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Merge 7cbc0ce80a into 0afd5a7385

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Richard Jozsa 2023-04-12 09:19:24 -07:00 committed by GitHub
commit 5769041c21
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7 changed files with 38 additions and 25 deletions
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7
freqtrade/freqai/RL/Base3ActionRLEnv.py
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@ -1,7 +1,7 @@
import logging
from enum import Enum
from gym import spaces
from gymnasium import spaces
from freqtrade.freqai.RL.BaseEnvironment import BaseEnvironment, Positions
@ -94,9 +94,12 @@ class Base3ActionRLEnv(BaseEnvironment):
observation = self._get_observation()
#user can play with time if they want
truncated = False
self._update_history(info)
return observation, step_reward, self._done, info
return observation, step_reward, self._done,truncated, info
def is_tradesignal(self, action: int) -> bool:
"""

7
freqtrade/freqai/RL/Base4ActionRLEnv.py
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@ -1,7 +1,7 @@
import logging
from enum import Enum
from gym import spaces
from gymnasium import spaces
from freqtrade.freqai.RL.BaseEnvironment import BaseEnvironment, Positions
@ -96,9 +96,12 @@ class Base4ActionRLEnv(BaseEnvironment):
observation = self._get_observation()
#user can play with time if they want
truncated = False
self._update_history(info)
return observation, step_reward, self._done, info
return observation, step_reward, self._done,truncated, info
def is_tradesignal(self, action: int) -> bool:
"""

6
freqtrade/freqai/RL/Base5ActionRLEnv.py
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@ -1,7 +1,7 @@
import logging
from enum import Enum
from gym import spaces
from gymnasium import spaces
from freqtrade.freqai.RL.BaseEnvironment import BaseEnvironment, Positions
@ -101,10 +101,12 @@ class Base5ActionRLEnv(BaseEnvironment):
)
observation = self._get_observation()
#user can play with time if they want
truncated = False
self._update_history(info)
return observation, step_reward, self._done, info
return observation, step_reward, self._done,truncated, info
def is_tradesignal(self, action: int) -> bool:
"""

8
freqtrade/freqai/RL/BaseEnvironment.py
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@ -4,11 +4,11 @@ from abc import abstractmethod
from enum import Enum
from typing import Optional, Type, Union
import gym
import gymnasium as gym
import numpy as np
import pandas as pd
from gym import spaces
from gym.utils import seeding
from gymnasium import spaces
from gymnasium.utils import seeding
from pandas import DataFrame
@ -203,7 +203,7 @@ class BaseEnvironment(gym.Env):
self.close_trade_profit = []
self._total_unrealized_profit = 1
return self._get_observation()
return self._get_observation(), self.history
@abstractmethod
def step(self, action: int):

6
freqtrade/freqai/RL/BaseReinforcementLearningModel.py
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@ -6,7 +6,7 @@ from datetime import datetime, timezone
from pathlib import Path
from typing import Any, Callable, Dict, Optional, Tuple, Type, Union
import gym
import gymnasium as gym
import numpy as np
import numpy.typing as npt
import pandas as pd
@ -433,7 +433,6 @@ class BaseReinforcementLearningModel(IFreqaiModel):
def make_env(MyRLEnv: Type[gym.Env], env_id: str, rank: int,
seed: int, train_df: DataFrame, price: DataFrame,
monitor: bool = False,
env_info: Dict[str, Any] = {}) -> Callable:
"""
Utility function for multiprocessed env.
@ -450,8 +449,7 @@ def make_env(MyRLEnv: Type[gym.Env], env_id: str, rank: int,
env = MyRLEnv(df=train_df, prices=price, id=env_id, seed=seed + rank,
**env_info)
if monitor:
env = Monitor(env)
return env
set_random_seed(seed)
return _init

21
freqtrade/freqai/prediction_models/ReinforcementLearner_multiproc.py
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@ -4,7 +4,7 @@ from typing import Any, Dict
from pandas import DataFrame
from stable_baselines3.common.callbacks import EvalCallback
from stable_baselines3.common.vec_env import SubprocVecEnv
from stable_baselines3.common.vec_env import VecMonitor
from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
from freqtrade.freqai.prediction_models.ReinforcementLearner import ReinforcementLearner
from freqtrade.freqai.RL.BaseReinforcementLearningModel import make_env
@ -41,22 +41,27 @@ class ReinforcementLearner_multiproc(ReinforcementLearner):
env_info = self.pack_env_dict(dk.pair)
eval_freq = len(train_df) // self.max_threads
env_id = "train_env"
self.train_env = SubprocVecEnv([make_env(self.MyRLEnv, env_id, i, 1,
self.train_env = VecMonitor(SubprocVecEnv([make_env(self.MyRLEnv, env_id, i, 1,
train_df, prices_train,
monitor=True,
env_info=env_info) for i
in range(self.max_threads)])
in range(self.max_threads)]))
eval_env_id = 'eval_env'
self.eval_env = SubprocVecEnv([make_env(self.MyRLEnv, eval_env_id, i, 1,
self.eval_env = VecMonitor(SubprocVecEnv([make_env(self.MyRLEnv, eval_env_id, i, 1,
test_df, prices_test,
monitor=True,
env_info=env_info) for i
in range(self.max_threads)])
in range(self.max_threads)]))
self.eval_callback = EvalCallback(self.eval_env, deterministic=True,
render=False, eval_freq=len(train_df),
render=False, eval_freq=eval_freq,
best_model_save_path=str(dk.data_path))
# TENSORBOARD CALLBACK DOES NOT RECOMMENDED TO USE WITH MULTIPLE ENVS, IT WILL RETURN FALSE INFORMATIONS, NEVERTHLESS NOT THREAD SAFE WITH SB3!!!
actions = self.train_env.env_method("get_actions")[0]
self.tensorboard_callback = TensorboardCallback(verbose=1, actions=actions)

8
requirements-freqai-rl.txt
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@ -3,8 +3,10 @@
# Required for freqai-rl
torch==1.13.1; python_version < '3.11'
stable-baselines3==1.7.0; python_version < '3.11'
sb3-contrib==1.7.0; python_version < '3.11'
#until these branches will be released we can use this
git+https://github.com/Farama-Foundation/Gymnasium@main
git+https://github.com/DLR-RM/stable-baselines3@feat/gymnasium-support
git+https://github.com/Stable-Baselines-Team/stable-baselines3-contrib@feat/gymnasium-support
# Gym is forced to this version by stable-baselines3.
setuptools==65.5.1 # Should be removed when gym is fixed.
gym==0.21; python_version < '3.11'