Backtesting
loading env just like training
env = trading_env.make(env_id='backtest_v1', obs_data_len=1024, step_len=512,
df=df, fee=0.1, max_position=5, deal_col_name='Price',
feature_names=['Price', 'Volume',
'Ask_price','Bid_price',
'Ask_deal_vol','Bid_deal_vol',
'Bid/Ask_deal', 'Updown'])
start to backtest
agent = YourAgent()
transactions = []
while not env.backtest_done:
state = env.backtest()
done = False
while not done:
state, reward, done, info = env.step(agent.choice_action(state))
print(state, reward)
#env.render()
if done:
transactions.append(info)
break
Making new env: backtest_v1
Traceback (most recent call last):
File "\TradingGym-master\BackTest.py", line 32, in
state = env.backtest()
AttributeError: 'trading_env' object has no attribute 'backtest'
Backtesting loading env just like training env = trading_env.make(env_id='backtest_v1', obs_data_len=1024, step_len=512, df=df, fee=0.1, max_position=5, deal_col_name='Price', feature_names=['Price', 'Volume', 'Ask_price','Bid_price', 'Ask_deal_vol','Bid_deal_vol', 'Bid/Ask_deal', 'Updown'])
start to backtest agent = YourAgent()
transactions = [] while not env.backtest_done: state = env.backtest()
done = False while not done: state, reward, done, info = env.step(agent.choice_action(state))
print(state, reward)
transaction = pd.concate(transactions) transaction
Making new env: backtest_v1 Traceback (most recent call last): File "\TradingGym-master\BackTest.py", line 32, in
state = env.backtest()
AttributeError: 'trading_env' object has no attribute 'backtest'
how could I fix this.