[REVIEW]: FreqAI: generalizing adaptive modeling for chaotic time-series market forecasts

[editorialbot]

Submitting author: @robcaulk (Robert Caulk) Repository: https://github.com/freqtrade/freqtrade Branch with paper.md (empty if default branch): JOSS-paper-submission Version: v1.0 Editor: @Fei-Tao Reviewers: @ady00, @shagunsodhani, @Annielytix Archive: Pending

Status

Status badge code:

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Markdown: [![status](https://joss.theoj.org/papers/1677f5d6404a5c4f14216340d2adf2b3/status.svg)](https://joss.theoj.org/papers/1677f5d6404a5c4f14216340d2adf2b3)

Reviewers and authors:

Please avoid lengthy details of difficulties in the review thread. Instead, please create a new issue in the target repository and link to those issues (especially acceptance-blockers) by leaving comments in the review thread below. (For completists: if the target issue tracker is also on GitHub, linking the review thread in the issue or vice versa will create corresponding breadcrumb trails in the link target.)

Reviewer instructions & questions

@ady00 & @shagunsodhani, your review will be checklist based. Each of you will have a separate checklist that you should update when carrying out your review. First of all you need to run this command in a separate comment to create the checklist:

@editorialbot generate my checklist

The reviewer guidelines are available here: https://joss.readthedocs.io/en/latest/reviewer_guidelines.html. Any questions/concerns please let @Fei-Tao know.

✨ Please start on your review when you are able, and be sure to complete your review in the next six weeks, at the very latest ✨

Checklists

@ady00, please create your checklist typing: @editorialbot generate my checklist

@shagunsodhani, please create your checklist typing: @editorialbot generate my checklist

[editorialbot]

Hello humans, I'm @editorialbot, a robot that can help you with some common editorial tasks.

For a list of things I can do to help you, just type:

@editorialbot commands

For example, to regenerate the paper pdf after making changes in the paper's md or bib files, type:

@editorialbot generate pdf

[editorialbot]

Software report:

github.com/AlDanial/cloc v 1.88  T=1.63 s (256.6 files/s, 79320.4 lines/s)
-------------------------------------------------------------------------------
Language                     files          blank        comment           code
-------------------------------------------------------------------------------
Python                         293          13395          11850          64852
JSON                            40              6              0          20925
Markdown                        53           3822              0          10816
XML                              1              0              0            941
YAML                            12             95             39            661
Bourne Shell                     6             80             38            400
SVG                              3              0              0            351
TeX                              1             16              0            190
HTML                             2             10              5             84
Jupyter Notebook                 1              0            359             80
Dockerfile                       2             16             11             52
TOML                             1              7              2             46
CSS                              1              5              0             23
PowerShell                       1              3              2             13
JavaScript                       1              0              0             12
-------------------------------------------------------------------------------
SUM:                           418          17455          12306          99446
-------------------------------------------------------------------------------


gitinspector failed to run statistical information for the repository

[editorialbot]

Wordcount for paper.md is 1921

[editorialbot]

:point_right::page_facing_up: Download article proof :page_facing_up: View article proof on GitHub :page_facing_up: :point_left:

[editorialbot]

Reference check summary (note 'MISSING' DOIs are suggestions that need verification):

OK DOIs

- 10.1145/2939672.2939785 is OK
- 10.1038/s41592-019-0686-2 is OK
- 10.1038/s41586-020-2649-2 is OK

MISSING DOIs

- 10.25080/majora-92bf1922-00a may be a valid DOI for title: Data structures for statistical computing in python

INVALID DOIs

- None

[Fei-Tao]

@editorialbot add @Annielytix as reviewer

[editorialbot]

@Annielytix added to the reviewers list!

[Fei-Tao]

Hi @ady00, @shagunsodhani, @Annielytix, Thanks again for reviewing this submission. Would you please generate your checklist at your convenience? Please feel free to let me know if you need any help.

[ady00]

Review checklist for @ady00

Conflict of interest

• [x] I confirm that I have read the JOSS conflict of interest (COI) policy and that: I have no COIs with reviewing this work or that any perceived COIs have been waived by JOSS for the purpose of this review.

Code of Conduct

• [x] I confirm that I read and will adhere to the JOSS code of conduct.

General checks

• [x] Repository: Is the source code for this software available at the https://github.com/freqtrade/freqtrade?
• [x] License: Does the repository contain a plain-text LICENSE file with the contents of an OSI approved software license?
• [x] Contribution and authorship: Has the submitting author (@robcaulk) made major contributions to the software? Does the full list of paper authors seem appropriate and complete?
• [x] Substantial scholarly effort: Does this submission meet the scope eligibility described in the JOSS guidelines
• [x] Data sharing: If the paper contains original data, data are accessible to the reviewers. If the paper contains no original data, please check this item.
• [x] Reproducibility: If the paper contains original results, results are entirely reproducible by reviewers. If the paper contains no original results, please check this item.
• [x] Human and animal research: If the paper contains original data research on humans subjects or animals, does it comply with JOSS's human participants research policy and/or animal research policy? If the paper contains no such data, please check this item.

Functionality

• [x] Installation: Does installation proceed as outlined in the documentation?
• [x] Functionality: Have the functional claims of the software been confirmed?
• [x] Performance: If there are any performance claims of the software, have they been confirmed? (If there are no claims, please check off this item.)

Documentation

• [x] A statement of need: Do the authors clearly state what problems the software is designed to solve and who the target audience is?
• [x] Installation instructions: Is there a clearly-stated list of dependencies? Ideally these should be handled with an automated package management solution.
• [x] Example usage: Do the authors include examples of how to use the software (ideally to solve real-world analysis problems).
• [x] Functionality documentation: Is the core functionality of the software documented to a satisfactory level (e.g., API method documentation)?
• [x] Automated tests: Are there automated tests or manual steps described so that the functionality of the software can be verified?
• [x] Community guidelines: Are there clear guidelines for third parties wishing to 1) Contribute to the software 2) Report issues or problems with the software 3) Seek support

Software paper

• [x] Summary: Has a clear description of the high-level functionality and purpose of the software for a diverse, non-specialist audience been provided?
• [x] A statement of need: Does the paper have a section titled 'Statement of need' that clearly states what problems the software is designed to solve, who the target audience is, and its relation to other work?
• [x] State of the field: Do the authors describe how this software compares to other commonly-used packages?
• [x] Quality of writing: Is the paper well written (i.e., it does not require editing for structure, language, or writing quality)?
• [x] References: Is the list of references complete, and is everything cited appropriately that should be cited (e.g., papers, datasets, software)? Do references in the text use the proper citation syntax?

[shagunsodhani]

Review checklist for @shagunsodhani

Conflict of interest

• [x] I confirm that I have read the JOSS conflict of interest (COI) policy and that: I have no COIs with reviewing this work or that any perceived COIs have been waived by JOSS for the purpose of this review.

Code of Conduct

• [x] I confirm that I read and will adhere to the JOSS code of conduct.

General checks

• [x] Repository: Is the source code for this software available at the https://github.com/freqtrade/freqtrade?
• [x] License: Does the repository contain a plain-text LICENSE file with the contents of an OSI approved software license?
• [x] Contribution and authorship: Has the submitting author (@robcaulk) made major contributions to the software? Does the full list of paper authors seem appropriate and complete?
• [x] Substantial scholarly effort: Does this submission meet the scope eligibility described in the JOSS guidelines
• [x] Data sharing: If the paper contains original data, data are accessible to the reviewers. If the paper contains no original data, please check this item.
• [x] Reproducibility: If the paper contains original results, results are entirely reproducible by reviewers. If the paper contains no original results, please check this item.
• [x] Human and animal research: If the paper contains original data research on humans subjects or animals, does it comply with JOSS's human participants research policy and/or animal research policy? If the paper contains no such data, please check this item.

Functionality

• [x] Installation: Does installation proceed as outlined in the documentation?
• [x] Functionality: Have the functional claims of the software been confirmed?
• [x] Performance: If there are any performance claims of the software, have they been confirmed? (If there are no claims, please check off this item.)

Documentation

• [x] A statement of need: Do the authors clearly state what problems the software is designed to solve and who the target audience is?
• [x] Installation instructions: Is there a clearly-stated list of dependencies? Ideally these should be handled with an automated package management solution.
• [x] Example usage: Do the authors include examples of how to use the software (ideally to solve real-world analysis problems).
• [x] Functionality documentation: Is the core functionality of the software documented to a satisfactory level (e.g., API method documentation)?
• [x] Automated tests: Are there automated tests or manual steps described so that the functionality of the software can be verified?
• [x] Community guidelines: Are there clear guidelines for third parties wishing to 1) Contribute to the software 2) Report issues or problems with the software 3) Seek support

Software paper

• [x] Summary: Has a clear description of the high-level functionality and purpose of the software for a diverse, non-specialist audience been provided?
• [x] A statement of need: Does the paper have a section titled 'Statement of need' that clearly states what problems the software is designed to solve, who the target audience is, and its relation to other work?
• [x] State of the field: Do the authors describe how this software compares to other commonly-used packages?
• [x] Quality of writing: Is the paper well written (i.e., it does not require editing for structure, language, or writing quality)?
• [x] References: Is the list of references complete, and is everything cited appropriately that should be cited (e.g., papers, datasets, software)? Do references in the text use the proper citation syntax?

[shagunsodhani]

Hey @Fei-Tao, I could use some advice from you. The submitted package, FreqAI is a part of a larger project, FreqTrade. It is a little tricky to ascertain the substantial scholarly effort. Overall, I am pretty confident that the work passes this criterion. Still, I wanted to double-check if there is anything else I should keep in mind when reviewing this criterion.

[Fei-Tao]

Hi @shagunsodhani, thank you for your reviews. JOSS allows the co-publication of science, methods, and software. As long as the FreqAI itself reflects the substantial scholarly effort, we can accept it.

[shagunsodhani]

@Fei-Tao - done with the review :) Let me know what is the next step here.

[ady00]

@Fei-Tao Same here, is there anything else left to do?

[Fei-Tao]

@shagunsodhani @ady00 Thank you for your time in reviewing this submission! You are all set. We will wait for the response from the last reviewer. After the author addresses the last reviewer's issues, we can proceed to handle the submission to the editor-in-chief.

[Fei-Tao]

Hi @Annielytix, would you please generate your checklist at your convenience? Thanks in advance.

[robcaulk]

@Fei-Tao, thanks for your work on this submission.

What is the protocol in this case, where the reviewer is not replying?

[Fei-Tao]

Hi @openjournals/joss-eics, this submission has three reviewers. We have received the response from two reviewers. Both give positive feedback. The last reviewer is not replying. Can we move forward to accept this submission? Thank you for your time.

[robcaulk]

Thanks for following up @Fei-Tao.

@kthyng, can you help us obtain a response from the EiCs?

[kyleniemeyer]

@Fei-Tao since we have shifted to the track system, please use @openjournals/dsais-eics to ping the AEIC(s) in your track

[Fei-Tao]

Hi @kyleniemeyer, thanks for the clarification. Hi @openjournals/dsais-eics, we got an issue to obtain the comments from the last reviewer. But we have received responses from two reviewers. Can we move forward to accept this submission? Thank you for your time.

[arfon]

@Fei-Tao as it looks like @Annielytix isn't going to be able to complete a timely review, I suggest removing them from the reviewer list. You can do that with @editorialbot remove @Annielytix as reviewer

[gkthiruvathukal]

@Fei-Tao Yes, please proceed to remove the reviewer as suggested by @arfon. Then you can make your recommendation as editor so I can proceed with the final checks.

[Fei-Tao]

@editorialbot remove @Annielytix as reviewer

[Fei-Tao]

@editorialbot generate pdf

[editorialbot]

:point_right::page_facing_up: Download article proof :page_facing_up: View article proof on GitHub :page_facing_up: :point_left:

[Fei-Tao]

@editorialbot check references

[editorialbot]

Reference check summary (note 'MISSING' DOIs are suggestions that need verification):

OK DOIs

- 10.1145/2939672.2939785 is OK
- 10.1038/s41592-019-0686-2 is OK
- 10.1038/s41586-020-2649-2 is OK

MISSING DOIs

- 10.25080/majora-92bf1922-00a may be a valid DOI for title: Data structures for statistical computing in python

INVALID DOIs

- None

[Fei-Tao]

Hi @robcaulk, please fix the DOI of the reference Data structures for statistical computing in python. Then, I can move forward to accept this submission.

[robcaulk]

Thanks @Fei-Tao, the DOI is fixed here