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Update test.py
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rayrui312 authored Sep 2, 2021
1 parent c485568 commit 8b84825
Showing 1 changed file with 4 additions and 4 deletions.
8 changes: 4 additions & 4 deletions test.py
Original file line number Diff line number Diff line change
Expand Up @@ -13,11 +13,11 @@ def test(start_date, end_date, ticker_list, data_source, time_interval,
data = DP.add_technical_indicator(data, technical_indicator_list)
if if_vix:
data = DP.add_vix(data)
price_array, tech_array, turbulence_array = DP.df_to_array(data, if_vix)
price_array, tech_array, risk_array = DP.df_to_array(data, if_vix)

env_config = {'price_array':price_array,
'tech_array':tech_array,
'turbulence_array':turbulence_array,
'risk_array':risk_array,
'if_train':False}
env_instance = env(config=env_config)

Expand Down Expand Up @@ -80,7 +80,7 @@ def test(start_date, end_date, ticker_list, data_source, time_interval,
config["log_level"] = "WARN"
config['env_config'] = {'price_array':price_array,
'tech_array':tech_array,
'turbulence_array':turbulence_array,
'risk_array':risk_array,
'if_train':False}

trainer = PPOTrainer(env=env, config=config)
Expand Down Expand Up @@ -157,7 +157,7 @@ def test(start_date, end_date, ticker_list, data_source, time_interval,
ticker_list = FAANG_TICKER, data_source = 'yahoofinance',
time_interval= '1D', technical_indicator_list= TECHNICAL_INDICATORS_LIST,
drl_lib='rllib', env=env, agent='ppo',
cwd='./test_ppo/checkpoint_000100/checkpoint-100')
cwd='./test_ppo/checkpoint_000010/checkpoint-10')

#demo for stable baselines3
test(start_date = TEST_START_DATE, end_date = TEST_END_DATE,
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