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Merge branch 'freqtrade:feat/freqai-rl-dev' into feat/freqai-rl-dev

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This commit is contained in:
Richard Jozsa
2022-11-22 09:47:27 +01:00
committed by GitHub
parent ad56c45ecd d02da279f8
commit cd5016d0c7
55 changed files with 342 additions and 880 deletions
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6
freqtrade/freqai/RL/BaseReinforcementLearningModel.py
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@@ -1,3 +1,4 @@
import importlib
import logging
from abc import abstractmethod
from datetime import datetime, timezone
@@ -58,8 +59,7 @@ class BaseReinforcementLearningModel(IFreqaiModel):
f'sb3_contrib. please choose one of {SB3_MODELS} or '
f'{SB3_CONTRIB_MODELS}')
mod = __import__(import_str, fromlist=[
self.model_type])
mod = importlib.import_module(import_str, self.model_type)
self.MODELCLASS = getattr(mod, self.model_type)
self.policy_type = self.freqai_info['rl_config']['policy_type']
self.unset_outlier_removal()
@@ -236,7 +236,7 @@ class BaseReinforcementLearningModel(IFreqaiModel):
def _predict(window):
observations = dataframe.iloc[window.index]
if self.live and self.rl_config('add_state_info', False):
if self.live and self.rl_config.get('add_state_info', False):
market_side, current_profit, trade_duration = self.get_state_info(dk.pair)
observations['current_profit_pct'] = current_profit
observations['position'] = market_side