diff --git a/tests/strategy/strats/freqai_rl_test_strat.py b/tests/strategy/strats/freqai_rl_test_strat.py index 7b36dc6be..8d507a6da 100644 --- a/tests/strategy/strats/freqai_rl_test_strat.py +++ b/tests/strategy/strats/freqai_rl_test_strat.py @@ -38,25 +38,10 @@ class freqai_rl_test_strat(IStrategy): startup_candle_count: int = 30 can_short = False - def informative_pairs(self): - whitelist_pairs = self.dp.current_whitelist() - corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"] - informative_pairs = [] - for tf in self.config["freqai"]["feature_parameters"]["include_timeframes"]: - for pair in whitelist_pairs: - informative_pairs.append((pair, tf)) - for pair in corr_pairs: - if pair in whitelist_pairs: - continue # avoid duplication - informative_pairs.append((pair, tf)) - return informative_pairs - def populate_any_indicators( self, pair, df, tf, informative=None, set_generalized_indicators=False ): - coin = pair.split('/')[0] - if informative is None: informative = self.dp.get_pair_dataframe(pair, tf) @@ -64,16 +49,16 @@ class freqai_rl_test_strat(IStrategy): for t in self.freqai_info["feature_parameters"]["indicator_periods_candles"]: t = int(t) - informative[f"%-{coin}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t) - informative[f"%-{coin}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t) - informative[f"%-{coin}adx-period_{t}"] = ta.ADX(informative, window=t) + informative[f"%-{pair}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t) + informative[f"%-{pair}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t) + informative[f"%-{pair}adx-period_{t}"] = ta.ADX(informative, window=t) # FIXME: add these outside the user strategy? # The following columns are necessary for RL models. - informative[f"%-{coin}raw_close"] = informative["close"] - informative[f"%-{coin}raw_open"] = informative["open"] - informative[f"%-{coin}raw_high"] = informative["high"] - informative[f"%-{coin}raw_low"] = informative["low"] + informative[f"%-{pair}raw_close"] = informative["close"] + informative[f"%-{pair}raw_open"] = informative["open"] + informative[f"%-{pair}raw_high"] = informative["high"] + informative[f"%-{pair}raw_low"] = informative["low"] indicators = [col for col in informative if col.startswith("%")] # This loop duplicates and shifts all indicators to add a sense of recency to data