/// <summary>
/// Set pass experiences to the agent
/// </summary>
/// <param name="experiences"></param>
public void SetExperiences(IEnumerable <Experience> experiences)
{
foreach (var e in experiences)
{
MemoryReplay.Enqueue(e);
}
}
/// <summary>
/// Saves the a experience in memory replay.
/// </summary>
/// <param name="state">The st.</param>
/// <param name="action">At.</param>
/// <param name="reward">The rt_plus_1.</param>
/// <param name="nextState">The st_plus_1.</param>
private void AddExperience(State from, ActionType action, double reward, State to)
{
var experience = new Experience()
{
AgentId = Parameters.Id,
From = from,
Action = CurrentAction,
Reward = reward,
To = to
};
MemoryReplay.Enqueue(experience);
}
/// <summary>
/// Generates the a mini batch of randoms sample for train and update Q-network wegihts.
/// </summary>
/// <returns></returns>
private IList <Experience> GenerateMiniBatch()
{
var experiences = new List <Experience>();
if (MemoryReplay.Count <= Parameters.MiniBatchSize)
{
experiences = MemoryReplay.ToList();
}
else
{
var indexes = Enumerable.Range(0, MemoryReplay.Count - 1).OrderBy(x => RandomGenerator.Next());
experiences = MemoryReplay.Where((e, i) => indexes.Contains(i)).ToList();
}
using (var ctx = new DeepQStockContext())
{
foreach (var experience in experiences)
{
if (experience.Id > 0 && !ctx.IsAttached(experience))
{
ctx.Experiences.Attach(experience);
}
if (experience.From == null)
{
ctx.Entry(experience).Reference(e => e.From).Load();
}
if (experience.To == null)
{
ctx.Entry(experience).Reference(e => e.To).Load();
}
}
}
return(experiences.ToList());
}