Update reinforcement learning docs to use correct naming

This commit is contained in:
Matthias 2023-01-26 07:04:02 +01:00
parent bd913bc24d
commit 2333dbae40

View File

@ -52,18 +52,18 @@ where `ReinforcementLearner` will use the templated `ReinforcementLearner` from
"""
# For RL, there are no direct targets to set. This is filler (neutral)
# until the agent sends an action.
df["&-action"] = 0
dataframe["&-action"] = 0
```
Most of the function remains the same as for typical Regressors, however, the function above shows how the strategy must pass the raw price data to the agent so that it has access to raw OHLCV in the training environment:
```python
def feature_engineering_standard():
def feature_engineering_standard(self, dataframe, **kwargs):
# The following features are necessary for RL models
informative[f"%-raw_close"] = informative["close"]
informative[f"%-raw_open"] = informative["open"]
informative[f"%-raw_high"] = informative["high"]
informative[f"%-raw_low"] = informative["low"]
dataframe[f"%-raw_close"] = dataframe["close"]
dataframe[f"%-raw_open"] = dataframe["open"]
dataframe[f"%-raw_high"] = dataframe["high"]
dataframe[f"%-raw_low"] = dataframe["low"]
```
Finally, there is no explicit "label" to make - instead it is necessary to assign the `&-action` column which will contain the agent's actions when accessed in `populate_entry/exit_trends()`. In the present example, the neutral action to 0. This value should align with the environment used. FreqAI provides two environments, both use 0 as the neutral action.