add continual retraining feature, handly mypy typing reqs, improve docstrings

This commit is contained in:
robcaulk
2022-08-24 12:54:02 +02:00
parent b708134c1a
commit c0cee5df07
11 changed files with 387 additions and 362 deletions

View File

@@ -76,7 +76,8 @@ class ReinforcementLearningExample5ac(IStrategy):
informative[f"%-{coin}pct-change"] = informative["close"].pct_change()
informative[f"%-{coin}raw_volume"] = informative["volume"]
# The following features are necessary for RL models
# FIXME: add these outside the user strategy?
# The following columns are necessary for RL models.
informative[f"%-{coin}raw_close"] = informative["close"]
informative[f"%-{coin}raw_open"] = informative["open"]
informative[f"%-{coin}raw_high"] = informative["high"]