model.model.fit(x_train, y_train)
y_pred = model.model.predict(x_test)
prev_prices, prices, pred = x_test[:,
-1], y_test, y_pred.reshape(
y_pred.shape[0])
if e % 100 == 0:
for mode, action_labels in modes.items():
trader = Trader(mode)
strategy = trader.to_strategy(prev_prices, pred)
optimal = trader.to_strategy(prev_prices, prices)
trader.run(strategy, prices, grapher=grapher)
# f.write('{} accuracy_score={} balanced_accuracy_score={} average_precision_score={} f1_score={}\n'.format(
# e,
# accuracy_score(strategy, optimal),
# balanced_accuracy_score(strategy, optimal),
# average_precision_score(strategy, optimal),
# f1_score(strategy, optimal)))
grapher.action_labels = action_labels
grapher.pred = pred[:-1]
grapher.show(action_labels=action_labels,
ep=e,
span=span,
w=window,
mode=trader.mode)
grapher.reset()
