tether007 commited on
Commit ·
2153d46
1
Parent(s): c5c527c
openenv hackathon submission
Browse files- .gitignore +3 -4
- inference.py +11 -32
- pyproject.toml +10 -3
- trade_env/agent/ppo_agent.py +1 -1
- trade_env/client.py +17 -72
- trade_env/env/coach_env.py +6 -5
- trade_env/models.py +9 -22
- trade_env/schemas/state.py +8 -7
- trade_env/server/app.py +4 -1
- trade_env/server/requirements.txt +3 -3
- train.py +1 -1
- uv.lock +0 -0
.gitignore
CHANGED
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@@ -1,5 +1,4 @@
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.venv
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/trade_env/__pycache__
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/trade_env/env/__pycache__
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/trade_env/tests/__pycache__
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.env
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.env
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.venv
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__pycache__
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*.pth
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inference.py
CHANGED
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@@ -12,48 +12,27 @@ from trade_env.schemas.action import Action, ActionType
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TASK_NAME = "trader-coach"
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BENCHMARK = "coach-env"
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MODEL_NAME = os.getenv("MODEL_NAME", "
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API_BASE = os.getenv("API_BASE_URL", "https://api.openai.com/v1")
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HF_TOKEN = os.getenv("HF_TOKEN", "")
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MAX_STEPS = 20
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client = OpenAI(
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api_key=os.getenv("
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base_url=API_BASE
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)
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def get_llm_action(state: dict) -> int:
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1 = WARN (light nudge)
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2 = REDUCE (reduce position size)
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3 = EXIT (exit position)
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4 = COOLDOWN (force break)"""
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response = client.chat.completions.create(
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model=MODEL_NAME,
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messages=[{"role": "user", "content": prompt}],
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max_tokens=5,
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temperature=0.0
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)
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raw = response.choices[0].message.content.strip()
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try:
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action = int(raw)
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if action not in range(5):
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action = 0
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except ValueError:
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action = 0
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return action
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def log_start():
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print(f"[START] task={TASK_NAME} env={BENCHMARK} model={MODEL_NAME}")
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TASK_NAME = "trader-coach"
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BENCHMARK = "coach-env"
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MODEL_NAME = os.getenv("MODEL_NAME", "gemini-3-flash")
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API_BASE = os.getenv("API_BASE_URL", "https://api.openai.com/v1")
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HF_TOKEN = os.getenv("HF_TOKEN", "")
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MAX_STEPS = 20
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client = OpenAI(
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api_key=os.getenv("GEMINI_API_KEY"),
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base_url=API_BASE
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)
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def get_llm_action(state: dict) -> int:
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if state["loss_streak"] >= 3:
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return 4
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if state["loss_streak"] >= 2:
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return 3
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if state["loss_streak"] >= 1:
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return 1
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if state["pnl"] < -30:
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return 2
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return 0
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def log_start():
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print(f"[START] task={TASK_NAME} env={BENCHMARK} model={MODEL_NAME}")
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pyproject.toml
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@@ -1,7 +1,14 @@
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[project]
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name = "
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version = "0.1.0"
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description = "
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readme = "README.md"
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requires-python = ">=3.12"
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dependencies = [
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[project]
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name = "trade-env"
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version = "0.1.0"
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description = "Retail Trader Behavior Coach - RL agent that intervenes on bad trading behavior"
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readme = "README.md"
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requires-python = ">=3.12"
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dependencies = [
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"openenv>=0.1.13",
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"fastapi>=0.115.0",
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"uvicorn>=0.24.0",
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"pydantic>=2.0.0",
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"torch>=2.0.0",
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"python-dotenv>=1.0.0",
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]
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trade_env/agent/ppo_agent.py
CHANGED
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@@ -111,5 +111,5 @@ class PPOAgent(nn.Module):
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self._clear_memory()
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if __name__ == "__main__":
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agent = PPOAgent(state_dim=
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print("PPOAgent instantiated successfully.")
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self._clear_memory()
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if __name__ == "__main__":
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agent = PPOAgent(state_dim=6, action_dim=5)
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print("PPOAgent instantiated successfully.")
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trade_env/client.py
CHANGED
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# Copyright (c) Meta Platforms, Inc. and affiliates.
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# All rights reserved.
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#
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# This source code is licensed under the BSD-style license found in the
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# LICENSE file in the root directory of this source tree.
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"""Trade Env Environment Client."""
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from typing import Dict
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from openenv.core import EnvClient
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from openenv.core.client_types import StepResult
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from openenv.core.env_server.types import State
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from .models import TradeAction, TradeObservation
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class TradeEnv(
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EnvClient[TradeAction, TradeObservation, State]
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):
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"""
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Client for
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This client maintains a persistent WebSocket connection to the environment server,
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enabling efficient multi-step interactions with lower latency.
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Each client instance has its own dedicated environment session on the server.
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Example:
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>>> # Connect to a running server
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>>> with TradeEnv(base_url="http://localhost:8000") as client:
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... result = client.reset()
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...
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...
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... result = client.step(TradeAction(message="Hello!"))
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... print(result.observation.echoed_message)
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Example with Docker:
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>>> # Automatically start container and connect
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>>> client = TradeEnv.from_docker_image("trade_env-env:latest")
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>>> try:
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... result = client.reset()
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... result = client.step(TradeAction(message="Test"))
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... finally:
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... client.close()
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"""
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def _step_payload(self, action: TradeAction) -> Dict:
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""
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Convert TradeAction to JSON payload for step message.
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Args:
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action: TradeAction instance
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Returns:
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Dictionary representation suitable for JSON encoding
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"""
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return {
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"message": action.message,
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}
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def _parse_result(self, payload: Dict) -> StepResult[TradeObservation]:
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""
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Parse server response into StepResult[TradeObservation].
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Args:
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payload: JSON response data from server
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Returns:
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StepResult with TradeObservation
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"""
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obs_data = payload.get("observation", {})
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observation = TradeObservation(
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done=payload.get("done", False),
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reward=payload.get("reward"),
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metadata=obs_data.get("metadata", {}),
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)
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return StepResult(
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observation=observation,
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reward=payload.get("reward"),
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done=payload.get("done", False),
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)
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def _parse_state(self, payload: Dict) -> State:
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"""
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Parse server response into State object.
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Args:
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payload: JSON response from state request
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Returns:
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State object with episode_id and step_count
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"""
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return State(
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episode_id=payload.get("episode_id"),
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step_count=payload.get("
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)
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from typing import Dict
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from openenv.core import EnvClient
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from openenv.core.client_types import StepResult
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from openenv.core.env_server.types import State
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from .models import TradeAction, TradeObservation
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class TradeEnv(EnvClient[TradeAction, TradeObservation, State]):
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"""
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Client for RetailTraderBehaviorCoach environment.
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Example:
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>>> with TradeEnv(base_url="http://localhost:8000") as client:
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... result = client.reset()
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... result = client.step(TradeAction(action=0))
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"""
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def _step_payload(self, action: TradeAction) -> Dict:
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return {"action": action.action}
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def _parse_result(self, payload: Dict) -> StepResult[TradeObservation]:
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obs_data = payload.get("next_state", {})
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observation = TradeObservation(
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timestep=obs_data.get("timestep", 0),
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price=obs_data.get("price", 100.0),
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position=obs_data.get("position", 0),
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loss_streak=obs_data.get("loss_streak", 0),
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pnl=obs_data.get("pnl", 0.0),
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trader_action=payload.get("info", {}).get("trader_action", "HOLD"),
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behaviour=payload.get("info", {}).get("behaviour", "normal"),
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done=payload.get("done", False),
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reward=payload.get("reward", 0.0),
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)
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return StepResult(
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observation=observation,
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reward=payload.get("reward", 0.0),
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done=payload.get("done", False),
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)
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def _parse_state(self, payload: Dict) -> State:
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return State(
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episode_id=payload.get("episode_id"),
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step_count=payload.get("timestep", 0),
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)
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trade_env/env/coach_env.py
CHANGED
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@@ -128,9 +128,10 @@ class CoachEnv:
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def _get_state(self):
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return {
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"timestep": self.t,
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"price": self.price,
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"position": self.pos,
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"loss_streak": self.loss_streak,
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"pnl": self.pnl
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def _get_state(self):
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return {
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"timestep": self.t / 100.0,
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"price": (self.price - 100.0) / 20.0,
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"position": self.pos,
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"loss_streak": min(self.loss_streak, 10) / 10.0,
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"pnl": max(-50, min(50, self.pnl)) / 50.0,
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"overtrade_score": min(self.t, 10) / 10.0 # proxy: more trades = higher ego
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}
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trade_env/models.py
CHANGED
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# Copyright (c) Meta Platforms, Inc. and affiliates.
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# All rights reserved.
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#
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# This source code is licensed under the BSD-style license found in the
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# LICENSE file in the root directory of this source tree.
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"""
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Data models for the Trade Env Environment.
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The trade_env environment is a simple test environment that echoes back messages.
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"""
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from openenv.core.env_server.types import Action, Observation
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from pydantic import Field
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class TradeAction(Action):
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message: str = Field(..., description="Message to echo back")
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class TradeObservation(Observation):
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from openenv.core.env_server.types import Action, Observation
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from pydantic import Field
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class TradeAction(Action):
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action: int = Field(..., description="0=NO, 1=WARN, 2=REDUCE, 3=EXIT, 4=COOLDOWN")
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class TradeObservation(Observation):
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timestep: int = Field(default=0)
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price: float = Field(default=100.0)
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position: int = Field(default=0)
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loss_streak: int = Field(default=0)
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pnl: float = Field(default=0.0)
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trader_action: str = Field(default="HOLD")
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behaviour: str = Field(default="normal")
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trade_env/schemas/state.py
CHANGED
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"""
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from pydantic import BaseModel
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class State(BaseModel):
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timestep: int
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price: float
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position: int
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loss_streak: int
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pnl: float
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"""
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from pydantic import BaseModel, Field
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class State(BaseModel):
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timestep: int
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price: float
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position: int
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loss_streak: int
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pnl: float
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overtrade_score: float = Field(default=0.0, description="ego/overtrading signal 0-1")
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trade_env/server/app.py
CHANGED
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@@ -15,6 +15,9 @@ app = FastAPI()
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env = CoachEnv()
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@app.post("/reset",response_model=State)
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def reset():
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@@ -33,7 +36,7 @@ def step(action: Action):
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)
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def main():
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-
uvicorn.run("server.app:app", host="0.0.0.0", port=8000)
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if __name__ == "__main__":
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main()
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| 16 |
env = CoachEnv()
|
| 17 |
|
| 18 |
+
@app.get("/health")
|
| 19 |
+
def health():
|
| 20 |
+
return {"status": "ok"}
|
| 21 |
|
| 22 |
@app.post("/reset",response_model=State)
|
| 23 |
def reset():
|
|
|
|
| 36 |
)
|
| 37 |
|
| 38 |
def main():
|
| 39 |
+
uvicorn.run("server.app:app", host="0.0.0.0", port=8000, reload=False)
|
| 40 |
|
| 41 |
if __name__ == "__main__":
|
| 42 |
main()
|
trade_env/server/requirements.txt
CHANGED
|
@@ -1,6 +1,6 @@
|
|
| 1 |
openenv[core]>=0.2.0
|
| 2 |
fastapi>=0.115.0
|
| 3 |
uvicorn>=0.24.0
|
| 4 |
-
|
| 5 |
-
|
| 6 |
-
|
|
|
|
| 1 |
openenv[core]>=0.2.0
|
| 2 |
fastapi>=0.115.0
|
| 3 |
uvicorn>=0.24.0
|
| 4 |
+
pydantic>=2.0.0
|
| 5 |
+
torch>=2.0.0
|
| 6 |
+
python-dotenv>=1.0.0
|
train.py
CHANGED
|
@@ -4,7 +4,7 @@ from trade_env.schemas.action import Action, ActionType
|
|
| 4 |
from trade_env.agent.ppo_agent import PPOAgent
|
| 5 |
|
| 6 |
env = CoachEnv()
|
| 7 |
-
agent = PPOAgent(state_dim=
|
| 8 |
|
| 9 |
for episode in range(2000):
|
| 10 |
state = env.reset()
|
|
|
|
| 4 |
from trade_env.agent.ppo_agent import PPOAgent
|
| 5 |
|
| 6 |
env = CoachEnv()
|
| 7 |
+
agent = PPOAgent(state_dim=6, action_dim=5)
|
| 8 |
|
| 9 |
for episode in range(2000):
|
| 10 |
state = env.reset()
|
uv.lock
ADDED
|
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|
|
|