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DATA: Refactor to create a single dataset folder
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Manuel Eusebio de Paz Carmona committed Dec 9, 2021
1 parent a5fcff3 commit d0ba25f
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Showing 7 changed files with 48 additions and 15 deletions.
10 changes: 8 additions & 2 deletions RL-Bitcoin-trading-bot_1/RL-Bitcoin-trading-bot_1.py
Original file line number Diff line number Diff line change
Expand Up @@ -11,6 +11,7 @@
import pandas as pd
import numpy as np
import random
import os
from collections import deque

class CustomEnv:
Expand Down Expand Up @@ -143,8 +144,13 @@ def Random_games(env, train_episodes = 50, training_batch_size=500):
print("average_net_worth:", average_net_worth/train_episodes)


df = pd.read_csv('./pricedata.csv')
print('read')
dirname = os.path.dirname(__file__)
filename = os.path.join(dirname, '../data/pricedata.csv')
print(f'reading file: {filename}')
df = pd.read_csv(filename)
df = df.sort_values('Date')
print(df.head())

lookback_window_size = 10
train_df = df[:-720-lookback_window_size]
Expand All @@ -153,4 +159,4 @@ def Random_games(env, train_episodes = 50, training_batch_size=500):
train_env = CustomEnv(train_df, lookback_window_size=lookback_window_size)
test_env = CustomEnv(test_df, lookback_window_size=lookback_window_size)

Random_games(train_env, train_episodes = 10, training_batch_size=500)
Random_games(train_env, train_episodes = 10000, training_batch_size=1000)
8 changes: 7 additions & 1 deletion RL-Bitcoin-trading-bot_2/RL-Bitcoin-trading-bot_2.py
Original file line number Diff line number Diff line change
Expand Up @@ -11,6 +11,7 @@
import pandas as pd
import numpy as np
import random
import os
from collections import deque
from utils import TradingGraph, Write_to_file

Expand Down Expand Up @@ -163,8 +164,13 @@ def Random_games(env, visualize, train_episodes = 50, training_batch_size=500):
print("average_net_worth:", average_net_worth/train_episodes)


df = pd.read_csv('./pricedata.csv')
print('read')
dirname = os.path.dirname(__file__)
filename = os.path.join(dirname, '../data/pricedata.csv')
print(f'reading file: {filename}')
df = pd.read_csv(filename)
df = df.sort_values('Date')
print(df.head())

lookback_window_size = 50
train_df = df[:-720-lookback_window_size]
Expand Down
7 changes: 6 additions & 1 deletion RL-Bitcoin-trading-bot_3/RL-Bitcoin-trading-bot_3.py
Original file line number Diff line number Diff line change
Expand Up @@ -299,8 +299,13 @@ def test_agent(env, visualize=True, test_episodes=10):

print("average {} episodes agent net_worth: {}".format(test_episodes, average_net_worth/test_episodes))

df = pd.read_csv('./pricedata.csv')
print('read')
dirname = os.path.dirname(__file__)
filename = os.path.join(dirname, '../data/pricedata.csv')
print(f'reading file: {filename}')
df = pd.read_csv(filename)
df = df.sort_values('Date')
print(df.head())

lookback_window_size = 50
train_df = df[:-720-lookback_window_size]
Expand Down
10 changes: 8 additions & 2 deletions RL-Bitcoin-trading-bot_4/RL-Bitcoin-trading-bot_4.py
Original file line number Diff line number Diff line change
Expand Up @@ -394,9 +394,15 @@ def test_agent(env, agent, visualize=True, test_episodes=10, folder="", name="Cr
results.write(f', no profit episodes:{no_profit_episodes}, model: {agent.model}, comment: {comment}\n')


if __name__ == "__main__":
df = pd.read_csv('./pricedata.csv')
if __name__ == "__main__":

print('read')
dirname = os.path.dirname(__file__)
filename = os.path.join(dirname, '../data/pricedata.csv')
print(f'reading file: {filename}')
df = pd.read_csv(filename)
df = df.sort_values('Date')
print(df.head())

lookback_window_size = 50
test_window = 720 # 30 days
Expand Down
9 changes: 6 additions & 3 deletions RL-Bitcoin-trading-bot_5/RL-Bitcoin-trading-bot_5.py
Original file line number Diff line number Diff line change
Expand Up @@ -425,9 +425,12 @@ def test_agent(env, agent, visualize=True, test_episodes=10, folder="", name="Cr
results.write(f', no profit episodes:{no_profit_episodes}, model: {agent.model}, comment: {comment}\n')


if __name__ == "__main__":
df = pd.read_csv('./pricedata.csv')
df = df.sort_values('Date')
if __name__ == "__main__":
print('read')
dirname = os.path.dirname(__file__)
filename = os.path.join(dirname, '../data/pricedata.csv') # reference
print(f'reading file: {filename}')
df = pd.read_csv(filename)
df = AddIndicators(df) # insert indicators to df

lookback_window_size = 50
Expand Down
11 changes: 7 additions & 4 deletions RL-Bitcoin-trading-bot_6/RL-Bitcoin-trading-bot_6.py
Original file line number Diff line number Diff line change
Expand Up @@ -427,10 +427,13 @@ def test_agent(env, agent, visualize=True, test_episodes=10, folder="", name="Cr
results.write(f', no profit episodes:{no_profit_episodes}, model: {agent.model}, comment: {comment}\n')


if __name__ == "__main__":
df = pd.read_csv('./BTCUSD_1h.csv')
df = df.sort_values('Date')
df = AddIndicators(df) # insert indicators to df
if __name__ == "__main__":
print('read')
dirname = os.path.dirname(__file__)
filename = os.path.join(dirname, '../data/BTCUSD_1h.csv') # reference
print(f'reading file: {filename}')
df = pd.read_csv(filename)
df = AddIndicators(df) # insert indicators to df

lookback_window_size = 50
test_window = 720*3 # 3 months
Expand Down
8 changes: 6 additions & 2 deletions RL-Bitcoin-trading-bot_7/RL-Bitcoin-trading-bot_7.py
Original file line number Diff line number Diff line change
Expand Up @@ -455,8 +455,12 @@ def test_agent(test_df, test_df_nomalized, visualize=True, test_episodes=10, fol
results.write(f', no profit episodes:{no_profit_episodes}, model: {agent.model}, comment: {comment}\n')


if __name__ == "__main__":
df = pd.read_csv('./BTCUSD_1h.csv')
if __name__ == "__main__":
print('read')
dirname = os.path.dirname(__file__)
filename = os.path.join(dirname, '../data/BTCUSD_1h.csv') # reference
print(f'reading file: {filename}')
df = pd.read_csv(filename)
df = df.dropna()
df = df.sort_values('Date')

Expand Down

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