Merge pull request #8423 from freqtrade/add-profit-trade-history
make trade_type value more explicit, add profit to trade_history dict
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a630799984
@ -66,7 +66,7 @@ class Base3ActionRLEnv(BaseEnvironment):
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elif action == Actions.Sell.value and not self.can_short:
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self._update_total_profit()
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self._position = Positions.Neutral
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trade_type = "neutral"
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trade_type = "exit"
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self._last_trade_tick = None
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else:
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print("case not defined")
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@ -74,7 +74,7 @@ class Base3ActionRLEnv(BaseEnvironment):
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if trade_type is not None:
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self.trade_history.append(
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{'price': self.current_price(), 'index': self._current_tick,
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'type': trade_type})
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'type': trade_type, 'profit': self.get_unrealized_profit()})
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if (self._total_profit < self.max_drawdown or
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self._total_unrealized_profit < self.max_drawdown):
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@ -52,16 +52,6 @@ class Base4ActionRLEnv(BaseEnvironment):
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trade_type = None
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if self.is_tradesignal(action):
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"""
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Action: Neutral, position: Long -> Close Long
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Action: Neutral, position: Short -> Close Short
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Action: Long, position: Neutral -> Open Long
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Action: Long, position: Short -> Close Short and Open Long
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Action: Short, position: Neutral -> Open Short
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Action: Short, position: Long -> Close Long and Open Short
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"""
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if action == Actions.Neutral.value:
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self._position = Positions.Neutral
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@ -69,16 +59,16 @@ class Base4ActionRLEnv(BaseEnvironment):
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self._last_trade_tick = None
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elif action == Actions.Long_enter.value:
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self._position = Positions.Long
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trade_type = "long"
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trade_type = "enter_long"
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self._last_trade_tick = self._current_tick
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elif action == Actions.Short_enter.value:
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self._position = Positions.Short
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trade_type = "short"
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trade_type = "enter_short"
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self._last_trade_tick = self._current_tick
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elif action == Actions.Exit.value:
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self._update_total_profit()
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self._position = Positions.Neutral
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trade_type = "neutral"
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trade_type = "exit"
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self._last_trade_tick = None
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else:
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print("case not defined")
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@ -86,7 +76,7 @@ class Base4ActionRLEnv(BaseEnvironment):
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if trade_type is not None:
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self.trade_history.append(
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{'price': self.current_price(), 'index': self._current_tick,
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'type': trade_type})
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'type': trade_type, 'profit': self.get_unrealized_profit()})
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if (self._total_profit < self.max_drawdown or
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self._total_unrealized_profit < self.max_drawdown):
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@ -53,16 +53,6 @@ class Base5ActionRLEnv(BaseEnvironment):
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trade_type = None
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if self.is_tradesignal(action):
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"""
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Action: Neutral, position: Long -> Close Long
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Action: Neutral, position: Short -> Close Short
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Action: Long, position: Neutral -> Open Long
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Action: Long, position: Short -> Close Short and Open Long
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Action: Short, position: Neutral -> Open Short
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Action: Short, position: Long -> Close Long and Open Short
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"""
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if action == Actions.Neutral.value:
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self._position = Positions.Neutral
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@ -70,21 +60,21 @@ class Base5ActionRLEnv(BaseEnvironment):
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self._last_trade_tick = None
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elif action == Actions.Long_enter.value:
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self._position = Positions.Long
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trade_type = "long"
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trade_type = "enter_long"
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self._last_trade_tick = self._current_tick
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elif action == Actions.Short_enter.value:
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self._position = Positions.Short
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trade_type = "short"
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trade_type = "enter_short"
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self._last_trade_tick = self._current_tick
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elif action == Actions.Long_exit.value:
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self._update_total_profit()
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self._position = Positions.Neutral
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trade_type = "neutral"
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trade_type = "exit_long"
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self._last_trade_tick = None
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elif action == Actions.Short_exit.value:
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self._update_total_profit()
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self._position = Positions.Neutral
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trade_type = "neutral"
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trade_type = "exit_short"
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self._last_trade_tick = None
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else:
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print("case not defined")
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@ -92,7 +82,7 @@ class Base5ActionRLEnv(BaseEnvironment):
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if trade_type is not None:
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self.trade_history.append(
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{'price': self.current_price(), 'index': self._current_tick,
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'type': trade_type})
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'type': trade_type, 'profit': self.get_unrealized_profit()})
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if (self._total_profit < self.max_drawdown or
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self._total_unrealized_profit < self.max_drawdown):
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