FinRL I can't get pass the imports, newbie coder

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Sep 05 '23 18:09 deepspacemine

Describe the bug A clear and concise description of what the bug is.

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Click on '....'

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See error

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OS: [e.g. iOS]

Browser [e.g. chrome, safari]

Version [e.g. 22]

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Sep 05 '23 19:09 mmmarchetti

I'm trying to run the code to Google Colab. My Main issue in installing the imports, mainly finrl. Does anyone have issue with that pip install

PS C:\Users\Milan> pip install finrl
Collecting finrl Using cached finrl-0.3.6.tar.gz (75 kB) Installing build dependencies ... done Getting requirements to build wheel ... done Preparing metadata (pyproject.toml) ... done Discarding https://files.pythonhosted.org/packages/65/22/94fd5875e26f5bc79cc1d3250f200843052c423dd4c604cf3362d5178388/finrl-0.3.6.tar.gz (from https://pypi.org/simple/finrl/) (requires-python:>=3.7): Requested finrl from https://files.pythonhosted.org/packages/65/22/94fd5875e26f5bc79cc1d3250f200843052c423dd4c604cf3362d5178388/finrl-0.3.6.tar.gz has inconsistent version: expected '0.3.6', but metadata has '0.3.5' Using cached finrl-0.3.5-py3-none-any.whl (85 kB) Requirement already satisfied: alpaca-trade-api>=2.1.0 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from finrl) (3.0.2) INFO: pip is looking at multiple versions of finrl to determine which version is compatible with other requirements. This could take a while. Using cached finrl-0.3.4-py3-none-any.whl (133 kB) Requirement already satisfied: numpy>=1.17.3 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from finrl) (1.25.2) Requirement already satisfied: pandas>=1.1.5 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from finrl) (2.1.0) Collecting stockstats (from finrl) Obtaining dependency information for stockstats from https://files.pythonhosted.org/packages/15/b3/a4ae4952ff08544e7f286bc2925193077660fa80cab8f86b0a32a2a70f4d/stockstats-0.6.2-py2.py3-none-any.whl.metadata Using cached stockstats-0.6.2-py2.py3-none-any.whl.metadata (38 kB) Requirement already satisfied: yfinance in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from finrl) (0.2.28) Collecting elegantrl (from finrl) Using cached elegantrl-0.3.6.tar.gz (168 kB) Preparing metadata (setup.py) ... done Requirement already satisfied: pyfolio in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from finrl) (0.9.2) Requirement already satisfied: matplotlib in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from finrl) (3.7.2) Requirement already satisfied: scikit-learn>=0.21.0 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from finrl) (1.3.0) Requirement already satisfied: gym>=0.17 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from finrl) (0.23.0) Collecting stable-baselines3[extra] (from finrl) Obtaining dependency information for stable-baselines3[extra] from https://files.pythonhosted.org/packages/5e/81/7a0fbfc45240ec36cc3fcfe8f135996ef03277e2305d941a6d9186eb14e8/stable_baselines3-2.1.0-py3-none-any.whl.metadata Using cached stable_baselines3-2.1.0-py3-none-any.whl.metadata (5.2 kB) Collecting ray[default] (from finrl) Obtaining dependency information for ray[default] from https://files.pythonhosted.org/packages/c7/31/7f76e7bce04dd52b5d63eb036363c7baa0ed43ae61857c13e1e084dc9e0a/ray-2.6.3-cp311-cp311-win_amd64.whl.metadata Using cached ray-2.6.3-cp311-cp311-win_amd64.whl.metadata (12 kB) Collecting lz4 (from finrl) Using cached lz4-4.3.2-cp311-cp311-win_amd64.whl (99 kB) Collecting tensorboardX (from finrl) Obtaining dependency information for tensorboardX from https://files.pythonhosted.org/packages/44/71/f3e7c9b2ab67e28c572ab4e9d5fa3499e0d252650f96d8a3a03e26677f53/tensorboardX-2.6.2.2-py2.py3-none-any.whl.metadata Using cached tensorboardX-2.6.2.2-py2.py3-none-any.whl.metadata (5.8 kB) Collecting gputil (from finrl) Using cached GPUtil-1.4.0.tar.gz (5.5 kB) Preparing metadata (setup.py) ... done Collecting exchange-calendars (from finrl) Obtaining dependency information for exchange-calendars from https://files.pythonhosted.org/packages/5d/b2/eb858bf3540ace8f594d9423ac1264460bf36abcd9251ee4546c956c8ec5/exchange_calendars-4.2.8-py3-none-any.whl.metadata Using cached exchange_calendars-4.2.8-py3-none-any.whl.metadata (38 kB) Collecting ccxt>=1.66.32 (from finrl) Obtaining dependency information for ccxt>=1.66.32 from https://files.pythonhosted.org/packages/37/4b/35a2b25fdc65042764c9fd43676fc00aad2e59ac6eca1e0f0328c54442c5/ccxt-4.0.83-py2.py3-none-any.whl.metadata Using cached ccxt-4.0.83-py2.py3-none-any.whl.metadata (110 kB) Collecting jqdatasdk (from finrl) Obtaining dependency information for jqdatasdk from https://files.pythonhosted.org/packages/63/6b/4bc2747558a03d006f4bdafc3413325fb59fb1dc1427ab54b3e3272fa1c1/jqdatasdk-1.9.0-py3-none-any.whl.metadata Using cached jqdatasdk-1.9.0-py3-none-any.whl.metadata (5.7 kB) Collecting wrds (from finrl) Using cached wrds-3.1.6-py3-none-any.whl (12 kB) Requirement already satisfied: pytest in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from finrl) (7.4.1) Requirement already satisfied: setuptools>=41.4.0 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from finrl) (68.1.2) Requirement already satisfied: wheel>=0.33.6 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from finrl) (0.41.2) Collecting pre-commit (from finrl) Obtaining dependency information for pre-commit from https://files.pythonhosted.org/packages/58/56/3b24f8641c39021218ca16115a9cd88512ae16eab790513e832a36269e90/pre_commit-3.4.0-py2.py3-none-any.whl.metadata Using cached pre_commit-3.4.0-py2.py3-none-any.whl.metadata (1.3 kB) Requirement already satisfied: certifi>=2018.1.18 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from ccxt>=1.66.32->finrl) (2023.7.22) Requirement already satisfied: requests>=2.18.4 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from ccxt>=1.66.32->finrl) (2.31.0) Collecting cryptography>=2.6.1 (from ccxt>=1.66.32->finrl) Obtaining dependency information for cryptography>=2.6.1 from https://files.pythonhosted.org/packages/30/56/5f4eee57ccd577c261b516bfcbe17492838e2bc4e2e92ea93bbb57666fbd/cryptography-41.0.3-cp37-abi3-win_amd64.whl.metadata Using cached cryptography-41.0.3-cp37-abi3-win_amd64.whl.metadata (5.3 kB) Requirement already satisfied: aiohttp>=3.8 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from ccxt>=1.66.32->finrl) (3.8.2) Collecting aiodns>=1.1.1 (from ccxt>=1.66.32->finrl) Using cached aiodns-3.0.0-py3-none-any.whl (5.0 kB) Requirement already satisfied: yarl>=1.7.2 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from ccxt>=1.66.32->finrl) (1.9.2) Requirement already satisfied: cloudpickle>=1.2.0 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from gym>=0.17->finrl) (2.2.1) Requirement already satisfied: gym-notices>=0.0.4 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from gym>=0.17->finrl) (0.0.8) Requirement already satisfied: python-dateutil>=2.8.2 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from pandas>=1.1.5->finrl) (2.8.2) Requirement already satisfied: pytz>=2020.1 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from pandas>=1.1.5->finrl) (2022.7.1) Requirement already satisfied: tzdata>=2022.1 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from pandas>=1.1.5->finrl) (2023.3) Requirement already satisfied: scipy>=1.5.0 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from scikit-learn>=0.21.0->finrl) (1.11.1) Requirement already satisfied: joblib>=1.1.1 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from scikit-learn>=0.21.0->finrl) (1.3.1) Requirement already satisfied: threadpoolctl>=2.0.0 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from scikit-learn>=0.21.0->finrl) (3.2.0) Requirement already satisfied: urllib3<2,>1.24 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from alpaca-trade-api>=2.1.0->finrl) (1.26.16) Requirement already satisfied: websocket-client<2,>=0.56.0 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from alpaca-trade-api>=2.1.0->finrl) (1.6.2) Requirement already satisfied: websockets<11,>=9.0 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from alpaca-trade-api>=2.1.0->finrl) (10.4) Requirement already satisfied: msgpack==1.0.3 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from alpaca-trade-api>=2.1.0->finrl) (1.0.3) Collecting PyYAML==6.0 (from alpaca-trade-api>=2.1.0->finrl) Using cached PyYAML-6.0-cp311-cp311-win_amd64.whl (143 kB) Requirement already satisfied: deprecation==2.1.0 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from 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pyluach (from exchange-calendars->finrl) Using cached pyluach-2.2.0-py3-none-any.whl (25 kB) Collecting toolz (from exchange-calendars->finrl) Using cached toolz-0.12.0-py3-none-any.whl (55 kB) Collecting korean-lunar-calendar (from exchange-calendars->finrl) Using cached korean_lunar_calendar-0.3.1-py3-none-any.whl (9.0 kB) Requirement already satisfied: six in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from jqdatasdk->finrl) (1.16.0) Collecting SQLAlchemy>=1.2.8 (from jqdatasdk->finrl) Obtaining dependency information for SQLAlchemy>=1.2.8 from https://files.pythonhosted.org/packages/10/81/230bec5713913a472003b71c8dd7e3572de44499e741df576fd6b39d82c8/SQLAlchemy-2.0.20-cp311-cp311-win_amd64.whl.metadata Using cached SQLAlchemy-2.0.20-cp311-cp311-win_amd64.whl.metadata (9.7 kB) Collecting thriftpy2>=0.3.9 (from jqdatasdk->finrl) Using cached thriftpy2-0.4.16.tar.gz (643 kB) Preparing metadata (setup.py) ... done Collecting pymysql>=0.7.6 (from jqdatasdk->finrl) Obtaining dependency information for pymysql>=0.7.6 from https://files.pythonhosted.org/packages/e5/30/20467e39523d0cfc2b6227902d3687a16364307260c75e6a1cb4422b0c62/PyMySQL-1.1.0-py3-none-any.whl.metadata Using cached PyMySQL-1.1.0-py3-none-any.whl.metadata (4.4 kB) Requirement already satisfied: contourpy>=1.0.1 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from matplotlib->finrl) (1.1.0) Requirement already satisfied: cycler>=0.10 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from matplotlib->finrl) (0.11.0) Requirement already satisfied: fonttools>=4.22.0 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from 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c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from pytest->finrl) (1.3.0) Requirement already satisfied: colorama in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from pytest->finrl) (0.4.6) Collecting click>=7.0 (from ray[default]->finrl) Obtaining dependency information for click>=7.0 from https://files.pythonhosted.org/packages/00/2e/d53fa4befbf2cfa713304affc7ca780ce4fc1fd8710527771b58311a3229/click-8.1.7-py3-none-any.whl.metadata
Using cached click-8.1.7-py3-none-any.whl.metadata (3.0 kB) Requirement already satisfied: filelock in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from ray[default]->finrl) (3.12.3) Requirement already satisfied: jsonschema in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from ray[default]->finrl) (4.19.0) Requirement already satisfied: protobuf!=3.19.5,>=3.15.3 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from ray[default]->finrl) (4.23.4) Requirement already satisfied: grpcio>=1.42.0 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from ray[default]->finrl) (1.56.2) Collecting aiohttp-cors (from ray[default]->finrl) Using cached aiohttp_cors-0.7.0-py3-none-any.whl (27 kB) Collecting colorful (from ray[default]->finrl) Using cached colorful-0.5.5-py2.py3-none-any.whl (201 kB) Collecting py-spy>=0.2.0 (from ray[default]->finrl) Using cached py_spy-0.3.14-py2.py3-none-win_amd64.whl (1.4 MB) Collecting gpustat>=1.0.0 (from ray[default]->finrl) Using cached gpustat-1.1.1.tar.gz (98 kB) Installing build dependencies ... done Getting requirements to build wheel ... done Preparing metadata (pyproject.toml) ... done Collecting opencensus (from ray[default]->finrl) Using cached opencensus-0.11.2-py2.py3-none-any.whl (128 kB) Requirement already satisfied: pydantic<2 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from ray[default]->finrl) (1.10.12) Requirement already satisfied: prometheus-client>=0.7.1 in c:\users\milan\appdata\local\packages\pythonsoftwarefoundation.python.3.11_qbz5n2kfra8p0\localcache\local-packages\python311\site-packages (from ray[default]->finrl) (0.17.1) Collecting smart-open (from ray[default]->finrl) Using cached smart_open-6.3.0-py3-none-any.whl (56 kB) Collecting virtualenv>=20.10.0 (from pre-commit->finrl) Using cached virtualenv-20.21.0-py3-none-any.whl (8.7 MB) Collecting pyarrow<7.0.0,>=6.0.1 (from ray[default]->finrl) Using cached pyarrow-6.0.1.tar.gz (770 kB) Installing build dependencies ... error error: subprocess-exited-with-error

× pip subprocess to install build dependencies did not run successfully. │ exit code: 1 ╰─> [9 lines of output] Ignoring numpy: markers 'python_version < "3.8"' don't match your environment Ignoring numpy: markers 'python_version == "3.8"' don't match your environment Ignoring numpy: markers 'python_version == "3.9"' don't match your environment Collecting cython>=0.29 Obtaining dependency information for cython>=0.29 from https://files.pythonhosted.org/packages/ea/8f/216de5d7bede3e26a7131b427a8aadade032f03f9c8ee88792def02e2cf4/Cython-3.0.2-cp311-cp311-win_amd64.whl.metadata Using cached Cython-3.0.2-cp311-cp311-win_amd64.whl.metadata (3.2 kB) ERROR: Ignored the following versions that require a different python version: 1.21.2 Requires-Python >=3.7,<3.11; 1.21.3 Requires-Python >=3.7,<3.11; 1.21.4 Requires-Python >=3.7,<3.11; 1.21.5 Requires-Python >=3.7,<3.11; 1.21.6 Requires-Python >=3.7,<3.11 ERROR: Could not find a version that satisfies the requirement numpy==1.21.3 (from versions: 1.3.0, 1.4.1, 1.5.0, 1.5.1, 1.6.0, 1.6.1, 1.6.2, 1.7.0, 1.7.1, 1.7.2, 1.8.0, 1.8.1, 1.8.2, 1.9.0, 1.9.1, 1.9.2, 1.9.3, 1.10.0.post2, 1.10.1, 1.10.2, 1.10.4, 1.11.0, 1.11.1, 1.11.2, 1.11.3, 1.12.0, 1.12.1, 1.13.0, 1.13.1, 1.13.3, 1.14.0, 1.14.1, 1.14.2, 1.14.3, 1.14.4, 1.14.5, 1.14.6, 1.15.0, 1.15.1, 1.15.2, 1.15.3, 1.15.4, 1.16.0, 1.16.1, 1.16.2, 1.16.3, 1.16.4, 1.16.5, 1.16.6, 1.17.0, 1.17.1, 1.17.2, 1.17.3, 1.17.4, 1.17.5, 1.18.0, 1.18.1, 1.18.2, 1.18.3, 1.18.4, 1.18.5, 1.19.0, 1.19.1, 1.19.2, 1.19.3, 1.19.4, 1.19.5, 1.20.0, 1.20.1, 1.20.2, 1.20.3, 1.21.0, 1.21.1, 1.22.0, 1.22.1, 1.22.2, 1.22.3, 1.22.4, 1.23.0rc1, 1.23.0rc2, 1.23.0rc3, 1.23.0, 1.23.1, 1.23.2, 1.23.3, 1.23.4, 1.23.5, 1.24.0rc1, 1.24.0rc2, 1.24.0, 1.24.1, 1.24.2, 1.24.3, 1.24.4, 1.25.0rc1, 1.25.0, 1.25.1, 1.25.2, 1.26.0b1) ERROR: No matching distribution found for numpy==1.21.3 [end of output]

note: This error originates from a subprocess, and is likely not a problem with pip. error: subprocess-exited-with-error

× pip subprocess to install build dependencies did not run successfully. │ exit code: 1 ╰─> See above for output.

Sep 05 '23 21:09 deepspacemine

Also here is the copy of the code..

import datetime import threading from neo_finrl.data_processors.processor_alpaca import AlpacaProcessor from elegantrl.run import * import alpaca_trade_api as tradeapi import time import pandas as pd import numpy as np import torch import sys import os import gym

class AlpacaPaperTrading():

def __init__(self,ticker_list, time_interval, drl_lib, agent, cwd, net_dim, 
             state_dim, action_dim, API_KEY, API_SECRET, 
             APCA_API_BASE_URL, tech_indicator_list, turbulence_thresh=30, 
             max_stock=1e2, latency = None):
    #load agent
    self.drl_lib = drl_lib
    if agent =='ppo':

        if drl_lib == 'elegantrl':
          from elegantrl.agent import AgentPPO
          args = Arguments(if_on_policy=True)
          args.agent = AgentPPO()
          args.agent.if_use_cri_target = True

          #load agent
          try:
              state_dim = state_dim
              action_dim = action_dim

              agent = args.agent
              net_dim = net_dim

              agent.init(net_dim, state_dim, action_dim)
              agent.save_or_load_agent(cwd=cwd, if_save=False)
              self.act = agent.act
              self.device = agent.device
          except:
              raise ValueError('Fail to load agent!')

        elif drl_lib == 'rllib':
            from ray.rllib.agents import ppo
            from ray.rllib.agents.ppo.ppo import PPOTrainer

            config = ppo.DEFAULT_CONFIG.copy()
            config['env'] = StockEnvEmpty
            config["log_level"] = "WARN"
            config['env_config'] = {'state_dim':state_dim,
                        'action_dim':action_dim,}
            trainer = PPOTrainer(env=StockEnvEmpty, config=config)
            trainer.restore(cwd)
            try:
                trainer.restore(cwd)
                self.agent = trainer
                print("Restoring from checkpoint path", cwd)
            except:
                raise ValueError('Fail to load agent!')

        elif drl_lib == 'stable_baselines3':
            from stable_baselines3 import PPO

            try:
                #load agent
                self.model = PPO.load(cwd)
                print("Successfully load model", cwd)
            except:
                raise ValueError('Fail to load agent!')

        else:
            raise ValueError('The DRL library input is NOT supported yet. Please check your input.')

    else:
        raise ValueError('Agent input is NOT supported yet.')



    #connect to Alpaca trading API
    try:
        self.alpaca = tradeapi.REST(API_KEY,API_SECRET,APCA_API_BASE_URL, 'v2')
    except:
        raise ValueError('Fail to connect Alpaca. Please check account info and internet connection.')

    #read trading time interval
    if time_interval == '1s':
        self.time_interval = 1
    elif time_interval == '5s':
        self.time_interval = 5
    elif time_interval == '1Min':
        self.time_interval = 60
    elif time_interval == '5Min':
        self.time_interval = 60 * 5
    elif time_interval == '15Min':
        self.time_interval = 60 * 15
    else:
        raise ValueError('Time interval input is NOT supported yet.')

    #read trading settings
    self.tech_indicator_list = tech_indicator_list
    self.turbulence_thresh = turbulence_thresh
    self.max_stock = max_stock 

    #initialize account
    self.stocks = np.asarray([0] * len(ticker_list)) #stocks holding
    self.stocks_cd = np.zeros_like(self.stocks) 
    self.cash = None #cash record 
    self.stocks_df = pd.DataFrame(self.stocks, columns=['stocks'], index = ticker_list)
    self.asset_list = []
    self.price = np.asarray([0] * len(ticker_list))
    self.stockUniverse = ticker_list
    self.turbulence_bool = 0
    self.equities = []

def test_latency(self, test_times = 10): 
    total_time = 0
    for i in range(0, test_times):
        time0 = time.time()
        self.get_state()
        time1 = time.time()
        temp_time = time1 - time0
        total_time += temp_time
    latency = total_time/test_times
    print('latency for data processing: ', latency)
    return latency

def run(self):
    orders = self.alpaca.list_orders(status="open")
    for order in orders:
      self.alpaca.cancel_order(order.id)

    # Wait for market to open.
    print("Waiting for market to open...")
    tAMO = threading.Thread(target=self.awaitMarketOpen)
    tAMO.start()
    tAMO.join()
    print("Market opened.")
    while True:

      # Figure out when the market will close so we can prepare to sell beforehand.
      clock = self.alpaca.get_clock()
      closingTime = clock.next_close.replace(tzinfo=datetime.timezone.utc).timestamp()
      currTime = clock.timestamp.replace(tzinfo=datetime.timezone.utc).timestamp()
      self.timeToClose = closingTime - currTime

      if(self.timeToClose < (60)):
        # Close all positions when 1 minutes til market close.
        print("Market closing soon. Stop trading.")
        break

        '''# Close all positions when 1 minutes til market close.
        print("Market closing soon.  Closing positions.")

        positions = self.alpaca.list_positions()
        for position in positions:
          if(position.side == 'long'):
            orderSide = 'sell'
          else:
            orderSide = 'buy'
          qty = abs(int(float(position.qty)))
          respSO = []
          tSubmitOrder = threading.Thread(target=self.submitOrder(qty, position.symbol, orderSide, respSO))
          tSubmitOrder.start()
          tSubmitOrder.join()

        # Run script again after market close for next trading day.
        print("Sleeping until market close (15 minutes).")
        time.sleep(60 * 15)'''

      else:
        trade = threading.Thread(target=self.trade)
        trade.start()
        trade.join()
        last_equity = float(self.alpaca.get_account().last_equity)
        cur_time = time.time()
        self.equities.append([cur_time,last_equity])
        time.sleep(self.time_interval)

def awaitMarketOpen(self):
    isOpen = self.alpaca.get_clock().is_open
    while(not isOpen):
      clock = self.alpaca.get_clock()
      openingTime = clock.next_open.replace(tzinfo=datetime.timezone.utc).timestamp()
      currTime = clock.timestamp.replace(tzinfo=datetime.timezone.utc).timestamp()
      timeToOpen = int((openingTime - currTime) / 60)
      print(str(timeToOpen) + " minutes til market open.")
      time.sleep(60)
      isOpen = self.alpaca.get_clock().is_open

def trade(self):
    state = self.get_state()

    if self.drl_lib == 'elegantrl':
        with torch.no_grad():
            s_tensor = torch.as_tensor((state,), device=self.device)
            a_tensor = self.act(s_tensor)  
            action = a_tensor.detach().cpu().numpy()[0]  

        action = (action * self.max_stock).astype(int)

    elif self.drl_lib == 'rllib':
        action = self.agent.compute_single_action(state)

    elif self.drl_lib == 'stable_baselines3':
        action = self.model.predict(state)[0]

    else:
        raise ValueError('The DRL library input is NOT supported yet. Please check your input.')

    self.stocks_cd += 1
    if self.turbulence_bool == 0:
        min_action = 10  # stock_cd
        for index in np.where(action < -min_action)[0]:  # sell_index:
            sell_num_shares = min(self.stocks[index], -action[index])
            qty =  abs(int(sell_num_shares))
            respSO = []
            tSubmitOrder = threading.Thread(target=self.submitOrder(qty, self.stockUniverse[index], 'sell', respSO))
            tSubmitOrder.start()
            tSubmitOrder.join()
            self.cash = float(self.alpaca.get_account().cash)
            self.stocks_cd[index] = 0

        for index in np.where(action > min_action)[0]:  # buy_index:
            if self.cash < 0:
                tmp_cash = 0
            else:
                tmp_cash = self.cash
            buy_num_shares = min(tmp_cash // self.price[index], abs(int(action[index])))
            qty = abs(int(buy_num_shares))
            respSO = []
            tSubmitOrder = threading.Thread(target=self.submitOrder(qty, self.stockUniverse[index], 'buy', respSO))
            tSubmitOrder.start()
            tSubmitOrder.join()
            self.cash = float(self.alpaca.get_account().cash)
            self.stocks_cd[index] = 0

    else:  # sell all when turbulence
        positions = self.alpaca.list_positions()
        for position in positions:
            if(position.side == 'long'):
                orderSide = 'sell'
            else:
                orderSide = 'buy'
            qty = abs(int(float(position.qty)))
            respSO = []
            tSubmitOrder = threading.Thread(target=self.submitOrder(qty, position.symbol, orderSide, respSO))
            tSubmitOrder.start()
            tSubmitOrder.join()

        self.stocks_cd[:] = 0


def get_state(self):
    alpaca = AlpacaProcessor(api=self.alpaca)
    price, tech, turbulence = alpaca.fetch_latest_data(ticker_list = self.stockUniverse, time_interval='1Min',
                                                 tech_indicator_list=self.tech_indicator_list)
    turbulence_bool = 1 if turbulence >= self.turbulence_thresh else 0

    turbulence = (self.sigmoid_sign(turbulence, self.turbulence_thresh) * 2 ** -5).astype(np.float32)

    tech = tech * 2 ** -7
    positions = self.alpaca.list_positions()
    stocks = [0] * len(self.stockUniverse)
    for position in positions:
        ind = self.stockUniverse.index(position.symbol)
        stocks[ind] = ( abs(int(float(position.qty))))

    stocks = np.asarray(stocks, dtype = float)
    cash = float(self.alpaca.get_account().cash)
    self.cash = cash
    self.stocks = stocks
    self.turbulence_bool = turbulence_bool 
    self.price = price



    amount = np.array(max(self.cash, 1e4) * (2 ** -12), dtype=np.float32)
    scale = np.array(2 ** -6, dtype=np.float32)
    state = np.hstack((amount,
                turbulence,
                self.turbulence_bool,
                price * scale,
                self.stocks * scale,
                self.stocks_cd,
                tech,
                )).astype(np.float32)
    print(len(self.stockUniverse))
    return state

def submitOrder(self, qty, stock, side, resp):
    if(qty > 0):
      try:
        self.alpaca.submit_order(stock, qty, side, "market", "day")
        print("Market order of | " + str(qty) + " " + stock + " " + side + " | completed.")
        resp.append(True)
      except:
        print("Order of | " + str(qty) + " " + stock + " " + side + " | did not go through.")
        resp.append(False)
    else:
      print("Quantity is 0, order of | " + str(qty) + " " + stock + " " + side + " | not completed.")
      resp.append(True)

@staticmethod
def sigmoid_sign(ary, thresh):
    def sigmoid(x):
        return 1 / (1 + np.exp(-x * np.e)) - 0.5

    return sigmoid(ary / thresh) * thresh

class StockEnvEmpty(gym.Env): #Empty Env used for loading rllib agent def init(self,config): state_dim = config['state_dim'] action_dim = config['action_dim'] self.observation_space = gym.spaces.Box(low=-3000, high=3000, shape=(state_dim,), dtype=np.float32) self.action_space = gym.spaces.Box(low=-1, high=1, shape=(action_dim,), dtype=np.float32)

def reset(self):
    return 

def step(self, actions):
    return

Sep 05 '23 21:09 deepspacemine

and maybe I'm not understanding this repo correctly i was trying to run one page of code, where this might be a more in-deep app, that i need to read more to understand

Sep 05 '23 21:09 deepspacemine

Instead of running: pip install finrl please try running: pip install git+https://github.com/AI4Finance-Foundation/FinRL.git Let me know if this solution works for you.

Sep 05 '23 22:09 mmmarchetti

ERROR: Package 'finrl' requires a different Python: 3.11.5 not in '<3.11,>=3.10', I might take a different path. i'm reading the FinRL details and found the training
https://finrl.readthedocs.io/en/latest/start/first_glance.html There still a new error on this page but might be better.

Sep 05 '23 23:09 deepspacemine

FinRL FinRL copied to clipboard

I can't get pass the imports, newbie coder

FinRL
FinRL copied to clipboard