add ability to integrate state info or not, and prevent state info integration during backtesting
This commit is contained in:
@@ -2,9 +2,7 @@ import logging
|
||||
from enum import Enum
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
from gym import spaces
|
||||
from pandas import DataFrame
|
||||
|
||||
from freqtrade.freqai.RL.BaseEnvironment import BaseEnvironment, Positions
|
||||
|
||||
@@ -145,19 +143,6 @@ class Base5ActionRLEnv(BaseEnvironment):
|
||||
|
||||
return observation, step_reward, self._done, info
|
||||
|
||||
def _get_observation(self):
|
||||
features_window = self.signal_features[(
|
||||
self._current_tick - self.window_size):self._current_tick]
|
||||
features_and_state = DataFrame(np.zeros((len(features_window), 3)),
|
||||
columns=['current_profit_pct', 'position', 'trade_duration'],
|
||||
index=features_window.index)
|
||||
|
||||
features_and_state['current_profit_pct'] = self.get_unrealized_profit()
|
||||
features_and_state['position'] = self._position.value
|
||||
features_and_state['trade_duration'] = self.get_trade_duration()
|
||||
features_and_state = pd.concat([features_window, features_and_state], axis=1)
|
||||
return features_and_state
|
||||
|
||||
def get_trade_duration(self):
|
||||
if self._last_trade_tick is None:
|
||||
return 0
|
||||
|
||||
Reference in New Issue
Block a user