예제 #1
0
from utils import read_stock_market_data
from evaluating.portfolio_evaluator import PortfolioEvaluator
from model.CompanyEnum import CompanyEnum
from dependency_injection_containers import Traders
import datetime
from definitions import PERIOD_1, PERIOD_2

if __name__ == "__main__":
    # Load stock market data for training and testing period
    stock_market_data = read_stock_market_data(
        [CompanyEnum.COMPANY_A, CompanyEnum.COMPANY_B], [PERIOD_1, PERIOD_2])

    # Define portfolio-name/trader mappings
    portfolio_name_trader_mappings = [
        # Benchmark trader
        ('Buy-and-hold Trader', Traders.BuyAndHoldTrader()),

        # Simple traders
        ('Simple Trader (perfect prediction)',
         Traders.SimpleTrader_with_perfect_prediction()),
        ('Simple Trader (NN binary perfect prediction)',
         Traders.SimpleTrader_with_nn_binary_perfect_prediction()),
        ('Simple Trader (NN binary prediction)',
         Traders.SimpleTrader_with_nn_binary_prediction()),

        # Deep Q-Learning traders
        ('DQL Trader (perfect prediction)',
         Traders.DqlTrader_with_perfect_prediction()),
        ('DQL Trader (NN binary perfect prediction)',
         Traders.DqlTrader_with_nn_binary_perfect_prediction()),
        ('DQL Trader (NN binary prediction)',
from evaluating.evaluator_utils import initialize_portfolios
from utils import read_stock_market_data
from evaluating.portfolio_evaluator import PortfolioEvaluator
from model.CompanyEnum import CompanyEnum
from dependency_injection_containers import Traders
import datetime
from definitions import PERIOD_1, PERIOD_2

if __name__ == "__main__":
    # Load stock market data for training and testing period
    stock_market_data = read_stock_market_data([CompanyEnum.COMPANY_A, CompanyEnum.COMPANY_B], [PERIOD_1, PERIOD_2])

    # Define portfolio-name/trader mappings
    portfolio_name_trader_mappings = [
        # Benchmark trader
        ('Buy-and-hold Trader', Traders.BuyAndHoldTrader()),

        # Simple traders
        #('Simple Trader (perfect prediction)', Traders.SimpleTrader_with_perfect_prediction()), #Reference trader
         
        # Code-Camp Task 0 traders
        ('Team Blue Simple Trader (perfect prediction)', Traders.TeamBlueSimpleTrader_with_perfect_prediction()),
        ('Team Green Simple Trader (perfect prediction)', Traders.TeamGreenSimpleTrader_with_perfect_prediction()),
        ('Team Black Simple Trader (perfect prediction)', Traders.TeamBlackSimpleTrader_with_perfect_prediction()),
        ('Team Red Simple Trader (perfect prediction)', Traders.TeamRedSimpleTrader_with_perfect_prediction()),
                                    
    ]

    # Define portfolios for the traders and create a portfolio/trader mapping
    portfolio_trader_mappings = initialize_portfolios(10000.0, portfolio_name_trader_mappings)
from utils import read_stock_market_data
from evaluating.portfolio_evaluator import PortfolioEvaluator
from model.CompanyEnum import CompanyEnum
from dependency_injection_containers import Traders
import datetime
from definitions import PERIOD_1, PERIOD_2

if __name__ == "__main__":
    # Load stock market data for training and testing period
    stock_market_data = read_stock_market_data(
        [CompanyEnum.COMPANY_A, CompanyEnum.COMPANY_B], [PERIOD_1, PERIOD_2])

    # Define portfolio-name/trader mappings
    portfolio_name_trader_mappings = [
        # Benchmark trader
        ('Buy-and-hold Trader', Traders.BuyAndHoldTrader()),

        # Simple traders
        # ('Simple Trader (perfect prediction)', Traders.SimpleTrader_with_perfect_prediction()),

        # Code-Camp Task 0 traders
        ('Team Blue Simple Trader (perfect prediction)',
         Traders.TeamBlueSimpleTrader_with_perfect_prediction()),
        ('Team Green Simple Trader (perfect prediction)',
         Traders.TeamGreenSimpleTrader_with_perfect_prediction()),
        ('Team Balck Simple Trader (perfect prediction)',
         Traders.TeamBlackSimpleTrader_with_perfect_prediction()),
        ('Team Red Simple Trader (perfect prediction)',
         Traders.TeamRedSimpleTrader_with_perfect_prediction()),

        # Code-Camp Task 1 traders
예제 #4
0
from evaluating.evaluator_utils import initialize_portfolios
from utils import read_stock_market_data
from evaluating.portfolio_evaluator import PortfolioEvaluator
from model.CompanyEnum import CompanyEnum
from dependency_injection_containers import Traders
import datetime
from definitions import PERIOD_1, PERIOD_2

if __name__ == "__main__":
    # Load stock market data for training and testing period
    stock_market_data = read_stock_market_data([CompanyEnum.COMPANY_A, CompanyEnum.COMPANY_B], [PERIOD_1, PERIOD_2])

    # Define portfolio-name/trader mappings
    portfolio_name_trader_mappings = [
        # Benchmark trader
        ('Buy-and-hold Trader', Traders.BuyAndHoldTrader()),

        # Simple traders
        ('Simple Trader (perfect prediction)', Traders.SimpleTrader_with_perfect_prediction()),
        ('Simple Trader (NN binary perfect prediction)', Traders.SimpleTrader_with_nn_binary_perfect_prediction()),
        ('Simple Trader (NN binary prediction)', Traders.SimpleTrader_with_nn_binary_prediction()),

        # Code-Camp Task 0 traders
        ('Team Blue Simple Trader (perfect prediction)', Traders.TeamBlueSimpleTrader_with_perfect_prediction()),
        ('Team Green Simple Trader (perfect prediction)', Traders.TeamGreenSimpleTrader_with_perfect_prediction()),
        ('Team Black Simple Trader (perfect prediction)', Traders.TeamBlackSimpleTrader_with_perfect_prediction()),
        ('Team Red Simple Trader (perfect prediction)', Traders.TeamRedSimpleTrader_with_perfect_prediction()),
          
        # Code-Camp Task 1 traders
        ('Simple Trader (Team Blue prediction)', Traders.SimpleTrader_with_team_blue_prediction()),
        ('Simple Trader (Team Green prediction)', Traders.SimpleTrader_with_team_green_prediction()),
예제 #5
0
from utils import read_stock_market_data
from evaluating.portfolio_evaluator import PortfolioEvaluator
from model.CompanyEnum import CompanyEnum
from dependency_injection_containers import Traders
import datetime
from definitions import PERIOD_1, PERIOD_2

if __name__ == "__main__":
    # Load stock market data for training and testing period
    stock_market_data = read_stock_market_data(
        [CompanyEnum.COMPANY_A, CompanyEnum.COMPANY_B], [PERIOD_1, PERIOD_2])

    # Define portfolio-name/trader mappings
    portfolio_name_trader_mappings = [
        # Benchmark trader
        ('Buy-and-hold Trader', Traders.BuyAndHoldTrader(), 'chartreuse'),

        # Simple traders
        ('Simple Trader (perfect prediction)',
         Traders.SimpleTrader_with_perfect_prediction(), 'pink'),
        ('Simple Trader (NN binary perfect prediction)',
         Traders.SimpleTrader_with_nn_binary_perfect_prediction(), 'yellow'),
        ('Simple Trader (NN binary prediction)',
         Traders.SimpleTrader_with_nn_binary_prediction(), 'brown'),

        # Deep Q-Learning traders
        ('DQL Trader (perfect prediction)',
         Traders.DqlTrader_with_perfect_prediction(), 'gray'),
        ('DQL Trader (NN binary perfect prediction)',
         Traders.DqlTrader_with_nn_binary_perfect_prediction(), 'magenta'),
        ('DQL Trader (NN binary prediction)',