Commit Graph

18301 Commits

Author SHA1 Message Date
robcaulk
8c313b431d remove whitespace from Dockerfile 2022-08-26 11:14:01 +02:00
robcaulk
baa4f8e3d0 remove Base3ActionEnv in favor of Base4Action 2022-08-26 11:04:25 +02:00
richardjozsa
cdc550da9a Revert the docker changes to be inline with the original freqtrade image
Reverted the changes, and added a new way of doing, Dockerfile.freqai with that file the users can make their own dockerimage.
2022-08-26 11:04:25 +02:00
richardjozsa
d31926efdf Added Base4Action 2022-08-26 11:04:25 +02:00
Matthias
53d46a0385 align max_entry_position_adjustment behavior of backtesting to live
closes #7293
2022-08-25 20:36:17 +02:00
robcaulk
3199eb453b reduce code for base use-case, ensure multiproc inherits custom env, add ability to limit ram use. 2022-08-25 19:05:51 +02:00
Matthias
1fd223c815
Update --prepend help string
closes #7290
2022-08-25 17:03:41 +02:00
robcaulk
05ccebf9a1 automate eval freq in multiproc 2022-08-25 12:29:48 +02:00
robcaulk
94cfc8e63f fix multiproc callback, add continual learning to multiproc, fix totalprofit bug in env, set eval_freq automatically, improve default reward 2022-08-25 11:46:18 +02:00
Matthias
f2a356a80c Fix some imports 2022-08-25 07:08:58 +02:00
Matthias
6636f17e0f Simplify usage of amount_to_contract precision 2022-08-25 07:08:22 +02:00
Matthias
9e48e6a40b Update docs about precision limits in backtesting 2022-08-25 06:50:10 +02:00
Matthias
205ab26e92 Remove TODO in test 2022-08-25 06:50:10 +02:00
Matthias
70df037690 Improve test precision 2022-08-25 06:50:10 +02:00
Timothy Pogue
3e786a9b8b added example configs 2022-08-24 22:44:22 -06:00
Timothy Pogue
d474111a65 Renamed to external signals, controller class refactored 2022-08-24 22:42:29 -06:00
Timothy Pogue
592373f096 Remove pairlist waiting, add .db files to .gitignore 2022-08-24 18:30:30 -06:00
Matthias
32faad9333 Fix backtest calculation problem with DCA
closes #7287
2022-08-24 20:36:08 +02:00
robcaulk
d1bee29b1e improve default reward, fix bugs in environment 2022-08-24 18:32:40 +02:00
robcaulk
a61821e1c6 remove monitor log 2022-08-24 16:33:13 +02:00
robcaulk
bd870e2331 fix monitor bug, set default values in case user doesnt set params 2022-08-24 16:32:14 +02:00
robcaulk
c0cee5df07 add continual retraining feature, handly mypy typing reqs, improve docstrings 2022-08-24 13:00:55 +02:00
robcaulk
b708134c1a switch multiproc thread count to rl_config definition 2022-08-24 13:00:55 +02:00
robcaulk
b26ed7dea4 fix generic reward, add time duration to reward 2022-08-24 13:00:55 +02:00
robcaulk
280a1dc3f8 add live rate, add trade duration 2022-08-24 13:00:55 +02:00
robcaulk
f9a49744e6 add strategy to the freqai object 2022-08-24 13:00:55 +02:00
richardjozsa
a2a4bc05db Fix the state profit calculation logic 2022-08-24 13:00:55 +02:00
robcaulk
29f0e01c4a expose environment reward parameters to the user config 2022-08-24 13:00:55 +02:00
robcaulk
d88a0dbf82 add sb3_contrib models to the available agents. include sb3_contrib in requirements. 2022-08-24 13:00:55 +02:00
robcaulk
8b3a8234ac fix env bug, allow example strat to short 2022-08-24 13:00:55 +02:00
mrzdev
8cd4daad0a Feat/freqai rl dev (#7)
* access trades through get_trades_proxy method to allow backtesting
2022-08-24 13:00:55 +02:00
robcaulk
3eb897c2f8 reuse callback, allow user to acces all stable_baselines3 agents via config 2022-08-24 13:00:55 +02:00
robcaulk
4b9499e321 improve nomenclature and fix short exit bug 2022-08-24 13:00:55 +02:00
sonnhfit
4baa36bdcf fix persist a single training environment for PPO 2022-08-24 13:00:55 +02:00
robcaulk
f95602f6bd persist a single training environment. 2022-08-24 13:00:55 +02:00
robcaulk
5d4e5e69fe reinforce training with state info, reinforce prediction with state info, restructure config to accommodate all parameters from any user imported model type. Set 5Act to default env on TDQN. Clean example config. 2022-08-24 13:00:55 +02:00
sonnhfit
7962a1439b remove keep low profit 2022-08-24 13:00:55 +02:00
sonnhfit
81b5aa66e8 make env keep current position when low profit 2022-08-24 13:00:55 +02:00
sonnhfit
45218faeb0 fix coding convention 2022-08-24 13:00:55 +02:00
richardjozsa
d55092ff17 Docker building update, and TDQN repair with the newer release of SB+ 2022-08-24 13:00:55 +02:00
robcaulk
74e4fd0633 ensure config example can work with backtesting RL 2022-08-24 13:00:55 +02:00
robcaulk
b90da46b1b improve price df handling to enable backtesting 2022-08-24 13:00:55 +02:00
MukavaValkku
2080ff86ed 5ac base fixes in logic 2022-08-24 13:00:55 +02:00
robcaulk
16cec7dfbd fix save/reload functionality for stablebaselines 2022-08-24 13:00:55 +02:00
sonnhfit
0475b7cb18 remove unuse code and fix coding conventions 2022-08-24 13:00:55 +02:00
MukavaValkku
d60a166fbf multiproc TDQN with xtra callbacks 2022-08-24 13:00:55 +02:00
robcaulk
dd382dd370 add monitor to eval env so that multiproc can save best_model 2022-08-24 13:00:55 +02:00
robcaulk
69d542d3e2 match config and strats to upstream freqai 2022-08-24 13:00:55 +02:00
robcaulk
e5df39e891 ensuring best_model is placed in ram and saved to disk and loaded from disk 2022-08-24 13:00:55 +02:00
robcaulk
bf7ceba958 set cpu threads in config 2022-08-24 13:00:55 +02:00