def main(args):
price = []
cur_symbol = args.ticker
quick_train(cur_symbol)
window_size =10
time_now = datetime.datetime.now(tz).time()
for c in range(2):
price.append(Real(cur_symbol))
model_name='model_double-dqn_GOOG_50_50'
initial_offset = price[1] - price[0]
agent = Agent(window_size, pretrained=True, model_name=model_name)
profit, history = evaluate_model(agent, price, window_size,cur_symbol, debug=False)
show_eval_result(model_name, profit, initial_offset)
print("Profit:", profit)
buys = sells = holds = 0
for i in history:
if i[1] == "BUY":
buys += 1
elif i[1] == "SELL":
sells += 1
elif i[1] == "HOLD":
holds += 1
print("BUYS Percentage:", (buys/len(history)) * 100)
print("SELLS Percentage:", (sells/len(history)) * 100)
print("HOLDS Percentage:", (holds/len(history)) * 100)
rpath = 'training_data/' + cur_symbol + '.csv'
os.remove(rpath)
def main(args):
count = 0
ticker = args.ticker + '.NS'
price = []
time_now = datetime.datetime.now(tz).time()
while (datetime.time(9, 14, tzinfo=tz) < time_now < datetime.time(
19, 31, tzinfo=tz)):
url = 'https://finance.yahoo.com/quote/{}?p={}&.tsrc=fin-srch'.format(
ticker, ticker)
print(count)
live = Real(url, count)
count += 1
price.append(live)
if count < 10:
continue
print(live)
initial_offset = price[1] - price[0]
agent = Agent(state_size=10,
pretrained=True,
model_name='model_debug_50')
profit, _ = evaluate_model(agent, price, window_size=10, debug=False)
show_eval_result(model_name, profit, initial_offset)
def main(eval_stock, window_size, model_name, debug, manual_run):
""" Evaluates the stock trading bot.
Please see https://arxiv.org/abs/1312.5602 for more details.
Args: [python eval.py --help]
"""
if type(eval_stock) == str:
data = get_stock_data(eval_stock)
elif type(eval_stock) == list:
data = eval_stock
initial_offset = data[1] - data[0]
# Single Model Evaluation
if model_name is not None:
agent = Agent(window_size, pretrained=True, model_name=model_name, manual = manual_run)
profit, _ = evaluate_model(agent, data, window_size, debug)
show_eval_result(model_name, profit, initial_offset)
# Multiple Model Evaluation
else:
for model in os.listdir("models"):
if os.path.isfile(os.path.join("models", model)):
agent = Agent(window_size, pretrained=True, model_name=model)
profit = evaluate_model(agent, data, window_size, debug)
show_eval_result(model, profit, initial_offset)
del agent
def main(eval_stock, window_size, model_name, debug):
""" Evaluates the stock trading bot.
Please see https://arxiv.org/abs/1312.5602 for more details.
Args: [python eval.py --help]
"""
data = []
time_get = []
a = True
for i in range(15):
strings = time.strftime("%Y,%m,%d,%H,%M,%S")
t = strings.split(',')
numbers = [t[4], t[5]]
time_get.append(str(numbers[0]) + '-' + str(numbers[1]))
time.sleep(1)
y = cryptocompare.get_price('BTC', currency='USD')
data.append(y['BTC']['USD'])
initial_offset = data[1] - data[0]
# Single Model Evaluation
if model_name is not None:
agent = Agent(window_size, pretrained=True, model_name=model_name)
profit, _ = evaluate_model(agent, data, window_size, debug, time_get)
show_eval_result(model_name, profit, initial_offset)
# Multiple Model Evaluation
else:
for model in os.listdir("models"):
if os.path.isfile(os.path.join("models", model)):
agent = Agent(window_size, pretrained=True, model_name=model)
profit = evaluate_model(agent, data, window_size, debug)
show_eval_result(model, profit, initial_offset)
del agent
def main(eval_stock, window_size, model_name, debug):
""" Evaluates the stock trading bot.
Please see https://arxiv.org/abs/1312.5602 for more details.
Args: [python eval.py --help]
"""
data = filter_data_by_feature_columns(get_stock_data(eval_stock))
# Single Model Evaluation
if model_name is not None:
agent = Agent(window_size * data.shape[1],
pretrained=True,
model_name=model_name)
profit, history = evaluate_model(agent, data, window_size, debug)
first_buy = history[0][0]
show_eval_result(model_name, profit, first_buy)
# Multiple Model Evaluation
else:
for model in os.listdir("models"):
if os.path.isfile(os.path.join("models", model)):
agent = Agent(window_size * data.shape[1],
pretrained=True,
model_name=model)
profit = evaluate_model(agent, data, window_size, debug)
show_eval_result(model, profit)
del agent
def main(args):
count = 0
total_profit = 0
t=0
history = []
reward = 0
ticker = args.ticker + '.NS'
price = []
window_size =10
time_now = datetime.datetime.now(tz).time()
while(datetime.time(9, 14, tzinfo=tz) < time_now < datetime.time(15, 31, tzinfo=tz)):
url = 'https://finance.yahoo.com/quote/{}?p={}&.tsrc=fin-srch'.format(ticker,ticker)
print(count)
live = Real(url,count)
count+=1
price.append(live)
if count < window_size:
continue
model_name='model_debug_50'
print(live)
initial_offset = price[1] - price[0]
state = get_state(price, 0, window_size + 1)
next_state = get_state(price, t + 1, window_size + 1)
agent = Agent(state_size=window_size, pretrained=True, model_name=model_name)
agent.inventory = []
profit = evaluate_model(agent,state,next_state, price, t, total_profit, history, reward, window_size=window_size)
show_eval_result(model_name, profit, initial_offset)
t+=1
state = next_state
def main(args):
count = 0
total_profit = 0
t=0
history = []
reward = 0
price = []
window_size =10
time_now = datetime.datetime.now(tz).time()
url = 'https://api.binance.com/api/v1/ticker/price?symbol={}'.format(args.ticker)
live = Real(url)
print(live)
while(count < 100):
url = 'https://api.binance.com/api/v1/ticker/price?symbol={}'.format(args.ticker)
live = Real(url)
count+=1
price.append(live)
if count < window_size:
continue
model_name='model_t-dqn_GOOG_10'
print(live)
initial_offset = price[1] - price[0]
state = get_state(price, 0, window_size + 1)
next_state = get_state(price, t + 1, window_size + 1)
agent = Agent(state_size=window_size, pretrained=True, model_name=model_name)
agent.inventory = []
profit = evaluate_model(agent,state,next_state, price, t, total_profit, history, reward, window_size=window_size)
show_eval_result(model_name, profit, initial_offset)
t+=1
state = next_state
def main(eval_stock, window_size, model_name, debug):
""" Evaluates the stock trading bot.
Please see https://arxiv.org/abs/1312.5602 for more details.
Args: [python eval.py --help]
"""
data = get_stock_data(eval_stock)
initial_offset = data[1] - data[0]
# Single Model Evaluation
if model_name is not None:
agent = Agent(window_size, pretrained=True, model_name=model_name)
profit, _ = evaluate_model(agent, data, window_size, debug)
show_eval_result(model_name, profit, initial_offset)
def main(eval_stock, window_size, model_name, debug):
""" Evaluates the stock trading bot.
Please see https://arxiv.org/abs/1312.5602 for more details.
Args: [python eval.py --help]
"""
df_google = pd.read_csv("data/GOOG_2019.csv")
data = list(df_google['Open'])
data_date = list(df_google['Date'])
initial_offset = data[1] - data[0]
agent = Agent(window_size, current_price=data[0],pretrained=True, model_name=model_name)
total_profit, cash_in_hand, total_share, google_buy, google_sell = evaluate_model(agent, data, data_date, window_size, debug)
show_eval_result(model_name, total_profit, initial_offset)
google_price_buy = []
google_buy_date = []
google_price_sell = []
google_sell_date = []
w = csv.writer(open("dqn.csv", "w"))
for date, price in google_buy:
google_price_buy.append(price)
google_buy_date.append(date)
w.writerow(['Buy', date, price])
for date, price in google_sell:
google_price_sell.append(price)
google_sell_date.append(date)
w.writerow(['Sell', date, price])
fig = px.line(df_google, x='Date', y='Open')
fig.add_trace(go.Scatter(x=google_buy_date, y=google_price_buy, mode="markers", showlegend=True, name="Buy"))
fig.add_trace(go.Scatter(x=google_sell_date, y=google_price_sell, mode="markers", showlegend=True, name="Sell"))
fig.update_layout(title="DQN - Test results on Goog_2019 stock data with profit of " + str(total_profit),font=dict(
size=9,
color="#7f7f7f"
))
fig.show()
def main(eval_stock, window_size, model_name, debug):
data = get_stock_data(eval_stock)
initial_offset = data[1] - data[0]
# Single Model Evaluation
if model_name is not None:
agent = Agent(window_size, pretrained=True, model_name=model_name)
profit, _ = evaluate_model(agent, data, window_size, debug)
show_eval_result(model_name, profit, initial_offset)
# Multiple Model Evaluation
else:
for model in os.listdir("models"):
if os.path.isfile(os.path.join("models", model)):
agent = Agent(window_size, pretrained=True, model_name=model)
profit = evaluate_model(agent, data, window_size, debug)
show_eval_result(model, profit, initial_offset)
del agent
def fn(ticker,strategy,ep_count,year):
stock = '{}'.format(ticker)
model_name = '{}_{}_{}'.format(ticker,strategy,ep_count)
test_stock = 'data/Nifty50/Split/{}_{}.csv'.format(ticker,year)
window_size = 10
debug = True
tf.keras.backend.clear_session()
K.clear_session()
agent = Agent(window_size, pretrained=True, model_name=model_name)
# read csv into dataframe
df = pd.read_csv(test_stock)
# df = df.iloc[:55]
# filter out the desired features
df = df[['Date', 'Adj Close']]
# rename feature column names
df = df.rename(columns={'Adj Close': 'actual', 'Date': 'date'})
# convert dates from object to DateTime type
dates = df['date']
dates = pd.to_datetime(dates, infer_datetime_format=True)
df['date'] = dates
df.head()
coloredlogs.install(level='DEBUG')
switch_k_backend_device()
test_data = get_stock_data(test_stock)
initial_offset = test_data[1] - test_data[0]
test_result, history = evaluate_model(agent, test_data, window_size, debug)
show_eval_result(model_name, test_result, initial_offset)
def visualize(df, history, title="trading session"):
# add history to dataframe
position = [history[0][0]] + [x[0] for x in history]
actions = ['HOLD'] + [x[1] for x in history]
df['position'] = position
df['action'] = actions
# specify y-axis scale for stock prices
scale = alt.Scale(domain=(min(min(df['actual']), min(df['position'])) - 50, max(max(df['actual']), max(df['position'])) + 50), clamp=True)
# plot a line chart for stock positions
actual = alt.Chart(df).mark_line(
color='green',
opacity=0.5
).encode(
x='date:T',
y=alt.Y('position', axis=alt.Axis(format='$.2f', title='Price'), scale=scale)
).interactive(
bind_y=False
)
# plot the BUY and SELL actions as points
points = alt.Chart(df).transform_filter(
alt.datum.action != 'HOLD'
).mark_point(
filled=True
).encode(
x=alt.X('date:T', axis=alt.Axis(title='Date')),
y=alt.Y('position', axis=alt.Axis(format='$.2f', title='Price'), scale=scale),
color='action'
).interactive(bind_y=False)
# merge the two charts
chart = alt.layer(actual, points, title=title).properties(height=300, width=1000)
return chart
chart = visualize(df, history, title=test_stock)
cap = [0]
inv = 0
ret = 0
b = 0
for i in range(len(df)):
if df.iloc[i]['action']=='BUY':
cap.append(cap[-1]+df.iloc[i]['actual'])
inv+=df.iloc[i]['actual']
b+=1
if df.iloc[i]['action']=='SELL' and b>0:
cap.append(cap[-1]-df.iloc[i]['actual'])
ret += df.iloc[i]['actual']
b-=1
req_cap = max(cap)
prof = ret+(df['action'].value_counts().get('BUY',0)-df['action'].value_counts().get('SELL',0))*df.iloc[-1]['actual']-inv
return pd.DataFrame([[ticker,strategy,ep_count,year,inv,ret,req_cap, prof, (prof/req_cap)*100]],columns=['ticker','strategy','ep_count','year','investment','returns','required capital','profit','profit percentage'])
