allow user to drop ohlc from features in RL

This commit is contained in:
robcaulk
2023-03-07 11:33:54 +01:00
parent b710bdaf6c
commit d9dc831772
6 changed files with 18 additions and 16 deletions

View File

@@ -78,7 +78,9 @@ def make_rl_config(conf):
"rr": 1,
"profit_aim": 0.02,
"win_reward_factor": 2
}}
},
"drop_ohlc_from_features": False
}
return conf

View File

@@ -68,13 +68,6 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
freqai_conf['freqai']['feature_parameters'].update({"shuffle_after_split": shuffle})
freqai_conf['freqai']['feature_parameters'].update({"buffer_train_data_candles": buffer})
if 'ReinforcementLearner' in model:
model_save_ext = 'zip'
freqai_conf = make_rl_config(freqai_conf)
# test the RL guardrails
freqai_conf['freqai']['feature_parameters'].update({"use_SVM_to_remove_outliers": True})
freqai_conf['freqai']['data_split_parameters'].update({'shuffle': True})
if 'ReinforcementLearner' in model:
model_save_ext = 'zip'
freqai_conf = make_rl_config(freqai_conf)
@@ -84,6 +77,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
if 'test_3ac' in model or 'test_4ac' in model:
freqai_conf["freqaimodel_path"] = str(Path(__file__).parents[1] / "freqai" / "test_models")
freqai_conf["freqai"]["rl_config"]["drop_ohlc_from_features"] = True
strategy = get_patched_freqai_strategy(mocker, freqai_conf)
exchange = get_patched_exchange(mocker, freqai_conf)