rl_record_policy_mt: Record Reinforcement Learning Policy for Market Types

In lazytrade: Learn Computer and Data Science using Algorithmic Trading

Description

Function will write a policy 'decision' to the csv file specific for each Expert Advisor

Usage

rl_record_policy_mt(
  x,
  trading_system,
  path_terminal,
  fileName = "SystemControlMT"
)

Arguments

x	Dataframe containing columns MarketType and Policy
trading_system	numeric vector of length 1 with Trading System Magic Number information
path_terminal	string, path to the terminal where this Policy/Decision must be written
fileName	string, desired control file prefix e.g. 'SystemControlMT'

Details

It is imperative that terminal path contains exact word Terminal3

Value

nothing is returned but function will write csv file to the supplied directory

Examples

library(stringr)
library(lazytrade)
data(policy_tr_systDF)

dir <- normalizePath(tempdir(),winslash = "/")

rl_record_policy_mt(x = policy_tr_systDF,
                 trading_system = 8118101,
                 path_terminal = dir,
                 fileName = "SystemControlMT")

lazytrade documentation built on Dec. 16, 2021, 1:06 a.m.