Wagner Costa
8ea58ab352
change BT prediction files to feather format
2022-11-29 10:38:35 -03:00
Wagner Costa
df979ece33
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-29 09:39:15 -03:00
Matthias
c3daddc629
Merge pull request #7809 from richardjozsa/develop
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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
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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
f4025ee5de
Merge pull request #7289 from freqtrade/feat/freqai-rl-dev
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Add reinforcement learning module to FreqAI
2022-11-27 17:15:21 +01:00
stm
51d21b413d
Fix 4ac update_total_profit
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_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
dba30393fb
ensure extra_returns_per_train are set properly on first hist_preds build
2022-11-26 18:04:47 +01:00
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
robcaulk
8dbfd2cacf
improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc
2022-11-26 11:51:08 +01:00
robcaulk
2e82e6784a
move data_provider cleanup to shutdown()
2022-11-24 19:07:38 +01:00
robcaulk
73c458d47b
use importlib instead of __import___
2022-11-24 19:04:35 +01:00
robcaulk
3a07749fcc
fix docstring
2022-11-24 18:46:54 +01:00
robcaulk
44b042ba51
remove unused function
2022-11-24 17:53:26 +01:00
Matthias
8f1a8c752b
Add freqairl docker build process
2022-11-24 07:00:12 +01:00
Wagner Costa
d09157efb8
update code to use one prediction file / pair
2022-11-22 15:15:42 -03:00
Wagner Costa
c01f25ddc9
update code to freqai_backtest_live_models only from historic predictions
2022-11-22 13:09:09 -03:00
Wagner Costa Santos
fdc82af883
fix tests - update code to backtest with historic_predictions
2022-11-19 22:27:58 -03:00
Wagner Costa Santos
80d070e9ee
update code to use historic_predictions for freqai_backtest_live_models
2022-11-19 14:15:58 -03:00
robcaulk
387c905a86
merge develop into RL
2022-11-17 21:59:07 +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
91df79ff44
merge dev into backtest-live-predictions
2022-11-17 21:20:47 +01:00
Robert Caulk
cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
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Simplify timerange handling
2022-11-17 19:57:48 +01:00
Wagner Costa Santos
3903b04d3f
save_live_data_backtest - added docs and tests
2022-11-17 15:20:07 -03:00
Wagner Costa Santos
99bff9cbfa
backtesting_from_live_saved_files - code refactoring
2022-11-17 10:30:51 -03:00
Wagner Costa Santos
913749c81b
backtesting_from_live_saved_files - code refactoring
2022-11-17 10:30:16 -03:00
Wagner Costa Santos
b01e4e3dbf
change default value - save_live_data_backtest as false
2022-11-17 10:14:30 -03:00
Wagner Costa Santos
1a19d90e2e
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-17 10:13:11 -03:00
robcaulk
bf4d5b432a
ensure model_type is defined
2022-11-13 18:50:25 +01:00
robcaulk
6394ef4558
fix docstrings
2022-11-13 17:43:52 +01:00
robcaulk
96fafb7f56
remove limit_ram_use
2022-11-13 17:14:47 +01:00
robcaulk
b421521be3
help default ReinforcementLearner users by assigning the model_type automatically
2022-11-13 17:12:17 +01:00
robcaulk
90f168d1ff
remove more user references. cleanup dataprovider
2022-11-13 17:06:06 +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
Matthias
942840da2d
Improve setting wording to keep future possibilities open
2022-11-13 15:22:44 +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
Wagner Costa Santos
27fa9f1f4e
backtest saved dataframe from live
2022-11-12 14:37:23 -03:00
Wagner Costa Santos
f9c6c538be
Merge branch 'develop' into backtest_fitlivepredictions
2022-11-12 09:37:45 -03:00
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
7a4bb040a5
merge develop into feat/freqai-rl-dev
2022-11-12 10:54:34 +01:00
robcaulk
214c622475
move dataframe converter to converter.py
2022-11-12 10:38:25 +01:00
