Пример #1
0
trader_cli = RLTraderCLI()
args = trader_cli.get_args()

rewards = {
    "incremental-profit": IncrementalProfit,
    "weighted-unrealized-profit": WeightedUnrealizedProfit
}
reward_strategy = rewards[args.reward_strat]

if __name__ == '__main__':
    logger = init_logger(__name__, show_debug=args.debug)
    from lib.RLTrader import RLTrader
    trader = RLTrader(**vars(args),
                      logger=logger,
                      reward_strategy=reward_strategy)

    if args.command == 'train':
        trader.train(n_epochs=args.epochs,
                     save_every=args.save_every,
                     test_trained_model=args.test_trained,
                     render_test_env=args.render_test,
                     render_report=args.render_report,
                     save_report=args.save_report)
    elif args.command == 'test':
        trader.test(model_epoch=args.model_epoch,
                    render_env=args.render_env,
                    render_report=args.render_report,
                    save_report=args.save_report)
    elif args.command == 'update-static-data':
        download_data_async()
Пример #2
0
import numpy as np

from lib.RLTrader import RLTrader
from lib.TraderArgs import TraderArgs
from lib.util.logger import init_logger

np.warnings.filterwarnings('ignore')
option_parser = TraderArgs()
args = option_parser.get_args()

if __name__ == '__main__':
    logger = init_logger(__name__, show_debug=args.debug)
    trader = RLTrader(**vars(args), logger=logger)

    if args.command == 'optimize':
        trader.optimize(n_trials=args.trials,
                        n_parallel_jobs=args.parallel_jobs)
    elif args.command == 'train':
        trader.train(n_epochs=args.epochs)
    elif args.command == 'test':
        trader.test(model_epoch=args.model_epoch, should_render=args.no_render)
    elif args.command == 'opt-train-test':
        trader.optimize(args.trials, args.parallel_jobs)
        trader.train(n_epochs=args.train_epochs,
                     test_trained_model=args.no_test,
                     render_trained_model=args.no_render)
Пример #3
0
import multiprocessing
from lib.RLTrader import RLTrader

np.warnings.filterwarnings('ignore')


def optimize_code(params):
    trader = RLTrader(**params)
    trader.optimize()


if __name__ == '__main__':
    n_process = multiprocessing.cpu_count()
    params = {'n_cpu': n_process}

    # processes = []
    # for i in range(n_process):
    #     processes.append(multiprocessing.Process(target=optimize_code, args=(params,)))

    # for p in processes:
    #     p.start()

    # for p in processes:
    #     p.join()

    trader = RLTrader(**params)
    # trader.train(test_trained_model=True, render_trained_model=True)

    trader.test(model_epoch=10)