clean RL tests to avoid dir pollution and increase speed

This commit is contained in:
robcaulk
2022-10-08 12:10:38 +02:00
parent 3e258e000e
commit 8d7adfabe9
6 changed files with 43 additions and 53 deletions

View File

@@ -58,6 +58,30 @@ def freqai_conf(default_conf, tmpdir):
return freqaiconf
def make_rl_config(conf):
conf.update({"strategy": "freqai_rl_test_strat"})
conf["freqai"].update({"model_training_parameters": {
"learning_rate": 0.00025,
"gamma": 0.9,
"verbose": 1
}})
conf["freqai"]["rl_config"] = {
"train_cycles": 1,
"thread_count": 2,
"max_trade_duration_candles": 300,
"model_type": "PPO",
"policy_type": "MlpPolicy",
"max_training_drawdown_pct": 0.5,
"net_arch": [32, 32],
"model_reward_parameters": {
"rr": 1,
"profit_aim": 0.02,
"win_reward_factor": 2
}}
return conf
def get_patched_data_kitchen(mocker, freqaiconf):
dk = FreqaiDataKitchen(freqaiconf)
return dk