CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2025-12-19 06:11:15 +00:00
Code Issues Packages Projects Releases Wiki Activity

expose raw features to the environment for use in calculate_reward

Browse Source
This commit is contained in:
robcaulk
2023-02-10 15:48:18 +01:00
parent 154b6711b3
commit 8873a565ee
3 changed files with 12 additions and 7 deletions
Download Patch File Download Diff File Expand all files Collapse all files

7
freqtrade/freqai/RL/BaseEnvironment.py
View File

@@ -45,7 +45,8 @@ class BaseEnvironment(gym.Env):
def __init__(self, df: DataFrame = DataFrame(), prices: DataFrame = DataFrame(),
reward_kwargs: dict = {}, window_size=10, starting_point=True,
id: str = 'baseenv-1', seed: int = 1, config: dict = {}, live: bool = False,
fee: float = 0.0015, can_short: bool = False, pair: str = ""):
fee: float = 0.0015, can_short: bool = False, pair: str = "",
df_raw: DataFrame = DataFrame()):
"""
Initializes the training/eval environment.
:param df: dataframe of features
@@ -67,6 +68,7 @@ class BaseEnvironment(gym.Env):
self.max_drawdown: float = 1 - self.rl_config.get('max_training_drawdown_pct', 0.8)
self.compound_trades: bool = config['stake_amount'] == 'unlimited'
self.pair: str = pair
self.raw_features: DataFrame = df_raw
if self.config.get('fee', None) is not None:
self.fee = self.config['fee']
else:
@@ -94,8 +96,7 @@ class BaseEnvironment(gym.Env):
:param reward_kwargs: extra config settings assigned by user in `rl_config`
:param starting_point: start at edge of window or not
"""
self.df: DataFrame = df
self.signal_features: DataFrame = self.df
self.signal_features: DataFrame = df
self.prices: DataFrame = prices
self.window_size: int = window_size
self.starting_point: bool = starting_point