/// <summary>
/// Get all instance of agents
/// </summary>
/// <returns></returns>
public DeepRLAgentParameters GetById(long id)
{
DeepRLAgentParameters agent = null;
using (var ctx = new DeepQStockContext())
{
ctx.Configuration.LazyLoadingEnabled = false;
ctx.Configuration.ProxyCreationEnabled = false;
agent = ctx.DeepRLAgentParameters.SingleOrDefault(a => a.Id == id);
ctx.Entry(agent).Reference(a => a.QNetwork).Load();
ctx.Entry(agent).Reference(a => a.StockExchange).Load();
ctx.Entry(agent).Collection(a => a.Decisions).Load();
var lastDecision = agent.Decisions.LastOrDefault();
if (lastDecision != null)
{
ctx.Entry(lastDecision).Reference(d => d.Period).Load();
}
}
return(agent);
}
/// <summary>
/// Shutdowns this instance.
/// </summary>
public void Shutdown()
{
using (var DbContext = new DeepQStockContext())
{
var agent = DbContext.DeepRLAgentParameters.Single(a => a.Id == Agent.Parameters.Id);
if (agent.Status == AgentStatus.Removed)
{
DbContext.RemoveAgent(agent);
}
else if (agent.Status == AgentStatus.Paused || agent.Status == AgentStatus.Completed)
{
Agent.SaveQNetwork();
CurrentState.StockExchangeId = Parameters.Id;
foreach (var p in CurrentState.InternalPeriods)
{
if (p.Id > 0 && !DbContext.IsAttached(p))
{
DbContext.Entry(p).State = EntityState.Unchanged;
}
else
{
DbContext.Periods.AddOrUpdate(p);
}
}
if (CurrentState.Id > 0)
{
var currentStateInDb = DbContext.States.Single(s => s.Id == CurrentState.Id);
DbContext.Entry(currentStateInDb).CurrentValues.SetValues(CurrentState);
DbContext.Entry(currentStateInDb).State = EntityState.Modified;
}
else
{
var oldState = DbContext.States.SingleOrDefault(s => s.StockExchangeId == Parameters.Id);
if (oldState != null)
{
DbContext.States.Remove(oldState);
}
DbContext.States.Add(CurrentState);
}
foreach (var indicator in DailyIndicators.Concat(WeeklyIndicators).Concat(MonthlyIndicators))
{
indicator.Save(DbContext);
}
}
DbContext.SaveChanges();
}
}
/// <summary>
/// Save the indicator
/// </summary>
/// <param name="ctx"></param>
public virtual void Save(DeepQStockContext ctx)
{
var set = ctx.Set(System.Type.GetType(ClassType));
var dbObj = set.Find(Id);
if (dbObj == null)
{
set.Add(this);
}
else
{
ctx.Entry(dbObj).CurrentValues.SetValues(this);
ctx.Entry(dbObj).State = EntityState.Modified;
}
}
/// <summary>
/// Save the indicator
/// </summary>
/// <param name="ctx"></param>
public override void Save(DeepQStockContext ctx)
{
var dbObj = ctx.RSIs.Find(Id);
if (dbObj == null)
{
ctx.RSIs.Add(this);
}
else
{
ctx.Entry(dbObj).CurrentValues.SetValues(this);
ctx.Entry(dbObj).State = EntityState.Modified;
dbObj.PreviousPeriod = PreviousPeriod;
}
}
/// <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());
}
/// <summary>
/// Remove an state if exists
/// </summary>
/// <param name="state"></param>
public void RemoveState(State state)
{
if (state != null)
{
if (state.Id > 0)
{
using (var ctx = new DeepQStockContext())
{
if (!ctx.IsAttached(state))
{
state.InternalPeriods = null;
ctx.States.Attach(state);
}
ctx.Entry(state).State = EntityState.Deleted;
ctx.SaveChanges();
}
}
}
}