def __init__(self, input_strategy_setup, input_strategy, market_setup, algorithm_setup, bt_strategy_setup, bt_datafeed_setup):
self._args = model_launcher_parser.parse_args()
self._input_strategy_origin = input_strategy
self._input_strategy_post = input_strategy_setup(input_strategy)
self._market_setup = market_setup
self._algorithm_setup = algorithm_setup
self._bt_datafeed_setup = bt_datafeed_setup
self._bt_datafeed = bt_datafeed_setup()
self._bt_strategy_setup = bt_strategy_setup
self._bt_strategy = bt_strategy_setup()
def main(args):
env = Market(args.codes, **{"use_sequence": True})
algorithm = Algorithm(
tf.Session(config=config),
env,
env.seq_length,
env.data_dim,
env.code_count,
**{
"mode":
args.mode,
# "mode": "test",
"save_path":
os.path.join(CHECKPOINTS_DIR, "SL", "DualAttnRNN", "model"),
"summary_path":
os.path.join(CHECKPOINTS_DIR, "SL", "DualAttnRNN", "summary"),
"hidden_size":
5,
"enable_saver":
True,
"enable_summary_writer":
True
})
algorithm.run()
algorithm.eval_and_plot()
if __name__ == '__main__':
main(model_launcher_parser.parse_args())
def setUp(self):
self.args = model_launcher_parser.parse_args()
