jenslaufer/rl-trainer repository overview

DATA_DIR=<location of data on machine>

docker-compose -f "docker-compose-cpu.yml" up -d --build

docker exec -it rltrainingdb bash

root@ef48e9fb644f:/# mongo
MongoDB shell version v3.6.13
connecting to: mongodb://127.0.0.1:27017/?gssapiServiceName=mongodb
Implicit session: session { "id" : UUID("85d86369-7933-400a-8980-77d0bca05020") }
MongoDB server version: 3.6.13
Welcome to the MongoDB shell.
For interactive help, type "help".
> use training
switched to db training
> db.sessions.insertOne({"training": {"ent_coef": 0.01,"alpha": 0.99,"verbose": NumberInt(1),"n_steps": NumberInt(5),"full_tensorboard_log": false,"learning_rate": 0.0007,"_init_setup_model": true,"gamma": 0.99,"vf_coef": 0.25,"env": {"name": "di.factory.VecEnvFactory","target": "stable_baselines.common.vec_env.DummyVecEnv","args": [{"context": {"trading_loss_pct": 0.005,"initial_fundings": 100000.0,"name": "rltrader.context.TradingContext","price_col_index": NumberInt(3)},"space": {"max_steps": NumberInt(10000),"random_start": true,"history_lookback": NumberInt(100),"data": {"name": "rltrader.data.CsvFileDataFrameData","path": "/rldata/preprocessed/train_ZL000013_reduced.csv"},"action_space": {"name": "gym.spaces.Discrete","n": NumberInt(3)},"name": "rltrader.spaces.LookbackWindowDataSpace","date_col": "date"},"reward": {"name": "rltrader.rewards.net_value_reward"},"name": "rltrader.env.Env","context_reset": true}]},"tensorboard_log": null,"policy": {"target": "stable_baselines.common.policies.MlpPolicy","name": "di.factory.ModuleFactory","args": [{}]},"max_grad_norm": 0.5,"epsilon": 0.00001,"name": "stable_baselines.A2C","lr_schedule": "constant"},"total_timesteps": NumberInt(201600),"test_env": {"context": {"trading_loss_pct": 0.005,"initial_fundings": 100000.0,"name": "rltrader.context.TradingContext","price_col_index": NumberInt(3)},"space": {"max_steps": NumberInt(201600),"random_start": false,"history_lookback": NumberInt(100),"data": {"name": "rltrader.data.CsvFileDataFrameData","path": "/rldata/preprocessed/test_ZL000013_reduced.csv"},"action_space": {"name": "gym.spaces.Discrete","n": NumberInt(3)},"name": "rltrader.spaces.LookbackWindowDataSpace","date_col": "date"},"reward": {"name": "rltrader.rewards.net_value_reward"},"name": "rltrader.env.Env","context_reset": false}})

docker-compose -f "docker-compose-cpu.yml" up -d --build

pip install pyyaml pandas stable_baselines pymongo sklearn requests