def _init_environment(self,datapath,window_size):
df = pd.read_csv(datapath)
bid_price_columns = [i for i in range(1,len(df.columns),20)]
print(bid_price_columns)
ask_price_columns = [i for i in range(3,len(df.columns),20)]
bidPrices = df[df.columns[bid_price_columns]]
askPrices = df[df.columns[bid_price_columns]]
df_concat = pd.concat([bidPrices, askPrices])
midPrices = df_concat.groupby(df_concat.index).mean().transpose().values[-len(self.securities):]
print(midPrices[:,0])
self.env = DummyVecEnv([lambda: securities_trading_env(np.array(midPrices).T)])
self.env = VecCheckNan(self.env, raise_exception=True)
n_actions = self.env.action_space.shape[-1]
param_noise = None
action_noise = OrnsteinUhlenbeckActionNoise(mean=np.zeros(n_actions), sigma=float(0.5) * np.ones(n_actions))
print(n_actions)
if(self.policy == "DDPG"):
self.model = DDPG(ddpgMlpPolicy, self.env, verbose=int(self.verbose), param_noise=param_noise, action_noise= action_noise)
elif(self.policy=="TD3"):
self.model = TD3(td3MlpPolicy, self.env, verbose=int(self.verbose))
elif(self.policy=="GAIL"):
self.model = TD3(td3MlpPolicy, self.env, verbose=int(self.verbose))
else:
self.model = PPO2(MlpLnLstmPolicy, self.env, verbose=int(self.verbose))
if self.load: #load model
self.model = self.model.load("save/"+modelpath+".h5")
#init model class
self.gym_model = Agent(market_event_securities, market_event_queue, securities, queue, host, policy,strategy, cash_balance,self.model,self.env,window_size,self.inventory)
def test_check_nan():
"""Test VecCheckNan Object"""
env = DummyVecEnv([NanAndInfEnv])
env = VecCheckNan(env, raise_exception=True)
env.step([[0]])
try:
env.step([[float('NaN')]])
except ValueError:
pass
else:
assert False
try:
env.step([[float('inf')]])
except ValueError:
pass
else:
assert False
try:
env.step([[-1]])
except ValueError:
pass
else:
assert False
try:
env.step([[1]])
except ValueError:
pass
else:
assert False
def main():
save_path = args.checkpoint_dir + args.policy + "/" + args.policy
env = gym.make("SegmentationEnv-v0",
objs_dir=args.objs_dir,
max_scenes=args.max_scenes,
sample_size=args.sample_size,
diff_punishment=args.diff_punishment,
max_steps_per_scene=args.max_steps_per_scene,
scene_mode=args.scene_mode,
training=False,
point_mode=args.point_mode,
voxel_size=args.voxel_size,
voxel_mode=args.voxel_mode,
single_scenes=args.single_scenes,
early_diff=args.early_diff)
env = DummyVecEnv([lambda: env]) # The algorithms require a vectorized environment to run
env = VecCheckNan(env, raise_exception=True)
model = PPO2.load(save_path, env=env)
n_episodes = 10
for i in range(n_episodes):
total_reward = 0
obs = env.reset()
while True:
action, _states = model.predict(obs, deterministic=True)
obs, reward, done, info = env.step(action)
total_reward += reward
if done:
print("Total Reward: ", total_reward)
break
env.close()
def objective(trial):
# copy to preserve original params
_params = params.copy()
_params['hyper_params'] = HYPERPARAMS_SAMPLER[args.algorithm.lower()](trial)
# network architecture
net_arch = trial.suggest_categorical('net_arch', ['8x8', '16x16', '32x32'])
layers = map(int, net_arch.split('x'))
policy_kwargs = dict(act_fun=tf.nn.relu, net_arch=list(layers))
print(f'*** beginning trial {trial.number}')
print('\thyper-parameters:')
for param, value in _params['hyper_params'].items():
print(f'\t\t{param}:{value}')
print(f'\t\tnet_arch: {net_arch}')
_params['save_dir'] = _params['save_dir'] / 'optimizer'
try:
# purge any previously saved models
purge_model(_params, args, interactive=False)
######################################################
# learning phase - on possibly multiple environments #
######################################################
godot_instances = [GodotInstance(o_port, a_port) for o_port, a_port in
get_godot_instances(args.n_godot_instances)]
env = create_env(args, env_id, godot_instances, _params, session_path)
env = VecCheckNan(env, warn_once=False, raise_exception=True)
# learn and save model
model = init_model(session_path, _params, env, args, policy_kwargs=policy_kwargs)
learn(env, model, _params, args, session_path)
env.close()
##########################################################################
# evaluation phase - single environment (deterministic action selection) #
##########################################################################
env = create_env(args, env_id, [GODOT_EVAL_INSTANCE], _params, session_path, eval=True)
env = VecCheckNan(env, warn_once=False, raise_exception=True)
# loaded previously learned model and evaluate
model = init_model(session_path, _params, env, args, eval=True)
mean_reward, _ = evaluate(model, env, args, n_episodes=n_episodes_per_eval)
env.close()
except (AssertionError, ValueError) as e:
print(f'pruning optimizer trial {trial} due to exception {e}')
raise optuna.exceptions.TrialPruned()
# optuna minimizes the objective by default, so we need to flip the sign to maximize
cost = -1 * mean_reward
return cost
def make_env(n_envs=1,
normalize=True,
multiprocess=False,
log_dir_env=None):
"""
Initializes an OpenAI Gym environment for training and evaluation.
:param n_envs: Number of parallel environments to initialize
:param normalize: Normalization of state values
:param multiprocess: Use multi processing with the SubprocVecEnv instead of DummyVecEnv. Not recommended.
:param log_dir_env: Parent directory of the environments log directory
:return:
"""
def init_env(log_dir_env):
if log_dir_env is None:
log_dir_env = os.path.join(log_dir, "env_direct")
os.makedirs(log_dir_env, exist_ok=True)
log_dir_single = os.path.join(log_dir_env, str(uuid.uuid4()))
env = gym.make('AtcEnv-v0')
env = TimeLimit(env, 8000)
os.makedirs(log_dir_single, exist_ok=True)
env = Monitor(env, log_dir_single, allow_early_resets=True)
return env
if multiprocess:
env = SubprocVecEnv(
[lambda: init_env(log_dir_env) for i in range(n_envs)])
else:
env = DummyVecEnv(
[lambda: init_env(log_dir_env) for i in range(n_envs)])
env = VecCheckNan(env, raise_exception=True)
if normalize:
env = VecNormalize(env,
norm_obs=True,
norm_reward=False,
clip_obs=10.)
return env
def _check_nan(env: gym.Env) -> None:
"""Check for Inf and NaN using the VecWrapper."""
vec_env = VecCheckNan(DummyVecEnv([lambda: env]))
for _ in range(10):
action = [env.action_space.sample()]
_, _, _, _ = vec_env.step(action)
ghz_state = StandardGHZStateQ(N)
else:
ghz_state = StandardGHZState(N)
env = QubitEnv(N=N,
V=C6,
geometry=geometry,
t_list=np.linspace(0, t, t_num),
Omega_range=OMEGA_RANGE,
Delta_range=DELTA_RANGE,
ghz_state=ghz_state,
verbose=ENV_VERBOSE)
return env
generating_envs_start_time = time.time()
env = EnvType([lambda: make_gym_env() for i in range(n_envs)])
env = VecCheckNan(env, raise_exception=True)
generating_envs_end_time = time.time()
print(
f"Generated {n_envs} envs in {generating_envs_end_time - generating_envs_start_time:.3f}s"
)
model = PPO2(
MlpLstmPolicy,
env,
learning_rate=LEARNING_RATE,
verbose=1,
nminibatches=1,
n_steps=t_num,
tensorboard_log='./tensorboard_logs',
# ent_coef=0.05
)
import __future__
import gym
from stable_baselines.common.vec_env import VecCheckNan
from stable_baselines.common import make_vec_env
from stable_baselines import PPO2
env = make_vec_env('CMuRL_Env:CMuRL-Env-v0')
env = VecCheckNan(env, raise_exception=True)
model = PPO2.load('CMuRL_Model_v6')
obs = env.reset()
while True:
action, _states = model.predict(obs)
obs, rewards, _, _ = env.step(action)
env.render()
def main():
global save_path, log_dir, model, best_mean_reward
mk_dir(args.checkpoint_dir + args.policy)
save_path = args.checkpoint_dir + args.policy + "/" + args.policy
log_dir = args.summary_dir + args.policy
mk_dir(log_dir)
env = gym.make("SegmentationEnv-v0",
objs_dir=args.objs_dir,
max_scenes=args.max_scenes,
sample_size=args.sample_size,
diff_punishment=args.diff_punishment,
max_steps_per_scene=args.max_steps_per_scene,
scene_mode=args.scene_mode,
point_mode=args.point_mode,
voxel_size=args.voxel_size,
voxel_mode=args.voxel_mode,
single_scenes=args.single_scenes,
early_diff=args.early_diff,
wall_weight=args.wall_weight)
env = Monitor(env, log_dir, allow_early_resets=True)
env = DummyVecEnv([
lambda: env
]) # The algorithms require a vectorized environment to run
env = VecCheckNan(env, raise_exception=True)
net_module = importlib.import_module(args.policy)
model = PPO2(net_module.Policy,
env,
verbose=args.verbose,
tensorboard_log=log_dir,
learning_rate=args.learning_rate,
ent_coef=args.ent_coef,
cliprange=args.cliprange,
cliprange_vf=args.cliprange_vf,
lam=args.lam,
gamma=args.gamma,
seed=args.seed,
n_cpu_tf_sess=args.n_cpu_tf_sess,
noptepochs=args.noptepochs,
nminibatches=args.nminibatches,
n_steps=args.n_steps,
max_grad_norm=args.max_grad_norm)
if os.path.isfile("expert_trajectories.npz") and args.pretrain == 1:
print("------------start pretrain------------")
#dataset = ExpertDataset(expert_path="expert_trajectories.npz", special_shape=True, traj_limitation=100, batch_size=16)
dataset = ExpertDataset(expert_path="expert_trajectories.npz",
special_shape=True,
train_fraction=args.train_fraction,
batch_size=args.pretrain_batch_size)
#model.pretrain(dataset, learning_rate=0.001, n_epochs=1000)
model = model.pretrain(dataset,
val_interval=1,
learning_rate=args.pretrain_learning_rate,
n_epochs=args.pretrain_n_epochs)
print("pretrain finished -- save model")
model.save(save_path)
returns = []
print("Calculate mean reward")
n_episodes = 10
for i in range(n_episodes):
total_reward = 0
obs = env.reset()
while True:
action, _states = model.predict(obs, deterministic=True)
obs, reward, done, info = env.step(action)
total_reward += reward
if done:
returns.append(total_reward)
break
returns = np.array(returns)
best_mean_reward = np.mean(returns)
print("Best mean reward: {:.2f}".format(best_mean_reward))
model.learn(total_timesteps=args.total_timesteps, callback=callback)
env.close()
MAX_FOR_BLOCKS = 230
botToUse = sys.argv[1]
# oldLog = sys.argv[2]
oldLog = "{\"log\":[{\"PayloadRolled\":{\"from\":1,\"block\":1}},{\"PayloadPlaced\":{\"from\":1,\"block\":1,\"orientation\":0,\"x\":0,\"y\":0}},{\"PayloadRolled\":{\"from\":0,\"block\":1}},{\"PayloadPlaced\":{\"from\":0,\"block\":1,\"orientation\":0,\"x\":8,\"y\":0}},{\"PayloadRolled\":{\"from\":1,\"block\":1}},{\"PayloadPlaced\":{\"from\":1,\"block\":1,\"orientation\":0,\"x\":2,\"y\":0}},{\"PayloadRolled\":{\"from\":0,\"block\":0}},{\"PayloadPlaced\":{\"from\":0,\"block\":0,\"orientation\":1,\"x\":3,\"y\":2}},{\"PayloadRolled\":{\"from\":1,\"block\":0}},{\"PayloadPlaced\":{\"from\":1,\"block\":0,\"orientation\":1,\"x\":3,\"y\":6}},{\"PayloadRolled\":{\"from\":0,\"block\":2}},{\"PayloadConsidering\":{\"play_index\":0}}]}"
is_box_space = True
dirname = "D:\\4-System\\rusty\\"
filename = "50000_heutistic_pretrain_"
filename += "box" if is_box_space else "discrete"
np.seterr(all='raise')
origEnv = gym.make("rustybox-v0" if is_box_space else "rustydiscrete-v0")
origEnv.max_invalid_tries = 7
env = VecCheckNan(DummyVecEnv([lambda: origEnv]))
# Instantiate the agent
model = PPO2.load("models/ppo2boxbestparam/2e4-30.pkl", env=env)
# model.load("models/pretrain/"+filename)
rustLib.field_restore_log(origEnv.field, oldLog.encode('utf-8'))
obs = field_to_array(origEnv.field)
actions, _states = model.predict(obs)
if is_box_space:
action = 0
current_max = -1
for i in range(0, len(actions)):
action_probability = actions[i]
newIndex = MAX_FOR_BLOCKS + i
action_possible = obs[int(newIndex / 10)][newIndex % 10] == 1
# Load Dataset
stocks_df = dth.load_data(config.data_path)
# make train, val, test df
train, val, test = dth.train_val_test_split(stocks_df)
# Training Env
train_env = DummyVecEnv([
lambda: valueTradingEnv(df=train,
sample=config.trainsampling,
episodic=config.episodic,
yearrange=config.yearrange,
save_path=config.env_path.joinpath("train"))
for i in range(config.num_envs)
])
train_env = VecCheckNan(train_env, raise_exception=True)
# Validation Env
val_env = DummyVecEnv([
lambda: valueTradingEnv(df=val,
sample=False,
episodic=config.episodic,
yearrange=config.yearrange,
save_path=config.env_path.joinpath("val"))
for i in range(config.num_envs)
])
val_env = VecCheckNan(val_env, raise_exception=True)
# test_env
test_env = DummyVecEnv([
lambda: valueTradingEnv(df=test,
import gym
import sys
from stable_baselines.common.policies import MlpPolicy
from stable_baselines import PPO2
from stable_baselines.common.vec_env import DummyVecEnv, VecCheckNan
import numpy as np
from os import listdir
from os.path import isfile, join
np.seterr(all='raise')
npseed = 230386042
np.random.seed(npseed)
gym.register(id="rustyblocks-v0", entry_point="custom_env:RustyBlocksEnv")
env = gym.make("rustyblocks-v0")
env.max_invalid_tries = 7
env = VecCheckNan(DummyVecEnv([lambda: env]))
begin = 0
step_size = int(2e4)
# dirname = "models/"
# logdirname = "boardlog/"
# modeldir = "ppo2boxbestparam/"
# file_step = "2e4-"
# for f in listdir(dirname+modeldir):
# if f.startswith(file_step):
# end = f[len(file_step):]
# num = int(end[:len(end)-4])
# if num > begin:
# begin = num
# seed 420420420
# Instantiate the agent
# model = PPO2('MlpPolicy', env,verbose=1,max_grad_norm=1.42481794257356,cliprange=1.36870169927419, vf_coef=0.487354638658612, ent_coef=0.000130839434944482, gamma=0.993211512071304, lam=0.92669713813749, learning_rate=0.00150606967404027, n_steps=709, noptepochs=35,nminibatches=1)
# Train the agent
def single_run(self,
folder_path,
num_evals,
policy_kwargs=None,
is_baseline=False,
baseline_policy=None):
# initialize cProfile
profiler_object = cProfile.Profile()
profiler_object.enable()
config = configparser.ConfigParser()
config.read('gym_config/config.ini')
rl_time_steps = config.getint('rl', 'time_steps')
ent_coef = config.getfloat('rl', 'ent_coef')
n_steps = config.getint('rl', 'n_steps')
nminibatches = config.getint('rl', 'nminibatches')
noptepochs = config.getint('rl', 'noptepochs')
learning_rate = config.getfloat('rl', 'learning_rate')
time_steps = config.getint('garden', 'time_steps')
step = config.getint('garden', 'step')
num_plants_per_type = config.getint('garden', 'num_plants_per_type')
num_plant_types = config.getint('garden', 'num_plant_types')
garden_x = config.getint('garden', 'X')
garden_y = config.getint('garden', 'Y')
garden_z = 2 * config.getint(
'garden', 'num_plant_types'
) + 1 # Z axis contains a matrix for every plant type plus one for water levels.
sector_width = config.getint('garden', 'sector_width')
sector_height = config.getint('garden', 'sector_height')
action_low = config.getfloat('action', 'low')
action_high = config.getfloat('action', 'high')
obs_low = config.getint('obs', 'low')
obs_high = config.getint('obs', 'high')
env = gym.make(
'simalphagarden-v0',
wrapper_env=SimAlphaGardenWrapper(time_steps,
garden_x,
garden_y,
sector_width,
sector_height,
num_plant_types,
num_plants_per_type,
step=step),
garden_x=garden_x,
garden_y=garden_y,
garden_z=garden_z,
sector_width=sector_width,
sector_height=sector_height,
action_low=action_low,
action_high=action_high,
obs_low=obs_low,
obs_high=obs_high,
)
env = DummyVecEnv([lambda: env])
# TODO: Normalize input features? VecNormalize
env = VecCheckNan(env, raise_exception=False)
if is_baseline:
copyfile('gym_config/config.ini', folder_path + '/config.ini')
# Evaluate baseline on 50 random environments of same parameters.
self.evaluate_policy(folder_path,
num_evals,
env,
garden_x,
garden_y,
sector_width,
sector_height,
is_baseline=True,
baseline_policy=baseline_policy,
step=1)
# Graph evaluations
self.graph_utils.graph_evaluations(folder_path, garden_x, garden_y,
time_steps, step, num_evals,
num_plant_types)
else:
pathlib.Path(folder_path + '/ppo_v2_tensorboard').mkdir(
parents=True, exist_ok=True)
# Instantiate the agent
model = PPO2(CustomCnnPolicy,
env,
policy_kwargs=policy_kwargs,
ent_coef=ent_coef,
n_steps=n_steps,
nminibatches=nminibatches,
noptepochs=noptepochs,
learning_rate=learning_rate,
verbose=1,
tensorboard_log=folder_path + '/ppo_v2_tensorboard/')
# model = PPO2(MlpPolicy, env, ent_coef=ent_coef, n_steps=n_steps, nminibatches=nminibatches, noptepochs=noptepochs, learning_rate=learning_rate, verbose=1, tensorboard_log=folder_path + '/ppo_v2_tensorboard/')
# Train the agent
model.learn(
total_timesteps=rl_time_steps
) # this will crash explaining that the invalid value originated from the env
model.save(folder_path + '/model')
copyfile('gym_config/config.ini', folder_path + '/config.ini')
# Evaluate model on 50 random environments of same parameters.
self.evaluate_policy(folder_path,
num_evals,
env,
garden_x,
garden_y,
sector_width,
sector_height,
is_baseline=False)
# Graph evaluations
# self.graph_utils.graph_evaluations(folder_path, garden_x, garden_y, time_steps, step, num_evals, num_plant_types)
profiler_object.disable()
# dump the profiler stats
s = io.StringIO()
ps = pstats.Stats(profiler_object, stream=s).sort_stats('cumulative')
pathlib.Path(folder_path + '/Timings').mkdir(parents=True,
exist_ok=True)
ps.dump_stats(folder_path + '/Timings/dump.txt')
# convert to human readable format
out_stream = open(folder_path + '/Timings/time.txt', 'w')
ps = pstats.Stats(folder_path + '/Timings/dump.txt', stream=out_stream)
ps.strip_dirs().sort_stats('cumulative').print_stats()
