robcaulk
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b26ed7dea4
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fix generic reward, add time duration to reward
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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280a1dc3f8
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add live rate, add trade duration
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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f9a49744e6
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add strategy to the freqai object
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2022-08-24 13:00:55 +02:00 |
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richardjozsa
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a2a4bc05db
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Fix the state profit calculation logic
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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29f0e01c4a
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expose environment reward parameters to the user config
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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d88a0dbf82
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add sb3_contrib models to the available agents. include sb3_contrib in requirements.
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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8b3a8234ac
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fix env bug, allow example strat to short
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2022-08-24 13:00:55 +02:00 |
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mrzdev
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8cd4daad0a
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Feat/freqai rl dev (#7)
* access trades through get_trades_proxy method to allow backtesting
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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3eb897c2f8
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reuse callback, allow user to acces all stable_baselines3 agents via config
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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4b9499e321
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improve nomenclature and fix short exit bug
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2022-08-24 13:00:55 +02:00 |
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sonnhfit
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4baa36bdcf
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fix persist a single training environment for PPO
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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f95602f6bd
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persist a single training environment.
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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5d4e5e69fe
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reinforce training with state info, reinforce prediction with state info, restructure config to accommodate all parameters from any user imported model type. Set 5Act to default env on TDQN. Clean example config.
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2022-08-24 13:00:55 +02:00 |
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sonnhfit
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7962a1439b
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remove keep low profit
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2022-08-24 13:00:55 +02:00 |
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sonnhfit
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81b5aa66e8
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make env keep current position when low profit
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2022-08-24 13:00:55 +02:00 |
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sonnhfit
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45218faeb0
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fix coding convention
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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b90da46b1b
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improve price df handling to enable backtesting
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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2080ff86ed
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5ac base fixes in logic
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2022-08-24 13:00:55 +02:00 |
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sonnhfit
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0475b7cb18
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remove unuse code and fix coding conventions
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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bf7ceba958
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set cpu threads in config
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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acf3484e88
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add multiprocessing variant of ReinforcementLearningPPO
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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926023935f
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make base 3ac and base 5ac environments. TDQN defaults to 3AC.
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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91683e1dca
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restructure RL so that user can customize environment
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2022-08-24 13:00:55 +02:00 |
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