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fix reward inconsistency in template

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This commit is contained in:
robcaulk 2022-10-05 20:55:50 +02:00
parent 017e476f49
commit 488739424d
1 changed files with 2 additions and 3 deletions
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5
freqtrade/freqai/RL/BaseReinforcementLearningModel.py
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@ -309,7 +309,6 @@ class BaseReinforcementLearningModel(IFreqaiModel):
return -2 return -2
pnl = self.get_unrealized_profit() pnl = self.get_unrealized_profit()
rew = np.sign(pnl) * (pnl + 1)
factor = 100. factor = 100.
# reward agent for entering trades # reward agent for entering trades
@ -340,13 +339,13 @@ class BaseReinforcementLearningModel(IFreqaiModel):
if action == Actions.Long_exit.value and self._position == Positions.Long: if action == Actions.Long_exit.value and self._position == Positions.Long:
if pnl > self.profit_aim * self.rr: if pnl > self.profit_aim * self.rr:
factor *= self.rl_config['model_reward_parameters'].get('win_reward_factor', 2) factor *= self.rl_config['model_reward_parameters'].get('win_reward_factor', 2)
return float(rew * factor) return float(pnl * factor)
# close short # close short
if action == Actions.Short_exit.value and self._position == Positions.Short: if action == Actions.Short_exit.value and self._position == Positions.Short:
if pnl > self.profit_aim * self.rr: if pnl > self.profit_aim * self.rr:
factor *= self.rl_config['model_reward_parameters'].get('win_reward_factor', 2) factor *= self.rl_config['model_reward_parameters'].get('win_reward_factor', 2)
return float(rew * factor) return float(pnl * factor)
return 0. return 0.