log: week 6

filangelos · May 28, 2018 · f4c0206 · f4c0206
1 parent 517561d
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diff --git a/config/log/week_6.yaml b/config/log/week_6.yaml
@@ -0,0 +1,21 @@
+# universe start date
+start_date: "2017-01-01"
+# trading frequency
+freq: 'W-FRI'
+# trading stocks
+tickers:
+  - 'AAPL'
+  - 'GE'
+  - 'JPM'
+  - 'MSFT'
+  - 'GS'
+  - 'MMM'
+# csv filename
+csv_file_returns: 'db/returns.csv'
+csv_file_prices: 'db/prices.csv'
+# number of episodes
+num_episodes: 250
+# number of neurons in hidden layer
+hidden_layer: 50
+# replay memory capacity
+capacity: 3000
diff --git a/docs/FYP.Schedule.md b/docs/FYP.Schedule.md
@@ -60,7 +60,7 @@
 ## [30.04.18 - 06.05.18 | Week 6](../log/week_6.ipynb)
 
 - [ ] **`Agent::model-free::DQN`**
-    - [ ] LONG
+    - [ ] binary trader
     - [ ] market data
 
 ## [07.05.18 - 13.05.18 | Week 7](../log/week_7.ipynb)

diff --git a/log/week_6.ipynb b/log/week_6.ipynb
diff --git a/qtrader/agents/rnn.py b/qtrader/agents/rnn.py
@@ -6,6 +6,7 @@
 from qtrader.agents.base import Agent
 from qtrader.utils.numpy import softmax
 from qtrader.utils import rolling2d
+from qtrader.utils.pandas import clean
 
 
 class RNNAgent(Agent):

diff --git a/requirements.txt b/requirements.txt
@@ -2,4 +2,5 @@ h5py==2.8.0rc1
 jupyter
 rise
 pylint
-autopep8
+autopep8
+ipykernel