Commit Graph

687 Commits

Author SHA1 Message Date
robcaulk 6f7eb71bbb ensure RL works with new naming scheme 2022-12-28 14:52:33 +01:00
robcaulk c2936d551b improve doc, update test strats, change function names 2022-12-28 13:25:40 +01:00
Wagner Costa 8227b4aafe freqAI Strategy - improve user experience 2022-12-27 11:37:01 -03:00
Emre c293401b22
Add can_short to freqai base model 2022-12-16 23:19:08 +03:00
Emre 7727f31507
Add 3 Action RL env 2022-12-16 22:18:49 +03:00
Emre dde363343c
Add can_short param to base env 2022-12-16 22:16:19 +03:00
initrv 36948e2a74 fix base4 env done condition 2022-12-16 14:14:05 +03:00
robcaulk c9bc91c75b add shuffle_after_split option 2022-12-16 11:20:37 +01:00
robcaulk 581a5296cc fix docstrings to reflect new env_info changes 2022-12-15 16:50:08 +01:00
robcaulk 7b4abd5ef5 use a dictionary to make code more readable 2022-12-15 12:25:33 +01:00
Emre 3af2251ce8
Fix add_state_info backtesting bug 2022-12-14 22:03:23 +03:00
Emre 2018da0767
Add env_info dict to base environment 2022-12-14 22:03:05 +03:00
robcaulk 2285ca7d2a add dp to multiproc 2022-12-14 18:22:20 +01:00
Robert Caulk e6da646e2f
Merge pull request #7866 from initrv/cleanup-tensorboard-callback
Cleanup tensorboard callback
2022-12-13 09:05:46 +01:00
initrv f9b7d35900 add increment param for tensorboard_log 2022-12-12 14:14:23 +03:00
robcaulk 0f6b98b69a merge develop into tensorboard cleanup 2022-12-11 15:38:32 +01:00
robcaulk 0fd8e214e4 add documentation for tensorboard_log, change how users interact with tensorboard_log 2022-12-11 15:31:29 +01:00
Matthias 888ba65367
Merge branch 'develop' into fix/multioutput-bug 2022-12-11 15:23:53 +01:00
initrv cb8fc3c8c7 custom info to tensorboard_metrics 2022-12-11 15:37:45 +03:00
robcaulk 8c7ec07951 ensure predict_proba follows suit. Remove all lib specific params from example config 2022-12-11 12:39:31 +01:00
robcaulk 85f22b5c30 fix bug in MultiOutput* with conv_width = 1 2022-12-11 12:15:19 +01:00
Emre 272c3302e3
Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling 2022-12-11 13:12:45 +03:00
robcaulk 7b3406914c flip add_state_info 2022-12-07 19:49:39 +01:00
robcaulk 9b4364ddc3 ensure that add_state_info is deactivated during backtesting 2022-12-07 19:49:14 +01:00
initrv 58604c747e cleanup tensorboard callback 2022-12-07 14:37:55 +03:00
Robert Caulk b9f6911a6a
Merge pull request #7843 from smarmau/develop
freqai RL agent info during training
2022-12-06 20:06:41 +01:00
Wagner Costa c81b00fb37 Merge branch 'develop' into freqai_bt_from_predictions_improvement 2022-12-05 18:00:55 -03:00
Emre bc48099e48
Revert changes 2022-12-05 23:52:48 +03:00
robcaulk 62c69bf2b5 fix custom_info 2022-12-05 20:22:54 +01:00
Emre 730fba956b
Ensure base tf included in include_timeframes 2022-12-05 16:16:17 +03:00
Emre e734b39929
Make model_training_parameters optional 2022-12-05 14:54:42 +03:00
robcaulk d8565261e1 ignore initializer type 2022-12-04 14:10:33 +01:00
robcaulk 24766928ba reorganize/generalize tensorboard callback 2022-12-04 13:54:30 +01:00
smarmau b2edc58089
fix flake8 2022-12-03 22:31:02 +11:00
smarmau d6f45a12ae
add multiproc fix flake8 2022-12-03 22:30:04 +11:00
smarmau 469aa0d43f
add state/action info to callbacks 2022-12-03 21:16:46 +11:00
smarmau 075c8c23c8
add state/action info to callbacks 2022-12-03 21:16:04 +11:00
Matthias 4dc591a170
Merge pull request #7834 from freqtrade/fix-data-drawer-model-load
Fix sb3_contrib loading issue
2022-12-02 06:29:23 +01:00
Wagner Costa 77dc2c92a7 performance improvevemnts - backtest freqai from saved predictions 2022-12-01 12:53:19 -03:00
robcaulk 2b3e166dc2 fix fees RL 2022-12-01 10:10:28 +01:00
Emre 396e666e9b
Keep old behavior of model loading 2022-12-01 11:03:51 +03:00
Emre 4a9982f86b
Fix sb3_contrib loading issue 2022-12-01 10:08:42 +03:00
Matthias dac4a35be2
Merge pull request #7828 from freqtrade/fix-state-info-rl
bring back market side setting in get_state_info
2022-11-30 19:57:28 +01:00
Wagner Costa 79821ebb33 fix flake8 errors 2022-11-30 08:41:44 -03:00
robcaulk e7f72d52b8 bring back market side setting in get_state_info 2022-11-30 12:36:26 +01:00
Wagner Costa 17cf3c7e83 bug fixes and removed fillna from fit_live_predictions 2022-11-30 08:28:45 -03:00
robcaulk 4571aedb33 consolidate and clean code 2022-11-30 00:53:35 +01:00
Wagner Costa 8ea58ab352 change BT prediction files to feather format 2022-11-29 10:38:35 -03:00
Wagner Costa df979ece33 Merge branch 'develop' into backtest_fitlivepredictions 2022-11-29 09:39:15 -03:00
Matthias c3daddc629
Merge pull request #7809 from richardjozsa/develop
Improve the RL learning process
2022-11-29 06:28:36 +01:00
Emre 9cbfa12011
Directly set model_type in base RL model 2022-11-28 16:02:17 +03:00
robcaulk 56518def42 isort 2022-11-27 21:06:01 +01:00
robcaulk 7fd6bc526e add randomize_starting_position to the rl_config 2022-11-27 21:03:13 +01:00
richardjozsa 64d4a52a56 Improve the RL learning process
Improve the RL learning process by selecting random start point for the agent, it can help to block the agent to only learn on the selected period of time, while improving the quality of the model.
2022-11-27 20:43:50 +01:00
Matthias f4025ee5de
Merge pull request #7289 from freqtrade/feat/freqai-rl-dev
Add reinforcement learning module to FreqAI
2022-11-27 17:15:21 +01:00
stm 51d21b413d
Fix 4ac update_total_profit
_update_total_profit() must be executed before "self._position = Positions.Neutral" because _update_total_profit() calls get_unrealized_profit(), which returns 0 if position is neutral and total_profit is not updated
2022-11-26 23:35:20 +03:00
robcaulk dba30393fb ensure extra_returns_per_train are set properly on first hist_preds build 2022-11-26 18:04:47 +01:00
robcaulk be890b52fd remove np import 2022-11-26 13:44:58 +01:00
robcaulk aaaa5a5f64 add documentation for net_arch, other small changes 2022-11-26 13:44:58 +01:00
Matthias 7ebc8ee169 Fix missing Optional typehint 2022-11-26 13:32:18 +01:00
Matthias bdfedb5fcb Improve typehints / reduce warnings from mypy 2022-11-26 13:03:07 +01:00
robcaulk 81fd2e588f ensure typing, remove unsued code 2022-11-26 12:11:59 +01:00
robcaulk 8dbfd2cacf improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc 2022-11-26 11:51:08 +01:00
robcaulk 2e82e6784a move data_provider cleanup to shutdown() 2022-11-24 19:07:38 +01:00
robcaulk 73c458d47b use importlib instead of __import___ 2022-11-24 19:04:35 +01:00
robcaulk 3a07749fcc fix docstring 2022-11-24 18:46:54 +01:00
robcaulk 44b042ba51 remove unused function 2022-11-24 17:53:26 +01:00
Matthias 8f1a8c752b Add freqairl docker build process 2022-11-24 07:00:12 +01:00
Wagner Costa d09157efb8 update code to use one prediction file / pair 2022-11-22 15:15:42 -03:00
Wagner Costa c01f25ddc9 update code to freqai_backtest_live_models only from historic predictions 2022-11-22 13:09:09 -03:00
Wagner Costa Santos fdc82af883 fix tests - update code to backtest with historic_predictions 2022-11-19 22:27:58 -03:00
Wagner Costa Santos 80d070e9ee update code to use historic_predictions for freqai_backtest_live_models 2022-11-19 14:15:58 -03:00
robcaulk 387c905a86 merge develop into RL 2022-11-17 21:59:07 +01:00
robcaulk 60fcd8dce2 fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc 2022-11-17 21:50:02 +01:00
robcaulk 91df79ff44 merge dev into backtest-live-predictions 2022-11-17 21:20:47 +01:00
Robert Caulk cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
Simplify timerange handling
2022-11-17 19:57:48 +01:00
Wagner Costa Santos 3903b04d3f save_live_data_backtest - added docs and tests 2022-11-17 15:20:07 -03:00
Wagner Costa Santos 99bff9cbfa backtesting_from_live_saved_files - code refactoring 2022-11-17 10:30:51 -03:00
Wagner Costa Santos 913749c81b backtesting_from_live_saved_files - code refactoring 2022-11-17 10:30:16 -03:00
Wagner Costa Santos b01e4e3dbf change default value - save_live_data_backtest as false 2022-11-17 10:14:30 -03:00
Wagner Costa Santos 1a19d90e2e Merge branch 'develop' into backtest_fitlivepredictions 2022-11-17 10:13:11 -03:00
robcaulk bf4d5b432a ensure model_type is defined 2022-11-13 18:50:25 +01:00
robcaulk 6394ef4558 fix docstrings 2022-11-13 17:43:52 +01:00
robcaulk 96fafb7f56 remove limit_ram_use 2022-11-13 17:14:47 +01:00
robcaulk b421521be3 help default ReinforcementLearner users by assigning the model_type automatically 2022-11-13 17:12:17 +01:00
robcaulk 90f168d1ff remove more user references. cleanup dataprovider 2022-11-13 17:06:06 +01:00
robcaulk 388ca21200 update docs, fix bug in environment 2022-11-13 16:56:31 +01:00
robcaulk af9e400562 add test coverage, fix bug in base environment. Ensure proper fee is used. 2022-11-13 15:31:37 +01:00
Matthias 942840da2d Improve setting wording to keep future possibilities open 2022-11-13 15:22:44 +01:00
robcaulk 81f800a79b switch to using FT calc_profi_pct, reverse entry/exit fees 2022-11-13 13:41:17 +01:00
robcaulk e71a8b8ac1 add ability to integrate state info or not, and prevent state info integration during backtesting 2022-11-12 18:46:48 +01:00
Wagner Costa Santos 27fa9f1f4e backtest saved dataframe from live 2022-11-12 14:37:23 -03:00
Wagner Costa Santos f9c6c538be Merge branch 'develop' into backtest_fitlivepredictions 2022-11-12 09:37:45 -03:00
robcaulk 9c6b97c678 ensure normalization acceleration methods are employed in RL 2022-11-12 12:01:59 +01:00
robcaulk 6746868ea7 store dataprovider to self instead of strategy 2022-11-12 11:33:03 +01:00
robcaulk 7a4bb040a5 merge develop into feat/freqai-rl-dev 2022-11-12 10:54:34 +01:00
robcaulk 214c622475 move dataframe converter to converter.py 2022-11-12 10:38:25 +01:00
robcaulk 9617d8143d Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai 2022-11-12 10:21:38 +01:00
Matthias e6172a68d7
Merge pull request #7730 from freqtrade/fix-metric-tracker
fix loading of metric tracker from disk
2022-11-11 20:01:26 +01:00
Robert Caulk 833578716c
Merge pull request #7644 from markdregan/multi-target-classifier
Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
2022-11-11 18:48:38 +01:00