Spaces:
Sleeping
Sleeping
Update src/agents/advanced_agent.py
Browse files- src/agents/advanced_agent.py +157 -67
src/agents/advanced_agent.py
CHANGED
|
@@ -4,33 +4,124 @@ import torch.optim as optim
|
|
| 4 |
import numpy as np
|
| 5 |
from collections import deque
|
| 6 |
import random
|
| 7 |
-
from .visual_agent import VisualTradingAgent, SimpleTradingNetwork
|
| 8 |
|
| 9 |
-
class
|
| 10 |
-
def __init__(self, state_dim, action_dim,
|
| 11 |
-
super().__init__(
|
| 12 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 13 |
self.use_sentiment = use_sentiment
|
| 14 |
-
self.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 15 |
|
| 16 |
-
# Enhanced network architecture for sentiment analysis
|
| 17 |
-
if use_sentiment:
|
| 18 |
-
self.policy_net = EnhancedTradingNetwork(state_dim, action_dim)
|
| 19 |
-
self.policy_net = self.policy_net.to(self.device)
|
| 20 |
-
self.optimizer = optim.Adam(self.policy_net.parameters(), lr=learning_rate)
|
| 21 |
-
|
| 22 |
def select_action(self, state, current_sentiment=0.5, sentiment_confidence=0.0):
|
| 23 |
"""Select action with sentiment consideration"""
|
| 24 |
if random.random() < self.epsilon:
|
| 25 |
return random.randint(0, self.action_dim - 1)
|
| 26 |
|
| 27 |
try:
|
|
|
|
| 28 |
state_normalized = state.astype(np.float32) / 255.0
|
| 29 |
-
state_tensor = torch.FloatTensor(state_normalized).
|
| 30 |
|
| 31 |
if self.use_sentiment:
|
| 32 |
# Add sentiment to the decision process
|
| 33 |
-
sentiment_tensor = torch.FloatTensor([current_sentiment, sentiment_confidence]).
|
| 34 |
with torch.no_grad():
|
| 35 |
q_values = self.policy_net(state_tensor, sentiment_tensor)
|
| 36 |
else:
|
|
@@ -45,8 +136,11 @@ class AdvancedTradingAgent(VisualTradingAgent):
|
|
| 45 |
|
| 46 |
def store_transition(self, state, action, reward, next_state, done, sentiment_data=None):
|
| 47 |
"""Store experience with sentiment data"""
|
| 48 |
-
|
| 49 |
-
|
|
|
|
|
|
|
|
|
|
| 50 |
|
| 51 |
def update(self):
|
| 52 |
"""Update network with sentiment-enhanced learning"""
|
|
@@ -54,41 +148,50 @@ class AdvancedTradingAgent(VisualTradingAgent):
|
|
| 54 |
return 0.0
|
| 55 |
|
| 56 |
try:
|
|
|
|
| 57 |
batch = random.sample(self.memory, self.batch_size)
|
| 58 |
states, actions, rewards, next_states, dones, sentiment_data = zip(*batch)
|
| 59 |
|
| 60 |
-
# Convert to tensors
|
| 61 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 62 |
actions_tensor = torch.LongTensor(actions).to(self.device)
|
| 63 |
rewards_tensor = torch.FloatTensor(rewards).to(self.device)
|
| 64 |
-
next_states_tensor = torch.FloatTensor(np.array(next_states)).to(self.device) / 255.0
|
| 65 |
dones_tensor = torch.BoolTensor(dones).to(self.device)
|
| 66 |
|
| 67 |
if self.use_sentiment and sentiment_data[0] is not None:
|
| 68 |
-
# Extract sentiment features
|
| 69 |
sentiment_features = []
|
| 70 |
for data in sentiment_data:
|
| 71 |
-
if data:
|
| 72 |
-
sentiment_features.append([data
|
| 73 |
else:
|
| 74 |
sentiment_features.append([0.5, 0.0])
|
| 75 |
|
| 76 |
sentiment_tensor = torch.FloatTensor(sentiment_features).to(self.device)
|
| 77 |
-
next_sentiment_tensor = sentiment_tensor # Simplified
|
| 78 |
|
| 79 |
# Current Q values with sentiment
|
| 80 |
-
current_q = self.policy_net(states_tensor, sentiment_tensor)
|
|
|
|
| 81 |
|
| 82 |
# Next Q values with sentiment
|
| 83 |
with torch.no_grad():
|
| 84 |
-
next_q = self.policy_net(next_states_tensor,
|
|
|
|
| 85 |
target_q = rewards_tensor + (self.gamma * next_q * ~dones_tensor)
|
| 86 |
else:
|
| 87 |
-
# Fallback to standard DQN
|
| 88 |
-
current_q = self.policy_net(states_tensor)
|
|
|
|
| 89 |
|
| 90 |
with torch.no_grad():
|
| 91 |
-
next_q = self.policy_net(next_states_tensor)
|
|
|
|
| 92 |
target_q = rewards_tensor + (self.gamma * next_q * ~dones_tensor)
|
| 93 |
|
| 94 |
# Compute loss
|
|
@@ -97,11 +200,14 @@ class AdvancedTradingAgent(VisualTradingAgent):
|
|
| 97 |
# Optimize
|
| 98 |
self.optimizer.zero_grad()
|
| 99 |
loss.backward()
|
|
|
|
|
|
|
| 100 |
torch.nn.utils.clip_grad_norm_(self.policy_net.parameters(), 1.0)
|
| 101 |
self.optimizer.step()
|
| 102 |
|
| 103 |
# Update exploration
|
| 104 |
self.epsilon = max(self.epsilon_min, self.epsilon * self.epsilon_decay)
|
|
|
|
| 105 |
|
| 106 |
return float(loss.item())
|
| 107 |
|
|
@@ -109,12 +215,12 @@ class AdvancedTradingAgent(VisualTradingAgent):
|
|
| 109 |
print(f"Error in advanced update: {e}")
|
| 110 |
return 0.0
|
| 111 |
|
| 112 |
-
|
| 113 |
-
|
| 114 |
-
|
|
|
|
| 115 |
|
| 116 |
-
|
| 117 |
-
self.visual_conv = nn.Sequential(
|
| 118 |
nn.Conv2d(4, 16, kernel_size=4, stride=2),
|
| 119 |
nn.ReLU(),
|
| 120 |
nn.Conv2d(16, 32, kernel_size=4, stride=2),
|
|
@@ -124,24 +230,8 @@ class EnhancedTradingNetwork(nn.Module):
|
|
| 124 |
nn.AdaptiveAvgPool2d((8, 8))
|
| 125 |
)
|
| 126 |
|
| 127 |
-
self.
|
| 128 |
-
nn.Linear(32 * 8 * 8,
|
| 129 |
-
nn.ReLU(),
|
| 130 |
-
nn.Dropout(0.3)
|
| 131 |
-
)
|
| 132 |
-
|
| 133 |
-
# Sentiment processing branch
|
| 134 |
-
self.sentiment_fc = nn.Sequential(
|
| 135 |
-
nn.Linear(sentiment_dim, 64),
|
| 136 |
-
nn.ReLU(),
|
| 137 |
-
nn.Dropout(0.2),
|
| 138 |
-
nn.Linear(64, 32),
|
| 139 |
-
nn.ReLU()
|
| 140 |
-
)
|
| 141 |
-
|
| 142 |
-
# Combined decision making
|
| 143 |
-
self.combined_fc = nn.Sequential(
|
| 144 |
-
nn.Linear(256 + 32, 128),
|
| 145 |
nn.ReLU(),
|
| 146 |
nn.Dropout(0.2),
|
| 147 |
nn.Linear(128, 64),
|
|
@@ -149,20 +239,20 @@ class EnhancedTradingNetwork(nn.Module):
|
|
| 149 |
nn.Linear(64, action_dim)
|
| 150 |
)
|
| 151 |
|
| 152 |
-
def forward(self, x
|
| 153 |
-
|
| 154 |
-
|
| 155 |
-
|
| 156 |
-
|
| 157 |
-
|
| 158 |
-
|
| 159 |
-
|
| 160 |
-
|
| 161 |
-
|
| 162 |
-
|
| 163 |
-
|
| 164 |
-
|
| 165 |
-
|
| 166 |
-
|
| 167 |
-
|
| 168 |
-
|
|
|
|
| 4 |
import numpy as np
|
| 5 |
from collections import deque
|
| 6 |
import random
|
|
|
|
| 7 |
|
| 8 |
+
class EnhancedTradingNetwork(nn.Module):
|
| 9 |
+
def __init__(self, state_dim, action_dim, sentiment_dim=2):
|
| 10 |
+
super(EnhancedTradingNetwork, self).__init__()
|
| 11 |
|
| 12 |
+
# Visual processing branch
|
| 13 |
+
self.visual_conv = nn.Sequential(
|
| 14 |
+
nn.Conv2d(4, 16, kernel_size=4, stride=2),
|
| 15 |
+
nn.ReLU(),
|
| 16 |
+
nn.Conv2d(16, 32, kernel_size=4, stride=2),
|
| 17 |
+
nn.ReLU(),
|
| 18 |
+
nn.Conv2d(32, 32, kernel_size=3, stride=1),
|
| 19 |
+
nn.ReLU(),
|
| 20 |
+
nn.AdaptiveAvgPool2d((8, 8))
|
| 21 |
+
)
|
| 22 |
+
|
| 23 |
+
# Calculate the output size after conv layers
|
| 24 |
+
self.conv_output_size = 32 * 8 * 8
|
| 25 |
+
|
| 26 |
+
self.visual_fc = nn.Sequential(
|
| 27 |
+
nn.Linear(self.conv_output_size, 256),
|
| 28 |
+
nn.ReLU(),
|
| 29 |
+
nn.Dropout(0.3)
|
| 30 |
+
)
|
| 31 |
+
|
| 32 |
+
# Sentiment processing branch
|
| 33 |
+
self.sentiment_fc = nn.Sequential(
|
| 34 |
+
nn.Linear(sentiment_dim, 64),
|
| 35 |
+
nn.ReLU(),
|
| 36 |
+
nn.Dropout(0.2),
|
| 37 |
+
nn.Linear(64, 32),
|
| 38 |
+
nn.ReLU()
|
| 39 |
+
)
|
| 40 |
+
|
| 41 |
+
# Combined decision making
|
| 42 |
+
self.combined_fc = nn.Sequential(
|
| 43 |
+
nn.Linear(256 + 32, 128),
|
| 44 |
+
nn.ReLU(),
|
| 45 |
+
nn.Dropout(0.2),
|
| 46 |
+
nn.Linear(128, 64),
|
| 47 |
+
nn.ReLU(),
|
| 48 |
+
nn.Linear(64, action_dim)
|
| 49 |
+
)
|
| 50 |
+
|
| 51 |
+
def forward(self, x, sentiment=None):
|
| 52 |
+
try:
|
| 53 |
+
# Visual processing with proper reshaping
|
| 54 |
+
# x shape: (batch_size, 84, 84, 4) -> (batch_size, 4, 84, 84)
|
| 55 |
+
if len(x.shape) == 4: # (batch, H, W, C)
|
| 56 |
+
x = x.permute(0, 3, 1, 2).contiguous()
|
| 57 |
+
else:
|
| 58 |
+
# Handle single sample case
|
| 59 |
+
x = x.unsqueeze(0) if len(x.shape) == 3 else x
|
| 60 |
+
x = x.permute(0, 3, 1, 2).contiguous()
|
| 61 |
+
|
| 62 |
+
visual_features = self.visual_conv(x)
|
| 63 |
+
|
| 64 |
+
# Use reshape instead of view for safety
|
| 65 |
+
batch_size = visual_features.size(0)
|
| 66 |
+
visual_features = visual_features.reshape(batch_size, -1)
|
| 67 |
+
|
| 68 |
+
visual_features = self.visual_fc(visual_features)
|
| 69 |
+
|
| 70 |
+
# Sentiment processing
|
| 71 |
+
if sentiment is not None:
|
| 72 |
+
if len(sentiment.shape) == 1:
|
| 73 |
+
sentiment = sentiment.unsqueeze(0)
|
| 74 |
+
sentiment_features = self.sentiment_fc(sentiment)
|
| 75 |
+
combined_features = torch.cat([visual_features, sentiment_features], dim=1)
|
| 76 |
+
else:
|
| 77 |
+
combined_features = visual_features
|
| 78 |
+
|
| 79 |
+
# Final decision
|
| 80 |
+
q_values = self.combined_fc(combined_features)
|
| 81 |
+
return q_values
|
| 82 |
+
|
| 83 |
+
except Exception as e:
|
| 84 |
+
print(f"Error in network forward: {e}")
|
| 85 |
+
# Return safe default
|
| 86 |
+
return torch.zeros((x.size(0) if hasattr(x, 'size') else 1, self.combined_fc[-1].out_features))
|
| 87 |
+
|
| 88 |
+
class AdvancedTradingAgent:
|
| 89 |
+
def __init__(self, state_dim, action_dim, learning_rate=0.001, use_sentiment=True):
|
| 90 |
+
self.state_dim = state_dim
|
| 91 |
+
self.action_dim = action_dim
|
| 92 |
+
self.learning_rate = learning_rate
|
| 93 |
self.use_sentiment = use_sentiment
|
| 94 |
+
self.device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
|
| 95 |
+
print(f"Using device: {self.device}")
|
| 96 |
+
|
| 97 |
+
# Neural network
|
| 98 |
+
self.policy_net = EnhancedTradingNetwork(state_dim, action_dim).to(self.device)
|
| 99 |
+
self.optimizer = optim.Adam(self.policy_net.parameters(), lr=learning_rate)
|
| 100 |
+
|
| 101 |
+
# Experience replay
|
| 102 |
+
self.memory = deque(maxlen=500)
|
| 103 |
+
self.batch_size = 16
|
| 104 |
+
|
| 105 |
+
# Training parameters
|
| 106 |
+
self.gamma = 0.99
|
| 107 |
+
self.epsilon = 1.0
|
| 108 |
+
self.epsilon_min = 0.1
|
| 109 |
+
self.epsilon_decay = 0.995
|
| 110 |
+
self.steps_done = 0
|
| 111 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 112 |
def select_action(self, state, current_sentiment=0.5, sentiment_confidence=0.0):
|
| 113 |
"""Select action with sentiment consideration"""
|
| 114 |
if random.random() < self.epsilon:
|
| 115 |
return random.randint(0, self.action_dim - 1)
|
| 116 |
|
| 117 |
try:
|
| 118 |
+
# Normalize state
|
| 119 |
state_normalized = state.astype(np.float32) / 255.0
|
| 120 |
+
state_tensor = torch.FloatTensor(state_normalized).to(self.device)
|
| 121 |
|
| 122 |
if self.use_sentiment:
|
| 123 |
# Add sentiment to the decision process
|
| 124 |
+
sentiment_tensor = torch.FloatTensor([current_sentiment, sentiment_confidence]).to(self.device)
|
| 125 |
with torch.no_grad():
|
| 126 |
q_values = self.policy_net(state_tensor, sentiment_tensor)
|
| 127 |
else:
|
|
|
|
| 136 |
|
| 137 |
def store_transition(self, state, action, reward, next_state, done, sentiment_data=None):
|
| 138 |
"""Store experience with sentiment data"""
|
| 139 |
+
try:
|
| 140 |
+
experience = (state, action, reward, next_state, done, sentiment_data)
|
| 141 |
+
self.memory.append(experience)
|
| 142 |
+
except Exception as e:
|
| 143 |
+
print(f"Error storing transition: {e}")
|
| 144 |
|
| 145 |
def update(self):
|
| 146 |
"""Update network with sentiment-enhanced learning"""
|
|
|
|
| 148 |
return 0.0
|
| 149 |
|
| 150 |
try:
|
| 151 |
+
# Sample batch from memory
|
| 152 |
batch = random.sample(self.memory, self.batch_size)
|
| 153 |
states, actions, rewards, next_states, dones, sentiment_data = zip(*batch)
|
| 154 |
|
| 155 |
+
# Convert to tensors with proper shape handling
|
| 156 |
+
states_array = np.array(states, dtype=np.float32) / 255.0
|
| 157 |
+
next_states_array = np.array(next_states, dtype=np.float32) / 255.0
|
| 158 |
+
|
| 159 |
+
# Ensure proper tensor shapes
|
| 160 |
+
states_tensor = torch.FloatTensor(states_array).to(self.device)
|
| 161 |
+
next_states_tensor = torch.FloatTensor(next_states_array).to(self.device)
|
| 162 |
+
|
| 163 |
actions_tensor = torch.LongTensor(actions).to(self.device)
|
| 164 |
rewards_tensor = torch.FloatTensor(rewards).to(self.device)
|
|
|
|
| 165 |
dones_tensor = torch.BoolTensor(dones).to(self.device)
|
| 166 |
|
| 167 |
if self.use_sentiment and sentiment_data[0] is not None:
|
| 168 |
+
# Extract sentiment features safely
|
| 169 |
sentiment_features = []
|
| 170 |
for data in sentiment_data:
|
| 171 |
+
if data and 'sentiment' in data and 'confidence' in data:
|
| 172 |
+
sentiment_features.append([data['sentiment'], data['confidence']])
|
| 173 |
else:
|
| 174 |
sentiment_features.append([0.5, 0.0])
|
| 175 |
|
| 176 |
sentiment_tensor = torch.FloatTensor(sentiment_features).to(self.device)
|
|
|
|
| 177 |
|
| 178 |
# Current Q values with sentiment
|
| 179 |
+
current_q = self.policy_net(states_tensor, sentiment_tensor)
|
| 180 |
+
current_q = current_q.gather(1, actions_tensor.unsqueeze(1))
|
| 181 |
|
| 182 |
# Next Q values with sentiment
|
| 183 |
with torch.no_grad():
|
| 184 |
+
next_q = self.policy_net(next_states_tensor, sentiment_tensor)
|
| 185 |
+
next_q = next_q.max(1)[0]
|
| 186 |
target_q = rewards_tensor + (self.gamma * next_q * ~dones_tensor)
|
| 187 |
else:
|
| 188 |
+
# Fallback to standard DQN without sentiment
|
| 189 |
+
current_q = self.policy_net(states_tensor)
|
| 190 |
+
current_q = current_q.gather(1, actions_tensor.unsqueeze(1))
|
| 191 |
|
| 192 |
with torch.no_grad():
|
| 193 |
+
next_q = self.policy_net(next_states_tensor)
|
| 194 |
+
next_q = next_q.max(1)[0]
|
| 195 |
target_q = rewards_tensor + (self.gamma * next_q * ~dones_tensor)
|
| 196 |
|
| 197 |
# Compute loss
|
|
|
|
| 200 |
# Optimize
|
| 201 |
self.optimizer.zero_grad()
|
| 202 |
loss.backward()
|
| 203 |
+
|
| 204 |
+
# Gradient clipping for stability
|
| 205 |
torch.nn.utils.clip_grad_norm_(self.policy_net.parameters(), 1.0)
|
| 206 |
self.optimizer.step()
|
| 207 |
|
| 208 |
# Update exploration
|
| 209 |
self.epsilon = max(self.epsilon_min, self.epsilon * self.epsilon_decay)
|
| 210 |
+
self.steps_done += 1
|
| 211 |
|
| 212 |
return float(loss.item())
|
| 213 |
|
|
|
|
| 215 |
print(f"Error in advanced update: {e}")
|
| 216 |
return 0.0
|
| 217 |
|
| 218 |
+
# Fallback to simple agent if advanced one fails
|
| 219 |
+
class SimpleTradingNetwork(nn.Module):
|
| 220 |
+
def __init__(self, state_dim, action_dim):
|
| 221 |
+
super(SimpleTradingNetwork, self).__init__()
|
| 222 |
|
| 223 |
+
self.conv_layers = nn.Sequential(
|
|
|
|
| 224 |
nn.Conv2d(4, 16, kernel_size=4, stride=2),
|
| 225 |
nn.ReLU(),
|
| 226 |
nn.Conv2d(16, 32, kernel_size=4, stride=2),
|
|
|
|
| 230 |
nn.AdaptiveAvgPool2d((8, 8))
|
| 231 |
)
|
| 232 |
|
| 233 |
+
self.fc_layers = nn.Sequential(
|
| 234 |
+
nn.Linear(32 * 8 * 8, 128),
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 235 |
nn.ReLU(),
|
| 236 |
nn.Dropout(0.2),
|
| 237 |
nn.Linear(128, 64),
|
|
|
|
| 239 |
nn.Linear(64, action_dim)
|
| 240 |
)
|
| 241 |
|
| 242 |
+
def forward(self, x):
|
| 243 |
+
try:
|
| 244 |
+
# Handle input shape
|
| 245 |
+
if len(x.shape) == 4: # (batch, H, W, C)
|
| 246 |
+
x = x.permute(0, 3, 1, 2).contiguous()
|
| 247 |
+
else:
|
| 248 |
+
x = x.unsqueeze(0) if len(x.shape) == 3 else x
|
| 249 |
+
x = x.permute(0, 3, 1, 2).contiguous()
|
| 250 |
+
|
| 251 |
+
x = self.conv_layers(x)
|
| 252 |
+
batch_size = x.size(0)
|
| 253 |
+
x = x.reshape(batch_size, -1)
|
| 254 |
+
x = self.fc_layers(x)
|
| 255 |
+
return x
|
| 256 |
+
except Exception as e:
|
| 257 |
+
print(f"Error in simple network: {e}")
|
| 258 |
+
return torch.zeros((x.size(0), self.fc_layers[-1].out_features))
|