Merge branch 'freqtrade:develop' into develop

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Stefano Ariestasia 2023-01-14 11:21:30 +09:00 committed by GitHub
commit 8b6d70c65d
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6 changed files with 18 additions and 9 deletions

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@ -11,7 +11,7 @@ Per default, the bot loads the configuration from the `config.json` file, locate
You can specify a different configuration file used by the bot with the `-c/--config` command-line option.
If you used the [Quick start](installation.md/#quick-start) method for installing
If you used the [Quick start](docker_quickstart.md#docker-quick-start) method for installing
the bot, the installation script should have already created the default configuration file (`config.json`) for you.
If the default configuration file is not created we recommend to use `freqtrade new-config --config config.json` to generate a basic configuration file.

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@ -58,11 +58,12 @@ where `ReinforcementLearner` will use the templated `ReinforcementLearner` from
Most of the function remains the same as for typical Regressors, however, the function above shows how the strategy must pass the raw price data to the agent so that it has access to raw OHLCV in the training environment:
```python
def feature_engineering_standard():
# The following features are necessary for RL models
informative[f"%-{pair}raw_close"] = informative["close"]
informative[f"%-{pair}raw_open"] = informative["open"]
informative[f"%-{pair}raw_high"] = informative["high"]
informative[f"%-{pair}raw_low"] = informative["low"]
informative[f"%-raw_close"] = informative["close"]
informative[f"%-raw_open"] = informative["open"]
informative[f"%-raw_high"] = informative["high"]
informative[f"%-raw_low"] = informative["low"]
```
Finally, there is no explicit "label" to make - instead it is necessary to assign the `&-action` column which will contain the agent's actions when accessed in `populate_entry/exit_trends()`. In the present example, the neutral action to 0. This value should align with the environment used. FreqAI provides two environments, both use 0 as the neutral action.

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@ -2,18 +2,19 @@
__version__ = '2023.1.dev'
if 'dev' in __version__:
from pathlib import Path
try:
import subprocess
freqtrade_basedir = Path(__file__).parent
__version__ = __version__ + '-' + subprocess.check_output(
['git', 'log', '--format="%h"', '-n 1'],
stderr=subprocess.DEVNULL).decode("utf-8").rstrip().strip('"')
stderr=subprocess.DEVNULL, cwd=freqtrade_basedir).decode("utf-8").rstrip().strip('"')
except Exception: # pragma: no cover
# git not available, ignore
try:
# Try Fallback to freqtrade_commit file (created by CI while building docker image)
from pathlib import Path
versionfile = Path('./freqtrade_commit')
if versionfile.is_file():
__version__ = f"docker-{__version__}-{versionfile.read_text()[:8]}"

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@ -269,6 +269,8 @@ def dataframe_to_json(dataframe: pd.DataFrame) -> str:
def default(z):
if isinstance(z, pd.Timestamp):
return z.timestamp() * 1e3
if z is pd.NaT:
return 'NaT'
raise TypeError
return str(orjson.dumps(dataframe.to_dict(orient='split'), default=default), 'utf-8')

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@ -77,8 +77,8 @@ EXCHANGES = {
'leverage_in_spot_market': True,
},
'huobi': {
'pair': 'BTC/USDT',
'stake_currency': 'USDT',
'pair': 'ETH/BTC',
'stake_currency': 'BTC',
'hasQuoteVolume': True,
'timeframe': '5m',
'futures': False,

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@ -5,6 +5,7 @@ from copy import deepcopy
from pathlib import Path
from unittest.mock import MagicMock
import pandas as pd
import pytest
from freqtrade.misc import (dataframe_to_json, decimals_per_coin, deep_merge_dicts, file_dump_json,
@ -231,3 +232,7 @@ def test_dataframe_json(ohlcv_history):
assert len(ohlcv_history) == len(dataframe)
assert_frame_equal(ohlcv_history, dataframe)
ohlcv_history.at[1, 'date'] = pd.NaT
json = dataframe_to_json(ohlcv_history)
dataframe = json_to_dataframe(json)