diff --git a/readme.md b/readme.md index 5eb042e..9a97e27 100644 --- a/readme.md +++ b/readme.md @@ -46,13 +46,22 @@ This test period is directly after the training period and it looks like the use - Then open tensorflow-VPG.ipynb in jupyter - Or try an alternative agent with tensorforce-PPO.ipynb and train -# Details +# Files - enviroments/portfolio.py - contains an openai environment for porfolio trading - tensorforce-VPG.ipynb - notebook to try a policy gradient agent - tensorforce-PPO - notebook to try a PPO agent - data/poloniex_30m.hdf - hdf file with cryptocurrency 30 minutes prices +# Using the environment + +There are three environments here to use them: +```py + +``` + +CryptoPortfolioMLP-v0 + # Tests We have partial test coverage of the environment, just run: diff --git a/src/__init__.py b/rl_portfolio_management/__init__.py similarity index 100% rename from src/__init__.py rename to rl_portfolio_management/__init__.py diff --git a/src/callbacks/__init__.py b/rl_portfolio_management/callbacks/__init__.py similarity index 100% rename from src/callbacks/__init__.py rename to rl_portfolio_management/callbacks/__init__.py diff --git a/src/callbacks/notebook_plot.py b/rl_portfolio_management/callbacks/notebook_plot.py similarity index 100% rename from src/callbacks/notebook_plot.py rename to rl_portfolio_management/callbacks/notebook_plot.py diff --git a/src/callbacks/tensorforce.py b/rl_portfolio_management/callbacks/tensorforce.py similarity index 100% rename from src/callbacks/tensorforce.py rename to rl_portfolio_management/callbacks/tensorforce.py diff --git a/src/config.py b/rl_portfolio_management/config.py similarity index 100% rename from src/config.py rename to rl_portfolio_management/config.py diff --git a/src/data/__init__.py b/rl_portfolio_management/data/__init__.py similarity index 100% rename from src/data/__init__.py rename to rl_portfolio_management/data/__init__.py diff --git a/src/data/utils.py b/rl_portfolio_management/data/utils.py similarity index 100% rename from src/data/utils.py rename to rl_portfolio_management/data/utils.py diff --git a/src/environments/__init__.py b/rl_portfolio_management/environments/__init__.py similarity index 73% rename from src/environments/__init__.py rename to rl_portfolio_management/environments/__init__.py index 890e22e..1f9d0be 100644 --- a/src/environments/__init__.py +++ b/rl_portfolio_management/environments/__init__.py @@ -7,20 +7,20 @@ df_train = pd.read_hdf('./data/poloniex_30m.hf', key='train') env_specs_args = [ dict(id='CryptoPortfolioMLP-v0', - entry_point='src.environments.portfolio:PortfolioEnv', + entry_point='rl_portfolio_management.environments.portfolio:PortfolioEnv', kwargs=dict( output_mode='mlp', df=df_train )), dict(id='CryptoPortfolioEIIE-v0', - entry_point='src.environments.portfolio:PortfolioEnv', + entry_point='rl_portfolio_management.environments.portfolio:PortfolioEnv', kwargs=dict( output_mode='EIIE', df=df_train ) ), dict(id='CryptoPortfolioAtari-v0', - entry_point='src.environments.portfolio:PortfolioEnv', + entry_point='rl_portfolio_management.environments.portfolio:PortfolioEnv', kwargs=dict( output_mode='atari', df=df_train diff --git a/src/environments/portfolio.py b/rl_portfolio_management/environments/portfolio.py similarity index 100% rename from src/environments/portfolio.py rename to rl_portfolio_management/environments/portfolio.py diff --git a/src/util.py b/rl_portfolio_management/util.py similarity index 100% rename from src/util.py rename to rl_portfolio_management/util.py diff --git a/tensorforce-PPO.ipynb b/tensorforce-PPO.ipynb index 448dd0f..52b3576 100644 --- a/tensorforce-PPO.ipynb +++ b/tensorforce-PPO.ipynb @@ -163,7 +163,7 @@ }, "outputs": [], "source": [ - "from src.environments.portfolio import PortfolioEnv" + "from rl_portfolio_management.environments.portfolio import PortfolioEnv" ] }, { @@ -609,8 +609,8 @@ }, "outputs": [], "source": [ - "from src.callbacks.tensorforce import EpisodeFinishedTQDM\n", - "from src.util import MDD, sharpe" + "from rl_portfolio_management.callbacks.tensorforce import EpisodeFinishedTQDM\n", + "from rl_portfolio_management.util import MDD, sharpe" ] }, { diff --git a/tensorforce-VPG.ipynb b/tensorforce-VPG.ipynb index d350317..dcf9015 100644 --- a/tensorforce-VPG.ipynb +++ b/tensorforce-VPG.ipynb @@ -123,7 +123,7 @@ }, "outputs": [], "source": [ - "from src.environments.portfolio import PortfolioEnv" + "from rl_portfolio_management.environments.portfolio import PortfolioEnv" ] }, { diff --git a/test/test_callbacks.py b/test/test_callbacks.py index a7c9e82..3ca0110 100644 --- a/test/test_callbacks.py +++ b/test/test_callbacks.py @@ -3,7 +3,7 @@ import numpy as np import os os.sys.path.append('.') -from src.callbacks.notebook_plot import LivePlotNotebook +from rl_portfolio_management.callbacks.notebook_plot import LivePlotNotebook def test_live_plot_notebook(): # Test diff --git a/test/test_env.py b/test/test_env.py index 41a2c95..d4bf8cb 100644 --- a/test/test_env.py +++ b/test/test_env.py @@ -9,7 +9,7 @@ import numpy as np import gym from gym.envs.tests import test_envs -from src.environments import PortfolioEnv, env_specs +from rl_portfolio_management.environments import PortfolioEnv, env_specs @pytest.mark.parametrize("spec_id", env_specs) diff --git a/test/test_utils.py b/test/test_utils.py index a346585..b0b5325 100644 --- a/test/test_utils.py +++ b/test/test_utils.py @@ -1,5 +1,5 @@ -from src.data.utils import random_shift, normalize, scale_to_start -from src.util import sharpe, MDD +from rl_portfolio_management.data.utils import random_shift, normalize, scale_to_start +from rl_portfolio_management.util import sharpe, MDD import pandas as pd import numpy as np