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move price assignment to feature_engineering_standard() to reduce un-requested feature additions in RL. Ensure old method of price assignment still works, add deprecation warning to help users migrate their strategies

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This commit is contained in:
robcaulk
2022-12-30 13:02:39 +01:00
parent 2e30bdb9b2
commit b2bab68fba
2 changed files with 28 additions and 22 deletions
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10
tests/strategy/strats/freqai_rl_test_strat.py
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@@ -35,11 +35,6 @@ class freqai_rl_test_strat(IStrategy):
dataframe["%-pct-change"] = dataframe["close"].pct_change()
dataframe["%-raw_volume"] = dataframe["volume"]
dataframe["%-raw_close"] = dataframe["close"]
dataframe["%-raw_open"] = dataframe["open"]
dataframe["%-raw_high"] = dataframe["high"]
dataframe["%-raw_low"] = dataframe["low"]
return dataframe
def feature_engineering_standard(self, dataframe, **kwargs):
@@ -47,6 +42,11 @@ class freqai_rl_test_strat(IStrategy):
dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek
dataframe["%-hour_of_day"] = dataframe["date"].dt.hour
dataframe["%-raw_close"] = dataframe["close"]
dataframe["%-raw_open"] = dataframe["open"]
dataframe["%-raw_high"] = dataframe["high"]
dataframe["%-raw_low"] = dataframe["low"]
return dataframe
def set_freqai_targets(self, dataframe, **kwargs):