Add can_short param to base env

freqtrade/freqai/RL/BaseEnvironment.py

@@ -45,7 +45,7 @@ class BaseEnvironment(gym.Env):
     def __init__(self, df: DataFrame = DataFrame(), prices: DataFrame = DataFrame(),
                  reward_kwargs: dict = {}, window_size=10, starting_point=True,
                  id: str = 'baseenv-1', seed: int = 1, config: dict = {}, live: bool = False,
-                 fee: float = 0.0015):
+                 fee: float = 0.0015, can_short: bool = False):
         """
         Initializes the training/eval environment.
         :param df: dataframe of features
@@ -58,6 +58,7 @@ class BaseEnvironment(gym.Env):
         :param config: Typical user configuration file
         :param live: Whether or not this environment is active in dry/live/backtesting
         :param fee: The fee to use for environmental interactions.
+        :param can_short: Whether or not the environment can short
         """
         self.config = config
         self.rl_config = config['freqai']['rl_config']
@@ -73,6 +74,7 @@ class BaseEnvironment(gym.Env):
         # set here to default 5Ac, but all children envs can override this
         self.actions: Type[Enum] = BaseActions
         self.tensorboard_metrics: dict = {}
+        self.can_short = can_short
         self.live = live
         if not self.live and self.add_state_info:
             self.add_state_info = False

freqtrade/freqai/RL/BaseReinforcementLearningModel.py

@@ -165,7 +165,8 @@ class BaseReinforcementLearningModel(IFreqaiModel):
         env_info = {"window_size": self.CONV_WIDTH,
                     "reward_kwargs": self.reward_params,
                     "config": self.config,
-                    "live": self.live}
+                    "live": self.live,
+                    "can_short": self.can_short}
         if self.data_provider:
             env_info["fee"] = self.data_provider._exchange \
                 .get_fee(symbol=self.data_provider.current_whitelist()[0])  # type: ignore

freqtrade/freqai/freqai_interface.py

@@ -133,6 +133,7 @@ class IFreqaiModel(ABC):
         self.live = strategy.dp.runmode in (RunMode.DRY_RUN, RunMode.LIVE)
         self.dd.set_pair_dict_info(metadata)
         self.data_provider = strategy.dp
+        self.can_short = strategy.can_short
 
         if self.live:
             self.inference_timer('start')