train.py

import logging
import matplotlib.pyplot as plt
import pandas as pd
# from tensorboardX import SummaryWriter
from utils.agent import Agent
from utils.methods import train_model, evaluate_model
from utils.model import save
import numpy as np

def format_position(price):
    return ('-$' if price < 0 else '+$') + '{0:.2f}'.format(abs(price))

# def show_train_result(result, val_position, initial_offset):
#     if val_position == initial_offset or val_position == 0.0:
#         logging.info('Episode {}/{} - Train Position: {}  Val Position: USELESS  Train Loss: {:.4f}'
#                      .format(result[0], result[1], format_position(result[2]), result[3]))
#     else:
#         logging.info('Episode {}/{} - Train Position: {}  Val Position: {}  Train Loss: {:.4f})'
#                      .format(result[0], result[1], format_position(result[2]), format_position(val_position), result[3],))

def main():
    # writer = SummaryWriter()
    df = pd.read_csv("data/GOOG.csv")
    train_data = list(df['Open'])
    df = pd.read_csv("data/AAPL.csv")
    train_data_apple = list(df['Open'])
    agent = Agent(current_price_apple=train_data_apple[0], current_price_goog=train_data[0])
    ep_count = 1000
    batch_size = 32
    window_size = 5
    cash_in_hand = []
    total_profit = []
    for episode in range(1, ep_count + 1):
        train_result = train_model(agent, episode, train_data, train_data_apple, ep_count=ep_count,
                                   batch_size=batch_size, window_size=window_size)
        if episode % 100 == 0:
            save(agent.model, episode)
        total_profit.append(train_result[2])
        cash_in_hand.append(agent.cash_in_hand)
        agent.reset()
    plt.plot(np.array(cash_in_hand))
    plt.xlabel('cash in hand for each episode')
    plt.ylabel('Amount')
    plt.show()
    plt.plot(np.array(total_profit))
    plt.xlabel('total profit for each episode')
    plt.ylabel('Amount')
    plt.show()

if __name__ == "__main__":
    try:
        main()
    except KeyboardInterrupt:
        print("Aborted!")