import logging from typing import Any, Dict from pandas import DataFrame from stable_baselines3.common.callbacks import EvalCallback from stable_baselines3.common.vec_env import SubprocVecEnv from freqtrade.freqai.data_kitchen import FreqaiDataKitchen from freqtrade.freqai.prediction_models.ReinforcementLearner import ReinforcementLearner from freqtrade.freqai.RL.BaseReinforcementLearningModel import make_env from freqtrade.freqai.RL.TensorboardCallback import TensorboardCallback logger = logging.getLogger(__name__) class ReinforcementLearner_multiproc(ReinforcementLearner): """ Demonstration of how to build vectorized environments """ def set_train_and_eval_environments(self, data_dictionary: Dict[str, Any], prices_train: DataFrame, prices_test: DataFrame, dk: FreqaiDataKitchen): """ User can override this if they are using a custom MyRLEnv :param data_dictionary: dict = common data dictionary containing train and test features/labels/weights. :param prices_train/test: DataFrame = dataframe comprised of the prices to be used in the environment during training or testing :param dk: FreqaiDataKitchen = the datakitchen for the current pair """ train_df = data_dictionary["train_features"] test_df = data_dictionary["test_features"] env_id = "train_env" self.train_env = SubprocVecEnv([make_env(self.MyRLEnv, env_id, i, 1, train_df, prices_train, self.reward_params, self.CONV_WIDTH, monitor=True, config=self.config, dp=self.data_provider) for i in range(self.max_threads)]) eval_env_id = 'eval_env' self.eval_env = SubprocVecEnv([make_env(self.MyRLEnv, eval_env_id, i, 1, test_df, prices_test, self.reward_params, self.CONV_WIDTH, monitor=True, config=self.config, dp=self.data_provider) for i in range(self.max_threads)]) self.eval_callback = EvalCallback(self.eval_env, deterministic=True, render=False, eval_freq=len(train_df), best_model_save_path=str(dk.data_path)) actions = self.train_env.env_method("get_actions")[0] self.tensorboard_callback = TensorboardCallback(verbose=1, actions=actions)