def bt(data, num_features, use_existing_model, model_name):
dqn = Dqn()
agent = Agent(num_features, use_existing_model, model_name)
state = dqn.get_state(data, num_features, num_features)
total_profits = 0
total_holds = 0
total_buys = 1
total_sells = 0
l = len(data) - 1
for t in range(num_features,l):
action = agent.choose_best_action(state)#it will always predict
reward, total_profits, total_holds, total_buys, total_sells = dqn.execute_action (action, data[t], t, total_profits, total_holds, total_buys, total_sells)
done = True if t == l - 1 else False
next_state = dqn.get_state(data, t + 1, num_features)
print(f'row #{t} {agent.actions[action]} @{data[t]}, state1={state}, state2={next_state}, reward={reward}')
state = next_state
if done:
print("-----------------------------------------")
print(f'Total Profit: {formatPrice(total_profits)} , Total hold/buy/exit trades: {total_holds} / {total_buys} / {total_sells}')
print("-----------------------------------------")
def bt(data, n_features, use_existing_model, name_model):
dqn = Dqn()
dqn.open_orders = [data[0]]
agent = Agent(n_features, use_existing_model, name_model)
state = dqn.get_state(data, n_features, n_features)
total_profits = 0
total_holds = 0
total_buys = 1
total_sells = 0
total_notvalid = 0
l = len(data) - 1
for t in range(n_features, l):
action = agent.choose_best_action(state) # it will always predict
reward, total_profits, total_holds, total_buys, total_sells, total_notvalid = \
dqn.execute_action(action, data[t], t, total_profits, total_holds, total_buys, total_sells, total_notvalid)
done = True if t == l - 1 else False
next_state = dqn.get_state(data, t + 1, n_features)
#print(f'row #{t} {agent.actions[action]} @{data[t]}, state1={state}, state2={next_state}, reward={reward}')
state = next_state
if done:
# sell position at end of episode
reward, total_profits, total_holds, total_buys, total_sells, total_notvalid = \
dqn.execute_action(2, data[t+1], t+1, total_profits, total_holds, total_buys, total_sells,
total_notvalid)
print("-----------------------------------------")
print(
f'Total Profit: {formatPrice(total_profits*100)} ,'
f' Total hold/buy/sell/notvalid trades: {total_holds} / {total_buys} / {total_sells} / {total_notvalid}'
)
print("-----------------------------------------")