def make_env():
run_name = "yt1"
saves_path = AppConfig.SAVES_DIR / f"simple-{run_name}"
saves_path.mkdir(parents=True, exist_ok=True)
data_path = pathlib.Path(AppConfig.STOCKS)
val_path = pathlib.Path(AppConfig.VAL_STOCKS)
year = 2016
if year is not None or data_path.is_file():
if year is not None:
print('load stock data...')
stock_data = BarData.load_year_data(year)
else:
stock_data = {"YNDX": BarData.load_relative(data_path)}
env = MinuteBarEnv(stock_data,
bars_count=AppConfig.BARS_COUNT,
volumes=True)
env_tst = MinuteBarEnv(stock_data,
bars_count=AppConfig.BARS_COUNT,
volumes=True)
elif data_path.is_dir():
env = MinuteBarEnv.from_dir(data_path,
bars_count=AppConfig.BARS_COUNT)
env_tst = MinuteBarEnv.from_dir(data_path,
bars_count=AppConfig.BARS_COUNT)
else:
raise RuntimeError("No data to train on")
env = gym.wrappers.TimeLimit(env, max_episode_steps=1000)
val_data = {"YNDX": BarData.load_relative(val_path)}
env_val = MinuteBarEnv(val_data,
bars_count=AppConfig.BARS_COUNT,
volumes=True)
return env, env_val, env_tst
def from_dir(cls, data_dir, **kwargs):
prices = {
file: BarData.load_relative(file)
for file in BarData.price_files(data_dir)
}
return MinuteBarEnv(prices, **kwargs)