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