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https://github.com/freqtrade/freqtrade.git
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Add env_info dict to base environment
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@@ -11,9 +11,6 @@ from gym import spaces
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from gym.utils import seeding
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from pandas import DataFrame
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from freqtrade.data.dataprovider import DataProvider
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from freqtrade.enums import RunMode
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logger = logging.getLogger(__name__)
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@@ -48,7 +45,7 @@ class BaseEnvironment(gym.Env):
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def __init__(self, df: DataFrame = DataFrame(), prices: DataFrame = DataFrame(),
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reward_kwargs: dict = {}, window_size=10, starting_point=True,
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id: str = 'baseenv-1', seed: int = 1, config: dict = {},
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dp: Optional[DataProvider] = None):
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env_info: dict = {}):
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"""
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Initializes the training/eval environment.
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:param df: dataframe of features
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@@ -59,7 +56,7 @@ class BaseEnvironment(gym.Env):
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:param id: string id of the environment (used in backend for multiprocessed env)
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:param seed: Sets the seed of the environment higher in the gym.Env object
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:param config: Typical user configuration file
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:param dp: dataprovider from freqtrade
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:param env_info: Environment info dictionary, used to pass live status, fee, etc.
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"""
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self.config = config
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self.rl_config = config['freqai']['rl_config']
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@@ -71,17 +68,13 @@ class BaseEnvironment(gym.Env):
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self.compound_trades = config['stake_amount'] == 'unlimited'
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if self.config.get('fee', None) is not None:
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self.fee = self.config['fee']
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elif dp is not None:
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self.fee = dp._exchange.get_fee(symbol=dp.current_whitelist()[0]) # type: ignore
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else:
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self.fee = 0.0015
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self.fee = env_info.get('fee', 0.0015)
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# set here to default 5Ac, but all children envs can override this
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self.actions: Type[Enum] = BaseActions
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self.tensorboard_metrics: dict = {}
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self.live: bool = False
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if dp:
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self.live = dp.runmode in (RunMode.DRY_RUN, RunMode.LIVE)
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self.live = env_info.get('live', False)
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if not self.live and self.add_state_info:
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self.add_state_info = False
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logger.warning("add_state_info is not available in backtesting. Deactivating.")
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@@ -213,7 +206,7 @@ class BaseEnvironment(gym.Env):
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"""
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features_window = self.signal_features[(
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self._current_tick - self.window_size):self._current_tick]
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if self.add_state_info and self.live:
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if self.add_state_info:
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features_and_state = DataFrame(np.zeros((len(features_window), 3)),
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columns=['current_profit_pct',
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'position',
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