robcaulk
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81fd2e588f
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ensure typing, remove unsued code
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2022-11-26 12:11:59 +01:00 |
|
robcaulk
|
3a07749fcc
|
fix docstring
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2022-11-24 18:46:54 +01:00 |
|
robcaulk
|
44b042ba51
|
remove unused function
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2022-11-24 17:53:26 +01:00 |
Matthias
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8f1a8c752b
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Add freqairl docker build process
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2022-11-24 07:00:12 +01:00 |
|
robcaulk
|
60fcd8dce2
|
fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc
|
2022-11-17 21:50:02 +01:00 |
|
robcaulk
|
6394ef4558
|
fix docstrings
|
2022-11-13 17:43:52 +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
|
9c6b97c678
|
ensure normalization acceleration methods are employed in RL
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2022-11-12 12:01:59 +01:00 |
|
robcaulk
|
6746868ea7
|
store dataprovider to self instead of strategy
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2022-11-12 11:33:03 +01:00 |
|
robcaulk
|
8d7adfabe9
|
clean RL tests to avoid dir pollution and increase speed
|
2022-10-08 12:10:38 +02:00 |
|
robcaulk
|
488739424d
|
fix reward inconsistency in template
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2022-10-05 20:55:50 +02:00 |
|
robcaulk
|
cf882fa84e
|
fix tests
|
2022-10-01 20:26:41 +02:00 |
|
Robert Caulk
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555cc42630
|
Ensure 1 thread is available (for testing purposes)
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2022-09-29 14:00:09 +02:00 |
|
Robert Caulk
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dcf6ebe273
|
Update BaseReinforcementLearningModel.py
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2022-09-29 00:37:03 +02:00 |
|
robcaulk
|
83343dc2f1
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control number of threads, update doc
|
2022-09-29 00:10:18 +02:00 |
|
robcaulk
|
647200e8a7
|
isort
|
2022-09-23 19:30:56 +02:00 |
|
robcaulk
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77c360b264
|
improve typing, improve docstrings, ensure global tests pass
|
2022-09-23 19:17:27 +02:00 |
|
Robert Caulk
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f5cd8f62c6
|
Remove unused code from BaseEnv
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2022-09-23 10:24:39 +02:00 |
|
robcaulk
|
7295ba0fb2
|
add test for Base4ActionEnv
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2022-09-22 23:42:33 +02:00 |
|
robcaulk
|
eeebb78a5c
|
skip darwin in RL tests, remove example scripts, improve doc
|
2022-09-22 21:16:21 +02:00 |
|
robcaulk
|
7b1d409c98
|
fix mypy/flake8
|
2022-09-17 17:51:06 +02:00 |
|
robcaulk
|
3b97b3d5c8
|
fix mypy error for strategy
|
2022-09-15 00:56:51 +02:00 |
|
robcaulk
|
8aac644009
|
add tests. add guardrails.
|
2022-09-15 00:46:35 +02:00 |
|
robcaulk
|
48140bff91
|
fix bug in 4ActRLEnv
|
2022-09-14 22:53:53 +02:00 |
|
robcaulk
|
27dce20b29
|
fix bug in Base4ActionRLEnv, improve example strats
|
2022-09-04 11:21:54 +02:00 |
Richard Jozsa
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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 |
|
robcaulk
|
baa4f8e3d0
|
remove Base3ActionEnv in favor of Base4Action
|
2022-08-26 11:04:25 +02:00 |
richardjozsa
|
d31926efdf
|
Added Base4Action
|
2022-08-26 11:04:25 +02:00 |
|
robcaulk
|
3199eb453b
|
reduce code for base use-case, ensure multiproc inherits custom env, add ability to limit ram use.
|
2022-08-25 19:05:51 +02:00 |
|
robcaulk
|
94cfc8e63f
|
fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward
|
2022-08-25 11:46:18 +02:00 |
|
robcaulk
|
d1bee29b1e
|
improve default reward, fix bugs in environment
|
2022-08-24 18:32:40 +02:00 |
|
robcaulk
|
a61821e1c6
|
remove monitor log
|
2022-08-24 16:33:13 +02:00 |
|
robcaulk
|
bd870e2331
|
fix monitor bug, set default values in case user doesnt set params
|
2022-08-24 16:32:14 +02:00 |
|
robcaulk
|
c0cee5df07
|
add continual retraining feature, handly mypy typing reqs, improve docstrings
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
b26ed7dea4
|
fix generic reward, add time duration to reward
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
280a1dc3f8
|
add live rate, add trade duration
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
f9a49744e6
|
add strategy to the freqai object
|
2022-08-24 13:00:55 +02:00 |
|
richardjozsa
|
a2a4bc05db
|
Fix the state profit calculation logic
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
29f0e01c4a
|
expose environment reward parameters to the user config
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
d88a0dbf82
|
add sb3_contrib models to the available agents. include sb3_contrib in requirements.
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
8b3a8234ac
|
fix env bug, allow example strat to short
|
2022-08-24 13:00:55 +02:00 |
mrzdev
|
8cd4daad0a
|
Feat/freqai rl dev (#7)
* access trades through get_trades_proxy method to allow backtesting
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
3eb897c2f8
|
reuse callback, allow user to acces all stable_baselines3 agents via config
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
4b9499e321
|
improve nomenclature and fix short exit bug
|
2022-08-24 13:00:55 +02:00 |
sonnhfit
|
4baa36bdcf
|
fix persist a single training environment for PPO
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
f95602f6bd
|
persist a single training environment.
|
2022-08-24 13:00:55 +02:00 |