Commit Graph

55 Commits

Author SHA1 Message Date
Emre
dde363343c
Add can_short param to base env 2022-12-16 22:16:19 +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
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
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
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
Emre
9cbfa12011
Directly set model_type in base RL model 2022-11-28 16:02:17 +03:00
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
3a07749fcc fix docstring 2022-11-24 18:46:54 +01:00
Matthias
8f1a8c752b Add freqairl docker build process 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
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 2022-11-12 12:01:59 +01:00
robcaulk
6746868ea7 store dataprovider to self instead of strategy 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 2022-10-05 20:55:50 +02:00
robcaulk
cf882fa84e fix tests 2022-10-01 20:26:41 +02:00
Robert Caulk
555cc42630
Ensure 1 thread is available (for testing purposes) 2022-09-29 14:00:09 +02:00
Robert Caulk
dcf6ebe273
Update BaseReinforcementLearningModel.py 2022-09-29 00:37:03 +02:00
robcaulk
83343dc2f1 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
77c360b264 improve typing, improve docstrings, ensure global tests pass 2022-09-23 19:17:27 +02:00
robcaulk
7295ba0fb2 add test for Base4ActionEnv 2022-09-22 23:42:33 +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
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
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
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
f95602f6bd persist a single training environment. 2022-08-24 13:00:55 +02:00