defirl 0.0.1__tar.gz

defirl-0.0.1/LICENSE

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+Copyright (c) 2022 Nicolus Rotich
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

defirl-0.0.1/MANIFEST.in

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+graft src/defirl/*
+recursive-include src/defirl *.npy

defirl-0.0.1/PKG-INFO

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+Metadata-Version: 2.1
+Name: defirl
+Version: 0.0.1
+Summary: A reinforcement learning package for predicting buy and sell signals
+Home-page: https://nkrtech.com
+Author: Nicolus Rotich
+Author-email: nicholas.rotich@gmail.com
+License: MIT
+Download-URL: https://github.com/moinonin/defirl/archive/refs/heads/main.zip
+Platform: any
+Classifier: License :: OSI Approved :: MIT License
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+Provides-Extra: dev
+License-File: LICENSE
+
+# NLP project
+This is an attempt to build a reinforcement learning model for generating trading signals. It uses a limited vocabulary such as 'go-long', 'go-short' and 'do-nothing'.
+## Usage
+Install the project with:
+```
+pip install defirl
+```
+Then:
+```
+from defirl.defi import main as RLmodel
+```
+
+# Warning
+This is not financial advise. NLP project is entirely on its preliminary stages. Use it at your own risk.
+
+

defirl-0.0.1/README.md

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+# NLP project
+This is an attempt to build a reinforcement learning model for generating trading signals. It uses a limited vocabulary such as 'go-long', 'go-short' and 'do-nothing'.
+## Usage
+Install the project with:
+```
+pip install defirl
+```
+Then:
+```
+from defirl.defi import main as RLmodel
+```
+
+# Warning
+This is not financial advise. NLP project is entirely on its preliminary stages. Use it at your own risk.

defirl-0.0.1/pyproject.toml

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+[build-system]
+requires = [
+    "setuptools>=58.1.0",
+    "wheel>=0.37.1",
+    "scikit-learn>=1.4.0",
+    "fire"
+]
+build-backend = "setuptools.build_meta"

defirl-0.0.1/setup.cfg

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+[metadata]
+name = defirl   # Change to your project name
+version = 0.0.1
+author = Nicolus Rotich
+author_email = nicholas.rotich@gmail.com
+description = A short description of your project
+long_description = file: README.md
+long_description_content_type = text/markdown
+url = https://github.com/moinonin/defirl/
+license = MIT
+classifiers = 
+	Programming Language :: Python :: 3
+	License :: OSI Approved :: MIT License
+	Operating System :: OS Independent
+
+[options]
+packages = find:
+package_dir = 
+	= src  # The root directory for the packages is `src`
+python_requires = >=3.10
+install_requires = 
+	pandas>=2.2.2
+	scikit-learn>=1.4.0
+	numpy>=1.26.4
+	fire>=0.4.0
+	setuptools>=58.1.0
+
+[options.packages.find]
+where = src  # Look for packages in the `src` directory
+
+[options.extras_require]
+dev = 
+	pytest
+	black
+	flake8
+
+[egg_info]
+tag_build = 
+tag_date = 0
+

defirl-0.0.1/setup.py

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+try:
+    from setuptools import setup, find_packages
+except ImportError:
+    from distutils.core import setup, find_packages
+
+setup(
+    name='defirl',
+    packages=find_packages(where='src'),
+    package_dir={'': 'src'},
+    include_package_data=True,
+    platforms='any',
+    version='0.0.1',
+    description='A reinforcement learning package for predicting buy and sell signals',
+    license='MIT',
+    author='Nicolus Rotich',
+    author_email='nicholas.rotich@gmail.com',
+    install_requires=[
+    	"setuptools>=58.1.0",
+    	"wheel>=0.37.1",
+        "scikit-learn>=1.4.0",
+        "fire"
+    ],
+    url='https://nkrtech.com',
+    download_url='https://github.com/moinonin/defirl/archive/refs/heads/main.zip',
+    classifiers=[
+        'License :: OSI Approved :: MIT License',
+    ],
+)

defirl-0.0.1/src/defirl/rl.py

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+import pandas as pd
+import numpy as np
+from dataclasses import dataclass
+import pickle
+from pathlib import Path
+import fire
+from scipy.spatial import KDTree
+
+
+@dataclass
+class RLmodel:
+    opening: float
+    high: float
+    ema_26: float
+    ema_12: float
+    low: float
+    mean_grad_hist: float
+    close: float
+    volume: float
+    sma_25: float
+    long_jcrosk: float
+    short_kdj: int
+    sma_compare: int
+    is_short: int
+
+    model_file_path: str = f'{Path(__file__).resolve().parent}/q_table.npy'
+    state_index_file: str = f'{Path(__file__).resolve().parent}/state_to_index.npy'
+
+    def load_qtable(self):
+        with open(self.model_file_path, "rb") as f:
+            q_table = np.load(f)
+        return q_table
+
+    def load_state_index(self):
+        with open(self.state_index_file, "rb") as f:
+            state_to_index = np.load(f, allow_pickle=True).item()
+        return state_to_index
+
+    def load_action_mapping(self):
+        action_mapping = {"go_long": 0, "go_short": 1, "do_nothing": 2}
+        return action_mapping
+
+    def prep_state(self):
+        state = np.array([[self.opening, self.high, \
+                          self.ema_26, self.ema_12, self.low, self.mean_grad_hist, \
+                          self.close, self.volume, self.sma_25, self.long_jcrosk, \
+                          self.short_kdj, self.sma_compare, self.is_short]]
+                    )
+
+        # Check for NaN or Inf values in the state
+        if not np.all(np.isfinite(state)):
+            state = np.nan_to_num(state, nan=0.0, posinf=0.0, neginf=0.0)
+
+        return state
+    
+    def predict_action(self):
+        state = self.prep_state()
+        loaded_qtable = self.load_qtable()
+        loaded_state_to_index = self.load_state_index()
+        loaded_mapping = self.load_action_mapping()
+
+
+        state_tuple = tuple(state.flatten())
+        state_index = loaded_state_to_index.get(state_tuple, -1)
+        if not state_index == -1:
+            try:
+                q_values = loaded_qtable[state_index]
+            except ValueError as e:
+                print(e)
+        else:
+            # Create a KDTree from the states in the loaded_state_to_index mapping
+            state_tuples = list(loaded_state_to_index.keys())
+            kdtree = KDTree(state_tuples)
+
+            # Find the nearest neighbor to the current state
+            distance, index = kdtree.query(state.flatten())
+            nearest_state_tuple = state_tuples[index]
+            new_state_index = loaded_state_to_index[nearest_state_tuple]
+            q_values = loaded_qtable[new_state_index]
+            #raise ValueError("State not found in the state index mapping.")
+        best_action_index = np.argmax(q_values)
+        
+        action = [action for action, index in loaded_mapping.items() if index == best_action_index][0]
+        
+        results_dict = {
+            "raw_state": state,
+            "state_tuple": state_tuple,
+            "best_action_index": best_action_index,
+            "action": action
+        }
+        return results_dict
+
+def main(opening, high, ema_26, ema_12, low,
+         mean_grad_hist, close, volume, sma_25, long_jcrosk,
+         short_kdj, sma_compare, is_short
+        ) -> dict:
+    try:
+        rl_model = RLmodel(
+            opening,
+            high,
+            ema_26,
+            ema_12,
+            low,
+            mean_grad_hist,
+            close,
+            volume,
+            sma_25,
+            long_jcrosk,
+            short_kdj,
+            sma_compare,
+            is_short
+        )
+
+        return rl_model.predict_action().get("action")
+    except Exception as e:
+        print(e)
+
+if __name__ == "__main__":
+    fire.Fire(main)

defirl-0.0.1/src/defirl.egg-info/PKG-INFO

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+Metadata-Version: 2.1
+Name: defirl
+Version: 0.0.1
+Summary: A reinforcement learning package for predicting buy and sell signals
+Home-page: https://nkrtech.com
+Author: Nicolus Rotich
+Author-email: nicholas.rotich@gmail.com
+License: MIT
+Download-URL: https://github.com/moinonin/defirl/archive/refs/heads/main.zip
+Platform: any
+Classifier: License :: OSI Approved :: MIT License
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+Provides-Extra: dev
+License-File: LICENSE
+
+# NLP project
+This is an attempt to build a reinforcement learning model for generating trading signals. It uses a limited vocabulary such as 'go-long', 'go-short' and 'do-nothing'.
+## Usage
+Install the project with:
+```
+pip install defirl
+```
+Then:
+```
+from defirl.defi import main as RLmodel
+```
+
+# Warning
+This is not financial advise. NLP project is entirely on its preliminary stages. Use it at your own risk.
+
+

defirl-0.0.1/src/defirl.egg-info/SOURCES.txt

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+LICENSE
+MANIFEST.in
+README.md
+pyproject.toml
+setup.cfg
+setup.py
+src/defirl/__init__.py
+src/defirl/q_table.npy
+src/defirl/rl.py
+src/defirl/state_to_index.npy
+src/defirl.egg-info/PKG-INFO
+src/defirl.egg-info/SOURCES.txt
+src/defirl.egg-info/dependency_links.txt
+src/defirl.egg-info/requires.txt
+src/defirl.egg-info/top_level.txt
+src/defirl/__pycache__/rl.cpython-310.pyc

defirl-0.0.1/src/defirl.egg-info/dependency_links.txt

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+

defirl-0.0.1/src/defirl.egg-info/requires.txt

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+setuptools>=58.1.0
+wheel>=0.37.1
+scikit-learn>=1.4.0
+fire
+
+[dev]
+pytest
+black
+flake8

defirl-0.0.1/src/defirl.egg-info/top_level.txt

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+defirl