def eval_fitness_single(self, genome, config):
r_start = self.epoch_len
cppn = neat.nn.FeedForwardNetwork.create(genome, config)
network = ESNetwork(self.subStrate, cppn, self.params)
net = network.create_phenotype_network_nd()
g.fitness = self.evaluate(net, network, r_start)
return g.fitness
def eval_fitness(self, genomes, config):
r_start = randint(0, self.hs.hist_full_size - self.epoch_len)
for idx, g in genomes:
cppn = neat.nn.FeedForwardNetwork.create(g, config)
network = ESNetwork(self.subStrate, cppn, self.params)
net = network.create_phenotype_network_nd()
g.fitness = self.evaluate(net, network, r_start)
def trial_run(self):
r_start = 0
file = open("es_trade_god_cppn_3d.pkl", 'rb')
[cppn] = pickle.load(file)
network = ESNetwork(self.subStrate, cppn, self.params)
net = network.create_phenotype_network_nd()
fitness = self.evaluate(net, network, r_start)
return fitness
def eval_fitness(self, genomes, config):
self.epoch_len = randint(21, 255)
r_start = randint(0 + self.hd, self.hs.hist_full_size - self.epoch_len)
for idx, g in genomes:
[cppn] = create_cppn(g, config, self.leaf_names, ['cppn_out'])
network = ESNetwork(self.subStrate, cppn, self.params)
net = network.create_phenotype_network_nd('training_net.png')
g.fitness = self.evaluate(net, network, r_start, g)
return
def run_champs(self):
genomes = os.listdir(os.path.join(os.path.dirname(__file__), 'champs_d2_single'))
fitness_data = {}
best_fitness = 0.0
for g_ix in range(len(genomes)):
genome = self.load_net('./champs_d2_single/'+genomes[g_ix])
start = self.hs.hist_full_size - self.epoch_len
network = ESNetwork(self.subStrate, self.cppn, self.params)
net = network.create_phenotype_network_nd('./champs_visualized2/genome_'+str(g_ix))
fitness = self.evaluate(net, network, start, g_ix, genomes[g_ix])
if fitness > best_fitness:
best_genome = genome
def run_champ(self):
genome = neat.Checkpointer.restore_checkpoint(
"./binance_champs_2/tradegod-checkpoint-48").population[5808]
self.load_net_easy(genome)
start = self.hs.hist_full_size - self.epoch_len
network = ESNetwork(self.subStrate, self.cppn, self.params)
net = network.create_phenotype_network_nd(
'./champs_visualizedd3/genome_' + str(5808))
fitness = self.evaluate(net, network, start, genome, 5808)
with open(
'./binance_champs_2/perpetual_champion_' + str(5808) + '.pkl',
'wb') as output:
pickle.dump(genome, output)
def peer_v_peer(self, g1, g2):
cppn = neat.nn.FeedForwardNetwork.create(g1, config)
network = ESNetwork(self.subStrate, cppn, self.params)
net = network.create_phenotype_network_nd()
g1.fitness = self.evaluate(net, network, r_start)
cppn2 = neat.nn.FeedForwardNetwork.create(g2, config)
network2 = ESNetwork(self.subStrate, cppn, self.params)
net2 = network.create_phenotype_network_nd()
g2.fitness2 = self.evaluate(net, network, r_start)
if g1 > g2:
return g1
else:
return g2
def main_loopies():
cs = LiqMaster2000()
print(cs.local_ip)
task = PurpleTrader(13)
winner = run_pop(task, 21)[0]
print('\nBest genome:\n{!s}'.format(winner))
# Verify network output against training data.
print('\nOutput:')
cppn = neat.nn.FeedForwardNetwork.create(winner, task.config)
network = ESNetwork(task.subStrate, cppn, task.params)
with open('local_winner.pkl', 'wb') as output:
pickle.dump(cppn, output)
#draw_net(cppn, filename="es_trade_god")
winner_net = network.create_phenotype_network_nd('dabestest.png') # This will also draw winner_net.
def eval_fitness(self, genomes, config):
r_start = randint(0+self.hd, self.hs.hist_full_size - self.epoch_len)
fitter = genomes[0]
fitter_val = 0.0
for idx, g in genomes:
[cppn] = create_cppn(g, config, self.leaf_names, ['cppn_out'])
network = ESNetwork(self.subStrate, cppn, self.params)
net = network.create_phenotype_network_nd()
g.fitness = self.evaluate(net, network, r_start, g)
if(g.fitness > fitter_val):
fitter = g
fitter_val = g.fitness
with open('./champs/perpetual_champion_'+str(fitter.key)+'.pkl', 'wb') as output:
pickle.dump(fitter, output)
print("latest_saved")
def evaluate(self, g, config):
rand_start = self.rand_start
[cppn] = create_cppn(g, config, self.leaf_names, ['cppn_out'])
net = ESNetwork(self.subStrate, cppn, self.params)
network = net.create_phenotype_network_nd()
portfolio_start = 1.0
key_list = list(self.hs.currentHists.keys())
portfolio = CryptoFolio(portfolio_start, self.hs.coin_dict)
end_prices = {}
buys = 0
sells = 0
if (len(g.connections) > 0.0):
for z in range(rand_start, rand_start + self.epoch_len):
active = self.get_one_epoch_input(z)
signals = []
network.reset()
for n in range(1, self.hd + 1):
out = network.activate(active[self.hd - n])
for x in range(len(out)):
signals.append(out[x])
#rng = iter(shuffle(rng))
sorted_shit = np.argsort(signals)[::-1]
for x in sorted_shit:
sym = self.hs.coin_dict[x]
#print(out[x])
#try:
if (out[x] < -.5):
#print("selling")
portfolio.sell_coin(
sym, self.hs.currentHists[sym]['close'][z])
#print("bought ", sym)
if (out[x] > .5):
#print("buying")
portfolio.target_amount = .1 + (out[x] * .1)
portfolio.buy_coin(
sym, self.hs.currentHists[sym]['close'][z])
#print("sold ", sym)
#skip the hold case because we just dont buy or sell hehe
if (z > self.epoch_len + rand_start - 2):
end_prices[sym] = self.hs.currentHists[sym]['close'][z]
result_val = portfolio.get_total_btc_value(end_prices)
print(result_val[0], "buys: ", result_val[1], "sells: ",
result_val[2])
ft = result_val[0]
else:
ft = 0.0
return ft
def poloTrader(self):
end_prices = {}
active = self.get_one_bar_input_2d()
self.load_net()
sub = Substrate(self.in_shapes, self.out_shapes)
network = ESNetwork(sub, self.cppn, self.params)
net = network.create_phenotype_network_nd('paper_net.png')
net.reset()
for n in range(1, self.hist_depth+1):
out = net.activate(active[self.hist_depth-n])
#print(len(out))
rng = len(out)
#rng = iter(shuffle(rng))
self.reset_tickers()
for x in np.random.permutation(rng):
sym = self.hs.coin_dict[x]
#print(out[x])
try:
if(out[x] < -.5):
print("selling: ", sym)
p = self.get_price('BTC_'+sym)
price = p -(p*.01)
self.sell_coin('BTC_'+sym, price)
elif(out[x] > .5):
print("buying: ", sym)
self.target_percent = .1 + out[x] - .45
p = self.get_price('BTC_'+sym)
price = p*1.01
self.buy_coin('BTC_'+sym, price)
except:
print('error', sym)
#skip the hold case because we just dont buy or sell hehe
if datetime.now() >= self.end_ts:
return
else:
time.sleep(self.ticker_len)
self.refresh_data()
#self.closeOrders()
self.poloTrader()
def run_champs(self):
genomes = neat.Checkpointer.restore_checkpoint(
"./binance_champs_2/tradegod-checkpoint-70").population
fitness_data = {}
best_fitness = 0.0
best_ix = ""
count = 0
for g_ix in genomes:
self.load_net_easy(genomes[g_ix])
start = self.hs.hist_full_size - self.epoch_len
network = ESNetwork(self.subStrate, self.cppn, self.params)
net = network.create_phenotype_network_nd(
'./champs_visualizedd3/genome_' + str(g_ix))
fitness = self.evaluate(net, network, start, genomes[g_ix], g_ix)
if (fitness > best_fitness):
best_fitness = fitness
best_ix = genomes[g_ix]
count += 1
with open(
'./binance_champs_2/perpetual_champion_' + str(g_ix) + '.pkl',
'wb') as output:
pickle.dump(best_ix, output)
winner = pop.run(task.eval_fitness, gens)
print("es trade god summoned")
return winner, stats
# If run as script.
if __name__ == '__main__':
task = PurpleTrader(8)
#print(task.trial_run())
winner = run_pop(task, 89)[0]
print('\nBest genome:\n{!s}'.format(winner))
# Verify network output against training data.
print('\nOutput:')
[cppn] = create_cppn(winner, task.config, task.leaf_names, ['cppn_out'])
network = ESNetwork(task.subStrate, cppn, task.params)
with open('es_trade_god_cppn_3d.pkl', 'wb') as output:
pickle.dump(winner, output)
#draw_net(cppn, filename="es_trade_god")
winner_net = network.create_phenotype_network_nd('dabestest.png') # This will also draw winner_net.
# Save CPPN if wished reused and draw it to file.
#draw_net(cppn, filename="es_trade_god")
'''
for x in range(len(task.hs.hist_shaped[0])):
print(task.hs.hist_shaped[1][x][3],task.hs.hist_shaped[0][x][3])
'''
def poloTrader(self):
try:
trade_df = pd.read_json("./live_hist/json_hist.json")
except:
trade_df = pd.DataFrame()
end_prices = {}
active = self.get_one_bar_input_2d()
self.load_net()
sub = Substrate(self.in_shapes, self.out_shapes)
network = ESNetwork(sub, self.cppn, self.params)
net = network.create_phenotype_network_nd()
net.reset()
signals = []
net.reset()
for n in range(1, self.hist_depth+1):
out = net.activate(active[self.hist_depth-n])
for x in range(len(out)):
signals.append(out[x])
#rng = iter(shuffle(rng))
sorted_shit = np.argsort(signals)[::-1]
self.reset_tickers()
sym = ""
for x in sorted_shit:
sym = self.hs.coin_dict[x]
#print(out[x])
try:
if(out[x] < -.5):
p = self.get_price('BTC_'+sym)
print("selling: ", sym)
self.folio.sell_coin(sym, p)
elif(out[x] > .5):
p = self.get_price('BTC_'+sym)
print("buying: ", sym)
self.folio.buy_coin(sym, p)
except:
print("error buying or selling")
#skip the hold case because we just dont buy or sell hehe
end_prices[sym] = self.hs.currentHists[sym]["close"].iloc[-1]
#self.trade_hist["date"] = self.hs.currentHists[sym]["date"].iloc[-1]
self.trade_hist["date"] = time.time()
self.trade_hist["portfoliovalue"] = self.folio.get_total_btc_value_no_sell(end_prices)[0]
self.trade_hist["portfolio"] = self.folio.ledger
self.trade_hist["percentchange"] = ((self.trade_hist["portfoliovalue"] - self.folio.start)/self.folio.start)*100
print(self.trade_hist)
print(self.folio.ledger)
self.db.insert(self.trade_hist)
self.trade_hist = {}
'''
if(self.trade_hist["portfoliovalue"] > self.folio.start *1.1):
self.folio.start = self.folio.get_total_btc_value(end_prices)[0]
'''
if datetime.now() >= self.end_ts:
port_info = self.folio.get_total_btc_value(end_prices)
print("total val: ", port_info[0], "btc balance: ", port_info[1])
return
else:
print(self.get_current_balance())
for t in range(2):
time.sleep(self.ticker_len/2)
#print(self.folio.ledger)
self.refresh_data
self.poloTrader()
