This page was generated from docs/source/examples/Train_and_Evaluate.ipynb.
Train and EvaluateΒΆ
[1]:
from stable_baselines.common.policies import MlpLnLstmPolicy
from stable_baselines.common.vec_env import DummyVecEnv
from stable_baselines import PPO2
import sys
import os
sys.path.append(os.path.dirname(os.path.abspath('../..')))
from tensortrade.environments import TradingEnvironment
from tensortrade.environments.actions.discrete import SimpleDiscreteStrategy
from tensortrade.environments.rewards.simple import IncrementalProfitStrategy
from tensortrade.exchanges.simulated import FBMExchange
env = DummyVecEnv([lambda: TradingEnvironment(action_strategy=SimpleDiscreteStrategy(),
reward_strategy=IncrementalProfitStrategy(),
exchange=FBMExchange())])
agent = PPO2(MlpLnLstmPolicy, env, verbose=1, nminibatches=1)
agent.learn(7500)
obs = env.reset()
state = None
exchange = None
for _ in range(2500):
action, state = agent.predict(obs, state=state)
obs, reward , _, info = env.step(action)
exchange = info[0]['exchange']
print('Trades: ', exchange.trades())
print('Balance: ', exchange.balance())
print('Portfolio: ', exchange.portfolio())
print('P/L: ', exchange.profit_loss_percent())
/Users/adam/anaconda3/envs/tensortrade/lib/python3.6/site-packages/tensorflow/python/framework/dtypes.py:516: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
_np_qint8 = np.dtype([("qint8", np.int8, 1)])
/Users/adam/anaconda3/envs/tensortrade/lib/python3.6/site-packages/tensorflow/python/framework/dtypes.py:517: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
_np_quint8 = np.dtype([("quint8", np.uint8, 1)])
/Users/adam/anaconda3/envs/tensortrade/lib/python3.6/site-packages/tensorflow/python/framework/dtypes.py:518: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
_np_qint16 = np.dtype([("qint16", np.int16, 1)])
/Users/adam/anaconda3/envs/tensortrade/lib/python3.6/site-packages/tensorflow/python/framework/dtypes.py:519: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
_np_quint16 = np.dtype([("quint16", np.uint16, 1)])
/Users/adam/anaconda3/envs/tensortrade/lib/python3.6/site-packages/tensorflow/python/framework/dtypes.py:520: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
_np_qint32 = np.dtype([("qint32", np.int32, 1)])
/Users/adam/anaconda3/envs/tensortrade/lib/python3.6/site-packages/tensorflow/python/framework/dtypes.py:525: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
np_resource = np.dtype([("resource", np.ubyte, 1)])
/Users/adam/anaconda3/envs/tensortrade/lib/python3.6/site-packages/tensorboard/compat/tensorflow_stub/dtypes.py:541: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
_np_qint8 = np.dtype([("qint8", np.int8, 1)])
/Users/adam/anaconda3/envs/tensortrade/lib/python3.6/site-packages/tensorboard/compat/tensorflow_stub/dtypes.py:542: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
_np_quint8 = np.dtype([("quint8", np.uint8, 1)])
/Users/adam/anaconda3/envs/tensortrade/lib/python3.6/site-packages/tensorboard/compat/tensorflow_stub/dtypes.py:543: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
_np_qint16 = np.dtype([("qint16", np.int16, 1)])
/Users/adam/anaconda3/envs/tensortrade/lib/python3.6/site-packages/tensorboard/compat/tensorflow_stub/dtypes.py:544: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
_np_quint16 = np.dtype([("quint16", np.uint16, 1)])
/Users/adam/anaconda3/envs/tensortrade/lib/python3.6/site-packages/tensorboard/compat/tensorflow_stub/dtypes.py:545: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
_np_qint32 = np.dtype([("qint32", np.int32, 1)])
/Users/adam/anaconda3/envs/tensortrade/lib/python3.6/site-packages/tensorboard/compat/tensorflow_stub/dtypes.py:550: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
np_resource = np.dtype([("resource", np.ubyte, 1)])
-------------------------------------
| approxkl | 0.015686866 |
| clipfrac | 0.19921875 |
| explained_variance | -11.1 |
| fps | 7 |
| n_updates | 1 |
| policy_entropy | 3.134857 |
| policy_loss | -0.029379755 |
| serial_timesteps | 128 |
| time_elapsed | 2.15e-06 |
| total_timesteps | 128 |
| value_loss | 0.020201866 |
-------------------------------------
-------------------------------------
| approxkl | 0.004347246 |
| clipfrac | 0.056640625 |
| explained_variance | -31.4 |
| fps | 67 |
| n_updates | 2 |
| policy_entropy | 3.1364708 |
| policy_loss | -0.034043223 |
| serial_timesteps | 256 |
| time_elapsed | 17.8 |
| total_timesteps | 256 |
| value_loss | 0.016545191 |
-------------------------------------
-------------------------------------
| approxkl | 0.0041049235 |
| clipfrac | 0.056640625 |
| explained_variance | -26.2 |
| fps | 71 |
| n_updates | 3 |
| policy_entropy | 3.1393285 |
| policy_loss | -0.032377902 |
| serial_timesteps | 384 |
| time_elapsed | 19.7 |
| total_timesteps | 384 |
| value_loss | 0.012273217 |
-------------------------------------
-------------------------------------
| approxkl | 0.006468634 |
| clipfrac | 0.09375 |
| explained_variance | -2.42 |
| fps | 69 |
| n_updates | 4 |
| policy_entropy | 3.1348906 |
| policy_loss | -0.03826902 |
| serial_timesteps | 512 |
| time_elapsed | 21.5 |
| total_timesteps | 512 |
| value_loss | 0.0066311737 |
-------------------------------------
-------------------------------------
| approxkl | 0.007191459 |
| clipfrac | 0.1015625 |
| explained_variance | -16 |
| fps | 69 |
| n_updates | 5 |
| policy_entropy | 3.1227515 |
| policy_loss | -0.038608577 |
| serial_timesteps | 640 |
| time_elapsed | 23.3 |
| total_timesteps | 640 |
| value_loss | 0.012630895 |
-------------------------------------
-------------------------------------
| approxkl | 0.0045953994 |
| clipfrac | 0.060546875 |
| explained_variance | -3.16 |
| fps | 68 |
| n_updates | 6 |
| policy_entropy | 3.1100907 |
| policy_loss | -0.035558037 |
| serial_timesteps | 768 |
| time_elapsed | 25.2 |
| total_timesteps | 768 |
| value_loss | 0.009172132 |
-------------------------------------
-------------------------------------
| approxkl | 0.009143541 |
| clipfrac | 0.103515625 |
| explained_variance | -19.3 |
| fps | 71 |
| n_updates | 7 |
| policy_entropy | 3.1050773 |
| policy_loss | -0.035926923 |
| serial_timesteps | 896 |
| time_elapsed | 27 |
| total_timesteps | 896 |
| value_loss | 0.0067858095 |
-------------------------------------
-------------------------------------
| approxkl | 0.003506794 |
| clipfrac | 0.037109375 |
| explained_variance | -11.9 |
| fps | 70 |
| n_updates | 8 |
| policy_entropy | 3.1087527 |
| policy_loss | -0.03510943 |
| serial_timesteps | 1024 |
| time_elapsed | 28.8 |
| total_timesteps | 1024 |
| value_loss | 0.0060115107 |
-------------------------------------
-------------------------------------
| approxkl | 0.0057391115 |
| clipfrac | 0.076171875 |
| explained_variance | -21.9 |
| fps | 68 |
| n_updates | 9 |
| policy_entropy | 3.0899982 |
| policy_loss | -0.04027173 |
| serial_timesteps | 1152 |
| time_elapsed | 30.7 |
| total_timesteps | 1152 |
| value_loss | 0.008043544 |
-------------------------------------
-------------------------------------
| approxkl | 0.007443852 |
| clipfrac | 0.10546875 |
| explained_variance | -6.41 |
| fps | 71 |
| n_updates | 10 |
| policy_entropy | 3.0799294 |
| policy_loss | -0.030166402 |
| serial_timesteps | 1280 |
| time_elapsed | 32.5 |
| total_timesteps | 1280 |
| value_loss | 0.007881636 |
-------------------------------------
-------------------------------------
| approxkl | 0.0044689896 |
| clipfrac | 0.060546875 |
| explained_variance | -3 |
| fps | 69 |
| n_updates | 11 |
| policy_entropy | 3.077082 |
| policy_loss | -0.02097323 |
| serial_timesteps | 1408 |
| time_elapsed | 34.3 |
| total_timesteps | 1408 |
| value_loss | 0.005172204 |
-------------------------------------
-------------------------------------
| approxkl | 0.0050849114 |
| clipfrac | 0.06640625 |
| explained_variance | -2.86 |
| fps | 71 |
| n_updates | 12 |
| policy_entropy | 3.0792596 |
| policy_loss | -0.031660907 |
| serial_timesteps | 1536 |
| time_elapsed | 36.2 |
| total_timesteps | 1536 |
| value_loss | 0.0035120992 |
-------------------------------------
-------------------------------------
| approxkl | 0.005501705 |
| clipfrac | 0.072265625 |
| explained_variance | -6.78 |
| fps | 69 |
| n_updates | 13 |
| policy_entropy | 3.0667455 |
| policy_loss | -0.0353304 |
| serial_timesteps | 1664 |
| time_elapsed | 38 |
| total_timesteps | 1664 |
| value_loss | 0.0035197046 |
-------------------------------------
-------------------------------------
| approxkl | 0.0034935924 |
| clipfrac | 0.03515625 |
| explained_variance | -1.97 |
| fps | 70 |
| n_updates | 14 |
| policy_entropy | 3.0474973 |
| policy_loss | -0.02214749 |
| serial_timesteps | 1792 |
| time_elapsed | 39.8 |
| total_timesteps | 1792 |
| value_loss | 0.008100608 |
-------------------------------------
-------------------------------------
| approxkl | 0.0050987806 |
| clipfrac | 0.07421875 |
| explained_variance | -7.62 |
| fps | 69 |
| n_updates | 15 |
| policy_entropy | 3.013968 |
| policy_loss | -0.035785682 |
| serial_timesteps | 1920 |
| time_elapsed | 41.6 |
| total_timesteps | 1920 |
| value_loss | 0.005753589 |
-------------------------------------
-------------------------------------
| approxkl | 0.0042615556 |
| clipfrac | 0.048828125 |
| explained_variance | -3.22 |
| fps | 69 |
| n_updates | 16 |
| policy_entropy | 3.054264 |
| policy_loss | -0.025227852 |
| serial_timesteps | 2048 |
| time_elapsed | 43.5 |
| total_timesteps | 2048 |
| value_loss | 0.0059471955 |
-------------------------------------
-------------------------------------
| approxkl | 0.0046438547 |
| clipfrac | 0.06640625 |
| explained_variance | -11.8 |
| fps | 69 |
| n_updates | 17 |
| policy_entropy | 3.0322256 |
| policy_loss | -0.035015304 |
| serial_timesteps | 2176 |
| time_elapsed | 45.3 |
| total_timesteps | 2176 |
| value_loss | 0.0070840833 |
-------------------------------------
-------------------------------------
| approxkl | 0.003370538 |
| clipfrac | 0.029296875 |
| explained_variance | -13.7 |
| fps | 70 |
| n_updates | 18 |
| policy_entropy | 3.0704434 |
| policy_loss | -0.023219515 |
| serial_timesteps | 2304 |
| time_elapsed | 47.2 |
| total_timesteps | 2304 |
| value_loss | 0.0028484792 |
-------------------------------------
-------------------------------------
| approxkl | 0.006409786 |
| clipfrac | 0.091796875 |
| explained_variance | -9.48 |
| fps | 70 |
| n_updates | 19 |
| policy_entropy | 2.987904 |
| policy_loss | -0.035213843 |
| serial_timesteps | 2432 |
| time_elapsed | 49 |
| total_timesteps | 2432 |
| value_loss | 0.0047854204 |
-------------------------------------
-------------------------------------
| approxkl | 0.006497549 |
| clipfrac | 0.09375 |
| explained_variance | -11.7 |
| fps | 68 |
| n_updates | 20 |
| policy_entropy | 2.9115448 |
| policy_loss | -0.030990526 |
| serial_timesteps | 2560 |
| time_elapsed | 50.8 |
| total_timesteps | 2560 |
| value_loss | 0.004396537 |
-------------------------------------
-------------------------------------
| approxkl | 0.0057365038 |
| clipfrac | 0.076171875 |
| explained_variance | -3.01 |
| fps | 71 |
| n_updates | 21 |
| policy_entropy | 3.0100975 |
| policy_loss | -0.030712336 |
| serial_timesteps | 2688 |
| time_elapsed | 52.7 |
| total_timesteps | 2688 |
| value_loss | 0.0028251242 |
-------------------------------------
------------------------------------
| approxkl | 0.012113415 |
| clipfrac | 0.17773438 |
| explained_variance | -6.15 |
| fps | 67 |
| n_updates | 22 |
| policy_entropy | 2.9067888 |
| policy_loss | -0.03025525 |
| serial_timesteps | 2816 |
| time_elapsed | 54.5 |
| total_timesteps | 2816 |
| value_loss | 0.00661547 |
------------------------------------
-------------------------------------
| approxkl | 0.0146746095 |
| clipfrac | 0.21484375 |
| explained_variance | -8.17 |
| fps | 69 |
| n_updates | 23 |
| policy_entropy | 2.944471 |
| policy_loss | -0.025846934 |
| serial_timesteps | 2944 |
| time_elapsed | 56.4 |
| total_timesteps | 2944 |
| value_loss | 0.007340616 |
-------------------------------------
-------------------------------------
| approxkl | 0.0034283446 |
| clipfrac | 0.046875 |
| explained_variance | -14.4 |
| fps | 69 |
| n_updates | 24 |
| policy_entropy | 2.9670064 |
| policy_loss | -0.030686371 |
| serial_timesteps | 3072 |
| time_elapsed | 58.2 |
| total_timesteps | 3072 |
| value_loss | 0.003749698 |
-------------------------------------
-------------------------------------
| approxkl | 0.0066144066 |
| clipfrac | 0.08203125 |
| explained_variance | -15 |
| fps | 69 |
| n_updates | 25 |
| policy_entropy | 2.890479 |
| policy_loss | -0.03531905 |
| serial_timesteps | 3200 |
| time_elapsed | 60 |
| total_timesteps | 3200 |
| value_loss | 0.005126408 |
-------------------------------------
-------------------------------------
| approxkl | 0.003699907 |
| clipfrac | 0.046875 |
| explained_variance | -16.7 |
| fps | 68 |
| n_updates | 26 |
| policy_entropy | 2.92478 |
| policy_loss | -0.018177195 |
| serial_timesteps | 3328 |
| time_elapsed | 61.9 |
| total_timesteps | 3328 |
| value_loss | 0.0030545066 |
-------------------------------------
-------------------------------------
| approxkl | 0.002150026 |
| clipfrac | 0.01953125 |
| explained_variance | -5.88 |
| fps | 70 |
| n_updates | 27 |
| policy_entropy | 2.8929558 |
| policy_loss | -0.021653675 |
| serial_timesteps | 3456 |
| time_elapsed | 63.7 |
| total_timesteps | 3456 |
| value_loss | 0.0018296412 |
-------------------------------------
-------------------------------------
| approxkl | 0.0032687292 |
| clipfrac | 0.0390625 |
| explained_variance | -1.25 |
| fps | 68 |
| n_updates | 28 |
| policy_entropy | 2.8655734 |
| policy_loss | -0.019367348 |
| serial_timesteps | 3584 |
| time_elapsed | 65.6 |
| total_timesteps | 3584 |
| value_loss | 0.0035883968 |
-------------------------------------
-------------------------------------
| approxkl | 0.0031826072 |
| clipfrac | 0.03515625 |
| explained_variance | -13.6 |
| fps | 71 |
| n_updates | 29 |
| policy_entropy | 3.0322828 |
| policy_loss | -0.019959493 |
| serial_timesteps | 3712 |
| time_elapsed | 67.4 |
| total_timesteps | 3712 |
| value_loss | 0.0012646548 |
-------------------------------------
-------------------------------------
| approxkl | 0.0046773874 |
| clipfrac | 0.060546875 |
| explained_variance | -4.85 |
| fps | 69 |
| n_updates | 30 |
| policy_entropy | 2.8930268 |
| policy_loss | -0.023547584 |
| serial_timesteps | 3840 |
| time_elapsed | 69.2 |
| total_timesteps | 3840 |
| value_loss | 0.0041705496 |
-------------------------------------
-------------------------------------
| approxkl | 0.0043210257 |
| clipfrac | 0.068359375 |
| explained_variance | -6.2 |
| fps | 69 |
| n_updates | 31 |
| policy_entropy | 2.8908312 |
| policy_loss | -0.019220026 |
| serial_timesteps | 3968 |
| time_elapsed | 71.1 |
| total_timesteps | 3968 |
| value_loss | 0.0037358692 |
-------------------------------------
-------------------------------------
| approxkl | 0.0040041767 |
| clipfrac | 0.04296875 |
| explained_variance | -6.06 |
| fps | 68 |
| n_updates | 32 |
| policy_entropy | 2.9260547 |
| policy_loss | -0.016887084 |
| serial_timesteps | 4096 |
| time_elapsed | 72.9 |
| total_timesteps | 4096 |
| value_loss | 0.0020238855 |
-------------------------------------
-------------------------------------
| approxkl | 0.0012021571 |
| clipfrac | 0.0078125 |
| explained_variance | -12.6 |
| fps | 69 |
| n_updates | 33 |
| policy_entropy | 2.93147 |
| policy_loss | -0.017369535 |
| serial_timesteps | 4224 |
| time_elapsed | 74.8 |
| total_timesteps | 4224 |
| value_loss | 0.0013570841 |
-------------------------------------
-------------------------------------
| approxkl | 0.0019108081 |
| clipfrac | 0.017578125 |
| explained_variance | -15 |
| fps | 68 |
| n_updates | 34 |
| policy_entropy | 2.9702377 |
| policy_loss | -0.018420639 |
| serial_timesteps | 4352 |
| time_elapsed | 76.6 |
| total_timesteps | 4352 |
| value_loss | 0.0011553135 |
-------------------------------------
-------------------------------------
| approxkl | 0.0025978086 |
| clipfrac | 0.0234375 |
| explained_variance | -8.3 |
| fps | 70 |
| n_updates | 35 |
| policy_entropy | 2.9254403 |
| policy_loss | -0.021094114 |
| serial_timesteps | 4480 |
| time_elapsed | 78.5 |
| total_timesteps | 4480 |
| value_loss | 0.0015350427 |
-------------------------------------
-------------------------------------
| approxkl | 0.006608707 |
| clipfrac | 0.056640625 |
| explained_variance | -26.4 |
| fps | 67 |
| n_updates | 36 |
| policy_entropy | 2.913075 |
| policy_loss | -0.024067963 |
| serial_timesteps | 4608 |
| time_elapsed | 80.3 |
| total_timesteps | 4608 |
| value_loss | 0.0035330513 |
-------------------------------------
-------------------------------------
| approxkl | 0.0019106918 |
| clipfrac | 0.017578125 |
| explained_variance | -55 |
| fps | 66 |
| n_updates | 37 |
| policy_entropy | 2.8730893 |
| policy_loss | -0.017963056 |
| serial_timesteps | 4736 |
| time_elapsed | 82.2 |
| total_timesteps | 4736 |
| value_loss | 0.0036009694 |
-------------------------------------
-------------------------------------
| approxkl | 0.0031097014 |
| clipfrac | 0.044921875 |
| explained_variance | -9.51 |
| fps | 70 |
| n_updates | 38 |
| policy_entropy | 2.959231 |
| policy_loss | -0.01630649 |
| serial_timesteps | 4864 |
| time_elapsed | 84.2 |
| total_timesteps | 4864 |
| value_loss | 0.002043393 |
-------------------------------------
-------------------------------------
| approxkl | 0.0055523003 |
| clipfrac | 0.078125 |
| explained_variance | -6.08 |
| fps | 69 |
| n_updates | 39 |
| policy_entropy | 2.9998493 |
| policy_loss | -0.015639752 |
| serial_timesteps | 4992 |
| time_elapsed | 86 |
| total_timesteps | 4992 |
| value_loss | 0.0021584725 |
-------------------------------------
-------------------------------------
| approxkl | 0.0026856214 |
| clipfrac | 0.037109375 |
| explained_variance | -1.6 |
| fps | 69 |
| n_updates | 40 |
| policy_entropy | 2.9725153 |
| policy_loss | -0.02278446 |
| serial_timesteps | 5120 |
| time_elapsed | 87.8 |
| total_timesteps | 5120 |
| value_loss | 0.0015180153 |
-------------------------------------
-------------------------------------
| approxkl | 0.0050681173 |
| clipfrac | 0.072265625 |
| explained_variance | -1.07 |
| fps | 68 |
| n_updates | 41 |
| policy_entropy | 2.9678023 |
| policy_loss | -0.023771033 |
| serial_timesteps | 5248 |
| time_elapsed | 89.7 |
| total_timesteps | 5248 |
| value_loss | 0.0019685589 |
-------------------------------------
------------------------------------
| approxkl | 0.002366711 |
| clipfrac | 0.017578125 |
| explained_variance | -2.27 |
| fps | 68 |
| n_updates | 42 |
| policy_entropy | 2.8985653 |
| policy_loss | -0.01842171 |
| serial_timesteps | 5376 |
| time_elapsed | 91.5 |
| total_timesteps | 5376 |
| value_loss | 0.002921396 |
------------------------------------
-------------------------------------
| approxkl | 0.0028212247 |
| clipfrac | 0.01953125 |
| explained_variance | -16 |
| fps | 67 |
| n_updates | 43 |
| policy_entropy | 2.727889 |
| policy_loss | -0.016308056 |
| serial_timesteps | 5504 |
| time_elapsed | 93.4 |
| total_timesteps | 5504 |
| value_loss | 0.0025135535 |
-------------------------------------
-------------------------------------
| approxkl | 0.0029022442 |
| clipfrac | 0.033203125 |
| explained_variance | -14.2 |
| fps | 70 |
| n_updates | 44 |
| policy_entropy | 2.7630188 |
| policy_loss | -0.014299568 |
| serial_timesteps | 5632 |
| time_elapsed | 95.3 |
| total_timesteps | 5632 |
| value_loss | 0.0023147538 |
-------------------------------------
-------------------------------------
| approxkl | 0.0023487343 |
| clipfrac | 0.021484375 |
| explained_variance | -1.6 |
| fps | 70 |
| n_updates | 45 |
| policy_entropy | 2.8351898 |
| policy_loss | -0.023787765 |
| serial_timesteps | 5760 |
| time_elapsed | 97.1 |
| total_timesteps | 5760 |
| value_loss | 0.0015088979 |
-------------------------------------
--------------------------------------
| approxkl | 0.003383174 |
| clipfrac | 0.02734375 |
| explained_variance | -6.14 |
| fps | 68 |
| n_updates | 46 |
| policy_entropy | 2.767811 |
| policy_loss | -0.0118945595 |
| serial_timesteps | 5888 |
| time_elapsed | 98.9 |
| total_timesteps | 5888 |
| value_loss | 0.0018752434 |
--------------------------------------
-------------------------------------
| approxkl | 0.0054951496 |
| clipfrac | 0.087890625 |
| explained_variance | -3.93 |
| fps | 71 |
| n_updates | 47 |
| policy_entropy | 2.7721267 |
| policy_loss | -0.018674687 |
| serial_timesteps | 6016 |
| time_elapsed | 101 |
| total_timesteps | 6016 |
| value_loss | 0.0030725007 |
-------------------------------------
-------------------------------------
| approxkl | 0.005166732 |
| clipfrac | 0.072265625 |
| explained_variance | -6.76 |
| fps | 70 |
| n_updates | 48 |
| policy_entropy | 2.7568529 |
| policy_loss | -0.020239295 |
| serial_timesteps | 6144 |
| time_elapsed | 103 |
| total_timesteps | 6144 |
| value_loss | 0.001575322 |
-------------------------------------
-------------------------------------
| approxkl | 0.0023357992 |
| clipfrac | 0.015625 |
| explained_variance | -22.2 |
| fps | 70 |
| n_updates | 49 |
| policy_entropy | 2.8430831 |
| policy_loss | -0.022799034 |
| serial_timesteps | 6272 |
| time_elapsed | 104 |
| total_timesteps | 6272 |
| value_loss | 0.0009444702 |
-------------------------------------
-------------------------------------
| approxkl | 0.0031195018 |
| clipfrac | 0.041015625 |
| explained_variance | -12.9 |
| fps | 72 |
| n_updates | 50 |
| policy_entropy | 2.7206206 |
| policy_loss | -0.01435154 |
| serial_timesteps | 6400 |
| time_elapsed | 106 |
| total_timesteps | 6400 |
| value_loss | 0.0013185022 |
-------------------------------------
--------------------------------------
| approxkl | 0.00095344835 |
| clipfrac | 0.0078125 |
| explained_variance | -17.3 |
| fps | 70 |
| n_updates | 51 |
| policy_entropy | 2.7875803 |
| policy_loss | -0.01313178 |
| serial_timesteps | 6528 |
| time_elapsed | 108 |
| total_timesteps | 6528 |
| value_loss | 0.0011184063 |
--------------------------------------
--------------------------------------
| approxkl | 0.00098653 |
| clipfrac | 0.001953125 |
| explained_variance | -4.97 |
| fps | 70 |
| n_updates | 52 |
| policy_entropy | 2.8630807 |
| policy_loss | -0.013609 |
| serial_timesteps | 6656 |
| time_elapsed | 110 |
| total_timesteps | 6656 |
| value_loss | 0.00043460756 |
--------------------------------------
--------------------------------------
| approxkl | 0.0021617394 |
| clipfrac | 0.01953125 |
| explained_variance | -5.83 |
| fps | 72 |
| n_updates | 53 |
| policy_entropy | 2.7797117 |
| policy_loss | -0.011913329 |
| serial_timesteps | 6784 |
| time_elapsed | 112 |
| total_timesteps | 6784 |
| value_loss | 0.00082066684 |
--------------------------------------
-------------------------------------
| approxkl | 0.0008222591 |
| clipfrac | 0.00390625 |
| explained_variance | -7.08 |
| fps | 71 |
| n_updates | 54 |
| policy_entropy | 2.833537 |
| policy_loss | -0.015941361 |
| serial_timesteps | 6912 |
| time_elapsed | 113 |
| total_timesteps | 6912 |
| value_loss | 0.0007032367 |
-------------------------------------
-------------------------------------
| approxkl | 0.0014184254 |
| clipfrac | 0.017578125 |
| explained_variance | -28.3 |
| fps | 72 |
| n_updates | 55 |
| policy_entropy | 2.7140934 |
| policy_loss | -0.014024768 |
| serial_timesteps | 7040 |
| time_elapsed | 115 |
| total_timesteps | 7040 |
| value_loss | 0.0008782122 |
-------------------------------------
-------------------------------------
| approxkl | 0.0015884313 |
| clipfrac | 0.013671875 |
| explained_variance | -3.52 |
| fps | 72 |
| n_updates | 56 |
| policy_entropy | 2.763313 |
| policy_loss | -0.01653451 |
| serial_timesteps | 7168 |
| time_elapsed | 117 |
| total_timesteps | 7168 |
| value_loss | 0.0007462099 |
-------------------------------------
-------------------------------------
| approxkl | 0.0026966752 |
| clipfrac | 0.029296875 |
| explained_variance | -14.4 |
| fps | 69 |
| n_updates | 57 |
| policy_entropy | 2.7797394 |
| policy_loss | -0.015155458 |
| serial_timesteps | 7296 |
| time_elapsed | 119 |
| total_timesteps | 7296 |
| value_loss | 0.0014343347 |
-------------------------------------
-------------------------------------
| approxkl | 0.0009096245 |
| clipfrac | 0.01171875 |
| explained_variance | -3.86 |
| fps | 67 |
| n_updates | 58 |
| policy_entropy | 2.9111753 |
| policy_loss | -0.015380679 |
| serial_timesteps | 7424 |
| time_elapsed | 121 |
| total_timesteps | 7424 |
| value_loss | 0.0008800622 |
-------------------------------------
Trades: step symbol type amount price
0 2 BTC TradeType.BUY 2.279120 1994.39
1 3 BTC TradeType.SELL 1.139560 -1319.70
2 4 BTC TradeType.SELL 0.081397 1366.03
3 6 BTC TradeType.SELL 0.046007 1812.45
4 7 BTC TradeType.SELL 0.044007 1470.17
5 11 BTC TradeType.BUY 7.004290 1034.64
6 14 BTC TradeType.SELL 0.468967 1376.94
7 15 BTC TradeType.SELL 3.751736 -2605.11
8 19 BTC TradeType.SELL 1.875868 4946.33
9 21 BTC TradeType.SELL 0.081559 -2374.77
10 23 BTC TradeType.SELL 0.128165 127.56
11 24 BTC TradeType.SELL 0.083307 -191.49
12 25 BTC TradeType.SELL 0.316567 -807.35
13 27 BTC TradeType.SELL 0.063313 -2485.67
14 29 BTC TradeType.SELL 0.085925 1897.57
15 30 BTC TradeType.SELL 0.139629 -1794.40
16 31 BTC TradeType.SELL 0.195480 612.75
17 33 BTC TradeType.BUY 1.750050 4944.99
18 38 BTC TradeType.SELL 0.110086 -5482.71
19 39 BTC TradeType.SELL 0.484377 -49.09
20 41 BTC TradeType.SELL 0.968754 -1990.78
21 44 BTC TradeType.SELL 0.056986 2792.90
22 45 BTC TradeType.SELL 0.053633 -1100.48
Balance: 75430.0071737541
Portfolio: {'BTC': 0.8581350600000001}
P/L: 0.7376095855332863