Commit Graph

18 Commits

Author SHA1 Message Date
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
robcaulk 2b3e166dc2 fix fees RL 2022-12-01 10:10:28 +01:00
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
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
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