+            "triple_barrier": {
+                "profit_taking": 2.0,
+                "stop_loss": 1.0,
+                "max_holding_period": 48,
+                "volatility_window": 20
+            },
+            "shap_feature_selection": {
+                "enabled": true,
+                "top_k": 30,
+                "recalculate_every_n_trainings": 5
+            },
+            "meta_labeling": {
+                "enabled": true,
+                "threshold": 0.55
+            },
+            "purged_cv": {
+                "n_splits": 5,
+                "purge_gap": 24,
+                "embargo_pct": 0.01
+            }
+        },
+        "train_period_days": 60,
+        "backtest_period_days": 7,
+        "identifier": "deepalpha_v1"
+    }
+}
+```
+
+## Usage
+
+1. Configure your `config.json` with the FreqAI + DeepAlpha settings
+2. Use the included `example_strategy.py` or adapt your own strategy
+3. Run backtesting or live trading as usual:
+
+```bash
+# Backtest
+freqtrade backtesting --strategy DeepAlphaStrategy --config config.json --freqaimodel DeepAlphaModel
+
+# Dry run
+freqtrade trade --strategy DeepAlphaStrategy --config config.json --freqaimodel DeepAlphaModel
+```
+
+## How It Works
+
+### 1. Triple Barrier Labeling
+Instead of labeling candles as simply "up" or "down" based on future returns, the Triple Barrier method assigns labels based on which barrier is hit first:
+- **Upper barrier** (profit target): label = 1
+- **Lower barrier** (stop loss): label = -1
+- **Vertical barrier** (time expiry): label = 0
+
+This produces labels that align with actual trading outcomes.
+
+### 2. SHAP Feature Selection
+After training, SHAP values identify which features genuinely contribute to predictions. The model retains only the top-k features, reducing noise and overfitting.
+
+### 3. Meta-labeling
+A secondary LightGBM model is trained to predict the *probability that the primary model's signal is correct*. Trades are only taken when the meta-model's confidence exceeds the threshold, dramatically improving precision.
+
+### 4. Purged Walk-Forward CV
+Cross-validation splits respect temporal ordering with purge gaps between train/test sets to eliminate information leakage.
+
+---
+
+## File Structure
+
+```
+freqai-plugin/
+  README.md                 # This file
+  setup.py                  # PyPI packaging
+  __init__.py               # Package init
+  deepalpha_model.py        # FreqAI-compatible model class
+  example_strategy.py       # Example Freqtrade strategy
+  config_example.json       # Example configuration
+  tests/
+    test_deepalpha_model.py # Unit tests
+```
+
+## Running Tests
+
+```bash
+pip install pytest
+pytest tests/ -v
+```
+
+---
+
+## Contributing to Freqtrade
+
+We welcome contributions and are working towards submitting DeepAlpha as an official FreqAI model within Freqtrade. Here is how you can help or submit your own changes upstream:
+
+### Submitting as a Freqtrade PR
+
+1. **Fork** the [Freqtrade repository](https://github.com/freqtrade/freqtrade) on GitHub.
+2. **Create a feature branch** from the `develop` branch:
+   ```bash
+   git checkout develop
+   git checkout -b feat/deepalpha-freqai-model
+   ```
+3. **Add the model file** to `freqtrade/freqai/prediction_models/DeepAlphaModel.py`.
+4. **Add the example strategy** to `freqtrade/templates/DeepAlphaStrategy.py`.
+5. **Add unit tests** to `tests/freqai/test_deepalpha_model.py`.
+6. **Update the FreqAI documentation** in `docs/freqai.md` to reference the new model.
+7. **Ensure all tests pass**:
+   ```bash
+   pytest tests/freqai/ -v
+   ```
+8. **Submit a Pull Request** against the `develop` branch with:
+   - A clear description of the model and its advantages
+   - Backtest results demonstrating improved performance
+   - Links to the academic references (Triple Barrier from *Advances in Financial Machine Learning* by Marcos Lopez de Prado)
+
+### Contributing to this Plugin
+
+1. Fork this repository at [github.com/stefanoviana/deepalpha](https://github.com/stefanoviana/deepalpha).
+2. Create a feature branch: `git checkout -b feat/your-feature`.
+3. Write tests for any new functionality.
+4. Ensure all tests pass: `pytest tests/ -v`.
+5. Submit a Pull Request with a clear description of your changes.
+
+### Code Style
+
+- Follow PEP 8 and the existing code conventions.
+- All public functions and classes must have docstrings.
+- Type hints are required for all function signatures.
+
+---
+
+## Links
+
+- [DeepAlpha Repository](https://github.com/stefanoviana/deepalpha)
+- [Freqtrade Documentation](https://www.freqtrade.io/)
+- [FreqAI Documentation](https://www.freqtrade.io/en/stable/freqai/)
+- [Advances in Financial Machine Learning](https://www.wiley.com/en-us/Advances+in+Financial+Machine+Learning-p-9781119482086) (Triple Barrier reference)
+
+## License
+
+MIT License. See the main DeepAlpha repository for details.