Merge branch 'freqtrade:develop' into strategy_utils

This commit is contained in:
hippocritical
2023-03-17 08:48:52 +01:00
committed by GitHub
25 changed files with 2984 additions and 1206 deletions

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@@ -248,13 +248,13 @@ FreqAI also provides a built in episodic summary logger called `self.tensorboard
"""
def calculate_reward(self, action: int) -> float:
if not self._is_valid(action):
self.tensorboard_log("is_valid")
self.tensorboard_log("invalid")
return -2
```
!!! Note
The `self.tensorboard_log()` function is designed for tracking incremented objects only i.e. events, actions inside the training environment. If the event of interest is a float, the float can be passed as the second argument e.g. `self.tensorboard_log("float_metric1", 0.23)` would add 0.23 to `float_metric`. In this case you can also disable incrementing using `inc=False` parameter.
The `self.tensorboard_log()` function is designed for tracking incremented objects only i.e. events, actions inside the training environment. If the event of interest is a float, the float can be passed as the second argument e.g. `self.tensorboard_log("float_metric1", 0.23)`. In this case the metric values are not incremented.
### Choosing a base environment

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@@ -1,6 +1,6 @@
markdown==3.3.7
mkdocs==1.4.2
mkdocs-material==9.1.1
mkdocs-material==9.1.2
mdx_truly_sane_lists==1.3
pymdown-extensions==9.10
jinja2==3.1.2

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@@ -1040,11 +1040,10 @@ from datetime import timedelta, datetime, timezone
# Within populate indicators (or populate_buy):
if self.config['runmode'].value in ('live', 'dry_run'):
# fetch closed trades for the last 2 days
trades = Trade.get_trades([Trade.pair == metadata['pair'],
Trade.open_date > datetime.utcnow() - timedelta(days=2),
Trade.is_open.is_(False),
]).all()
# fetch closed trades for the last 2 days
trades = Trade.get_trades_proxy(
pair=metadata['pair'], is_open=False,
open_date=datetime.now(timezone.utc) - timedelta(days=2))
# Analyze the conditions you'd like to lock the pair .... will probably be different for every strategy
sumprofit = sum(trade.close_profit for trade in trades)
if sumprofit < 0: