allow user to drop ohlc from features in RL
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@@ -78,7 +78,9 @@ def make_rl_config(conf):
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"rr": 1,
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"profit_aim": 0.02,
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"win_reward_factor": 2
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}}
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},
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"drop_ohlc_from_features": False
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}
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return conf
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@@ -68,13 +68,6 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
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freqai_conf['freqai']['feature_parameters'].update({"shuffle_after_split": shuffle})
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freqai_conf['freqai']['feature_parameters'].update({"buffer_train_data_candles": buffer})
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if 'ReinforcementLearner' in model:
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model_save_ext = 'zip'
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freqai_conf = make_rl_config(freqai_conf)
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# test the RL guardrails
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freqai_conf['freqai']['feature_parameters'].update({"use_SVM_to_remove_outliers": True})
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freqai_conf['freqai']['data_split_parameters'].update({'shuffle': True})
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if 'ReinforcementLearner' in model:
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model_save_ext = 'zip'
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freqai_conf = make_rl_config(freqai_conf)
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@@ -84,6 +77,7 @@ def test_extract_data_and_train_model_Standard(mocker, freqai_conf, model, pca,
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if 'test_3ac' in model or 'test_4ac' in model:
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freqai_conf["freqaimodel_path"] = str(Path(__file__).parents[1] / "freqai" / "test_models")
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freqai_conf["freqai"]["rl_config"]["drop_ohlc_from_features"] = True
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strategy = get_patched_freqai_strategy(mocker, freqai_conf)
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exchange = get_patched_exchange(mocker, freqai_conf)
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