renero / trader Goto Github PK
View Code? Open in Web Editor NEWRL Trader
RL Trader
A) Open a 1year file and taking only the last 10 elements from it,
B) Open a file with last 10 rows from the 1year file
Predictions from A and B should produce the same, but it is not the case.
Add ncurses formatted text to the summary-table that will tell wether the strategy is gaining or loosing money.
Now, everything is hardcoded into the Portfolio class, and the Environment class, but the code that tells the environment how to act with new states needs to be dynamically provided as an extensible mechanism.
There's one on each module...
Resue same Dictionary reader for trader and predictor (is using a different inheritance schema but same way of reading parameters from YAML)
It takes ages to convert ticks to CSE
They cannot access "log" or "params" because of being sparse methods.
Bad design.
Use it in training of the LSTMs
Fix all the logging and reporting issues.
The actual parameters reader adds a leading "_" character to every parameter, and the parameter is then interpreted as "PRIVATE" attribute of class, which is confusing when using IDE.
5301 python trader.py predict -c params.dax.yaml -f ../staging/^GDAXI/forecast.csv -m ../staging/^GDAXI/rl_model --portfolio ../staging/^GDAXI/portfolio.json --no-dump -d 4
5302 python trader.py simulate -c params.dax.yaml -f ../staging/^GDAXI/forecast.csv -m ../staging/^GDAXI/rl_model --no-dump -d 4
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