From: Jérôme Benoit Date: Sun, 16 Feb 2025 12:04:31 +0000 (+0100) Subject: refactor(reforcexy): use normalized temporal features X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=08b23d4e591749d4f0fef3d9251c12b1434cb211;p=freqai-strategies.git refactor(reforcexy): use normalized temporal features Signed-off-by: Jérôme Benoit --- diff --git a/ReforceXY/user_data/strategies/RLAgentStrategy.py b/ReforceXY/user_data/strategies/RLAgentStrategy.py index 729014b..1c86350 100644 --- a/ReforceXY/user_data/strategies/RLAgentStrategy.py +++ b/ReforceXY/user_data/strategies/RLAgentStrategy.py @@ -41,8 +41,8 @@ class RLAgentStrategy(IStrategy): def feature_engineering_standard( self, dataframe: DataFrame, metadata: dict, **kwargs ): - dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek - dataframe["%-hour_of_day"] = dataframe["date"].dt.hour + dataframe["%-day_of_week"] = (dataframe["date"].dt.dayofweek + 1) / 7 + dataframe["%-hour_of_day"] = (dataframe["date"].dt.hour + 1) / 25 dataframe["%-raw_close"] = dataframe["close"] dataframe["%-raw_open"] = dataframe["open"]