250 Commits

Author	SHA1	Message	Date
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
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
MukavaValkku	57c488a6f1	learning_rate + multicpu changes	2022-08-24 13:00:55 +02:00
robcaulk	acf3484e88	add multiprocessing variant of ReinforcementLearningPPO	2022-08-24 13:00:55 +02:00
MukavaValkku	cf0731095f	type fix	2022-08-24 13:00:55 +02:00
MukavaValkku	1c81ec6016	3ac and 5ac example strategies	2022-08-24 13:00:55 +02:00
MukavaValkku	13cd18dc9a	PPO policy change + verbose=1	2022-08-24 13:00:55 +02:00
robcaulk	926023935f	make base 3ac and base 5ac environments. TDQN defaults to 3AC.	2022-08-24 13:00:55 +02:00
MukavaValkku	096533bcb9	3ac to 5ac	2022-08-24 13:00:55 +02:00
MukavaValkku	718c9d0440	action fix	2022-08-24 13:00:55 +02:00
robcaulk	9c78e6c26f	base PPO model only customizes reward for 3AC	2022-08-24 13:00:55 +02:00
robcaulk	6048f60f13	get TDQN working with 5 action environment	2022-08-24 13:00:55 +02:00
robcaulk	d4db5c3281	ensure TDQN class is properly named	2022-08-24 13:00:55 +02:00
robcaulk	91683e1dca	restructure RL so that user can customize environment	2022-08-24 13:00:55 +02:00
sonnhfit	ecd1f55abc	add rl module	2022-08-24 13:00:55 +02:00
MukavaValkku	9b895500b3	initial commit - new dev branch	2022-08-24 13:00:55 +02:00
MukavaValkku	cd3fe44424	callback function and TDQN model added	2022-08-24 13:00:55 +02:00
MukavaValkku	01232e9a1f	callback function and TDQN model added	2022-08-24 13:00:55 +02:00
MukavaValkku	8eeaab2746	add reward function	2022-08-24 13:00:55 +02:00
MukavaValkku	ec813434f5	ReinforcementLearningModel	2022-08-24 13:00:55 +02:00
MukavaValkku	2f4d73eb06	Revert "ReinforcementLearningModel" ... This reverts commit 4d8dfe1ff1daa47276eda77118ddf39c13512a85.	2022-08-24 13:00:55 +02:00
MukavaValkku	c1e7db3130	ReinforcementLearningModel	2022-08-24 13:00:55 +02:00
robcaulk	05ed1b544f	Working base for reinforcement learning model	2022-08-24 13:00:40 +02:00
th0rntwig	5ce1c69803	Improve DBSCAN epsilon identification (#7269) ... * Improve DBSCAN epsilon identification	2022-08-22 19:57:20 +02:00
robcaulk	96d8882f1e	Plug mem leak, add training timer	2022-08-22 13:30:30 +02:00
longyu	cfa5b3f12c	add new line	2022-08-19 12:39:08 +02:00
longyu	277245c69d	remove line	2022-08-19 12:39:00 +02:00
longyu	f70b0bab80	remove line	2022-08-17 23:49:20 +02:00
longyu	9c38c27eed	ignore sample itself distance for avg_mean_dist computation	2022-08-17 15:09:57 +02:00
longyu	72c34291e3	newline	2022-08-17 15:09:10 +02:00
robcaulk	4c0fda400f	fix input shape warning for LGBMClassifier, add sample_weights/eval_weights	2022-08-16 11:41:53 +02:00
Matthias	c7e1719215	Fix interface import sorting	2022-08-15 06:53:02 +02:00
robcaulk	006b11e5d5	fix leftover bug in indicator population	2022-08-14 21:42:55 +02:00
robcaulk	8961b8d560	merge in inference timer and historic predictions handling improvements.	2022-08-14 20:31:15 +02:00
robcaulk	ad846cdb76	fix lock bug, update docstring	2022-08-14 20:24:29 +02:00
Matthias	464d99808f	Update doc table formatting	2022-08-14 18:22:01 +02:00
Matthias	a29402ddde	Rename and move analysis_lock to data_kitchen	2022-08-14 17:23:14 +02:00
Matthias	3a9ec76c91	Move "freqai.lock" to backend to simplify user interface	2022-08-14 17:19:50 +02:00