ForwardTest class about pgportfolio HOT 6 CLOSED

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from pgportfolio.

Yes, I am having the same problem. I was able to modify the Backtest class to get new data, but tflearn will not accept the new history for training. Any help would be appreciated.

from pgportfolio.

In backtesting there are two options to test model online or offline.

Online : Takes data from poloniex and updates database
Offline : Using pre-collected datas in Data.db

Backtesting module using rollingtrainer's datamatrix and it takes all datas from database at the begginning of the backtest.

But I couldn't find a way to get new data and process it .
It is using day based date to take data in given day based interval.
Is there any module to update database dynamically for livetrading without resetting learning of the model ?

from pgportfolio.

Is there any module to update database dynamically for livetrading without resetting learning of the model ?

A simple(while not elegant) method is to append new data to the global_data (Panel in the memory) and modify all the related indexes.

from pgportfolio.

I am doing this for real time data ;

• last input X: global_data[: , :, -window_size:]
• apply action according to X
• Wait n-minutes
• get input again
• y : newX[:, :, -1] / newX[:, :, -2]
  But couldn't solve the how to use thid x, y data to update RL agent.
  I think RL training must be always active for the understand every new situation , but it seems it don't train model in backtesting part adding None object to experience tracker module.
  Also thank you for first fast reply :)

from pgportfolio.

Thank you for the hints @ZhengyaoJiang and @redzhepdx, will give it another go now!

from pgportfolio.