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Conception problem with the unrealized profit

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I think here is a conception problem with the total profit, if we *= it with the last PnL it means we assume that the last profit effects on this one. In real life it depends on the user eg stake amount can be unlimited.
However the agent will learn better and more if we just add it with +=.
This commit is contained in:
richardjozsa 2022-08-27 00:49:48 +02:00
parent 8c313b431d
commit 5ccd80eda6
2 changed files with 4 additions and 2 deletions
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3
freqtrade/freqai/RL/Base4ActionRLEnv.py
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@ -292,7 +292,8 @@ class Base4ActionRLEnv(gym.Env):
pnl = self.get_unrealized_profit()
if self._position in (Positions.Long, Positions.Short):
self._total_profit *= (1 + pnl)
#self._total_profit *= (1 + pnl)
self._total_profit += pnl
self._profits.append((self._current_tick, self._total_profit))
self.close_trade_profit.append(pnl)

3
freqtrade/freqai/RL/Base5ActionRLEnv.py
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@ -295,7 +295,8 @@ class Base5ActionRLEnv(gym.Env):
pnl = self.get_unrealized_profit()
if self._position in (Positions.Long, Positions.Short):
self._total_profit *= (1 + pnl)
#self._total_profit *= (1 + pnl)
self._total_profit += pnl
self._profits.append((self._current_tick, self._total_profit))
self.close_trade_profit.append(pnl)