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fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward

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robcaulk
2022-08-25 11:46:18 +02:00
parent d1bee29b1e
commit 94cfc8e63f
6 changed files with 58 additions and 62 deletions
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14
config_examples/config_freqai-rl.example.json
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@@ -56,9 +56,9 @@
"freqai": {
"enabled": true,
"model_save_type": "stable_baselines",
"conv_width": 10,
"conv_width": 4,
"purge_old_models": true,
"train_period_days": 10,
"train_period_days": 5,
"backtest_period_days": 2,
"identifier": "unique-id",
"data_kitchen_thread_count": 2,
@@ -72,7 +72,7 @@
"30m"
],
"indicator_max_period_candles": 10,
"indicator_periods_candles": [5, 10]
"indicator_periods_candles": [5]
},
"data_split_parameters": {
"test_size": 0.5,
@@ -85,13 +85,13 @@
"verbose": 1
},
"rl_config": {
"train_cycles": 3,
"eval_cycles": 3,
"train_cycles": 6,
"thread_count": 4,
"max_trade_duration_candles": 100,
"max_trade_duration_candles": 300,
"model_type": "PPO",
"policy_type": "MlpPolicy",
"continual_retraining": true,
"continual_learning": false,
"max_training_drawdown_pct": 0.5,
"model_reward_parameters": {
"rr": 1,
"profit_aim": 0.02,