robcaulk
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44b042ba51
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remove unused function
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2022-11-24 17:53:26 +01:00 |
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robcaulk
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af9e400562
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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 |
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robcaulk
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81f800a79b
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switch to using FT calc_profi_pct, reverse entry/exit fees
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2022-11-13 13:41:17 +01:00 |
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robcaulk
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e71a8b8ac1
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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 |
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robcaulk
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77c360b264
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improve typing, improve docstrings, ensure global tests pass
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2022-09-23 19:17:27 +02:00 |
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robcaulk
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7766350c15
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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 |
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robcaulk
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94cfc8e63f
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fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward
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2022-08-25 11:46:18 +02:00 |
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robcaulk
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d1bee29b1e
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improve default reward, fix bugs in environment
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2022-08-24 18:32:40 +02:00 |
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robcaulk
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c0cee5df07
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add continual retraining feature, handly mypy typing reqs, improve docstrings
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2022-08-24 13:00:55 +02:00 |
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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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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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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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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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45218faeb0
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fix coding convention
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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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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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