freqtrade_origin/config_examples/config_freqai-rl.example.json

{
    "trading_mode": "futures",
    "new_pairs_days": 30,
    "margin_mode": "isolated",
    "max_open_trades": 8,
    "stake_currency": "USDT",
    "stake_amount": 1000,
    "tradable_balance_ratio": 1,
    "fiat_display_currency": "USD",
    "dry_run": true,
    "timeframe": "5m",
    "dataformat_ohlcv": "json",
    "dry_run_wallet": 12000,
    "cancel_open_orders_on_exit": true,
    "unfilledtimeout": {
        "entry": 10,
        "exit": 30
    },
    "exchange": {
        "name": "binance",
        "key": "",
        "secret": "",
        "ccxt_config": {
            "enableRateLimit": true
        },
        "ccxt_async_config": {
            "enableRateLimit": true,
            "rateLimit": 200
        },
        "pair_whitelist": [
            "1INCH/USDT",
            "AAVE/USDT"
        ],
        "pair_blacklist": []
    },
    "entry_pricing": {
        "price_side": "same",
        "use_order_book": true,
        "order_book_top": 1,
        "price_last_balance": 0.0,
        "check_depth_of_market": {
            "enabled": false,
            "bids_to_ask_delta": 1
        }
    },
    "exit_pricing": {
        "price_side": "other",
        "use_order_book": true,
        "order_book_top": 1
    },
    "pairlists": [
        {
            "method": "StaticPairList"
        }
    ],
    "freqai": {
        "enabled": true,
        "model_save_type": "stable_baselines",
        "conv_width": 4,
        "purge_old_models": true,
        "limit_ram_usage": false,
        "train_period_days": 5,
        "backtest_period_days": 2,
        "identifier": "unique-id",
        "continual_learning": false,
        "data_kitchen_thread_count": 2,
        "feature_parameters": {
            "include_corr_pairlist": [
                "BTC/USDT",
                "ETH/USDT"
            ],
            "include_timeframes": [
                "5m",
                "30m"
            ],
            "indicator_max_period_candles": 20,
            "indicator_periods_candles": [14]
        },
        "data_split_parameters": {
            "test_size": 0.5,
            "random_state": 1,
            "shuffle": false
        },
        "model_training_parameters": {
            "learning_rate": 0.00025,
            "gamma": 0.9,
            "verbose": 1
        },
        "rl_config": {
            "train_cycles": 6,
            "thread_count": 4,
            "max_trade_duration_candles": 300,
            "model_type": "PPO",
            "policy_type": "MlpPolicy",
            "max_training_drawdown_pct": 0.5,
            "model_reward_parameters": {
                "rr": 1,
                "profit_aim": 0.02,
                "win_reward_factor": 2
            }
        }
    },
    "bot_name": "RL_test",
    "force_entry_enable": true,
    "initial_state": "running",
    "internals": {
        "process_throttle_secs": 5
    }
}