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fix save/reload functionality for stablebaselines

This commit is contained in:
robcaulk 2022-08-16 12:18:06 +02:00
parent 0475b7cb18
commit 16cec7dfbd
2 changed files with 3 additions and 113 deletions
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110
config_examples/config_reinforcementlearning_example.json
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@ -1,110 +0,0 @@
{
"trading_mode": "futures",
"new_pairs_days": 30,
"margin_mode": "isolated",
"max_open_trades": 8,
"stake_currency": "USDT",
"stake_amount": 1000,
"tradable_balance_ratio": 1,
"fiat_display_currency": "USD",
"dry_run": true,
"timeframe": "5m",
"dataformat_ohlcv": "json",
"dry_run_wallet": 12000,
"cancel_open_orders_on_exit": true,
"unfilledtimeout": {
"entry": 10,
"exit": 30
},
"exchange": {
"name": "binance",
"key": "",
"secret": "",
"ccxt_config": {
"enableRateLimit": true
},
"ccxt_async_config": {
"enableRateLimit": true,
"rateLimit": 200
},
"pair_whitelist": [
"1INCH/USDT",
"AAVE/USDT"
],
"pair_blacklist": []
},
"entry_pricing": {
"price_side": "same",
"purge_old_models": true,
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0,
"check_depth_of_market": {
"enabled": false,
"bids_to_ask_delta": 1
}
},
"exit_pricing": {
"price_side": "other",
"use_order_book": true,
"order_book_top": 1
},
"pairlists": [
{
"method": "StaticPairList"
}
],
"freqai": {
"model_save_type": "stable_baselines",
"conv_width": 10,
"follow_mode": false,
"purge_old_models": true,
"expiration_hours": 1,
"train_period_days": 10,
"backtest_period_days": 2,
"identifier": "test_rl10",
"feature_parameters": {
"include_corr_pairlist": [
"BTC/USDT",
"ETH/USDT"
],
"include_timeframes": [
"15m",
"30m"
],
"label_period_candles": 80,
"include_shifted_candles": 0,
"DI_threshold": 0,
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": false,
"svm_params": {"shuffle": true, "nu": 0.1},
"stratify_training_data": 0,
"indicator_max_period_candles": 10,
"indicator_periods_candles": [5]
},
"data_split_parameters": {
"test_size": 0.5,
"random_state": 1,
"shuffle": false
},
"model_training_parameters": {
"n_steps": 2048,
"ent_coef": 0.005,
"learning_rate": 0.000025,
"batch_size": 256,
"eval_cycles" : 5,
"train_cycles" : 15
},
"model_reward_parameters": {
"rr": 1,
"profit_aim": 0.01
}
},
"bot_name": "RL_test",
"force_entry_enable": true,
"initial_state": "running",
"internals": {
"process_throttle_secs": 5
}
}

6
freqtrade/freqai/data_drawer.py
View File

@ -395,7 +395,7 @@ class FreqaiDataDrawer:
dump(model, save_path / f"{dk.model_filename}_model.joblib")
elif model_type == 'keras':
model.save(save_path / f"{dk.model_filename}_model.h5")
elif model_type == 'stable_baselines':
elif 'stable_baselines' in model_type:
model.save(save_path / f"{dk.model_filename}_model.zip")
if dk.svm_model is not None:
@ -473,10 +473,10 @@ class FreqaiDataDrawer:
model = keras.models.load_model(dk.data_path / f"{dk.model_filename}_model.h5")
elif model_type == 'stable_baselines_ppo':
from stable_baselines3.ppo.ppo import PPO
model = PPO.load(dk.data_path / f"{dk.model_filename}_model.zip")
model = PPO.load(dk.data_path / f"{dk.model_filename}_model")
elif model_type == 'stable_baselines_dqn':
from stable_baselines3 import DQN
model = DQN.load(dk.data_path / f"{dk.model_filename}_model.zip")
model = DQN.load(dk.data_path / f"{dk.model_filename}_model")
if Path(dk.data_path / f"{dk.model_filename}_svm_model.joblib").is_file():
dk.svm_model = load(dk.data_path / f"{dk.model_filename}_svm_model.joblib")