def train_ddpg():
log_dir = f"model_save/"
env = ENV(istest=False)
env = Monitor(env, log_dir)
env = DummyVecEnv([lambda: env])
# env = VecNormalize(env, norm_obs=True, norm_reward=True,
# clip_obs=10.)
model = DDPG("CnnPolicy", env, policy_kwargs=policy_kwargs, verbose=1, batch_size=2048, seed=1, learning_starts=500000)
callback = SaveOnBestTrainingRewardCallback(check_freq=480, log_dir=log_dir)
model.learn(total_timesteps=int(1000000), callback = callback, log_interval = 480)
model.save('model_save/ddpg_cnn')
def test_ddpg():
log_dir = f"model_save/best_model_ddpg_cnn"
env = ENV(istest=True)
env.render = True
env = Monitor(env, log_dir)
model = DDPG.load(log_dir)
plot_results(f"model_save/")
for i in range(10):
state = env.reset()
while True:
action = model.predict(state)
next_state, reward, done, info = env.step(action[0])
state = next_state
# print("trying:",i,"action:", action,"now profit:",env.profit)
if done:
print('stock',i,' total profit=',env.profit,' buy hold=',env.buy_hold)
break