set cpu threads in config
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@@ -56,7 +56,7 @@ class BaseReinforcementLearningModel(IFreqaiModel):
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)
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logger.info(f'Training model on {len(data_dictionary["train_features"])} data points')
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model = self.fit(data_dictionary, pair)
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model = self.fit_rl(data_dictionary, pair, dk)
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if pair not in self.dd.historic_predictions:
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self.set_initial_historic_predictions(
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@@ -69,7 +69,7 @@ class BaseReinforcementLearningModel(IFreqaiModel):
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return model
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@abstractmethod
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def fit(self, data_dictionary: Dict[str, Any], pair: str = ''):
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def fit_rl(self, data_dictionary: Dict[str, Any], pair: str, dk: FreqaiDataKitchen):
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"""
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Agent customizations and abstract Reinforcement Learning customizations
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go in here. Abstract method, so this function must be overridden by
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@@ -164,6 +164,21 @@ class BaseReinforcementLearningModel(IFreqaiModel):
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for return_str in dk.data['extra_returns_per_train']:
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hist_preds_df[return_str] = 0
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# TODO take care of this appendage. Right now it needs to be called because FreqAI enforces it.
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# But FreqaiRL needs more objects passed to fit() (like DK) and we dont want to go refactor
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# all the other existing fit() functions to include dk argument. For now we instantiate and
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# leave it.
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def fit(self, data_dictionary: Dict[str, Any], pair: str = '') -> Any:
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"""
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Most regressors use the same function names and arguments e.g. user
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can drop in LGBMRegressor in place of CatBoostRegressor and all data
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management will be properly handled by Freqai.
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:param data_dictionary: Dict = the dictionary constructed by DataHandler to hold
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all the training and test data/labels.
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"""
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return
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class MyRLEnv(Base3ActionRLEnv):
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