Matthias
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bdfedb5fcb
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Improve typehints / reduce warnings from mypy
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2022-11-26 13:03:07 +01:00 |
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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 |
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robcaulk
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3a07749fcc
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fix docstring
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2022-11-24 18:46:54 +01:00 |
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robcaulk
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44b042ba51
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remove unused function
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2022-11-24 17:53:26 +01:00 |
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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 |
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robcaulk
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60fcd8dce2
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fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc
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2022-11-17 21:50:02 +01:00 |
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robcaulk
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6394ef4558
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fix docstrings
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2022-11-13 17:43:52 +01:00 |
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robcaulk
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388ca21200
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update docs, fix bug in environment
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2022-11-13 16:56:31 +01:00 |
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robcaulk
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af9e400562
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add test coverage, fix bug in base environment. Ensure proper fee is used.
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2022-11-13 15:31:37 +01:00 |
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robcaulk
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81f800a79b
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switch to using FT calc_profi_pct, reverse entry/exit fees
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2022-11-13 13:41:17 +01:00 |
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robcaulk
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e71a8b8ac1
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add ability to integrate state info or not, and prevent state info integration during backtesting
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2022-11-12 18:46:48 +01:00 |
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robcaulk
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9c6b97c678
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ensure normalization acceleration methods are employed in RL
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2022-11-12 12:01:59 +01:00 |
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robcaulk
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6746868ea7
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store dataprovider to self instead of strategy
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2022-11-12 11:33:03 +01:00 |
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robcaulk
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8d7adfabe9
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clean RL tests to avoid dir pollution and increase speed
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2022-10-08 12:10:38 +02:00 |
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robcaulk
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488739424d
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fix reward inconsistency in template
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2022-10-05 20:55:50 +02:00 |
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robcaulk
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cf882fa84e
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fix tests
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2022-10-01 20:26:41 +02:00 |
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Robert Caulk
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555cc42630
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Ensure 1 thread is available (for testing purposes)
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2022-09-29 14:00:09 +02:00 |
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Robert Caulk
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dcf6ebe273
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Update BaseReinforcementLearningModel.py
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2022-09-29 00:37:03 +02:00 |
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robcaulk
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83343dc2f1
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control number of threads, update doc
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2022-09-29 00:10:18 +02:00 |
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robcaulk
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647200e8a7
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isort
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2022-09-23 19:30:56 +02:00 |
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robcaulk
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77c360b264
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improve typing, improve docstrings, ensure global tests pass
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2022-09-23 19:17:27 +02:00 |
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Robert Caulk
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f5cd8f62c6
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Remove unused code from BaseEnv
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2022-09-23 10:24:39 +02:00 |
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robcaulk
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7295ba0fb2
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add test for Base4ActionEnv
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2022-09-22 23:42:33 +02:00 |
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robcaulk
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eeebb78a5c
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skip darwin in RL tests, remove example scripts, improve doc
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2022-09-22 21:16:21 +02:00 |
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robcaulk
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7b1d409c98
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fix mypy/flake8
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2022-09-17 17:51:06 +02:00 |
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robcaulk
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3b97b3d5c8
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fix mypy error for strategy
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2022-09-15 00:56:51 +02:00 |
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robcaulk
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8aac644009
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add tests. add guardrails.
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2022-09-15 00:46:35 +02:00 |
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robcaulk
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48140bff91
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fix bug in 4ActRLEnv
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2022-09-14 22:53:53 +02:00 |
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robcaulk
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27dce20b29
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fix bug in Base4ActionRLEnv, improve example strats
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2022-09-04 11:21:54 +02:00 |
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Richard Jozsa
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2493e0c8a5
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Unnecessary lines in Base4, and changes for box space, to fit better for our needs (#7324)
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2022-08-31 16:37:02 +02:00 |
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robcaulk
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7766350c15
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refactor environment inheritence tree to accommodate flexible action types/counts. fix bug in train profit handling
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2022-08-28 19:21:57 +02:00 |
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robcaulk
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baa4f8e3d0
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remove Base3ActionEnv in favor of Base4Action
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2022-08-26 11:04:25 +02:00 |
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richardjozsa
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d31926efdf
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Added Base4Action
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2022-08-26 11:04:25 +02:00 |
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robcaulk
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3199eb453b
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reduce code for base use-case, ensure multiproc inherits custom env, add ability to limit ram use.
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2022-08-25 19:05:51 +02:00 |
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robcaulk
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94cfc8e63f
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fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward
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2022-08-25 11:46:18 +02:00 |
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robcaulk
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d1bee29b1e
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improve default reward, fix bugs in environment
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2022-08-24 18:32:40 +02:00 |
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robcaulk
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a61821e1c6
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remove monitor log
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2022-08-24 16:33:13 +02:00 |
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robcaulk
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bd870e2331
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fix monitor bug, set default values in case user doesnt set params
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2022-08-24 16:32:14 +02:00 |
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robcaulk
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c0cee5df07
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add continual retraining feature, handly mypy typing reqs, improve docstrings
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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b26ed7dea4
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fix generic reward, add time duration to reward
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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280a1dc3f8
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add live rate, add trade duration
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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f9a49744e6
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add strategy to the freqai object
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2022-08-24 13:00:55 +02:00 |
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richardjozsa
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a2a4bc05db
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Fix the state profit calculation logic
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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29f0e01c4a
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expose environment reward parameters to the user config
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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d88a0dbf82
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add sb3_contrib models to the available agents. include sb3_contrib in requirements.
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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8b3a8234ac
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fix env bug, allow example strat to short
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2022-08-24 13:00:55 +02:00 |
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mrzdev
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8cd4daad0a
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Feat/freqai rl dev (#7)
* access trades through get_trades_proxy method to allow backtesting
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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3eb897c2f8
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reuse callback, allow user to acces all stable_baselines3 agents via config
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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4b9499e321
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improve nomenclature and fix short exit bug
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2022-08-24 13:00:55 +02:00 |
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sonnhfit
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4baa36bdcf
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fix persist a single training environment for PPO
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2022-08-24 13:00:55 +02:00 |
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