Commit d7e51b8

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Changed the get_prices function to use pandas DataReader because

the yahoo library doesn't work any more. Also changed to tf.global_variables_initializer() to get rid of the deprecation warning

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ch08_rl
- prices.png
- rl.py

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`‎ch08_rl/prices.png`

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`‎ch08_rl/rl.py`

Lines changed: 13 additions & 15 deletions

Original file line number	Diff line number	Diff line change
`@@ -1,10 +1,13 @@`
`1`		`-from yahoo_finance import Share`
`2`	`1`	`from matplotlib import pyplot as plt`
`3`	`2`	`import numpy as np`
`4`	`3`	`import random`
`5`	`4`	`import tensorflow as tf`
`6`	`5`	`import random`
`7`		`-`
	`6`	`+import pandas as pd`
	`7`	`+pd.core.common.is_list_like = pd.api.types.is_list_like`
	`8`	`+from pandas_datareader import data`
	`9`	`+import datetime`
	`10`	`+import requests_cache`
`8`	`11`
`9`	`12`	`class DecisionPolicy:`
`10`	`13`	`def select_action(self, current_state, step):`
`@@ -43,7 +46,7 @@ def __init__(self, actions, input_dim):`
`43`	`46`	`loss = tf.square(self.y - self.q)`
`44`	`47`	`self.train_op = tf.train.AdagradOptimizer(0.01).minimize(loss)`
`45`	`48`	`self.sess = tf.Session()`
`46`		`- self.sess.run(tf.initialize_all_variables())`
	`49`	`+ self.sess.run(tf.global_variables_initializer())`
`47`	`50`
`48`	`51`	`def select_action(self, current_state, step):`
`49`	`52`	`threshold = min(self.epsilon, step / 1000.)`
`@@ -108,17 +111,12 @@ def run_simulations(policy, budget, num_stocks, prices, hist):`
`108`	`111`	`return avg, std`
`109`	`112`
`110`	`113`
`111`		`-def get_prices(share_symbol, start_date, end_date, cache_filename='stock_prices.npy'):`
`112`		`- try:`
`113`		`- stock_prices = np.load(cache_filename)`
`114`		`- except IOError:`
`115`		`- share = Share(share_symbol)`
`116`		`- stock_hist = share.get_historical(start_date, end_date)`
`117`		`- stock_prices = [stock_price['Open'] for stock_price in stock_hist]`
`118`		`- np.save(cache_filename, stock_prices)`
`119`		`-`
`120`		`- return stock_prices`
`121`		`-`
	`114`	`+def get_prices(share_symbol, start_date, end_date):`
	`115`	`+ expire_after = datetime.timedelta(days=3)`
	`116`	`+ session = requests_cache.CachedSession(cache_name='cache', backend='sqlite', expire_after=expire_after)`
	`117`	`+ stock_hist = data.DataReader(share_symbol, 'iex', start_date, end_date, session=session)`
	`118`	`+ open_prices = stock_hist['open']`
	`119`	`+ return open_prices.values.tolist()`
`122`	`120`
`123`	`121`	`def plot_prices(prices):`
`124`	`122`	`plt.title('Opening stock prices')`
`@@ -129,7 +127,7 @@ def plot_prices(prices):`
`129`	`127`
`130`	`128`
`131`	`129`	`if __name__ == '__main__':`
`132`		`- prices = get_prices('MSFT', '1992-07-22', '2016-07-22')`
	`130`	`+ prices = get_prices('MSFT', '2013-07-22', '2018-07-22')`
`133`	`131`	`plot_prices(prices)`
`134`	`132`	`actions = ['Buy', 'Sell', 'Hold']`
`135`	`133`	`hist = 200`

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