loading multiple features - question ?

[123mitnik]

loading multiple features - question ?

[123mitnik]

I've found that I can resume the training with

launcher.export_checkpoint(os.path.expanduser('~/tmp/pre_trained_model/test_4_11'))

but still struggling training with additional features.

I've found this example inside the docs :

1. Four data streams added via Dataset.data_config,
   portfolio consists of four assets, added via strategy_params, cash is EUR:

    data_config = {
        'usd': {'filename': '.../DAT_ASCII_EURUSD_M1_2017.csv'},
        'gbp': {'filename': '.../DAT_ASCII_EURGBP_M1_2017.csv'},
        'jpy': {'filename': '.../DAT_ASCII_EURJPY_M1_2017.csv'},
        'chf': {'filename': '.../DAT_ASCII_EURCHF_M1_2017.csv'},
    }
    cash_name = 'eur'
    assets_names = ['usd', 'gbp', 'jpy', 'chf']

2. Three streams added, only two of them form portfolio; DXY stream is `decision-making` only:
    data_config = {
        'usd': {'filename': '.../DAT_ASCII_EURUSD_M1_2017.csv'},
        'gbp': {'filename': '.../DAT_ASCII_EURGBP_M1_2017.csv'},
        '​DXY': {'filename': '.../DAT_ASCII_DXY_M1_2017.csv'},
    }
    cash_name = 'eur'
    assets_names = ['usd', 'gbp']

where DXY stream is decision-making only - what is the DXY stream format. Can I load all me features data with the following ASCII format: timestamp, f1, f2 ..... fx. Or I should load every feature as a separate stream.

And after the model is trained how to create the predictions i.e. how to pass single observation and get the best prediction of what action I should take given my previously trained model (also I guess there is some exploration randomness for the gym //at least for the final training episode// which must be set to 0 in order to make sure that you get persistent results from the model)

Thank You !

[Kismuz]

@123mitnik , see #8, #32, #40 and
https://github.com/Kismuz/btgym/wiki/FRAMEWORK-DEVELOPMENT#data-input-pipe

[Kismuz]

Closed due to long inactivity period.