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feat: add RL parameter descriptions

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Matthias
2024-07-26 20:21:25 +02:00
parent 075f6b9412
commit edf66deb96
1 changed files with 75 additions and 13 deletions
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88
freqtrade/configuration/config_schema.py
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@@ -1022,22 +1022,84 @@ CONF_SCHEMA = {
"rl_config": {
"type": "object",
"properties": {
"drop_ohlc_from_features": {"type": "boolean", "default": False},
"train_cycles": {"type": "integer"},
"max_trade_duration_candles": {"type": "integer"},
"add_state_info": {"type": "boolean", "default": False},
"max_training_drawdown_pct": {"type": "number", "default": 0.02},
"cpu_count": {"type": "integer", "default": 1},
"model_type": {"type": "string", "default": "PPO"},
"policy_type": {"type": "string", "default": "MlpPolicy"},
"net_arch": {"type": "array", "default": [128, 128]},
"randomize_starting_position": {"type": "boolean", "default": False},
"progress_bar": {"type": "boolean", "default": True},
"drop_ohlc_from_features": {
"description": (
"Do not include the normalized ohlc data in the feature set."
),
"type": "boolean",
"default": False,
},
"train_cycles": {
"description": "Number of training cycles to perform.",
"type": "integer",
},
"max_trade_duration_candles": {
"description": (
"Guides the agent training to keep trades below desired length."
),
"type": "integer",
},
"add_state_info": {
"description": (
"Include state information in the feature set for "
"training and inference."
),
"type": "boolean",
"default": False,
},
"max_training_drawdown_pct": {
"description": "Maximum allowed drawdown percentage during training.",
"type": "number",
"default": 0.02,
},
"cpu_count": {
"description": "Number of threads/CPU's to use for training.",
"type": "integer",
"default": 1,
},
"model_type": {
"description": "Model string from stable_baselines3 or SBcontrib.",
"type": "string",
"default": "PPO",
},
"policy_type": {
"description": (
"One of the available policy types from stable_baselines3."
),
"type": "string",
"default": "MlpPolicy",
},
"net_arch": {
"description": "Architecture of the neural network.",
"type": "array",
"default": [128, 128],
},
"randomize_starting_position": {
"description": (
"Randomize the starting point of each episode to avoid overfitting."
),
"type": "boolean",
"default": False,
},
"progress_bar": {
"description": "Display a progress bar with the current progress.",
"type": "boolean",
"default": True,
},
"model_reward_parameters": {
"description": "Parameters for configuring the reward model.",
"type": "object",
"properties": {
"rr": {"type": "number", "default": 1},
"profit_aim": {"type": "number", "default": 0.025},
"rr": {
"type": "number",
"default": 1,
"description": "Reward ratio parameter.",
},
"profit_aim": {
"type": "number",
"default": 0.025,
"description": "Profit aim parameter.",
},
},
},
},