/// <summary>
/// Mains the specified arguments.
/// </summary>
/// <param name="args">The arguments.</param>
public static void Main(string[] args)
{
var options = new Options();
var parsed = CommandLine.Parser.Default.ParseArguments(args, options);
if (parsed && !string.IsNullOrEmpty(options.InputFile))
{
var companyName = "";
var status = "";
var episodeLength = 5;
var redis = ConnectionMultiplexer.Connect("localhost:6379");
var manager = new RedisManager(redis);
var initialCapital = 100000;
var dayNumber = 0;
int totalTrainingDays = 0;
var agentParameters = new DeepRLAgentParameters();
agentParameters.DiscountFactor = options.DiscountFactor > 0 ? options.DiscountFactor : agentParameters.DiscountFactor;
agentParameters.eGreedyProbability = options.eGreedyProbability > 0 ? options.eGreedyProbability : agentParameters.eGreedyProbability;
agentParameters.MiniBatchSize = options.MiniBatchSize > 0 ? options.MiniBatchSize : agentParameters.MiniBatchSize;
agentParameters.MemoryReplaySize = options.MemoryReplaySize > 0 ? options.MemoryReplaySize : agentParameters.MemoryReplaySize;
agentParameters.QNetwork.MaxIterationPerTrainging = options.MaxIterationPerTrainging > 0 ? options.MaxIterationPerTrainging : agentParameters.QNetwork.MaxIterationPerTrainging;
agentParameters.QNetwork.TrainingError = options.TrainingError > 0 ? options.TrainingError : agentParameters.QNetwork.TrainingError;
var agent = new DeepRLAgent(agentParameters);;
var stockParameters = new StockExchangeParameters();
stockParameters.EpisodeLength = episodeLength;
stockParameters.InitialCapital = initialCapital;
stockParameters.SimulationVelocity = options.Velocity > 0 ? (int)(options.Velocity * 1000.0) : stockParameters.SimulationVelocity;
stockParameters.TransactionCost = options.TransactionCost > 0 ? options.TransactionCost : stockParameters.TransactionCost;
stockParameters.RewardCalculator = RewardCalculator.Use(RewardCalculatorType.WinningsOverLoosings);
var stock = new StockExchange(stockParameters, manager, agent, null);
manager.Subscribe(RedisPubSubChannels.OnDayComplete, (channel, msg) =>
{
var a = JsonConvert.DeserializeObject <OnDayComplete>(msg);
dayNumber = a.DayNumber - totalTrainingDays;
initialValue = initialValue == 0.0 ? a.Period.Open : initialValue;
DrawSummarySection(companyName, status, dayNumber, initialCapital, a);
});
agent.OnTrainingEpochComplete += DrawStatusBar;
var continueSimulated = false;
companyName = options.InputFile;
do
{
stock.DataProvider = new CsvDataProvider(companyName, episodeLength);
DateTime endTraining = DateTime.Today;
if (options.TrainingPhase > 0)
{
var firstDay = stock.DataProvider.GetAll().ToList().Select(s => s.Date).Min();
endTraining = firstDay.AddYears(options.TrainingPhase);
stock.DataProvider.Seek(endDate: endTraining);
status = "Etapa: Entrenamiento";
}
System.Console.Clear();
System.Console.SetCursorPosition(0, 0);
DrawHeaderSection();
var stockTask = Task.Run(() => stock.Run(new JobCancellationToken(false)));
stockTask.Wait();
if (options.TrainingPhase > 0)
{
status = "Etapa: Entrenamiento Completado";
WriteLine(StatusBarLine + 5, "Etapa de entrenamiento Completada, Presione una tecla para continuar con la etapa de evaluacion... ");
System.Console.ReadLine();
ClearCurrentLine();
totalTrainingDays = dayNumber;
stock.TotalOfYears = 0;
status = "Etapa: Evaluacion";
stock.CurrentState = null;
stock.DataProvider.Seek(startDate: endTraining);
//agent.Save(context);
agentParameters.DiscountFactor = options.DiscountFactor > 0 ? options.DiscountFactor : agentParameters.DiscountFactor;
agentParameters.eGreedyProbability = options.eGreedyProbability > 0 ? options.eGreedyProbability : agentParameters.eGreedyProbability;
agentParameters.MiniBatchSize = options.MiniBatchSize > 0 ? options.MiniBatchSize : agentParameters.MiniBatchSize;
agentParameters.MemoryReplaySize = options.MemoryReplaySize > 0 ? options.MemoryReplaySize : agentParameters.MemoryReplaySize;
agent = new DeepRLAgent(agentParameters);
stock.Agent = agent;
stockTask = Task.Run(() => stock.Run(new JobCancellationToken(false)));
stockTask.Wait();
}
WriteLine(StatusBarLine + 5, "Simulacion Finalizada, Presione una tecla para finalizar o ingrese otro papel : ");
var previousCompany = companyName;
companyName = System.Console.ReadLine();
continueSimulated = !string.IsNullOrEmpty(companyName) && companyName != previousCompany;
stock.CurrentState = null;
} while (continueSimulated);
}
}