allow user to drop ohlc from features in RL

2023-03-07 11:33:54 +01:00
parent b710bdaf6c
commit d9dc831772
6 changed files with 18 additions and 16 deletions
--- a/docs/freqai-reinforcement-learning.md
+++ b/docs/freqai-reinforcement-learning.md
@@ -176,9 +176,11 @@ As you begin to modify the strategy and the prediction model, you will quickly r

                factor = 100

+                pair = self.pair.replace(':', '')
+
                # you can use feature values from dataframe
                # Assumes the shifted RSI indicator has been generated in the strategy.
-                rsi_now = self.raw_features[f"%-rsi-period-10_shift-1_{self.pair}_"
+                rsi_now = self.raw_features[f"%-rsi-period-10_shift-1_{pair}_"
                                f"{self.config['timeframe']}"].iloc[self._current_tick]

                # reward agent for entering trades