ticker = TickerLocal(os.path.join('data', 'coinbase-tidy.csv'))
broker = Broker(ticker=ticker,
starting_balance=1000,
trade_pct=0.15,
fee_pct=0.0015,
tick_size=15)
agent = Agent(name='btc-broker',
num_states=broker.num_states,
num_actions=broker.num_actions,
batch_size=64,
max_memory=100000,
save_cnt=1000,
model_path='models',
hub_address='localhost',
hub_port=5001)
learning_rate = 1e-4
while True:
agent.train(broker,
max_eps=0.4,
min_eps=1e-2,
decay=1e-4,
gamma=0.9,
learning_rate=learning_rate)
ticker.reset()
broker.reset()
learning_rate *= 0.1
