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fix rl test;

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This commit is contained in:
robcaulk 2022-11-12 19:01:40 +01:00
parent e71a8b8ac1
commit 259f87bd40
1 changed files with 7 additions and 22 deletions
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29
tests/strategy/strats/freqai_rl_test_strat.py
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@ -38,25 +38,10 @@ class freqai_rl_test_strat(IStrategy):
startup_candle_count: int = 30 startup_candle_count: int = 30
can_short = False 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( def populate_any_indicators(
self, pair, df, tf, informative=None, set_generalized_indicators=False self, pair, df, tf, informative=None, set_generalized_indicators=False
): ):
coin = pair.split('/')[0]
if informative is None: if informative is None:
informative = self.dp.get_pair_dataframe(pair, tf) 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"]: for t in self.freqai_info["feature_parameters"]["indicator_periods_candles"]:
t = int(t) t = int(t)
informative[f"%-{coin}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t) informative[f"%-{pair}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t)
informative[f"%-{coin}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t) informative[f"%-{pair}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t)
informative[f"%-{coin}adx-period_{t}"] = ta.ADX(informative, window=t) informative[f"%-{pair}adx-period_{t}"] = ta.ADX(informative, window=t)
# FIXME: add these outside the user strategy? # FIXME: add these outside the user strategy?
# The following columns are necessary for RL models. # The following columns are necessary for RL models.
informative[f"%-{coin}raw_close"] = informative["close"] informative[f"%-{pair}raw_close"] = informative["close"]
informative[f"%-{coin}raw_open"] = informative["open"] informative[f"%-{pair}raw_open"] = informative["open"]
informative[f"%-{coin}raw_high"] = informative["high"] informative[f"%-{pair}raw_high"] = informative["high"]
informative[f"%-{coin}raw_low"] = informative["low"] informative[f"%-{pair}raw_low"] = informative["low"]
indicators = [col for col in informative if col.startswith("%")] indicators = [col for col in informative if col.startswith("%")]
# This loop duplicates and shifts all indicators to add a sense of recency to data # This loop duplicates and shifts all indicators to add a sense of recency to data