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Feat/freqai rl dev (#7)

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* access trades through get_trades_proxy method to allow backtesting
This commit is contained in:
mrzdev 2022-08-21 17:43:40 +02:00 committed by robcaulk
parent 3eb897c2f8
commit 8cd4daad0a
1 changed files with 2 additions and 3 deletions
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5
freqtrade/freqai/RL/BaseReinforcementLearningModel.py
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@ -123,7 +123,7 @@ class BaseReinforcementLearningModel(IFreqaiModel):
return return
def get_state_info(self, pair): def get_state_info(self, pair):
open_trades = Trade.get_trades(trade_filter=Trade.is_open.is_(True)) open_trades = Trade.get_trades_proxy(is_open=True)
market_side = 0.5 market_side = 0.5
current_profit = 0 current_profit = 0
for trade in open_trades: for trade in open_trades:
@ -137,8 +137,7 @@ class BaseReinforcementLearningModel(IFreqaiModel):
current_profit = current_value / openrate - 1 current_profit = current_value / openrate - 1
total_profit = 0 total_profit = 0
closed_trades = Trade.get_trades( closed_trades = Trade.get_trades_proxy(pair = pair, is_open=False)
trade_filter=[Trade.is_open.is_(False), Trade.pair == pair])
for trade in closed_trades: for trade in closed_trades:
total_profit += trade.close_profit total_profit += trade.close_profit