Код: Выделить всё
env = StockTradingEnv(
df=processed,
stock_dim=1,
hmax=100,
initial_amount=1000000,
num_stock_shares=[0],
buy_cost_pct=[0.001],
sell_cost_pct=[0.001],
reward_scaling=1e-4,
state_space=len(TECH_INDICATORS) + 3,
action_space=3,
tech_indicator_list=TECH_INDICATORS
)
env_train = DummyVecEnv([lambda: env])
state_dim = env_train.observation_space.shape[0]
num_qubits = 4
dev = qml.device("default.qubit", wires=num_qubits)
@qml.qnode(dev, interface="torch")
def quantum_actor(inputs, weights):
for i in range(num_qubits):
qml.RY(float(inputs[i]), wires=i)
for i in range(num_qubits):
qml.RZ(float(weights[i]), wires=i)
qml.RY(float(weights[i + num_qubits]), wires=i)
for i in range(num_qubits - 1):
qml.CNOT(wires=[i, i + 1])
return [qml.expval(qml.PauliZ(i)) for i in range(num_qubits)]
class QuantumActor(nn.Module):
def __init__(self, state_dim):
super().__init__()
self.state_dim = state_dim
self.num_qubits = num_qubits
self.weights = nn.Parameter(torch.randn(2 * num_qubits, dtype=torch.float32) * 0.1)
self.classical_layer = nn.Linear(num_qubits, 3)
def forward(self, state):
quantum_input = state[:num_qubits]
quantum_out = torch.tensor(quantum_actor(quantum_input, self.weights), dtype=torch.float32)
action_logits = self.classical_layer(quantum_out)
return torch.softmax(action_logits, dim=0)
class ClassicalCritic(nn.Module):
def __init__(self, state_dim):
super().__init__()
self.network = nn.Sequential(
nn.Linear(state_dim, 64),
nn.ReLU(),
nn.Linear(64, 32),
nn.ReLU(),
nn.Linear(32, 1)
)
def forward(self, state):
return self.network(state)
def train_quantum_ac(env, actor, critic, actor_optimizer, critic_optimizer, episodes=100):
gamma = 0.99
for episode in range(episodes):
state = env.reset()
if isinstance(state, tuple):
state = state[0]
state = torch.tensor(state.squeeze(), dtype=torch.float32)
done = False
episode_reward = 0
while not done:
action_probs = actor(state)
action_probs = torch.clamp(action_probs, min=1e-6)
action = torch.multinomial(action_probs, 1).item()
action_array = np.array([action], dtype=np.int32)
next_state, reward, done, _, _ = env.step(action_array)
next_state = torch.tensor(next_state.squeeze(), dtype=torch.float32)
reward = reward.item() if isinstance(reward, np.ndarray) else reward
value = critic(state)
next_value = critic(next_state)
advantage = reward + gamma * next_value * (1 - done) - value
critic_loss = advantage.pow(2).mean()
critic_optimizer.zero_grad()
critic_loss.backward()
critic_optimizer.step()
log_prob = torch.log(action_probs[action])
actor_loss = -log_prob * advantage.detach()
actor_optimizer.zero_grad()
actor_loss.backward()
actor_optimizer.step()
state = next_state
episode_reward += reward
print(f"Episode {episode + 1}, Reward: {episode_reward:.2f}")
actor = QuantumActor(state_dim)
critic = ClassicalCritic(state_dim)
actor_optimizer = optim.Adam(actor.parameters(), lr=0.001)
critic_optimizer = optim.Adam(critic.parameters(), lr=0.001)
train_quantum_ac(env_train, actor, critic, actor_optimizer, critic_optimizer, episodes=100)
obs = env_train.reset()
obs = torch.tensor(obs, dtype=torch.float32).unsqueeze(0)
done = False
total_reward = 0
while not done:
action_probs = actor(obs)
action_probs = torch.clamp(action_probs, min=1e-6)
action = torch.multinomial(action_probs, 1).item()
obs, reward, done, _ = env_train.step([action])
obs = torch.tensor(obs, dtype=torch.float32).unsqueeze(0)
total_reward += reward
print(f"Total Reward from Test: {total_reward}")
форма DataFrame: (1509, 8)
Успешно добавленные технические индикаторы
/usr/local/lib /python3.11/dist-packages/finrl/meta/env_stock_trading/env_stocktrading.py:317: TemprecationWarning: вызов Nonreo на массивах 0D устарел, так как он ведет себя на удивление. Используйте atleast_1d (cond) .nonzero () , если было предназначено старое поведение. Если контекст этого предупреждения имеет форму arr [nonze (cond)] , просто используйте arr [cond] .
sell_index = argsort_actions [: np. где (действия
indexerror traceback (последний вызов последним)
в ()
161
162 # Train the Model
-> 163 Train_quantum_ac (env_train, актер, критик, Actor_optimizer, Critic_optimizer, Episodes = 100)
164
165 # Проверьте обученную модель < /p>
4 кадров
/usr/local/lib/python3.11/dist-packages/pennylane/numpy/tensor.py в getItem (Self, *args, ** kwargs)
185
186 def getItem < /strong> (self, *args, ** kwargs):
-> 187 item = super (). getItem < /strong> (*args, ** kwargs)
188
189, если не iSinstance (Item, tensor): < /p>
Индексерра: слишком много индексов для массива: массив 0-мерный, но 1 были проиндексированы
Подробнее здесь: https://stackoverflow.com/questions/794 ... -using-pen