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main.py
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if __name__ == '__main__':
from utils import loading
loading()
from core_main import Nostradamus
env = Nostradamus(assets=['XRP','BCH','LTC','BNB'],
currency='BTC',
granularity='day',
datapoints=600)
env.train(timesteps=1e6,
checkpoint_freq=50,
lr_schedule=[
[
[0, 7e-5], # [timestep, lr]
[1e6, 7e-6],
],
[
[0, 6e-5],
[1e6, 6e-6],
],
[
[0, 5e-5],
[1e6, 5e-6],
]
],
algo='PPO')
# checkpoint_path = 'results/t-100_test/1_2019-10-28_16-53-531fzmn26h/checkpoint_250/checkpoint-250'
# env.backtest(checkpoint_path=checkpoint_path)