예제 #1
0
import os
import sys

current_path = os.getcwd()
sys.path.append(current_path)
from hypertune import start_commander, start_workers
from coordinator import Coordinator
from config import mode, number_workers, tuned_config, fix_random_seed
import numpy as np

if fix_random_seed:
    np.random.seed(123)

# %matplotlib inline

if mode == 'parallel':
    start_commander()
    workers = start_workers(number_workers)
else:
    model = Coordinator(tuned_config, '2900')
    #################### to do ####################
    # model = Coordinator(tuned_config, '-5.28')
    # model.restore_price_predictor('-5.28-80000-')
    ##############################################
    model.train('single', True)
    model.back_test('test', 2500, True)
예제 #2
0
ob = env.reset()
for i in range(5):
    print(coo.action_values(ob))
    ob, a, r, ob_ = env.step(np.ones(5))

coo.train(env,
          total_training_step=total_training_step,
          replay_period=replay_period,
          tensorboard=True)

env_test = PortfolioEnv(df_train,
                        steps=2500,
                        trading_cost=0.0,
                        window_length=window_length,
                        scale=False,
                        random_reset=False)
ob = env_test.reset()
for i in range(10):
    print(coo.action_values(ob))
    print(np.argmax(coo.action_values(ob)))
    ob, a, r, ob_ = env.step(np.ones(5))

# coo.restore('')

# l = coo.network_state()
# print(l['training_network/output/weights:0'])

coo.back_test(env_test, render_mode='usual')

# coo.open_tb(port='8009')