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add ability to integrate state info or not, and prevent state info integration during backtesting

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This commit is contained in:
robcaulk
2022-11-12 18:46:48 +01:00
parent 9c6b97c678
commit e71a8b8ac1
3 changed files with 35 additions and 28 deletions
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20
freqtrade/freqai/RL/BaseReinforcementLearningModel.py
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@@ -234,11 +234,12 @@ class BaseReinforcementLearningModel(IFreqaiModel):
output = pd.DataFrame(np.zeros(len(dataframe)), columns=dk.label_list)
def _predict(window):
market_side, current_profit, trade_duration = self.get_state_info(dk.pair)
observations = dataframe.iloc[window.index]
observations['current_profit_pct'] = current_profit
observations['position'] = market_side
observations['trade_duration'] = trade_duration
if self.live: # self.guard_state_info_if_backtest():
market_side, current_profit, trade_duration = self.get_state_info(dk.pair)
observations['current_profit_pct'] = current_profit
observations['position'] = market_side
observations['trade_duration'] = trade_duration
res, _ = model.predict(observations, deterministic=True)
return res
@@ -246,6 +247,17 @@ class BaseReinforcementLearningModel(IFreqaiModel):
return output
# def guard_state_info_if_backtest(self):
# """
# Ensure that backtesting mode doesnt try to use state information.
# """
# if self.rl_config('add_state_info', False) and not self.live:
# logger.warning('Backtesting with state info is currently unavailable '
# 'turning it off.')
# self.rl_config['add_state_info'] = False
# return not self.rl_config['add_state_info']
def build_ohlc_price_dataframes(self, data_dictionary: dict,
pair: str, dk: FreqaiDataKitchen) -> Tuple[DataFrame,
DataFrame]: