Commit Graph

110 Commits

Author SHA1 Message Date
robcaulk 92f34f262e make trade_type value more explicit, add profit to trade_history dict 2023-04-01 10:05:58 +02:00
Matthias c92f28bf6f ruff: Activate UP ruleset 2023-03-19 17:57:56 +01:00
initrv f3a1177bad bring inc back 2023-03-13 17:53:35 +03:00
initrv a10f78e3ef fix increment in case of 0 2023-03-12 23:29:27 +03:00
initrv 82cb107520 add tensorboard category 2023-03-12 01:32:55 +03:00
robcaulk d10ee0979a ensure training_features_list is updated properly 2023-03-08 19:37:11 +01:00
Robert Caulk 85e345fc48
Update BaseReinforcementLearningModel.py 2023-03-08 19:29:39 +01:00
robcaulk 29d337fa02 ensure ohlc is dropped from both train and predict 2023-03-08 11:26:28 +01:00
robcaulk d9dc831772 allow user to drop ohlc from features in RL 2023-03-07 11:33:54 +01:00
robcaulk 8873a565ee expose raw features to the environment for use in calculate_reward 2023-02-10 15:48:18 +01:00
robcaulk 154b6711b3 use function level noqa ignore 2023-02-10 15:26:17 +01:00
robcaulk 4fc0edb8b7 add pair to environment for access inside calculate_reward 2023-02-10 14:45:50 +01:00
robcaulk b2bab68fba 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 2022-12-30 13:02:39 +01:00
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
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 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
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
initrv cb8fc3c8c7 custom info to tensorboard_metrics 2022-12-11 15:37:45 +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
robcaulk 62c69bf2b5 fix custom_info 2022-12-05 20:22:54 +01:00
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 469aa0d43f
add state/action info to callbacks 2022-12-03 21:16:46 +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
robcaulk 2b3e166dc2 fix fees RL 2022-12-01 10:10:28 +01:00
Emre 4a9982f86b
Fix sb3_contrib loading issue 2022-12-01 10:08:42 +03:00
robcaulk e7f72d52b8 bring back market side setting in get_state_info 2022-11-30 12:36:26 +01:00
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
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 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