tachon36
commented
2 years ago I have come across the same problem too. According to this, I have been looking for the example like this:
import ccxt
from tensortrade.environments import TradingEnvironment
from tensortrade.strategies import StableBaselinesTradingStrategy
from tensortrade.exchanges.live import CCXTExchange
coinbase = ccxt.coinbasepro(...)
exchange = CCXTExchange(exchange=coinbase,
timeframe='1h',
base_instrument='USD',
feature_pipeline=feature_pipeline)
environment = TradingEnvironment(exchange=exchange,
action_scheme=action_scheme,
reward_scheme=reward_scheme)
strategy.environment = environment
strategy.restore_agent(path="../agents/ppo_btc/1h")
live_performance = strategy.run(steps=0, trade_callback=episode_cb)Could anyone please elaborate on how to run Live Trading on the latest tensortrade version?
Thank You in Advance
Apologies if this is not the best place for such sort of questions, but I think it's a fundamental part that is missing in the documentation.
Having trained an agent with agent with Ray, how can I then use it to make predictions on a live data feed?
It would be great if this page could be expanded to include this last step: https://github.com/tensortrade-org/tensortrade/blob/master/docs/source/examples/train_and_evaluate_using_ray.md
My understanding it that I should create an Exchange to intercept the orders. I managed to do that, however I was unable to understand how to properly feed live data.