68 Commits

Author	SHA1	Message	Date
Matthias	3fb5cd3df6	Improve formatting	2023-04-17 20:27:18 +02:00
Richard Jozsa	66c326b789	Add proper handling of multiple environments	2023-03-20 15:54:58 +01:00
Richard Jozsa	d03fe1f8ee	add latest experimental version of gymnasium	2023-03-16 00:53:37 +01:00
robcaulk	d10ee0979a	ensure training_features_list is updated properly	2023-03-08 19:37:11 +01:00
Robert Caulk	85e345fc48	Update BaseReinforcementLearningModel.py	2023-03-08 19:29:39 +01:00
robcaulk	29d337fa02	ensure ohlc is dropped from both train and predict	2023-03-08 11:26:28 +01:00
robcaulk	d9dc831772	allow user to drop ohlc from features in RL	2023-03-07 11:33:54 +01:00
robcaulk	8873a565ee	expose raw features to the environment for use in calculate_reward	2023-02-10 15:48:18 +01:00
robcaulk	154b6711b3	use function level noqa ignore	2023-02-10 15:26:17 +01:00
robcaulk	4fc0edb8b7	add pair to environment for access inside calculate_reward	2023-02-10 14:45:50 +01:00
robcaulk	b2bab68fba	move price assignment to feature_engineering_standard() to reduce un-requested feature additions in RL. Ensure old method of price assignment still works, add deprecation warning to help users migrate their strategies	2022-12-30 13:02:39 +01:00
robcaulk	6f7eb71bbb	ensure RL works with new naming scheme	2022-12-28 14:52:33 +01:00
robcaulk	c2936d551b	improve doc, update test strats, change function names	2022-12-28 13:25:40 +01:00
Emre	dde363343c	Add can_short param to base env	2022-12-16 22:16:19 +03:00
robcaulk	581a5296cc	fix docstrings to reflect new env_info changes	2022-12-15 16:50:08 +01:00
robcaulk	7b4abd5ef5	use a dictionary to make code more readable	2022-12-15 12:25:33 +01:00
Emre	2018da0767	Add env_info dict to base environment	2022-12-14 22:03:05 +03:00
robcaulk	2285ca7d2a	add dp to multiproc	2022-12-14 18:22:20 +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	469aa0d43f	add state/action info to callbacks	2022-12-03 21:16:46 +11:00
Emre	4a9982f86b	Fix sb3_contrib loading issue	2022-12-01 10:08:42 +03:00
robcaulk	e7f72d52b8	bring back market side setting in get_state_info	2022-11-30 12:36:26 +01:00
Emre	9cbfa12011	Directly set model_type in base RL model	2022-11-28 16:02:17 +03:00
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	3a07749fcc	fix docstring	2022-11-24 18:46:54 +01:00
Matthias	8f1a8c752b	Add freqairl docker build process	2022-11-24 07:00:12 +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	6394ef4558	fix docstrings	2022-11-13 17:43:52 +01:00
robcaulk	af9e400562	add test coverage, fix bug in base environment. Ensure proper fee is used.	2022-11-13 15:31:37 +01:00
robcaulk	81f800a79b	switch to using FT calc_profi_pct, reverse entry/exit fees	2022-11-13 13:41:17 +01:00
robcaulk	e71a8b8ac1	add ability to integrate state info or not, and prevent state info integration during backtesting	2022-11-12 18:46:48 +01:00
robcaulk	9c6b97c678	ensure normalization acceleration methods are employed in RL	2022-11-12 12:01:59 +01:00
robcaulk	6746868ea7	store dataprovider to self instead of strategy	2022-11-12 11:33:03 +01:00
robcaulk	8d7adfabe9	clean RL tests to avoid dir pollution and increase speed	2022-10-08 12:10:38 +02:00
robcaulk	488739424d	fix reward inconsistency in template	2022-10-05 20:55:50 +02:00
robcaulk	cf882fa84e	fix tests	2022-10-01 20:26:41 +02:00
Robert Caulk	555cc42630	Ensure 1 thread is available (for testing purposes)	2022-09-29 14:00:09 +02:00
Robert Caulk	dcf6ebe273	Update BaseReinforcementLearningModel.py	2022-09-29 00:37:03 +02:00
robcaulk	83343dc2f1	control number of threads, update doc	2022-09-29 00:10:18 +02:00
robcaulk	647200e8a7	isort	2022-09-23 19:30:56 +02:00
robcaulk	77c360b264	improve typing, improve docstrings, ensure global tests pass	2022-09-23 19:17:27 +02:00
robcaulk	7295ba0fb2	add test for Base4ActionEnv	2022-09-22 23:42:33 +02:00
robcaulk	7b1d409c98	fix mypy/flake8	2022-09-17 17:51:06 +02:00
robcaulk	3b97b3d5c8	fix mypy error for strategy	2022-09-15 00:56:51 +02:00
robcaulk	8aac644009	add tests. add guardrails.	2022-09-15 00:46:35 +02:00
robcaulk	7766350c15	refactor environment inheritence tree to accommodate flexible action types/counts. fix bug in train profit handling	2022-08-28 19:21:57 +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
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