robcaulk
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154b6711b3
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use function level noqa ignore
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2023-02-10 15:26:17 +01:00 |
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robcaulk
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4fc0edb8b7
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add pair to environment for access inside calculate_reward
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2023-02-10 14:45:50 +01:00 |
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robcaulk
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b2bab68fba
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move price assignment to feature_engineering_standard() to reduce un-requested feature additions in RL. Ensure old method of price assignment still works, add deprecation warning to help users migrate their strategies
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2022-12-30 13:02:39 +01:00 |
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robcaulk
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6f7eb71bbb
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ensure RL works with new naming scheme
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2022-12-28 14:52:33 +01:00 |
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robcaulk
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c2936d551b
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improve doc, update test strats, change function names
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2022-12-28 13:25:40 +01:00 |
Emre
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dde363343c
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Add can_short param to base env
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2022-12-16 22:16:19 +03:00 |
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robcaulk
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581a5296cc
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fix docstrings to reflect new env_info changes
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2022-12-15 16:50:08 +01:00 |
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robcaulk
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7b4abd5ef5
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use a dictionary to make code more readable
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2022-12-15 12:25:33 +01:00 |
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Emre
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2018da0767
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Add env_info dict to base environment
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2022-12-14 22:03:05 +03:00 |
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robcaulk
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2285ca7d2a
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add dp to multiproc
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2022-12-14 18:22:20 +01:00 |
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robcaulk
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24766928ba
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reorganize/generalize tensorboard callback
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2022-12-04 13:54:30 +01:00 |
smarmau
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b2edc58089
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fix flake8
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2022-12-03 22:31:02 +11:00 |
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smarmau
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469aa0d43f
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add state/action info to callbacks
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2022-12-03 21:16:46 +11:00 |
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Emre
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4a9982f86b
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Fix sb3_contrib loading issue
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2022-12-01 10:08:42 +03:00 |
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robcaulk
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e7f72d52b8
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bring back market side setting in get_state_info
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2022-11-30 12:36:26 +01:00 |
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Emre
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9cbfa12011
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Directly set model_type in base RL model
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2022-11-28 16:02:17 +03:00 |
Matthias
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7ebc8ee169
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Fix missing Optional typehint
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2022-11-26 13:32:18 +01:00 |
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Matthias
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bdfedb5fcb
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Improve typehints / reduce warnings from mypy
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2022-11-26 13:03:07 +01:00 |
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robcaulk
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3a07749fcc
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fix docstring
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2022-11-24 18:46:54 +01:00 |
|
Matthias
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8f1a8c752b
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Add freqairl docker build process
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2022-11-24 07:00:12 +01:00 |
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robcaulk
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60fcd8dce2
|
fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc
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2022-11-17 21:50:02 +01:00 |
|
robcaulk
|
6394ef4558
|
fix docstrings
|
2022-11-13 17:43:52 +01:00 |
|
robcaulk
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af9e400562
|
add test coverage, fix bug in base environment. Ensure proper fee is used.
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2022-11-13 15:31:37 +01:00 |
|
robcaulk
|
81f800a79b
|
switch to using FT calc_profi_pct, reverse entry/exit fees
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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
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2022-11-12 18:46:48 +01:00 |
|
robcaulk
|
9c6b97c678
|
ensure normalization acceleration methods are employed in RL
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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
|
8d7adfabe9
|
clean RL tests to avoid dir pollution and increase speed
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2022-10-08 12:10:38 +02:00 |
|
robcaulk
|
488739424d
|
fix reward inconsistency in template
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2022-10-05 20:55:50 +02:00 |
|
robcaulk
|
cf882fa84e
|
fix tests
|
2022-10-01 20:26:41 +02:00 |
|
Robert Caulk
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555cc42630
|
Ensure 1 thread is available (for testing purposes)
|
2022-09-29 14:00:09 +02:00 |
|
Robert Caulk
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dcf6ebe273
|
Update BaseReinforcementLearningModel.py
|
2022-09-29 00:37:03 +02:00 |
|
robcaulk
|
83343dc2f1
|
control number of threads, update doc
|
2022-09-29 00:10:18 +02:00 |
|
robcaulk
|
647200e8a7
|
isort
|
2022-09-23 19:30:56 +02:00 |
|
robcaulk
|
77c360b264
|
improve typing, improve docstrings, ensure global tests pass
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2022-09-23 19:17:27 +02:00 |
|
robcaulk
|
7295ba0fb2
|
add test for Base4ActionEnv
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2022-09-22 23:42:33 +02:00 |
|
robcaulk
|
7b1d409c98
|
fix mypy/flake8
|
2022-09-17 17:51:06 +02:00 |
|
robcaulk
|
3b97b3d5c8
|
fix mypy error for strategy
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2022-09-15 00:56:51 +02:00 |
|
robcaulk
|
8aac644009
|
add tests. add guardrails.
|
2022-09-15 00:46:35 +02:00 |
|
robcaulk
|
7766350c15
|
refactor environment inheritence tree to accommodate flexible action types/counts. fix bug in train profit handling
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2022-08-28 19:21:57 +02:00 |
|
robcaulk
|
3199eb453b
|
reduce code for base use-case, ensure multiproc inherits custom env, add ability to limit ram use.
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2022-08-25 19:05:51 +02:00 |
|
robcaulk
|
94cfc8e63f
|
fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward
|
2022-08-25 11:46:18 +02:00 |
|
robcaulk
|
d1bee29b1e
|
improve default reward, fix bugs in environment
|
2022-08-24 18:32:40 +02:00 |
|
robcaulk
|
a61821e1c6
|
remove monitor log
|
2022-08-24 16:33:13 +02:00 |
|
robcaulk
|
bd870e2331
|
fix monitor bug, set default values in case user doesnt set params
|
2022-08-24 16:32:14 +02:00 |
|
robcaulk
|
c0cee5df07
|
add continual retraining feature, handly mypy typing reqs, improve docstrings
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
b26ed7dea4
|
fix generic reward, add time duration to reward
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
280a1dc3f8
|
add live rate, add trade duration
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
f9a49744e6
|
add strategy to the freqai object
|
2022-08-24 13:00:55 +02:00 |
richardjozsa
|
a2a4bc05db
|
Fix the state profit calculation logic
|
2022-08-24 13:00:55 +02:00 |