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add live rate, add trade duration

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This commit is contained in:
robcaulk
2022-08-23 09:44:44 +02:00
parent f9a49744e6
commit 280a1dc3f8
2 changed files with 24 additions and 11 deletions
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13
freqtrade/freqai/RL/Base5ActionRLEnv.py
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@@ -62,7 +62,7 @@ class Base5ActionRLEnv(gym.Env):
self.fee = 0.0015
# # spaces
self.shape = (window_size, self.signal_features.shape[1] + 2)
self.shape = (window_size, self.signal_features.shape[1] + 3)
self.action_space = spaces.Discrete(len(Actions))
self.observation_space = spaces.Box(
low=-np.inf, high=np.inf, shape=self.shape, dtype=np.float32)
@@ -184,15 +184,22 @@ class Base5ActionRLEnv(gym.Env):
def _get_observation(self):
features_window = self.signal_features[(
self._current_tick - self.window_size):self._current_tick]
features_and_state = DataFrame(np.zeros((len(features_window), 2)),
columns=['current_profit_pct', 'position'],
features_and_state = DataFrame(np.zeros((len(features_window), 3)),
columns=['current_profit_pct', 'position', 'trade_duration'],
index=features_window.index)
features_and_state['current_profit_pct'] = self.get_unrealized_profit()
features_and_state['position'] = self._position.value
features_and_state['trade_duration'] = self.get_trade_duration()
features_and_state = pd.concat([features_window, features_and_state], axis=1)
return features_and_state
def get_trade_duration(self):
if self._last_trade_tick is None:
return 0
else:
return self._current_tick - self._last_trade_tick
def get_unrealized_profit(self):
if self._last_trade_tick is None: