Add 3ac test

tests/freqai/test_freqai_interface.py

@@ -34,6 +34,7 @@ def is_mac() -> bool:
     ('CatboostRegressor', False, False, False),
     ('ReinforcementLearner', False, True, False),
     ('ReinforcementLearner_multiproc', False, False, False),
+    ('ReinforcementLearner_test_3ac', False, False, False),
     ('ReinforcementLearner_test_4ac', False, False, False)
     ])
 def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca, dbscan, float32):
@@ -58,7 +59,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
         freqai_conf['freqai']['feature_parameters'].update({"use_SVM_to_remove_outliers": True})
         freqai_conf['freqai']['data_split_parameters'].update({'shuffle': True})
 
-    if 'test_4ac' in model:
+    if 'test_3ac' in model or 'test_4ac' in model:
         freqai_conf["freqaimodel_path"] = str(Path(__file__).parents[1] / "freqai" / "test_models")
 
     if 'ReinforcementLearner' in model:
@@ -68,7 +69,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
         freqai_conf['freqai']['feature_parameters'].update({"use_SVM_to_remove_outliers": True})
         freqai_conf['freqai']['data_split_parameters'].update({'shuffle': True})
 
-    if 'test_4ac' in model:
+    if 'test_3ac' in model or 'test_4ac' in model:
         freqai_conf["freqaimodel_path"] = str(Path(__file__).parents[1] / "freqai" / "test_models")
 
     strategy = get_patched_freqai_strategy(mocker, freqai_conf)

tests/freqai/test_models/ReinforcementLearner_test_3ac.py

@@ -0,0 +1,65 @@
+import logging
+
+import numpy as np
+
+from freqtrade.freqai.prediction_models.ReinforcementLearner import ReinforcementLearner
+from freqtrade.freqai.RL.Base3ActionRLEnv import Actions, Base3ActionRLEnv, Positions
+
+
+logger = logging.getLogger(__name__)
+
+
+class ReinforcementLearner_test_3ac(ReinforcementLearner):
+    """
+    User created Reinforcement Learning Model prediction model.
+    """
+
+    class MyRLEnv(Base3ActionRLEnv):
+        """
+        User can override any function in BaseRLEnv and gym.Env. Here the user
+        sets a custom reward based on profit and trade duration.
+        """
+
+        def calculate_reward(self, action: int) -> float:
+
+            # first, penalize if the action is not valid
+            if not self._is_valid(action):
+                return -2
+
+            pnl = self.get_unrealized_profit()
+            rew = np.sign(pnl) * (pnl + 1)
+            factor = 100.
+
+            # reward agent for entering trades
+            if (action in (Actions.Buy.value, Actions.Sell.value)
+                    and self._position == Positions.Neutral):
+                return 25
+            # discourage agent from not entering trades
+            if action == Actions.Neutral.value and self._position == Positions.Neutral:
+                return -1
+
+            max_trade_duration = self.rl_config.get('max_trade_duration_candles', 300)
+            trade_duration = self._current_tick - self._last_trade_tick  # type: ignore
+
+            if trade_duration <= max_trade_duration:
+                factor *= 1.5
+            elif trade_duration > max_trade_duration:
+                factor *= 0.5
+
+            # discourage sitting in position
+            if self._position in (Positions.Short, Positions.Long) and (
+                action == Actions.Neutral.value
+                or (action == Actions.Sell.value and self._position == Positions.Short)
+                or (action == Actions.Buy.value and self._position == Positions.Long)
+            ):
+                return -1 * trade_duration / max_trade_duration
+
+            # close position
+            if (action == Actions.Buy.value and self._position == Positions.Short) or (
+                action == Actions.Sell.value and self._position == Positions.Long
+            ):
+                if pnl > self.profit_aim * self.rr:
+                    factor *= self.rl_config["model_reward_parameters"].get("win_reward_factor", 2)
+                return float(rew * factor)
+
+            return 0.