rl_record_policy: Record Reinforcement Learning Policy.

In vzhomeexperiments/lazytrade: Learn Computer and Data Science using Algorithmic Trading

Record Reinforcement Learning Policy.

Description

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

Usage

rl_record_policy(
  x,
  last_result,
  trading_system,
  path_terminal,
  fileName = "SystemControl"
)

Arguments

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

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

Author(s)

(C) 2019,2021 Vladimir Zhbanko

Examples

library(stringr)
library(magrittr)
library(dplyr)
data(TradeStatePolicy)

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

rl_record_policy(x = TradeStatePolicy,
              last_result = "tradewin",
              trading_system = 8118101,
              path_terminal = dir,
              fileName = "SystemControlRL")

vzhomeexperiments/lazytrade documentation built on Feb. 20, 2024, 6:09 p.m.