break
lr /= 4.0
except KeyboardInterrupt:
print('-' * 89)
print('Exiting from training early')
else:
# Load the best saved model.
with open(args.model_file, 'rb') as f:
if args.cuda:
model = torch.load(f).to(device)
else:
model = torch.load(f, map_location='cpu')
if args.init is not None:
if args.init != -1:
model.set_parameters(args.init)
else:
model.randomize_parameters()
# after load the rnn params are not a continuous chunk of memory
# this makes them a continuous chunk, and will speed up forward pass
if isinstance(model, torch.nn.DataParallel):
# if multi-gpu, access real model for testing
model = model.module
model.rnn.flatten_parameters()
# Run on test data.
if args.interact:
# First fix Python 2.x input command
try:
input = raw_input
def run(self):
global App
b = 0
SP = 0
stock = 'TSLA'
v.Window.log(self, str(dt.datetime.now().hour) + ":" + \
str(dt.datetime.now().minute) + ":" + \
str(dt.datetime.now().second) + \
": Trading start")
parameters = v.Window.get_parameters(self)
m.set_parameters(parameters)
if v.Window.get_trading_type(self) == 'fs':
v.Window.log(self, str(dt.datetime.now().hour) + ":" + \
str(dt.datetime.now().minute) + ":" + \
str(dt.datetime.now().second) + \
": Full Simulator")
elif v.Window.get_trading_type(self) == 'rs':
m.set_f(stock)
v.Window.log(self, str(dt.datetime.now().hour) + ":" + \
str(dt.datetime.now().minute) + ":" + \
str(dt.datetime.now().second) + \
": Simulating " + str(round(m.get_f(), 3)) + " of " + stock)
elif v.Window.get_trading_type(self) == 'rh':
m.set_f(stock)
v.Window.log(self, str(dt.datetime.now().hour) + ":" + \
str(dt.datetime.now().minute) + ":" + \
str(dt.datetime.now().second) + \
": Live trading " + str(round(m.get_f(), 3)) + " of " + stock)
v.Window.clear_graphs(self)
for t in range(1, int(parameters.get('Trading rounds'))):
time.sleep(int(parameters.get('Refresh rate (s)')))
live_data = m.live_simulate(t, stock)
v.Window.plot(self,
live_data,
self.marketGraph,
graph_type=1,
title=stock,
x_label='Round',
y_label='Market price ($)')
v.Window.plot(self,
live_data,
self.ratesGraph,
graph_type=2,
title='Rates',
x_label='Round',
y_label='rate')
v.Window.plot(self,
live_data,
self.strategyGraph,
graph_type=3,
title='Strategy',
x_label='Round',
y_label='')
v.Window.plot(self,
live_data,
self.valueGraph,
graph_type=4,
title='VP',
x_label='Round',
y_label='Value ($)')
App.processEvents()
if b == 0 and m.get_a() == 1:
SP = live_data['VP'].iloc[-1]
v.Window.log(self,
'Sold for: ' + str(SP) + ', at round: ' + str(t))
App.processEvents()
b = 1
else:
continue
v.Window.log(
self, 'Sold for: ' + str(SP) + ', Return: ' +
str(round(SP - parameters.get('Entry Price (EP)'), 3)) +
', highest was: ' + str(live_data['VP'].max()))
v.Window.log(self, str(dt.datetime.now().hour) + ":" + \
str(dt.datetime.now().minute) + ":" + \
str(dt.datetime.now().second) + \
": Trading done")