Welcome to ShenZhenJia Knowledge Sharing Community for programmer and developer-Open, Learning and Share
menu search
person
Welcome To Ask or Share your Answers For Others

Categories

I'm studying binance rl_trading, this main.py code is running well,

but didn't act buy and sell.

I can't find out what the problem is, please help me.

here is code

import tensorflow as tf
tf.compat.v1.logging.set_verbosity(tf.compat.v1.logging.ERROR)

from stable_baselines.common.policies import MlpPolicy
from stable_baselines.common.vec_env import DummyVecEnv
from stable_baselines import PPO2

from env import CryptoEnv
import pandas as pd
import os

# FutureWarning: elementwise comparison failed; returning scalar, but in the future will perform elementwise comparison 
import warnings
import numpy as np
warnings.simplefilter(action='ignore', category=FutureWarning)
print('x' in np.arange(5))   #returns False, without Warning

############################################################################

df = pd.read_csv('data/BTCUSDT.csv', index_col=0)

env = DummyVecEnv([lambda: CryptoEnv(df)])

# Instanciate the agent
model = PPO2(MlpPolicy, env, gamma=1, learning_rate=0.01, verbose=0)

# Train the agent
total_timesteps = int(os.getenv('TOTAL_TIMESTEPS', 500000))
model.learn(total_timesteps)

# Render the graph of rewards
env.render(graph=True)

# Save the agent
# model.save('PPO2_CRYPTO')

# Trained agent performence
obs = env.reset()
env.render()
for i in range(100000):
    action, _states = model.predict(obs)
    obs, rewards, done, info = env.step(action)
    env.render(print_step=True)

Here is RuntimeWarning. It may not effect running.

C:Usersshin3.condaenvspy37lib andom.py:357: RuntimeWarning: overflow encountered in long_scalars cum_weights = list(_itertools.accumulate(weights))

1 is date collecting code

2 is rl trading code


与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…
thumb_up_alt 0 like thumb_down_alt 0 dislike
468 views
Welcome To Ask or Share your Answers For Others

1 Answer

等待大神答复

与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…
thumb_up_alt 0 like thumb_down_alt 0 dislike
Welcome to ShenZhenJia Knowledge Sharing Community for programmer and developer-Open, Learning and Share
...