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reinforce training with state info, reinforce prediction with state info, restructure config to accommodate all parameters from any user imported model type. Set 5Act to default env on TDQN. Clean example config.

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This commit is contained in:
robcaulk
2022-08-18 13:02:47 +02:00
parent 7962a1439b
commit 5d4e5e69fe
8 changed files with 114 additions and 192 deletions
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39
config_examples/config_freqai-rl.example.json
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@@ -8,7 +8,7 @@
"tradable_balance_ratio": 1,
"fiat_display_currency": "USD",
"dry_run": true,
"timeframe": "3m",
"timeframe": "5m",
"dataformat_ohlcv": "json",
"dry_run_wallet": 12000,
"cancel_open_orders_on_exit": true,
@@ -35,7 +35,6 @@
},
"entry_pricing": {
"price_side": "same",
"purge_old_models": true,
"use_order_book": true,
"order_book_top": 1,
"price_last_balance": 0.0,
@@ -56,10 +55,8 @@
],
"freqai": {
"enabled": true,
"startup_candles": 1000,
"model_save_type": "stable_baselines_ppo",
"model_save_type": "stable_baselines_dqn",
"conv_width": 10,
"follow_mode": false,
"purge_old_models": true,
"train_period_days": 10,
"backtest_period_days": 2,
@@ -71,13 +68,9 @@
"ETH/USDT"
],
"include_timeframes": [
"3m",
"15m"
"5m",
"30m"
],
"include_shifted_candles": 0,
"weight_factor": 0.9,
"principal_component_analysis": false,
"use_SVM_to_remove_outliers": false,
"indicator_max_period_candles": 10,
"indicator_periods_candles": [5, 10]
},
@@ -86,16 +79,22 @@
"random_state": 1,
"shuffle": false
},
"model_training_parameters": {
"ent_coef": 0.005,
"learning_rate": 0.000025,
"batch_size": 256,
"eval_cycles" : 5,
"train_cycles" : 15
"model_training_parameters": {
"learning_rate": 0.00025,
"gamma": 0.9,
"target_update_interval": 5000,
"buffer_size": 50000,
"exploration_initial_eps":1,
"exploration_final_eps": 0.1,
"verbose": 1
},
"model_reward_parameters": {
"rr": 1,
"profit_aim": 0.01
"rl_config": {
"train_cycles": 15,
"eval_cycles": 5,
"model_reward_parameters": {
"rr": 1,
"profit_aim": 0.02
}
}
},
"bot_name": "RL_test",