improve typing, improve docstrings, ensure global tests pass
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@@ -6,7 +6,7 @@ from typing import Any, Dict # , Tuple
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import torch as th
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from stable_baselines3.common.callbacks import EvalCallback
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from stable_baselines3.common.vec_env import SubprocVecEnv
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from pandas import DataFrame
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from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
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from freqtrade.freqai.RL.BaseReinforcementLearningModel import (BaseReinforcementLearningModel,
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make_env)
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@@ -55,11 +55,18 @@ class ReinforcementLearner_multiproc(BaseReinforcementLearningModel):
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return model
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def set_train_and_eval_environments(self, data_dictionary, prices_train, prices_test, dk):
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def set_train_and_eval_environments(self, data_dictionary: Dict[str, Any],
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prices_train: DataFrame, prices_test: DataFrame,
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dk: FreqaiDataKitchen):
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"""
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If user has particular environment configuration needs, they can do that by
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overriding this function. In the present case, the user wants to setup training
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environments for multiple workers.
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User can override this if they are using a custom MyRLEnv
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:params:
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data_dictionary: dict = common data dictionary containing train and test
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features/labels/weights.
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prices_train/test: DataFrame = dataframe comprised of the prices to be used in
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the environment during training
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or testing
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dk: FreqaiDataKitchen = the datakitchen for the current pair
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"""
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train_df = data_dictionary["train_features"]
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test_df = data_dictionary["test_features"]
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@@ -79,4 +86,4 @@ class ReinforcementLearner_multiproc(BaseReinforcementLearningModel):
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in range(num_cpu)])
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self.eval_callback = EvalCallback(self.eval_env, deterministic=True,
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render=False, eval_freq=len(train_df),
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best_model_save_path=dk.data_path)
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best_model_save_path=str(dk.data_path))
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