def __init__(self):
""" METHOD INITIALIZES LOGGER, MONGO, GMAIL, EXCEPTION HOOK, ECT.
"""
# INSTANTIATE LOGGER
self.logger = Logger()
# CONNECT TO MONGO
self.mongo = MongoDB(self.logger)
# CONNECT TO GMAIL API
self.gmail = Gmail(self.mongo, self.logger)
# SET GMAIL AND MONGO ATTRIBUTE FOR LOGGER
self.logger.gmail = self.gmail
self.logger.mongo = self.mongo
self.traders = {}
self.accounts = []
self.sim_trader = SimTrader(self.mongo)
self.not_connected = []
use_backgrounds=False,restrict_themes=True)
v_env = VecExtractDictObs(v_env, "rgb")
if normalize_reward:
v_env = VecNormalize(v_env, ob=False)
v_env = TransposeFrame(v_env)
v_env = ScaledFloatFrame(v_env)
### LOGGER ###
print('INITIALIZAING LOGGER..................')
logdir = 'procgen/' + env_name + '/' + exp_name + '/' + 'seed' + '_' + \
str(seed) + '_' + time.strftime("%d-%m-%Y_%H-%M-%S")
logdir = os.path.join('logs', logdir)
if not (os.path.exists(logdir)):
os.makedirs(logdir)
logger = Logger(n_envs, logdir)
### MODEL ###
print('INTIALIZING MODEL...................')
observation_space = env.observation_space
observation_shape = observation_space.shape
in_channels = observation_shape[0]
action_space = env.action_space
# Model's architecture
model = ImpalaModel(in_channels=in_channels) #Importance Weighted Actor-Learner Architectures(paper: https://arxiv.org/abs/1802.01561)
recurrent = True
action_size = action_space.n
policy = CategoricalPolicy(model, recurrent, action_size)
policy.to(device)
### STORAGE ###
class Main:
def __init__(self):
""" METHOD INITIALIZES LOGGER, MONGO, GMAIL, EXCEPTION HOOK, ECT.
"""
# INSTANTIATE LOGGER
self.logger = Logger()
# CONNECT TO MONGO
self.mongo = MongoDB(self.logger)
# CONNECT TO GMAIL API
self.gmail = Gmail(self.mongo, self.logger)
# SET GMAIL AND MONGO ATTRIBUTE FOR LOGGER
self.logger.gmail = self.gmail
self.logger.mongo = self.mongo
self.traders = {}
self.accounts = []
self.sim_trader = SimTrader(self.mongo)
self.not_connected = []
def setupTraders(self):
""" METHOD GETS ALL USERS ACCOUNTS FROM MONGO AND CREATES LIVE TRADER INSTANCES FOR THOSE ACCOUNTS.
IF ACCOUNT INSTANCE ALREADY IN SELF.TRADERS DICT, THEN ACCOUNT INSTANCE WILL NOT BE CREATED AGAIN.
"""
try:
# GET ALL USERS ACCOUNTS
users = self.mongo.users.find({})
for user in users:
for account_id, info in user["Accounts"].items():
if account_id not in self.traders and account_id not in self.not_connected:
tdameritrade = TDAmeritrade(self.mongo, user,
account_id, self.logger)
connected = tdameritrade.initialConnect()
if connected:
obj = LiveTrader(
user, self.mongo,
PushNotification(user["deviceID"], self.logger,
self.gmail), self.logger,
account_id, info["Asset_Type"], tdameritrade)
self.traders[account_id] = obj
else:
self.not_connected.append(account_id)
self.accounts.append(account_id)
except Exception:
self.logger.ERROR()
def checkTradersAndAccounts(self):
""" METHOD COMPARES THE CURRENT TOTAL TRADERS TO CURRENT TOTAL ACCOUNTS IN MONGO.
IF CURRENT TRADERS > CURRENT ACCOUNTS, MEANING AN ACCOUNT WAS REMOVED, THEN REMOVE THAT INSTANCE FROM SELF.TRADERS DICT
"""
try:
if len(self.traders) > len(self.accounts):
self.logger.INFO(
f"CURRENT TOTAL TRADERS: {len(self.traders)} - CURRENT TOTAL ACCOUNTS: {len(self.accounts)}"
)
accounts_to_remove = self.traders.keys() - set(self.accounts)
for account in accounts_to_remove:
self.traders[account].isAlive = False
del self.traders[account]
self.logger.INFO(f"ACCOUNT ID {account} REMOVED")
self.accounts.clear()
except Exception:
self.logger.ERROR()
def terminateNeeded(self):
""" METHOD ITERATES THROUGH INSTANCES AND FIND ATTRIBUTE NAMED TERMINATE AND CHECKS IF TRUE.
IF TRUE, REMOVE FROM SELF.TRADERS AND STOP TASKS
"""
try:
traders = self.traders.copy()
for account_id, info in traders.items():
if info.tdameritrade.terminate:
info.isAlive = False
del self.traders[account_id]
self.logger.INFO(f"ACCOUNT ID {account_id} REMOVED")
except Exception:
self.logger.ERROR()
def run(self):
""" METHOD RUNS THE TWO METHODS ABOVE AND THEN RUNS LIVE TRADER METHOD RUNTRADER FOR EACH INSTANCE.
"""
try:
sim_went = False
self.setupTraders()
self.checkTradersAndAccounts()
self.terminateNeeded()
trade_data = self.gmail.getEmails()
for live_trader in self.traders.values():
live_trader.runTrader(trade_data)
if not sim_went: # ONLY RUN ONCE DESPITE NUMBER OF INSTANCES
self.sim_trader.runTrader(trade_data,
live_trader.tdameritrade)
sim_went = True
except Exception:
self.logger.ERROR()
def updateSystemInfo(self):
system = list(self.mongo.system.find({}))[0]
self.mongo.system.update_one({"_id": ObjectId(system["_id"])}, {
"$set": {
"Threads_Running": threading.active_count(),
"Last_Updated": getDatetime()
}
})
# EXCEPTION HANDLER DECORATOR FOR HANDLER EXCEPTIONS AND LOGGING THEM
from assets.logger import Logger
logger = Logger()
def exception_handler(func):
def wrapper(self, *args, **kwargs):
try:
return func(self, *args, **kwargs)
except KeyError:
pass
except ValueError:
pass
except TypeError:
pass
except AttributeError:
pass
except Exception: