def test_namespace():
a1 = Array("a1", [7, 8, 9])
a2 = Array("a2", [3, 2, 1])
t1 = BinOp("t1", operator.mul)(a1, a2)
a = Namespace("world")(a1, a2)
feed = DataFeed([t1, a])
assert feed.next() == {"world:/a1": 7, "world:/a2": 3, "t1": 21}
feed.reset()
assert feed.next() == {"world:/a1": 7, "world:/a2": 3, "t1": 21}
def test_runs_with__external_feed_only(portfolio):
df = pd.read_csv("tests/data/input/coinbase_(BTC,ETH)USD_d.csv").tail(100)
df = df.rename({"Unnamed: 0": "date"}, axis=1)
df = df.set_index("date")
coinbase_btc = df.loc[:, [name.startswith("BTC") for name in df.columns]]
coinbase_eth = df.loc[:, [name.startswith("ETH") for name in df.columns]]
ta.add_all_ta_features(
coinbase_btc,
colprefix="BTC:",
**{k: "BTC:" + k for k in ['open', 'high', 'low', 'close', 'volume']}
)
ta.add_all_ta_features(
coinbase_eth,
colprefix="ETH:",
**{k: "ETH:" + k for k in ['open', 'high', 'low', 'close', 'volume']}
)
nodes = []
for name in coinbase_btc.columns:
nodes += [Stream(name, list(coinbase_btc[name]))]
for name in coinbase_eth.columns:
nodes += [Stream(name, list(coinbase_eth[name]))]
coinbase = Namespace("coinbase")(*nodes)
feed = DataFeed([coinbase])
action_scheme = ManagedRiskOrders()
reward_scheme = SimpleProfit()
env = TradingEnvironment(
portfolio=portfolio,
action_scheme=action_scheme,
reward_scheme=reward_scheme,
feed=feed,
window_size=50,
use_internal=False,
enable_logger=False
)
done = False
obs = env.reset()
while not done:
action = env.action_space.sample()
obs, reward, done, info = env.step(action)
n_features = coinbase_btc.shape[1] + coinbase_eth.shape[1]
assert obs.shape == (50, n_features)
def test_select():
a1 = Array("a1", [7, 8, 9])
a2 = Array("a2", [3, 2, 1])
t1 = BinOp("t1", operator.mul)(a1, a2)
a = Namespace("world")(a1, a2)
s = Select("world:/a1")(t1, a)
feed = DataFeed([s])
print(a1.name, a1.inbound, a1.outbound)
print(a2.name, a2.inbound, a2.outbound)
print(t1.name, t1.inbound, t1.outbound)
print(a.name, a.inbound, a.outbound)
print(s.name, s.inbound, s.outbound)
print(feed.inputs)
assert feed.next() == {"world:/a1": 7}