Commit Graph

618 Commits

Author SHA1 Message Date
Matthias 888ba65367
Merge branch 'develop' into fix/multioutput-bug 2022-12-11 15:23:53 +01:00
robcaulk 8c7ec07951 ensure predict_proba follows suit. Remove all lib specific params from example config 2022-12-11 12:39:31 +01:00
robcaulk 85f22b5c30 fix bug in MultiOutput* with conv_width = 1 2022-12-11 12:15:19 +01:00
Emre 272c3302e3
Merge remote-tracking branch 'origin/develop' into update-freqai-tf-handling 2022-12-11 13:12:45 +03:00
robcaulk 7b3406914c flip add_state_info 2022-12-07 19:49:39 +01:00
robcaulk 9b4364ddc3 ensure that add_state_info is deactivated during backtesting 2022-12-07 19:49:14 +01:00
Robert Caulk b9f6911a6a
Merge pull request #7843 from smarmau/develop
freqai RL agent info during training
2022-12-06 20:06:41 +01:00
Wagner Costa c81b00fb37 Merge branch 'develop' into freqai_bt_from_predictions_improvement 2022-12-05 18:00:55 -03:00
Emre bc48099e48
Revert changes 2022-12-05 23:52:48 +03:00
robcaulk 62c69bf2b5 fix custom_info 2022-12-05 20:22:54 +01:00
Emre 730fba956b
Ensure base tf included in include_timeframes 2022-12-05 16:16:17 +03:00
Emre e734b39929
Make model_training_parameters optional 2022-12-05 14:54:42 +03:00
robcaulk d8565261e1 ignore initializer type 2022-12-04 14:10:33 +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 d6f45a12ae
add multiproc fix flake8 2022-12-03 22:30:04 +11:00
smarmau 469aa0d43f
add state/action info to callbacks 2022-12-03 21:16:46 +11:00
smarmau 075c8c23c8
add state/action info to callbacks 2022-12-03 21:16:04 +11:00
Matthias 4dc591a170
Merge pull request #7834 from freqtrade/fix-data-drawer-model-load
Fix sb3_contrib loading issue
2022-12-02 06:29:23 +01:00
Wagner Costa 77dc2c92a7 performance improvevemnts - backtest freqai from saved predictions 2022-12-01 12:53:19 -03:00
robcaulk 2b3e166dc2 fix fees RL 2022-12-01 10:10:28 +01:00
Emre 396e666e9b
Keep old behavior of model loading 2022-12-01 11:03:51 +03:00
Emre 4a9982f86b
Fix sb3_contrib loading issue 2022-12-01 10:08:42 +03:00
Matthias dac4a35be2
Merge pull request #7828 from freqtrade/fix-state-info-rl
bring back market side setting in get_state_info
2022-11-30 19:57:28 +01:00
Wagner Costa 79821ebb33 fix flake8 errors 2022-11-30 08:41:44 -03:00
robcaulk e7f72d52b8 bring back market side setting in get_state_info 2022-11-30 12:36:26 +01:00
Wagner Costa 17cf3c7e83 bug fixes and removed fillna from fit_live_predictions 2022-11-30 08:28:45 -03:00
robcaulk 4571aedb33 consolidate and clean code 2022-11-30 00:53:35 +01:00
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
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
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
Add reinforcement learning module to FreqAI
2022-11-27 17:15:21 +01:00
stm 51d21b413d
Fix 4ac update_total_profit
_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