Fix add_state_info backtesting bug
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parent
2018da0767
commit
3af2251ce8
@ -62,8 +62,6 @@ class BaseEnvironment(gym.Env):
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self.rl_config = config['freqai']['rl_config']
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self.rl_config = config['freqai']['rl_config']
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self.add_state_info = self.rl_config.get('add_state_info', False)
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self.add_state_info = self.rl_config.get('add_state_info', False)
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self.id = id
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self.id = id
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self.seed(seed)
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self.reset_env(df, prices, window_size, reward_kwargs, starting_point)
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self.max_drawdown = 1 - self.rl_config.get('max_training_drawdown_pct', 0.8)
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self.max_drawdown = 1 - self.rl_config.get('max_training_drawdown_pct', 0.8)
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self.compound_trades = config['stake_amount'] == 'unlimited'
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self.compound_trades = config['stake_amount'] == 'unlimited'
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if self.config.get('fee', None) is not None:
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if self.config.get('fee', None) is not None:
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@ -78,6 +76,8 @@ class BaseEnvironment(gym.Env):
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if not self.live and self.add_state_info:
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if not self.live and self.add_state_info:
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self.add_state_info = False
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self.add_state_info = False
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logger.warning("add_state_info is not available in backtesting. Deactivating.")
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logger.warning("add_state_info is not available in backtesting. Deactivating.")
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self.seed(seed)
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self.reset_env(df, prices, window_size, reward_kwargs, starting_point)
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def reset_env(self, df: DataFrame, prices: DataFrame, window_size: int,
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def reset_env(self, df: DataFrame, prices: DataFrame, window_size: int,
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reward_kwargs: dict, starting_point=True):
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reward_kwargs: dict, starting_point=True):
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