clean RL tests to avoid dir pollution and increase speed
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@@ -63,6 +63,7 @@ class BaseReinforcementLearningModel(IFreqaiModel):
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self.MODELCLASS = getattr(mod, self.model_type)
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self.policy_type = self.freqai_info['rl_config']['policy_type']
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self.unset_outlier_removal()
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self.net_arch = self.rl_config.get('net_arch', [128, 128])
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def unset_outlier_removal(self):
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"""
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@@ -287,6 +288,17 @@ class BaseReinforcementLearningModel(IFreqaiModel):
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return model
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def _on_stop(self):
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"""
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Hook called on bot shutdown. Close SubprocVecEnv subprocesses for clean shutdown.
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"""
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if self.train_env:
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self.train_env.close()
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if self.eval_env:
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self.eval_env.close()
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# Nested class which can be overridden by user to customize further
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class MyRLEnv(Base5ActionRLEnv):
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"""
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@@ -31,7 +31,7 @@ class ReinforcementLearner(BaseReinforcementLearningModel):
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total_timesteps = self.freqai_info["rl_config"]["train_cycles"] * len(train_df)
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policy_kwargs = dict(activation_fn=th.nn.ReLU,
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net_arch=[128, 128])
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net_arch=self.net_arch)
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if dk.pair not in self.dd.model_dictionary or not self.continual_learning:
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model = self.MODELCLASS(self.policy_type, self.train_env, policy_kwargs=policy_kwargs,
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@@ -28,7 +28,7 @@ class ReinforcementLearner_multiproc(BaseReinforcementLearningModel):
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# model arch
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policy_kwargs = dict(activation_fn=th.nn.ReLU,
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net_arch=[128, 128])
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net_arch=self.net_arch)
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if dk.pair not in self.dd.model_dictionary or not self.continual_learning:
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model = self.MODELCLASS(self.policy_type, self.train_env, policy_kwargs=policy_kwargs,
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@@ -87,14 +87,3 @@ class ReinforcementLearner_multiproc(BaseReinforcementLearningModel):
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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=str(dk.data_path))
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def _on_stop(self):
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"""
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Hook called on bot shutdown. Close SubprocVecEnv subprocesses for clean shutdown.
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"""
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if self.train_env:
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self.train_env.close()
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if self.eval_env:
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self.eval_env.close()
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