adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

ensure normalization acceleration methods are employed in RL

Browse Source
This commit is contained in:
robcaulk
2022-11-12 12:01:59 +01:00
parent 6746868ea7
commit 9c6b97c678
2 changed files with 24 additions and 18 deletions
Download Patch File Download Diff File Expand all files Collapse all files

18
freqtrade/freqai/RL/BaseReinforcementLearningModel.py
View File

@@ -253,18 +253,26 @@ class BaseReinforcementLearningModel(IFreqaiModel):
Builds the train prices and test prices for the environment.
"""
coin = pair.split('/')[0]
pair = pair.replace(':', '')
train_df = data_dictionary["train_features"]
test_df = data_dictionary["test_features"]
# price data for model training and evaluation
tf = self.config['timeframe']
ohlc_list = [f'%-{coin}raw_open_{tf}', f'%-{coin}raw_low_{tf}',
f'%-{coin}raw_high_{tf}', f'%-{coin}raw_close_{tf}']
rename_dict = {f'%-{coin}raw_open_{tf}': 'open', f'%-{coin}raw_low_{tf}': 'low',
f'%-{coin}raw_high_{tf}': ' high', f'%-{coin}raw_close_{tf}': 'close'}
ohlc_list = [f'%-{pair}raw_open_{tf}', f'%-{pair}raw_low_{tf}',
f'%-{pair}raw_high_{tf}', f'%-{pair}raw_close_{tf}']
rename_dict = {f'%-{pair}raw_open_{tf}': 'open', f'%-{pair}raw_low_{tf}': 'low',
f'%-{pair}raw_high_{tf}': ' high', f'%-{pair}raw_close_{tf}': 'close'}
prices_train = train_df.filter(ohlc_list, axis=1)
if prices_train.empty:
raise OperationalException('Reinforcement learning module didnt find the raw prices '
'assigned in populate_any_indicators. Please assign them '
'with:\n'
'informative[f"%-{pair}raw_close"] = informative["close"]\n'
'informative[f"%-{pair}raw_open"] = informative["open"]\n'
'informative[f"%-{pair}raw_high"] = informative["high"]\n'
'informative[f"%-{pair}raw_low"] = informative["low"]\n')
prices_train.rename(columns=rename_dict, inplace=True)
prices_train.reset_index(drop=True)