Commit Graph

9 Commits

Author SHA1 Message Date
richardjozsa
926f870fb5 Improve the training by randomly setting the starting point
This is an improvement for all kind of RL stuff, the starting point sets in the first third of the data which ensures that the model not only optimizes the policy or Q values to the choosen timerange.
2022-11-15 00:16:04 +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
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
robcaulk
77c360b264 improve typing, improve docstrings, ensure global tests pass 2022-09-23 19:17:27 +02:00
Robert Caulk
f5cd8f62c6
Remove unused code from BaseEnv 2022-09-23 10:24:39 +02:00
Richard Jozsa
2493e0c8a5
Unnecessary lines in Base4, and changes for box space, to fit better for our needs (#7324) 2022-08-31 16:37:02 +02:00
robcaulk
7766350c15 refactor environment inheritence tree to accommodate flexible action types/counts. fix bug in train profit handling 2022-08-28 19:21:57 +02:00