lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-09-20 09:31:12 +00:00
Code Issues Actions 1 Packages Projects Releases Wiki Activity

add randomize_starting_position to the rl_config

Browse Source
This commit is contained in:
robcaulk 2022-11-27 21:03:13 +01:00
parent 64d4a52a56
commit 7fd6bc526e
3 changed files with 6 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

1
docs/freqai-parameter-table.md
View File

@ -82,6 +82,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
| `model_reward_parameters` | Parameters used inside the customizable `calculate_reward()` function in `ReinforcementLearner.py` <br> **Datatype:** int.
| `add_state_info` | Tell FreqAI to include state information in the feature set for training and inferencing. The current state variables include trade duration, current profit, trade position. This is only available in dry/live runs, and is automatically switched to false for backtesting. <br> **Datatype:** bool. <br> Default: `False`.
| `net_arch` | Network architecture which is well described in [`stable_baselines3` doc](https://stable-baselines3.readthedocs.io/en/master/guide/custom_policy.html#examples). In summary: `[<shared layers>, dict(vf=[<non-shared value network layers>], pi=[<non-shared policy network layers>])]`. By default this is set to `[128, 128]`, which defines 2 shared hidden layers with 128 units each.
| `randomize_starting_position` | Randomize the starting point of each episode to avoid overfitting. <br> **Datatype:** bool. <br> Default: `False`.
### Additional parameters

1
freqtrade/constants.py
View File

@ -591,6 +591,7 @@ CONF_SCHEMA = {
"model_type": {"type": "string", "default": "PPO"},
"policy_type": {"type": "string", "default": "MlpPolicy"},
"net_arch": {"type": "array", "default": [128, 128]},
"randomize_startinng_position": {"type": "boolean", "default": False},
"model_reward_parameters": {
"type": "object",
"properties": {

7
freqtrade/freqai/RL/BaseEnvironment.py
View File

@ -122,9 +122,10 @@ class BaseEnvironment(gym.Env):
self._done = False
if self.starting_point is True:
length_of_data = int(self._end_tick/4)
start_tick = random.randint(self.window_size+1, length_of_data)
self._start_tick = start_tick
if self.rl_config.get('randomize_starting_position', False):
length_of_data = int(self._end_tick / 4)
start_tick = random.randint(self.window_size + 1, length_of_data)
self._start_tick = start_tick
self._position_history = (self._start_tick * [None]) + [self._position]
else:
self._position_history = (self.window_size * [None]) + [self._position]