Genetic algorithm to fine tune strategy parameters

[arpheno]

I don't think it's in a state to be merged, but i'd like to have a discussion

[nao0811ta]

Thank you all
DQN Awesome..

Do you know why happen like below?

python -m scoop main.py ETH-BTC 10 30 macd backfill
[2017-06-28 15:51:12,306] launcher  INFO    SCOOP 0.7 1.1 on linux using Python 3.6.1 (default, Jun 20 2017, 15:15:55) [GCC 4.8.3 20140911 (Red Hat 4.8.3-9)], API: 1013
[2017-06-28 15:51:12,306] launcher  INFO    Deploying 2 worker(s) over 1 host(s).
[2017-06-28 15:51:12,306] launcher  INFO    Worker distribution:
[2017-06-28 15:51:12,306] launcher  INFO       127.0.0.1:       1 + origin 
Auto backfilling is ON
Executing inital backfilling, please wait...
Traceback (most recent call last):
  File "/home/ec2-user/.pyenv/versions/3.6.1/envs/zen-polo/lib/python3.6/site-packages/fabric/main.py", line 672, in main
    docstring, callables, default = load_fabfile(fabfile)
  File "/home/ec2-user/.pyenv/versions/3.6.1/envs/zen-polo/lib/python3.6/site-packages/fabric/main.py", line 173, in load_fabfile
    imported = importer(os.path.splitext(fabfile)[0])
  File "/home/ec2-user/workspace/zen4-polo/fabfile.py", line 5, in <module>
    from zen import path, pyexc, selectors
  File "/home/ec2-user/workspace/zen4-polo/zen/__init__.py", line 1, in <module>
    from conf import path, pyexc, selectors
ImportError: cannot import name 'path'

[Yroethiel]

Any suggestions why "docker-compose build" fails with this Dockerfile?

It breaks on Step 4/17:

RUN apt-get update && apt-get install -y --no-install-recommends tcl tk && rm -rf /var/lib/apt/lists/*

The error I get is:

ERROR: Service 'server' failed to build: the command '/bin/sh apt-get update && apt-get install -y --no-install-recommends tcl tk && rm -rf /var/lib/apt/lists/*' returned a non-zero code: 1

Latest version of Debian Jessie, latest python, latest npm, latest Docker. Tried on ubuntu as well.

[arpheno]

It really shouldn't happen. Did you git pull the newest version? Somethings not right with the last PR

…

On Wed, Jun 28, 2017 at 7:22 PM Yroethiel ***@***.***> wrote: Any suggestions why "docker-compose build" fails with this Dockerfile? It breaks on Step 4/17: RUN apt-get update && apt-get install -y --no-install-recommends tcl tk && rm -rf /var/lib/apt/lists/* The error I get is: ERROR: Service 'server' failed to build: the command '/bin/sh apt-get update && apt-get install -y --no-install-recommends tcl tk && rm -rf /var/lib/apt/lists/*' returned a non-zero code: 1 Latest version of Debian Jessie, latest python, latest npm, latest Docker. Tried on ubuntu as well. — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#299 (comment)>, or mute the thread <https://github.com/notifications/unsubscribe-auth/ABBzGkq0Dt6AXObaduIlwQ74M9LelwcMks5sIovPgaJpZM4N8epK> .

[Yroethiel]

Yeah, has me confused as well. All cloned via git, using today's release. Same issue on the release from May 22.

[sandroid10]

@arpheno i am getting this error inside docker ( i did backfill)

Evaluating 10 individuals over 3 days in 2 partitions.
Mating function is <function cxTwoPoint at 0x7f9dc17ce400>
Mutating function is functools.partial(<function mutGaussian at 0x7f9dc01efae8>, mu=0, sigma=20, indpb=0.3)
Sampling an initial valid population, this may take a while...
Currently 0 valid individuals
|
...x......Currently 5 valid individuals
|
..........Traceback (most recent call last):
File "/usr/local/lib/python3.6/runpy.py", line 193, in _run_module_as_main
"main", mod_spec)
File "/usr/local/lib/python3.6/runpy.py", line 85, in _run_code
exec(code, run_globals)
File "/usr/local/lib/python3.6/site-packages/scoop/bootstrap/main.py", line 302, in
b.main()
File "/usr/local/lib/python3.6/site-packages/scoop/bootstrap/main.py", line 92, in main
self.run()
File "/usr/local/lib/python3.6/site-packages/scoop/bootstrap/main.py", line 290, in run
futures_startup()
File "/usr/local/lib/python3.6/site-packages/scoop/bootstrap/main.py", line 271, in futures_startup
run_name="main"
File "/usr/local/lib/python3.6/site-packages/scoop/futures.py", line 64, in _startup
result = _controller.switch(rootFuture, *args, **kargs)
File "/usr/local/lib/python3.6/site-packages/scoop/_control.py", line 253, in runController
raise future.exceptionValue
File "/usr/local/lib/python3.6/site-packages/scoop/_control.py", line 127, in runFuture
future.resultValue = future.callable(*future.args, **future.kargs)
File "/usr/local/lib/python3.6/runpy.py", line 263, in run_path
pkg_name=pkg_name, script_name=fname)
File "/usr/local/lib/python3.6/runpy.py", line 96, in _run_module_code
mod_name, mod_spec, pkg_name, script_name)
File "/usr/local/lib/python3.6/runpy.py", line 85, in _run_code
exec(code, run_globals)
File "main.py", line 42, in
res = main(INSTRUMENT, TOTAL_DAYS, popsize, strategy)
File "main.py", line 25, in main
res = evolve(evaluate, Andividual, popsize)
File "/app/zen/evolution/init.py", line 18, in evolve
return algorithm(cls, popsize, futures.map, evaluate, select, breed, mutate, stats, history, hof)
File "/app/zen/evolution/core.py", line 21, in algorithm
log_stuff(g, history, hof, population, stats)
File "/app/zen/evolution/utils.py", line 30, in log_stuff
hof.persist()
File "/app/zen/halloffame.py", line 27, in persist
with open('logs/hof/{runid}.txt'.format(runid=runid), 'w') as f:
FileNotFoundError: [Errno 2] No such file or directory: 'logs/hof/3520.txt'
[2017-07-25 17:02:54,946] launcher (127.0.0.1:37786) INFO Root process is done.
[2017-07-25 17:02:54,946] launcher (127.0.0.1:37786) INFO Finished cleaning spawned subprocesses.

[Ekliptor]

What's the difference between elites and specialists in your selection algorithm? I understand the goal of the algorithm is to find the most profitable strategy parameters. So what is the criteria for "profitable" for elites and specialists?

[DeviaVir]

@arpheno I would like to merge your PR, but there are still a few unhandled comments and things I would like to see changed.

The most important one, in my eyes, is that this should live in the /scripts/ folder and not touch so many other files that have relatively little to do with the proposed additions.

[evseevnn-zz]

@arpheno That work? how soon you wanna solve problem of PR?
May be somebody can help?

[DeviaVir]

Superseded by #598