Commit Graph

611 Commits

Author SHA1 Message Date
robcaulk
7b3406914c flip add_state_info 2022-12-07 19:49:39 +01:00
robcaulk
9b4364ddc3 ensure that add_state_info is deactivated during backtesting 2022-12-07 19:49:14 +01:00
Robert Caulk
b9f6911a6a
Merge pull request #7843 from smarmau/develop
freqai RL agent info during training
2022-12-06 20:06:41 +01:00
Wagner Costa
c81b00fb37 Merge branch 'develop' into freqai_bt_from_predictions_improvement 2022-12-05 18:00:55 -03:00
robcaulk
62c69bf2b5 fix custom_info 2022-12-05 20:22:54 +01:00
robcaulk
d8565261e1 ignore initializer type 2022-12-04 14:10:33 +01:00
robcaulk
24766928ba reorganize/generalize tensorboard callback 2022-12-04 13:54:30 +01:00
smarmau
b2edc58089
fix flake8 2022-12-03 22:31:02 +11:00
smarmau
d6f45a12ae
add multiproc fix flake8 2022-12-03 22:30:04 +11:00
smarmau
469aa0d43f
add state/action info to callbacks 2022-12-03 21:16:46 +11:00
smarmau
075c8c23c8
add state/action info to callbacks 2022-12-03 21:16:04 +11:00
Matthias
4dc591a170
Merge pull request #7834 from freqtrade/fix-data-drawer-model-load
Fix sb3_contrib loading issue
2022-12-02 06:29:23 +01:00
Wagner Costa
77dc2c92a7 performance improvevemnts - backtest freqai from saved predictions 2022-12-01 12:53:19 -03:00
robcaulk
2b3e166dc2 fix fees RL 2022-12-01 10:10:28 +01:00
Emre
396e666e9b
Keep old behavior of model loading 2022-12-01 11:03:51 +03:00
Emre
4a9982f86b
Fix sb3_contrib loading issue 2022-12-01 10:08:42 +03:00
Matthias
dac4a35be2
Merge pull request #7828 from freqtrade/fix-state-info-rl
bring back market side setting in get_state_info
2022-11-30 19:57:28 +01:00
Wagner Costa
79821ebb33 fix flake8 errors 2022-11-30 08:41:44 -03:00
robcaulk
e7f72d52b8 bring back market side setting in get_state_info 2022-11-30 12:36:26 +01:00
Wagner Costa
17cf3c7e83 bug fixes and removed fillna from fit_live_predictions 2022-11-30 08:28:45 -03:00
robcaulk
4571aedb33 consolidate and clean code 2022-11-30 00:53:35 +01:00
Wagner Costa
8ea58ab352 change BT prediction files to feather format 2022-11-29 10:38:35 -03:00
Wagner Costa
df979ece33 Merge branch 'develop' into backtest_fitlivepredictions 2022-11-29 09:39:15 -03:00
Matthias
c3daddc629
Merge pull request #7809 from richardjozsa/develop
Improve the RL learning process
2022-11-29 06:28:36 +01:00
Emre
9cbfa12011
Directly set model_type in base RL model 2022-11-28 16:02:17 +03:00
robcaulk
56518def42 isort 2022-11-27 21:06:01 +01:00
robcaulk
7fd6bc526e add randomize_starting_position to the rl_config 2022-11-27 21:03:13 +01:00
richardjozsa
64d4a52a56 Improve the RL learning process
Improve the RL learning process by selecting random start point for the agent, it can help to block the agent to only learn on the selected period of time, while improving the quality of the model.
2022-11-27 20:43:50 +01:00
Matthias
f4025ee5de
Merge pull request #7289 from freqtrade/feat/freqai-rl-dev
Add reinforcement learning module to FreqAI
2022-11-27 17:15:21 +01:00
stm
51d21b413d
Fix 4ac update_total_profit
_update_total_profit() must be executed before "self._position = Positions.Neutral" because _update_total_profit() calls get_unrealized_profit(), which returns 0 if position is neutral and total_profit is not updated
2022-11-26 23:35:20 +03:00
robcaulk
dba30393fb ensure extra_returns_per_train are set properly on first hist_preds build 2022-11-26 18:04:47 +01:00
robcaulk
be890b52fd remove np import 2022-11-26 13:44:58 +01:00
robcaulk
aaaa5a5f64 add documentation for net_arch, other small changes 2022-11-26 13:44:58 +01:00
Matthias
7ebc8ee169 Fix missing Optional typehint 2022-11-26 13:32:18 +01:00
Matthias
bdfedb5fcb Improve typehints / reduce warnings from mypy 2022-11-26 13:03:07 +01:00
robcaulk
81fd2e588f ensure typing, remove unsued code 2022-11-26 12:11:59 +01:00
robcaulk
8dbfd2cacf improve docstring clarity about how to inherit from ReinforcementLearner, demonstrate inherittance with ReinforcementLearner_multiproc 2022-11-26 11:51:08 +01:00
robcaulk
2e82e6784a move data_provider cleanup to shutdown() 2022-11-24 19:07:38 +01:00
robcaulk
73c458d47b use importlib instead of __import___ 2022-11-24 19:04:35 +01:00
robcaulk
3a07749fcc fix docstring 2022-11-24 18:46:54 +01:00
robcaulk
44b042ba51 remove unused function 2022-11-24 17:53:26 +01:00
Matthias
8f1a8c752b Add freqairl docker build process 2022-11-24 07:00:12 +01:00
Wagner Costa
d09157efb8 update code to use one prediction file / pair 2022-11-22 15:15:42 -03:00
Wagner Costa
c01f25ddc9 update code to freqai_backtest_live_models only from historic predictions 2022-11-22 13:09:09 -03:00
Wagner Costa Santos
fdc82af883 fix tests - update code to backtest with historic_predictions 2022-11-19 22:27:58 -03:00
Wagner Costa Santos
80d070e9ee update code to use historic_predictions for freqai_backtest_live_models 2022-11-19 14:15:58 -03:00
robcaulk
387c905a86 merge develop into RL 2022-11-17 21:59:07 +01:00
robcaulk
60fcd8dce2 fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc 2022-11-17 21:50:02 +01:00
robcaulk
91df79ff44 merge dev into backtest-live-predictions 2022-11-17 21:20:47 +01:00
Robert Caulk
cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
Simplify timerange handling
2022-11-17 19:57:48 +01:00