visualize_BET.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# from train import main"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# train_stock = \"data/BTC-USD_Train.csv\"\n",
    "# val_stock = \"data/BTC-USD_Test.csv\"\n",
    "# strategy = \"dqn\"\n",
    "# window_size = 10\n",
    "# batch_size = 32\n",
    "# ep_count = 50\n",
    "# model_name = \"model_dqn_BTC-USD_epidodes_50\"\n",
    "# pretrained = False\n",
    "# debug = False"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# main(train_stock, val_stock, window_size, batch_size,\n",
    "#         ep_count, strategy=strategy, model_name=model_name, \n",
    "#         pretrained=pretrained, debug=debug)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Visualization: Trading Session"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "import numpy as np\n",
    "\n",
    "import altair as alt\n",
    "import seaborn as sns"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 1. Define parameters and Load model"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 192,
   "metadata": {},
   "outputs": [],
   "source": [
    "from trading_bot.agent import Agent\n",
    "\n",
    "model_name = 'model_debug_10'\n",
    "# model_debug_10: -$45659.86\n",
    "# 100_iter_change_target/model_t_dqn_BTC-USD_epidodes_50_10: -$775382.85\n",
    "# 100_iter_change_target/model_t_dqn_BTC-USD_epidodes_50_20: -$137056.79\n",
    "# 100_iter_change_target/model_t_dqn_BTC-USD_epidodes_50_30: -$509070.37\n",
    "# 100_iter_change_target/model_t_dqn_BTC-USD_epidodes_50_50: -$188900.60\n",
    "# 1000_iter_change_target/model_t_dqn_BTC-USD_epidodes_50_50: -$97524.29\n",
    "# 1000_iter_change_target/model_t_dqn_BTC-USD_epidodes_50_40: -$65223.44\n",
    "# 1000_iter_change_target/model_t_dqn_BTC-USD_epidodes_50_30: -$63157.24\n",
    "# 1000_iter_change_target/model_t_dqn_BTC-USD_epidodes_50_20: -$90719.93\n",
    "model_name = '1000_iter_change_target/model_t_dqn_BTC-USD_epidodes_50_30'\n",
    "test_stock = 'data/BTC-USD_Test.csv'\n",
    "# test_stock = 'data/new_data/ETH-USD_Test.csv'\n",
    "window_size = 10\n",
    "debug = True\n",
    "\n",
    "agent = Agent(window_size, pretrained=True, model_name=model_name)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 2. Load test data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 193,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>date</th>\n",
       "      <th>actual</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2022-01-01</td>\n",
       "      <td>47686.812500</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2022-01-02</td>\n",
       "      <td>47345.218750</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2022-01-03</td>\n",
       "      <td>46458.117188</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2022-01-04</td>\n",
       "      <td>45897.574219</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2022-01-05</td>\n",
       "      <td>43569.003906</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "        date        actual\n",
       "0 2022-01-01  47686.812500\n",
       "1 2022-01-02  47345.218750\n",
       "2 2022-01-03  46458.117188\n",
       "3 2022-01-04  45897.574219\n",
       "4 2022-01-05  43569.003906"
      ]
     },
     "execution_count": 193,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# read csv into dataframe\n",
    "df = pd.read_csv(test_stock)\n",
    "# filter out the desired features\n",
    "df = df[['Date', 'Adj Close']]\n",
    "# rename feature column names\n",
    "df = df.rename(columns={'Adj Close': 'actual', 'Date': 'date'})\n",
    "# convert dates from object to DateTime type\n",
    "dates = df['date']\n",
    "dates = pd.to_datetime(dates, infer_datetime_format=True)\n",
    "df['date'] = dates\n",
    "\n",
    "df.head()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 3. Running Eval"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 194,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:00\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mswitching to TensorFlow for CPU\u001b[0m\n",
      "\u001b[32m2023-01-16 16:53:00\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $47686.81\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 94ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:00\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $47345.22\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 23ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:00\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $46458.12\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 24ms/step\n"
     ]
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    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:00\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $45897.57\u001b[0m\n"
     ]
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    {
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     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
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     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:00\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $43569.00\u001b[0m\n"
     ]
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    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
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     "text": [
      "\u001b[32m2023-01-16 16:53:00\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $43160.93\u001b[0m\n"
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     "text": [
      "1/1 [==============================] - 0s 26ms/step\n"
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      "\u001b[32m2023-01-16 16:53:00\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $41557.90\u001b[0m\n"
     ]
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     "text": [
      "1/1 [==============================] - 0s 26ms/step\n"
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     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:01\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $41733.94\u001b[0m\n"
     ]
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    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
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     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:01\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $41911.60\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
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    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:01\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $41821.26\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 21ms/step\n"
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    {
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     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:01\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $42735.86\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 22ms/step\n"
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     "text": [
      "\u001b[32m2023-01-16 16:53:01\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $43949.10\u001b[0m\n"
     ]
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    {
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     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 23ms/step\n"
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     "text": [
      "\u001b[32m2023-01-16 16:53:01\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $42591.57\u001b[0m\n"
     ]
    },
    {
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     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 23ms/step\n"
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     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:01\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $43099.70\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 26ms/step\n"
     ]
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    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:01\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mSell at: $43177.40 | Position: -$4509.41\u001b[0m\n"
     ]
    },
    {
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     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 23ms/step\n"
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     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:01\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $43113.88\u001b[0m\n"
     ]
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    {
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     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 22ms/step\n"
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     "text": [
      "\u001b[32m2023-01-16 16:53:01\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $42250.55\u001b[0m\n"
     ]
    },
    {
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     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 27ms/step\n"
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     "text": [
      "\u001b[32m2023-01-16 16:53:01\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $42375.63\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 22ms/step\n"
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     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:01\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $41744.33\u001b[0m\n"
     ]
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    {
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     "text": [
      "1/1 [==============================] - 0s 23ms/step\n"
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     "text": [
      "\u001b[32m2023-01-16 16:53:01\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $40680.42\u001b[0m\n"
     ]
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     "text": [
      "1/1 [==============================] - 0s 16ms/step\n"
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     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:01\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $36457.32\u001b[0m\n"
     ]
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    {
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     "text": [
      "1/1 [==============================] - 0s 17ms/step\n"
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     "text": [
      "\u001b[32m2023-01-16 16:53:01\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $35030.25\u001b[0m\n"
     ]
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    {
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     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 18ms/step\n"
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     "text": [
      "\u001b[32m2023-01-16 16:53:02\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $36276.80\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 21ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:02\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $36654.33\u001b[0m\n"
     ]
    },
    {
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     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 19ms/step\n"
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     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:02\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $36954.00\u001b[0m\n"
     ]
    },
    {
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     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 17ms/step\n"
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    },
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     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:02\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $36852.12\u001b[0m\n"
     ]
    },
    {
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     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 29ms/step\n"
     ]
    },
    {
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     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:02\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $37138.23\u001b[0m\n"
     ]
    },
    {
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      "\u001b[32m2023-01-16 16:53:24\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $17089.50\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 26ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:24\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16848.13\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:24\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mSell at: $17233.47 | Position: -$19618.65\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:24\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $17133.15\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 26ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:24\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $17128.72\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:24\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $17104.19\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 26ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:24\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $17206.44\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:24\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $17781.32\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 26ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:24\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $17815.65\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n",
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:24\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16647.48\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:24\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16795.09\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:24\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16757.98\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:24\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16439.68\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:25\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16906.30\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:25\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16817.54\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:25\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16830.34\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:25\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16796.95\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 26ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:25\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16847.76\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:25\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16841.99\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:25\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16919.80\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 26ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:25\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16717.17\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:25\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16552.57\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 26ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:25\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16642.34\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:25\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16602.59\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:25\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16547.50\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 26ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:25\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16625.08\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:25\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16688.47\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:25\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16679.86\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:26\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16863.24\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:26\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16836.74\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 26ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:26\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16951.97\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 28ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:26\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $16955.08\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 26ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:26\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $17091.14\u001b[0m\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1/1 [==============================] - 0s 25ms/step\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "\u001b[32m2023-01-16 16:53:26\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mDEBUG\u001b[0m \u001b[32mBuy at: $17196.55\u001b[0m\n",
      "\u001b[32m2023-01-16 16:53:26\u001b[0m \u001b[35mDESKTOP-6JVVUQ4\u001b[0m \u001b[34mroot[12052]\u001b[0m \u001b[1;30mINFO\u001b[0m 1000_iter_change_target/model_t_dqn_BTC-USD_epidodes_50_30: -$63157.24\n",
      "\n"
     ]
    }
   ],
   "source": [
    "import logging\n",
    "import coloredlogs\n",
    "\n",
    "from trading_bot.utils import show_eval_result, switch_k_backend_device, get_stock_data\n",
    "from trading_bot.methods import evaluate_model\n",
    "\n",
    "coloredlogs.install(level='DEBUG')\n",
    "switch_k_backend_device()\n",
    "\n",
    "test_data = get_stock_data(test_stock)\n",
    "initial_offset = test_data[1] - test_data[0]\n",
    "\n",
    "test_result, history = evaluate_model(agent, test_data, window_size, debug)\n",
    "show_eval_result(model_name, test_result, initial_offset)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 4. Visualize"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 195,
   "metadata": {},
   "outputs": [],
   "source": [
    "def visualize(df, history, title=\"trading session\"):\n",
    "    # add history to dataframe\n",
    "    position = [history[0][0]] + [x[0] for x in history]\n",
    "    actions = ['HOLD'] + [x[1] for x in history]\n",
    "    df['position'] = position\n",
    "    df['action'] = actions\n",
    "    \n",
    "    # specify y-axis scale for stock prices\n",
    "    scale = alt.Scale(domain=(min(min(df['actual']), min(df['position'])) - 50, max(max(df['actual']), max(df['position'])) + 50), clamp=True)\n",
    "    \n",
    "    # plot a line chart for stock positions\n",
    "    actual = alt.Chart(df).mark_line(\n",
    "        color='green',\n",
    "        opacity=0.5\n",
    "    ).encode(\n",
    "        x='date:T',\n",
    "        y=alt.Y('position', axis=alt.Axis(format='$.2f', title='Price'), scale=scale)\n",
    "    ).interactive(\n",
    "        bind_y=False\n",
    "    )\n",
    "    \n",
    "    points = alt.Chart(df).mark_point(\n",
    "        filled=True\n",
    "    ).encode(\n",
    "        x=alt.X('date:T', axis=alt.Axis(title='Date')),\n",
    "        y=alt.Y('position', axis=alt.Axis(format='$.2f', title='Price'), scale=scale),\n",
    "        color='action'\n",
    "    ).interactive(bind_y=False)\n",
    "\n",
    "    # merge the two charts\n",
    "    chart = alt.layer(actual, points, title=title).properties(height=300, width=1000)\n",
    "    \n",
    "    return chart"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 197,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "</script>"
      ],
      "text/plain": [
       "alt.LayerChart(...)"
      ]
     },
     "execution_count": 197,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "chart = visualize(df, history, title='BITCOIN Currency -$63157.24 (T-DQN 30 ep & 1000 iter to update T-Net)')\n",
    "chart"
   ]
  }
 ],
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