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Runtime error
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c3e8fb1
1
Parent(s):
84ad1cc
Visualize total profits
Browse files- app.py +10 -4
- rl_agent/env.py +0 -4
app.py
CHANGED
@@ -18,6 +18,11 @@ def get_time():
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return datetime.datetime.now().time()
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def pretrain_rl_agent():
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global equity
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observations = env_train.reset()
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@@ -26,6 +31,7 @@ def pretrain_rl_agent():
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observations = torch.as_tensor(observations).float()
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action = agent(observations)
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observations, reward, _ = env_train.step(action.data.to("cpu").numpy())
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action.backward()
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@@ -92,7 +98,7 @@ data = data.tail(50000)
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data = data.set_index('Local time')
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date_split = '01.01.2023 16:04:00.000 GMT-0600'
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learning_rate = 0.
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first_momentum = 0.0
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second_momentum = 0.0001
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transaction_cost = 0.0001
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@@ -183,10 +189,10 @@ def trading_plot():
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# The UI of the demo defines here.
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with gr.Blocks() as demo:
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gr.Markdown("Auto trade bot.")
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gr.Markdown(f"Profit: {profit}")
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# for plotly it should follow this: https://gradio.app/plot-component-for-maps/
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candlestick_plot = gr.Plot().style()
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return datetime.datetime.now().time()
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def get_profit():
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global profit
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return profit
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def pretrain_rl_agent():
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global equity
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observations = env_train.reset()
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observations = torch.as_tensor(observations).float()
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action = agent(observations)
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observations, reward, _ = env_train.step(action.data.to("cpu").numpy())
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reward *= 1e3
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action.backward()
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data = data.set_index('Local time')
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date_split = '01.01.2023 16:04:00.000 GMT-0600'
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learning_rate = 0.01
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first_momentum = 0.0
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second_momentum = 0.0001
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transaction_cost = 0.0001
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# The UI of the demo defines here.
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with gr.Blocks() as demo:
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gr.Markdown("Auto trade bot.")
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# gr.Markdown(f"Profit: {profit}")
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dt = gr.Textbox(label="Total profit")
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demo.queue().load(get_profit, inputs=None, outputs=dt, every=1)
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# for plotly it should follow this: https://gradio.app/plot-component-for-maps/
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candlestick_plot = gr.Plot().style()
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rl_agent/env.py
CHANGED
@@ -37,16 +37,12 @@ class Environment:
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self.position_value = act
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self.history.pop(0)
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self.history.append(self.data.iloc[self.t, :]['Close'] - self.data.iloc[(self.t-1), :]['Close']) # the price being traded
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self.position_value = self.position_value.item()
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return [self.position_value] + self.history, reward, self.done # obs, reward, done
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if __name__ == "__main__":
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data = pd.read_csv('./data/EURUSD_Candlestick_1_M_BID_01.01.2021-04.02.2023.csv')
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# data['Local time'] = pd.to_datetime(data['Local time'])
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self.position_value = act
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self.history.pop(0)
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self.history.append(self.data.iloc[self.t, :]['Close'] - self.data.iloc[(self.t-1), :]['Close']) # the price being traded
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self.position_value = self.position_value.item()
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return [self.position_value] + self.history, reward, self.done # obs, reward, done
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if __name__ == "__main__":
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data = pd.read_csv('./data/EURUSD_Candlestick_1_M_BID_01.01.2021-04.02.2023.csv')
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# data['Local time'] = pd.to_datetime(data['Local time'])
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