robcaulk
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74e4fd0633
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ensure config example can work with backtesting RL
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2022-08-24 13:00:55 +02:00 |
|
robcaulk
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b90da46b1b
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improve price df handling to enable backtesting
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2022-08-24 13:00:55 +02:00 |
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MukavaValkku
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2080ff86ed
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5ac base fixes in logic
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2022-08-24 13:00:55 +02:00 |
|
robcaulk
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16cec7dfbd
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fix save/reload functionality for stablebaselines
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2022-08-24 13:00:55 +02:00 |
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sonnhfit
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0475b7cb18
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remove unuse code and fix coding conventions
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2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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d60a166fbf
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multiproc TDQN with xtra callbacks
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2022-08-24 13:00:55 +02:00 |
|
robcaulk
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dd382dd370
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add monitor to eval env so that multiproc can save best_model
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2022-08-24 13:00:55 +02:00 |
|
robcaulk
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69d542d3e2
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match config and strats to upstream freqai
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2022-08-24 13:00:55 +02:00 |
|
robcaulk
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e5df39e891
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ensuring best_model is placed in ram and saved to disk and loaded from disk
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2022-08-24 13:00:55 +02:00 |
|
robcaulk
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bf7ceba958
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set cpu threads in config
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2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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57c488a6f1
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learning_rate + multicpu changes
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2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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48bb51b458
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example config added
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2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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b1fc5a06ca
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example config added
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2022-08-24 13:00:55 +02:00 |
|
sonnhfit
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6d8e838a8f
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update tensorboard dependency
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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acf3484e88
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add multiprocessing variant of ReinforcementLearningPPO
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2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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cf0731095f
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type fix
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2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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1c81ec6016
|
3ac and 5ac example strategies
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2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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13cd18dc9a
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PPO policy change + verbose=1
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2022-08-24 13:00:55 +02:00 |
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robcaulk
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926023935f
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make base 3ac and base 5ac environments. TDQN defaults to 3AC.
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2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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096533bcb9
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3ac to 5ac
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2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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718c9d0440
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action fix
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2022-08-24 13:00:55 +02:00 |
|
robcaulk
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9c78e6c26f
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base PPO model only customizes reward for 3AC
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2022-08-24 13:00:55 +02:00 |
|
robcaulk
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6048f60f13
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get TDQN working with 5 action environment
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2022-08-24 13:00:55 +02:00 |
|
robcaulk
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d4db5c3281
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ensure TDQN class is properly named
|
2022-08-24 13:00:55 +02:00 |
|
robcaulk
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91683e1dca
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restructure RL so that user can customize environment
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2022-08-24 13:00:55 +02:00 |
|
sonnhfit
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ecd1f55abc
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add rl module
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2022-08-24 13:00:55 +02:00 |
|
sonnhfit
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70b25461f0
|
add rl dependency
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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9b895500b3
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initial commit - new dev branch
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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cd3fe44424
|
callback function and TDQN model added
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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01232e9a1f
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callback function and TDQN model added
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
8eeaab2746
|
add reward function
|
2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
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ec813434f5
|
ReinforcementLearningModel
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2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
2f4d73eb06
|
Revert "ReinforcementLearningModel"
This reverts commit 4d8dfe1ff1daa47276eda77118ddf39c13512a85.
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2022-08-24 13:00:55 +02:00 |
|
MukavaValkku
|
c1e7db3130
|
ReinforcementLearningModel
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2022-08-24 13:00:55 +02:00 |
|
robcaulk
|
05ed1b544f
|
Working base for reinforcement learning model
|
2022-08-24 13:00:40 +02:00 |
|
Matthias
|
a6d78a8615
|
initialize Since parameter properly
closes #7285
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2022-08-23 06:43:04 +02:00 |
|
Matthias
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fe7108ae75
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Convert amount to contracts before comparing for close
closes #7279
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2022-08-23 06:37:38 +02:00 |
|
Matthias
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78b161e14c
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add contract_size to database
|
2022-08-23 06:37:38 +02:00 |
|
Matthias
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6036018f35
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Extract contracts_to_amount and amount_to_contracts to standalone functions
|
2022-08-23 06:37:38 +02:00 |
|
Matthias
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1b0f37a93c
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Fix documentation typo
|
2022-08-23 06:37:38 +02:00 |
|
Matthias
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5f38a574ce
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Add okx broker id
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2022-08-23 06:37:38 +02:00 |
|
th0rntwig
|
5ce1c69803
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Improve DBSCAN epsilon identification (#7269)
* Improve DBSCAN epsilon identification
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2022-08-22 19:57:20 +02:00 |
|
Matthias
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60ba921f56
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Merge pull request #7282 from freqtrade/mem-leak-fix
Plug mem leak, add training timer
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2022-08-22 19:36:52 +02:00 |
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robcaulk
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ac42c0153d
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deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.
|
2022-08-22 18:19:07 +02:00 |
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robcaulk
|
96d8882f1e
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Plug mem leak, add training timer
|
2022-08-22 13:30:30 +02:00 |
|
Matthias
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f55d5ffd8c
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Don't fail when --strategy-path is not a valid directory.
closes #7264
|
2022-08-22 09:20:14 +00:00 |
|
Matthias
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914b6247e4
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Merge pull request #7278 from freqtrade/dependabot/pip/develop/ccxt-1.92.52
Bump ccxt from 1.92.20 to 1.92.52
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2022-08-22 08:41:52 +02:00 |
|
Matthias
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da87e9cbb3
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Merge pull request #7275 from freqtrade/dependabot/pip/develop/types-requests-2.28.9
Bump types-requests from 2.28.8 to 2.28.9
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2022-08-22 08:41:34 +02:00 |
|
Matthias
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484b147a89
|
Merge pull request #7277 from freqtrade/dependabot/pip/develop/time-machine-2.8.1
Bump time-machine from 2.7.1 to 2.8.1
|
2022-08-22 07:13:05 +02:00 |
|
Timothy Pogue
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4fa01548f6
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Remove old var from strategy interface
|
2022-08-21 22:49:42 -06:00 |
|