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Merge pull request #8423 from freqtrade/add-profit-trade-history

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make trade_type value more explicit, add profit to trade_history dict
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Matthias 2023-04-01 15:19:54 +02:00 committed by GitHub
commit a630799984
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GPG Key ID: 4AEE18F83AFDEB23
3 changed files with 11 additions and 31 deletions
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4
freqtrade/freqai/RL/Base3ActionRLEnv.py
View File

@ -66,7 +66,7 @@ class Base3ActionRLEnv(BaseEnvironment):
elif action == Actions.Sell.value and not self.can_short: elif action == Actions.Sell.value and not self.can_short:
self._update_total_profit() self._update_total_profit()
self._position = Positions.Neutral self._position = Positions.Neutral
trade_type = "neutral" trade_type = "exit"
self._last_trade_tick = None self._last_trade_tick = None
else: else:
print("case not defined") print("case not defined")
@ -74,7 +74,7 @@ class Base3ActionRLEnv(BaseEnvironment):
if trade_type is not None: if trade_type is not None:
self.trade_history.append( self.trade_history.append(
{'price': self.current_price(), 'index': self._current_tick, {'price': self.current_price(), 'index': self._current_tick,
'type': trade_type}) 'type': trade_type, 'profit': self.get_unrealized_profit()})
if (self._total_profit < self.max_drawdown or if (self._total_profit < self.max_drawdown or
self._total_unrealized_profit < self.max_drawdown): self._total_unrealized_profit < self.max_drawdown):

18
freqtrade/freqai/RL/Base4ActionRLEnv.py
View File

@ -52,16 +52,6 @@ class Base4ActionRLEnv(BaseEnvironment):
trade_type = None trade_type = None
if self.is_tradesignal(action): if self.is_tradesignal(action):
"""
Action: Neutral, position: Long -> Close Long
Action: Neutral, position: Short -> Close Short
Action: Long, position: Neutral -> Open Long
Action: Long, position: Short -> Close Short and Open Long
Action: Short, position: Neutral -> Open Short
Action: Short, position: Long -> Close Long and Open Short
"""
if action == Actions.Neutral.value: if action == Actions.Neutral.value:
self._position = Positions.Neutral self._position = Positions.Neutral
@ -69,16 +59,16 @@ class Base4ActionRLEnv(BaseEnvironment):
self._last_trade_tick = None self._last_trade_tick = None
elif action == Actions.Long_enter.value: elif action == Actions.Long_enter.value:
self._position = Positions.Long self._position = Positions.Long
trade_type = "long" trade_type = "enter_long"
self._last_trade_tick = self._current_tick self._last_trade_tick = self._current_tick
elif action == Actions.Short_enter.value: elif action == Actions.Short_enter.value:
self._position = Positions.Short self._position = Positions.Short
trade_type = "short" trade_type = "enter_short"
self._last_trade_tick = self._current_tick self._last_trade_tick = self._current_tick
elif action == Actions.Exit.value: elif action == Actions.Exit.value:
self._update_total_profit() self._update_total_profit()
self._position = Positions.Neutral self._position = Positions.Neutral
trade_type = "neutral" trade_type = "exit"
self._last_trade_tick = None self._last_trade_tick = None
else: else:
print("case not defined") print("case not defined")
@ -86,7 +76,7 @@ class Base4ActionRLEnv(BaseEnvironment):
if trade_type is not None: if trade_type is not None:
self.trade_history.append( self.trade_history.append(
{'price': self.current_price(), 'index': self._current_tick, {'price': self.current_price(), 'index': self._current_tick,
'type': trade_type}) 'type': trade_type, 'profit': self.get_unrealized_profit()})
if (self._total_profit < self.max_drawdown or if (self._total_profit < self.max_drawdown or
self._total_unrealized_profit < self.max_drawdown): self._total_unrealized_profit < self.max_drawdown):

20
freqtrade/freqai/RL/Base5ActionRLEnv.py
View File

@ -53,16 +53,6 @@ class Base5ActionRLEnv(BaseEnvironment):
trade_type = None trade_type = None
if self.is_tradesignal(action): if self.is_tradesignal(action):
"""
Action: Neutral, position: Long -> Close Long
Action: Neutral, position: Short -> Close Short
Action: Long, position: Neutral -> Open Long
Action: Long, position: Short -> Close Short and Open Long
Action: Short, position: Neutral -> Open Short
Action: Short, position: Long -> Close Long and Open Short
"""
if action == Actions.Neutral.value: if action == Actions.Neutral.value:
self._position = Positions.Neutral self._position = Positions.Neutral
@ -70,21 +60,21 @@ class Base5ActionRLEnv(BaseEnvironment):
self._last_trade_tick = None self._last_trade_tick = None
elif action == Actions.Long_enter.value: elif action == Actions.Long_enter.value:
self._position = Positions.Long self._position = Positions.Long
trade_type = "long" trade_type = "enter_long"
self._last_trade_tick = self._current_tick self._last_trade_tick = self._current_tick
elif action == Actions.Short_enter.value: elif action == Actions.Short_enter.value:
self._position = Positions.Short self._position = Positions.Short
trade_type = "short" trade_type = "enter_short"
self._last_trade_tick = self._current_tick self._last_trade_tick = self._current_tick
elif action == Actions.Long_exit.value: elif action == Actions.Long_exit.value:
self._update_total_profit() self._update_total_profit()
self._position = Positions.Neutral self._position = Positions.Neutral
trade_type = "neutral" trade_type = "exit_long"
self._last_trade_tick = None self._last_trade_tick = None
elif action == Actions.Short_exit.value: elif action == Actions.Short_exit.value:
self._update_total_profit() self._update_total_profit()
self._position = Positions.Neutral self._position = Positions.Neutral
trade_type = "neutral" trade_type = "exit_short"
self._last_trade_tick = None self._last_trade_tick = None
else: else:
print("case not defined") print("case not defined")
@ -92,7 +82,7 @@ class Base5ActionRLEnv(BaseEnvironment):
if trade_type is not None: if trade_type is not None:
self.trade_history.append( self.trade_history.append(
{'price': self.current_price(), 'index': self._current_tick, {'price': self.current_price(), 'index': self._current_tick,
'type': trade_type}) 'type': trade_type, 'profit': self.get_unrealized_profit()})
if (self._total_profit < self.max_drawdown or if (self._total_profit < self.max_drawdown or
self._total_unrealized_profit < self.max_drawdown): self._total_unrealized_profit < self.max_drawdown):