コード例 #1
0
def demo_continuous_action_on_policy():
    args = Arguments(
        if_on_policy=True
    )  # hyper-parameters of on-policy is different from off-policy
    from elegantrl2.agent import AgentPPO
    args.agent = AgentPPO()
    args.gpu_id = sys.argv[-1][-4]
    args.agent.cri_target = True
    args.learning_rate = 2**-14
    args.random_seed = 1943
    '''choose environment'''
    if_train_pendulum = 0
    if if_train_pendulum:
        "TotalStep: 4e5, TargetReward: -200, UsedTime: 400s"
        env = gym.make('Pendulum-v0')
        env.target_return = -200  # set target_reward manually for env 'Pendulum-v0'
        args.env = PreprocessEnv(env=env)
        args.reward_scale = 2**-3  # RewardRange: -1800 < -200 < -50 < 0
        args.net_dim = 2**7
        args.batch_size = args.net_dim * 2
        args.target_step = args.env.max_step * 16

    if_train_lunar_lander = 0
    if if_train_lunar_lander:
        "TotalStep: 6e5, TargetReward: 200, UsedTime: 800s"
        env_name = 'LunarLanderContinuous-v2'
        # args.env = PreprocessEnv(env=env_name)
        args.env = PreprocessVecEnv(env=env_name, env_num=2)
        args.eval_env = PreprocessEnv(env=env_name)
        args.reward_scale = 2**0  # RewardRange: -800 < -200 < 200 < 302
        args.break_step = int(8e6)
        args.if_per_or_gae = True
        args.target_step = args.env.max_step * 8
        args.repeat_times = 2**4

    if_train_bipedal_walker = 1
    if if_train_bipedal_walker:
        "TotalStep: 8e5, TargetReward: 300, UsedTime: 1800s"
        env_name = 'BipedalWalker-v3'
        # args.env = PreprocessEnv(env=env_name)
        args.env = PreprocessVecEnv(env=env_name, env_num=2)
        args.eval_env = PreprocessEnv(env=env_name)
        args.reward_scale = 2**0  # RewardRange: -200 < -150 < 300 < 334
        args.gamma = 0.97
        args.target_step = args.env.max_step * 8
        args.repeat_times = 2**4
        args.if_per_or_gae = True
        args.agent.lambda_entropy = 0.05
        args.break_step = int(8e6)
    '''train and evaluate'''
    # train_and_evaluate(args)
    args.worker_num = 2
    train_and_evaluate_mp(args)
コード例 #2
0
def demo_custom_env_finance_rl_dow30():  # 1.7+ 2.0+
    args = Arguments(
        if_on_policy=True
    )  # hyper-parameters of on-policy is different from off-policy
    args.random_seed = 1943

    from elegantrl2.agent import AgentPPO
    args.agent = AgentPPO()
    args.agent.cri_target = True
    args.agent.lambda_entropy = 0.02

    args.gamma = 0.995

    from envs.FinRL.StockTrading import StockEnvDOW30, StockVecEnvDOW30
    args.env = StockEnvDOW30(if_eval=False, gamma=args.gamma)
    args.eval_env = StockEnvDOW30(if_eval=True, gamma=args.gamma)

    args.repeat_times = 2**4
    args.learning_rate = 2**-14
    args.net_dim = 2**8
    args.batch_size = args.net_dim * 2

    args.eval_gap = 2**7
    args.eval_times1 = 2**0
    args.eval_times2 = 2**2
    args.break_step = int(5e6)  # int(args.env.max_step * 2000)
    args.if_allow_break = False

    if_single_env = 0
    if if_single_env:
        args.gpu_id = int(sys.argv[-1][-4])
        args.random_seed += int(args.gpu_id)
        args.target_step = args.env.max_step * 4
        args.worker_num = 4
        train_and_evaluate_mp(args)

    if_multi_learner = 0
    if if_multi_learner:
        args.env = StockEnvDOW30(if_eval=False, gamma=args.gamma)
        args.gpu_id = (0, 1)
        args.worker_num = 2
        train_and_evaluate_mg(args)

    if_batch_env = 1
    if if_batch_env:
        args.env = StockVecEnvDOW30(if_eval=False, gamma=args.gamma, env_num=2)
        args.gpu_id = int(sys.argv[-1][-4])
        args.random_seed += args.gpu_id
        args.target_step = args.env.max_step
        args.worker_num = 8
        train_and_evaluate_mp(args)
コード例 #3
0
def demo_custom_env_finance_rl():
    args = Arguments(
        if_on_policy=True
    )  # hyper-parameters of on-policy is different from off-policy
    args.random_seed = 0

    from elegantrl2.agent import AgentPPO
    args.agent = AgentPPO()
    args.agent.cri_target = True
    args.agent.lambda_entropy = 0.04

    from envs.FinRL.StockTrading import StockEnvNAS89, StockVecEnvNAS89
    args.gamma = 0.999
    args.env = StockEnvNAS89(if_eval=False, gamma=args.gamma)
    args.eval_env = StockEnvNAS89(if_eval=True, gamma=args.gamma)

    args.repeat_times = 2**4
    args.learning_rate = 2**-14
    args.net_dim = int(2**8 * 1.5)
    args.batch_size = args.net_dim * 4

    if_single_env = 0
    if if_single_env:
        args.gpu_id = 0
        args.worker_num = 4
        train_and_evaluate_mp(args)

    if_batch_env = 1
    if if_batch_env:
        args.env = StockVecEnvNAS89(if_eval=False, gamma=args.gamma, env_num=2)
        args.gpu_id = 0
        args.worker_num = 2
        train_and_evaluate_mp(args)

    if_multi_learner = 0
    if if_multi_learner:
        args.env = StockVecEnvNAS89(if_eval=False, gamma=args.gamma, env_num=2)
        args.gpu_id = (0, 1)
        args.worker_num = 2
        train_and_evaluate_mg(args)
コード例 #4
0
def demo_custom_env_finance_rl_nas89():  # 1.7+ 2.0+
    args = Arguments(
        if_on_policy=True
    )  # hyper-parameters of on-policy is different from off-policy
    args.random_seed = 19430

    from elegantrl2.agent import AgentPPO
    args.agent = AgentPPO()
    args.agent.lambda_entropy = 0.02

    from envs.FinRL.StockTrading import StockEnvNAS89
    args.gamma = 0.999
    args.env = StockEnvNAS89(if_eval=False,
                             gamma=args.gamma,
                             turbulence_thresh=30)
    args.eval_env = StockEnvNAS89(if_eval=True,
                                  gamma=args.gamma,
                                  turbulence_thresh=15)

    args.net_dim = 2**9
    args.repeat_times = 2**4
    args.learning_rate = 2**-14
    args.batch_size = args.net_dim * 4

    args.eval_gap = 2**8
    args.eval_times1 = 2**0
    args.eval_times2 = 2**1
    args.break_step = int(8e6)
    args.if_allow_break = False

    if_single_proc = 0
    if if_single_proc:
        args.gpu_id = int(sys.argv[-1][-4])
        args.random_seed += int(args.gpu_id)
        args.target_step = args.env.max_step * 4
        train_and_evaluate(args)

    if_single_env = 1
    if if_single_env:
        args.gpu_id = int(sys.argv[-1][-4])
        args.random_seed += int(args.gpu_id)
        args.target_step = args.env.max_step * 1
        args.worker_num = 4
        train_and_evaluate_mp(args)

    if_multi_learner = 0
    if if_multi_learner:
        args.gpu_id = (2, 3) if len(sys.argv) == 1 else eval(
            sys.argv[-1])  # python main.py -GPU 0,1
        args.repeat_times = 2**4
        args.target_step = args.env.max_step
        args.worker_num = 4
        train_and_evaluate_mg(args)

    if_batch_env = 0
    if if_batch_env:
        from envs.FinRL.StockTrading import StockVecEnvNAS89
        args.env = StockVecEnvNAS89(if_eval=False, gamma=args.gamma, env_num=2)
        args.gpu_id = int(sys.argv[-1][-4])
        args.random_seed += args.gpu_id
        args.target_step = args.env.max_step
        args.worker_num = 4
        train_and_evaluate_mp(args)