SYMBOL INDEX (397 symbols across 35 files) FILE: agents/agent.py class Agent (line 5) | class Agent(object): method __init__ (line 6) | def __init__(self): method trade (line 10) | def trade(self, state): method train (line 13) | def train(self): method load_model (line 17) | def load_model(self, model_path): method save_model (line 21) | def save_model(self, model_path): FILE: agents/drl_agent.py class Actor (line 10) | class Actor(nn.Module): method __init__ (line 11) | def __init__(self, s_dim, b_dim, rnn_layers=1, dp=0.2): method forward (line 28) | def forward(self, state, hidden=None, train=False): class DRLAgent (line 42) | class DRLAgent(Agent): method __init__ (line 43) | def __init__(self, s_dim, b_dim, batch_length=64, learning_rate=1e-3, ... method _trade (line 57) | def _trade(self, state, train=False): method trade (line 62) | def trade(self, state, train=False): method train (line 67) | def train(self): method reset_model (line 78) | def reset_model(self): method save_transition (line 85) | def save_transition(self, state, diff): method load_model (line 96) | def load_model(self, model_path='./DRL_Torch'): method save_model (line 99) | def save_model(self, model_path='./DRL_Torch'): FILE: agents/drl_news_agent.py class Actor (line 10) | class Actor(nn.Module): method __init__ (line 11) | def __init__(self, s_dim, b_dim, n_dim, rnn_layers=1, dp=0.2): method forward (line 33) | def forward(self, state, news, state_hidden=None, news_hidden=None, tr... class DRLAgent (line 52) | class DRLAgent(Agent): method __init__ (line 53) | def __init__(self, s_dim, b_dim, n_dim, batch_length=64, learning_rate... method _trade (line 72) | def _trade(self, state, news, train=False): method trade (line 81) | def trade(self, state, news, train=False): method train (line 87) | def train(self): method reset_model (line 103) | def reset_model(self): method save_transition (line 113) | def save_transition(self, state, news, diff): method load_model (line 127) | def load_model(self, model_path='./DRL_Torch'): method save_model (line 130) | def save_model(self, model_path='./DRL_Torch'): FILE: agents/rpg_agent.py class Actor (line 9) | class Actor(nn.Module): method __init__ (line 10) | def __init__(self, s_dim, a_dim, b_dim, rnn_layers=1, dp=0.2): method forward (line 29) | def forward(self, state, hidden=None, train=False): class RPGAgent (line 43) | class RPGAgent(Agent): method __init__ (line 44) | def __init__(self, s_dim, a_dim, b_dim, batch_length=64, learning_rate... method _trade (line 61) | def _trade(self, state, train=False): method trade (line 69) | def trade(self, state): method train (line 74) | def train(self): method reset_model (line 90) | def reset_model(self): method save_transition (line 99) | def save_transition(self, state, action, reward, next_state): method load_model (line 116) | def load_model(self, model_path='./RPG_Torch'): method save_model (line 119) | def save_model(self, model_path='./RPG_Torch'): FILE: agents/rpg_news_agent.py class Actor (line 9) | class Actor(nn.Module): method __init__ (line 10) | def __init__(self, s_dim, a_dim, b_dim, n_dim, rnn_layers=1, dp=0.2): method forward (line 36) | def forward(self, state, news, news_hidden=None, state_hidden=None, tr... class RPGAgent (line 56) | class RPGAgent(Agent): method __init__ (line 57) | def __init__(self, s_dim, a_dim, b_dim, n_dim, batch_length=64, learni... method _trade (line 78) | def _trade(self, state, news, train=False): method trade (line 86) | def trade(self, state, news, train=False): method train (line 92) | def train(self): method reset_model (line 113) | def reset_model(self): method save_transition (line 123) | def save_transition(self, state, action, reward, next_state, news): method load_model (line 143) | def load_model(self, model_path='./RPG_Torch'): method save_model (line 146) | def save_model(self, model_path='./RPG_Torch'): FILE: crypto_currency/DataUtils.py function generate_tech_data (line 5) | def generate_tech_data(stock, open_name, close_name, high_name, low_name... function kline (line 35) | def kline(asset, interval='15min', count=500): FILE: crypto_currency/HuobiServices.py function get_kline (line 16) | def get_kline(symbol, period, size=150): function get_depth (line 32) | def get_depth(symbol, type): function get_trade (line 46) | def get_trade(symbol): function get_ticker (line 58) | def get_ticker(symbol): function get_detail (line 70) | def get_detail(symbol): function get_symbols (line 81) | def get_symbols(long_polling=None): function get_accounts (line 96) | def get_accounts(): function get_balance (line 106) | def get_balance(acct_id=None): function send_order (line 125) | def send_order(amount, source, symbol, _type, price=0): function cancel_order (line 154) | def cancel_order(order_id): function order_info (line 166) | def order_info(order_id): function order_matchresults (line 178) | def order_matchresults(order_id): function orders_list (line 190) | def orders_list(symbol, states, types=None, start_date=None, end_date=No... function orders_matchresults (line 223) | def orders_matchresults(symbol, types=None, start_date=None, end_date=No... function withdraw (line 255) | def withdraw(address, amount, currency, fee=0, addr_tag=""): function cancel_withdraw (line 278) | def cancel_withdraw(address_id): function send_margin_order (line 300) | def send_margin_order(amount, source, symbol, _type, price=0): function exchange_to_margin (line 330) | def exchange_to_margin(symbol, currency, amount): function margin_to_exchange (line 347) | def margin_to_exchange(symbol, currency, amount): function get_margin (line 362) | def get_margin(symbol, currency, amount): function repay_margin (line 376) | def repay_margin(order_id, amount): function loan_orders (line 388) | def loan_orders(symbol, currency, start_date="", end_date="", start="", ... function margin_balance (line 412) | def margin_balance(symbol): FILE: crypto_currency/Utils.py function http_get_request (line 40) | def http_get_request(url, params, add_to_headers=None): function http_post_request (line 60) | def http_post_request(url, params, add_to_headers=None): function api_key_get (line 80) | def api_key_get(params, request_path): function api_key_post (line 97) | def api_key_post(params, request_path): function createSign (line 113) | def createSign(pParams, method, host_url, request_path, secret_key): FILE: env/crc_env.py class CryptoCurrencyEnv (line 13) | class CryptoCurrencyEnv(object): method __init__ (line 14) | def __init__(self, instruments, method reset (line 52) | def reset(self): method step (line 67) | def step(self, action): method _rebalance (line 80) | def _rebalance(self, action, current_price): method _get_normalized_state (line 97) | def _get_normalized_state(self): method get_meta_state (line 102) | def get_meta_state(self): method _get_reward (line 105) | def _get_reward(self, current_price, next_price): method _init_market_data (line 115) | def _init_market_data(self, data_name='crc_market_data.pkl', re_downlo... method get_summary (line 132) | def get_summary(self): method _pre_process (line 139) | def _pre_process(market_data, open_c, high_c, low_c, close_c, volume_c): method kline (line 146) | def kline(instrument, base_currency='btc', interval='60min', count=2000): method klines (line 161) | def klines(instruments, base_currency='btc', interval='60min', count=2... method _get_indicators (line 165) | def _get_indicators(stock, open_name, close_name, high_name, low_name,... FILE: env/futures_env.py class FuturesEnv (line 9) | class FuturesEnv(object): method __init__ (line 10) | def __init__(self, instruments, method reset (line 43) | def reset(self): method step (line 58) | def step(self, action): method _rebalance (line 71) | def _rebalance(self, action, current_price): method _get_normalized_state (line 88) | def _get_normalized_state(self): method get_meta_state (line 93) | def get_meta_state(self): method _get_reward (line 96) | def _get_reward(self, current_price, next_price): method _init_market_data (line 106) | def _init_market_data(self, data_name='futures_market_data.pkl', pre_p... method get_summary (line 127) | def get_summary(self): method _pre_process (line 133) | def _pre_process(self, market_data, open_c, high_c, low_c, close_c, vo... method _get_indicators (line 148) | def _get_indicators(security, open_name, close_name, high_name, low_na... FILE: env/stock_env.py class StockEnv (line 9) | class StockEnv(object): method __init__ (line 10) | def __init__(self, instruments, method reset (line 43) | def reset(self): method step (line 58) | def step(self, action): method _rebalance (line 71) | def _rebalance(self, action, current_price): method _get_normalized_state (line 88) | def _get_normalized_state(self): method get_meta_state (line 93) | def get_meta_state(self): method _get_reward (line 96) | def _get_reward(self, current_price, next_price): method _init_market_data (line 106) | def _init_market_data(self, data_name='stock_market_data.pkl', pre_pro... method get_summary (line 131) | def get_summary(self): method _pre_process (line 137) | def _pre_process(self, market_data, open_c, high_c, low_c, close_c, vo... method _get_indicators (line 152) | def _get_indicators(security, open_name, close_name, high_name, low_na... FILE: env/zipline_env.py class AgentTrader (line 55) | class AgentTrader(TradingAlgorithm): method __init__ (line 56) | def __init__(self, model, pre_defined_assets, equity_data, other_data,... method initialize (line 76) | def initialize(self): method handle_data (line 80) | def handle_data(self, data): method backtest (line 188) | def backtest(self, data): FILE: history/DRL_PairsTrading.py class DRL_PairsTrading (line 33) | class DRL_PairsTrading(object): method __init__ (line 34) | def __init__(self, feature_number, object_function= 'sortino', dense_u... method init_model (line 80) | def init_model(self): method get_rnn_zero_state (line 83) | def get_rnn_zero_state(self): method _sortino_ratio (line 87) | def _sortino_ratio(self, r, rf): method _sharpe_ratio (line 97) | def _sharpe_ratio(self, r, rf): method _add_dense_layer (line 101) | def _add_dense_layer(self, inputs, output_shape, drop_keep_prob, act=t... method _add_gru_cell (line 106) | def _add_gru_cell(self, units_number): method build_feed_dict (line 109) | def build_feed_dict(self, batch_F, batch_Z, keep_prob, fee, rnn_hidden... method change_drop_keep_prob (line 119) | def change_drop_keep_prob(self, feed_dict, new_prob): method train (line 123) | def train(self, feed): method load_model (line 126) | def load_model(self, model_file='./trade_model_checkpoint/trade_model'): method save_model (line 129) | def save_model(self, model_path='./trade_model_checkpoint'): method trade (line 135) | def trade(self, feed): FILE: history/DRL_Portfolio.py class DRL_Portfolio (line 33) | class DRL_Portfolio(object): method __init__ (line 34) | def __init__(self, feature_number, asset_number, object_function='sort... method init_model (line 83) | def init_model(self): method get_session (line 92) | def get_session(self): method _add_dense_layer (line 95) | def _add_dense_layer(self, inputs, output_shape, drop_keep_prob, act=t... method _sortino_ratio (line 100) | def _sortino_ratio(self, r, rf): method _sharpe_ratio (line 110) | def _sharpe_ratio(self, r, rf): method _add_gru_cell (line 114) | def _add_gru_cell(self, units_number, activation=tf.nn.relu): method _add_letm_cell (line 117) | def _add_letm_cell(self, units_number, activation=tf.nn.tanh): method build_feed_dict (line 120) | def build_feed_dict(self, batch_F, batch_Z, keep_prob=0.8, fee=1e-3, t... method change_tao (line 129) | def change_tao(self, feed_dict, new_tao): method change_drop_keep_prob (line 133) | def change_drop_keep_prob(self, feed_dict, new_prob): method train (line 137) | def train(self, feed): method load_model (line 140) | def load_model(self, model_file='./trade_model_checkpoint/trade_model'): method save_model (line 143) | def save_model(self, model_path='./trade_model_checkpoint'): method trade (line 149) | def trade(self, feed): FILE: history/DRL_Portfolio_Alpha.py class DRL_Portfolio (line 33) | class DRL_Portfolio(object): method __init__ (line 34) | def __init__(self, feature_number, asset_number, object_function='sort... method init_model (line 83) | def init_model(self): method get_session (line 92) | def get_session(self): method _add_dense_layer (line 95) | def _add_dense_layer(self, inputs, output_shape, drop_keep_prob, act=t... method _sortino_ratio (line 100) | def _sortino_ratio(self, r, rf): method _sharpe_ratio (line 110) | def _sharpe_ratio(self, r, rf): method _add_gru_cell (line 114) | def _add_gru_cell(self, units_number, activation=tf.nn.relu): method _add_letm_cell (line 117) | def _add_letm_cell(self, units_number, activation=tf.nn.tanh): method build_feed_dict (line 120) | def build_feed_dict(self, batch_F, batch_Z, keep_prob=0.8, fee=1e-3, t... method change_tao (line 129) | def change_tao(self, feed_dict, new_tao): method change_drop_keep_prob (line 133) | def change_drop_keep_prob(self, feed_dict, new_prob): method train (line 137) | def train(self, feed): method load_model (line 140) | def load_model(self, model_file='./trade_model_checkpoint/trade_model'): method save_model (line 143) | def save_model(self, model_path='./trade_model_checkpoint'): method trade (line 149) | def trade(self, feed): FILE: history/DRL_Portfolio_Isolated.py class DRL_Portfolio (line 68) | class DRL_Portfolio(object): method __init__ (line 69) | def __init__(self, asset_number, feature_network_topology, action_netw... method init_model (line 137) | def init_model(self): method get_session (line 140) | def get_session(self): method _add_dense_layer (line 143) | def _add_dense_layer(self, inputs, output_shape, drop_keep_prob, act=t... method _sortino_ratio (line 148) | def _sortino_ratio(self, r, rf): method _sharpe_ratio (line 158) | def _sharpe_ratio(self, r, rf): method _add_gru_cell (line 162) | def _add_gru_cell(self, units_number, activation=tf.nn.relu): method _add_letm_cell (line 165) | def _add_letm_cell(self, units_number, activation=tf.nn.tanh): method build_feed_dict (line 168) | def build_feed_dict(self, input_data, return_rate, keep_prob=0.8, fee=... method change_tao (line 179) | def change_tao(self, feed_dict, new_tao): method change_drop_keep_prob (line 183) | def change_drop_keep_prob(self, feed_dict, new_prob): method train (line 187) | def train(self, feed): method load_model (line 190) | def load_model(self, model_file='./trade_model_checkpoint/trade_model'): method save_model (line 193) | def save_model(self, model_path='./trade_model_checkpoint'): method trade (line 199) | def trade(self, feed): FILE: history/DRL_Portfolio_Isolated_Simple.py class DRL_Portfolio (line 68) | class DRL_Portfolio(object): method __init__ (line 69) | def __init__(self, asset_number, feature_network_topology, action_netw... method init_model (line 179) | def init_model(self): method get_session (line 182) | def get_session(self): method _add_dense_layer (line 185) | def _add_dense_layer(self, inputs, output_shape, drop_keep_prob, act=t... method _sortino_ratio (line 190) | def _sortino_ratio(self, r, rf): method _sharpe_ratio (line 200) | def _sharpe_ratio(self, r, rf): method _add_gru_cell (line 204) | def _add_gru_cell(self, units_number, activation=tf.nn.relu): method _add_letm_cell (line 207) | def _add_letm_cell(self, units_number, activation=tf.nn.tanh): method build_feed_dict (line 210) | def build_feed_dict(self, input_data, return_rate, keep_prob=0.8, fee=... method change_tao (line 221) | def change_tao(self, feed_dict, new_tao): method change_drop_keep_prob (line 225) | def change_drop_keep_prob(self, feed_dict, new_prob): method get_summary (line 229) | def get_summary(self, feed): method train (line 232) | def train(self, feed): method load_model (line 235) | def load_model(self, model_file='./trade_model_checkpoint/trade_model'): method save_model (line 238) | def save_model(self, model_path='./trade_model_checkpoint'): method trade (line 244) | def trade(self, feed): FILE: history/PairsTradingBacktest.py function generate_tech_data (line 21) | def generate_tech_data(p1_df,p2_df): function batch_nomorlize (line 42) | def batch_nomorlize(sample): function initialize (line 48) | def initialize(context): function before_trading_start (line 63) | def before_trading_start(context, data): function my_round (line 90) | def my_round(x): function handle_data (line 98) | def handle_data(context, data): FILE: history/PortfolioBacktest.py function generate_tech_data (line 30) | def generate_tech_data(stock): function batch_nomorlize (line 46) | def batch_nomorlize(f_data): function initialize (line 52) | def initialize(context): function before_trading_start (line 114) | def before_trading_start(context, data): function handle_data (line 157) | def handle_data(context, data): FILE: history/PortfolioBacktestAlpha.py function generate_tech_data (line 29) | def generate_tech_data(stock): function batch_nomorlize (line 45) | def batch_nomorlize(f_data): function normallize_all (line 51) | def normallize_all(f_data): function initialize (line 55) | def initialize(context): function before_trading_start (line 126) | def before_trading_start(context, data): function handle_data (line 186) | def handle_data(context, data): FILE: history/PortfolioBacktestIsoloated.py function generate_tech_data (line 32) | def generate_tech_data(stock, open_name, close_name, high_name, low_name): function batch_nomorlize (line 77) | def batch_nomorlize(f_data): function normalize_all (line 83) | def normalize_all(f_data): function generate_stock_features (line 87) | def generate_stock_features(history_data): function generate_index_features (line 101) | def generate_index_features(index_data): function initialize (line 113) | def initialize(context): function before_trading_start (line 271) | def before_trading_start(context, data): function handle_data (line 345) | def handle_data(context, data): FILE: history/PortfolioBacktestNews.py function generate_tech_data (line 30) | def generate_tech_data(stock): function batch_nomorlize (line 46) | def batch_nomorlize(f_data): function initialize (line 52) | def initialize(context): function before_trading_start (line 123) | def before_trading_start(context, data): function handle_data (line 168) | def handle_data(context, data): FILE: history/PortfolioBacktestNewsAlpha.py function generate_tech_data (line 29) | def generate_tech_data(stock): function batch_nomorlize (line 45) | def batch_nomorlize(f_data): function initialize (line 51) | def initialize(context): function before_trading_start (line 123) | def before_trading_start(context, data): function handle_data (line 168) | def handle_data(context, data): FILE: history/ZiplineTensorboard.py class TensorBoard (line 11) | class TensorBoard(object): method __init__ (line 29) | def __init__(self, log_dir='./logs', max_queue=10, flush_secs=120): method log_dict (line 37) | def log_dict(self, epoch, logs): method log_algo (line 52) | def log_algo(self, algo, epoch=None, other_logs={}): FILE: model_archive/DRL_Portfolio_Highway.py class DRL_Portfolio (line 68) | class DRL_Portfolio(object): method __init__ (line 69) | def __init__(self, asset_number, feature_network_topology, object_func... method init_model (line 175) | def init_model(self): method get_session (line 178) | def get_session(self): method get_parameters (line 181) | def get_parameters(self): method _add_dense_layer (line 184) | def _add_dense_layer(self, inputs, output_shape, drop_keep_prob, act=t... method _sortino_ratio (line 189) | def _sortino_ratio(self, r, rf): method _sharpe_ratio (line 199) | def _sharpe_ratio(self, r, rf): method _add_gru_cell (line 203) | def _add_gru_cell(self, units_number, activation=tf.nn.relu): method _add_highway_lstm_cell (line 206) | def _add_highway_lstm_cell(self, units_number, activation=tf.nn.tanh): method _add_lstm_cell (line 216) | def _add_lstm_cell(self, units_number, activation=tf.nn.tanh): method build_feed_dict (line 225) | def build_feed_dict(self, input_data, return_rate, keep_prob=0.8, fee=... method change_tao (line 236) | def change_tao(self, feed_dict, new_tao): method change_drop_keep_prob (line 240) | def change_drop_keep_prob(self, feed_dict, new_prob): method get_summary (line 244) | def get_summary(self, feed): method train (line 247) | def train(self, feed): method load_model (line 250) | def load_model(self, model_file='./trade_model_checkpoint'): method save_model (line 253) | def save_model(self, model_path='./trade_model_checkpoint'): method trade (line 259) | def trade(self, feed): FILE: model_archive/DRL_Portfolio_Isolated.py class DRL_Portfolio (line 68) | class DRL_Portfolio(object): method __init__ (line 69) | def __init__(self, asset_number, feature_network_topology, action_netw... method init_model (line 137) | def init_model(self): method get_session (line 140) | def get_session(self): method _add_dense_layer (line 143) | def _add_dense_layer(self, inputs, output_shape, drop_keep_prob, act=t... method _sortino_ratio (line 148) | def _sortino_ratio(self, r, rf): method _sharpe_ratio (line 158) | def _sharpe_ratio(self, r, rf): method _add_gru_cell (line 162) | def _add_gru_cell(self, units_number, activation=tf.nn.relu): method _add_letm_cell (line 165) | def _add_letm_cell(self, units_number, activation=tf.nn.tanh): method build_feed_dict (line 168) | def build_feed_dict(self, input_data, return_rate, keep_prob=0.8, fee=... method change_tao (line 179) | def change_tao(self, feed_dict, new_tao): method change_drop_keep_prob (line 183) | def change_drop_keep_prob(self, feed_dict, new_prob): method train (line 187) | def train(self, feed): method load_model (line 190) | def load_model(self, model_file='./trade_model_checkpoint/trade_model'): method save_model (line 193) | def save_model(self, model_path='./trade_model_checkpoint'): method trade (line 199) | def trade(self, feed): FILE: model_archive/DRL_Portfolio_Isolated_Hedge.py class DRL_Portfolio (line 68) | class DRL_Portfolio(object): method __init__ (line 69) | def __init__(self, asset_number, feature_network_topology, object_func... method init_model (line 193) | def init_model(self): method get_session (line 196) | def get_session(self): method get_parameters (line 199) | def get_parameters(self): method _add_dense_layer (line 202) | def _add_dense_layer(self, inputs, output_shape, drop_keep_prob, act=t... method _sortino_ratio (line 207) | def _sortino_ratio(self, r, rf): method _sharpe_ratio (line 217) | def _sharpe_ratio(self, r, rf): method _add_gru_cell (line 221) | def _add_gru_cell(self, units_number, activation=tf.nn.relu): method _add_letm_cell (line 224) | def _add_letm_cell(self, units_number, activation=tf.nn.tanh): method build_feed_dict (line 227) | def build_feed_dict(self, input_data, return_rate, keep_prob=0.8, fee=... method change_tao (line 238) | def change_tao(self, feed_dict, new_tao): method change_drop_keep_prob (line 242) | def change_drop_keep_prob(self, feed_dict, new_prob): method get_summary (line 246) | def get_summary(self, feed): method train (line 249) | def train(self, feed): method load_model (line 252) | def load_model(self, model_file='./trade_model_checkpoint'): method save_model (line 255) | def save_model(self, model_path='./trade_model_checkpoint'): method trade (line 261) | def trade(self, feed): FILE: model_archive/DRL_Portfolio_Isolated_Simple.py class DRL_Portfolio (line 68) | class DRL_Portfolio(object): method __init__ (line 69) | def __init__(self, asset_number, feature_network_topology, object_func... method init_model (line 188) | def init_model(self): method get_session (line 191) | def get_session(self): method get_parameters (line 194) | def get_parameters(self): method _add_dense_layer (line 197) | def _add_dense_layer(self, inputs, output_shape, drop_keep_prob, act=t... method _sortino_ratio (line 202) | def _sortino_ratio(self, r, rf): method _sharpe_ratio (line 212) | def _sharpe_ratio(self, r, rf): method _add_gru_cell (line 216) | def _add_gru_cell(self, units_number, activation=tf.nn.relu): method _add_letm_cell (line 219) | def _add_letm_cell(self, units_number, activation=tf.nn.tanh): method build_feed_dict (line 222) | def build_feed_dict(self, input_data, return_rate, keep_prob=0.8, fee=... method change_tao (line 233) | def change_tao(self, feed_dict, new_tao): method change_drop_keep_prob (line 237) | def change_drop_keep_prob(self, feed_dict, new_prob): method get_summary (line 241) | def get_summary(self, feed): method train (line 244) | def train(self, feed): method load_model (line 247) | def load_model(self, model_file='./trade_model_checkpoint'): method save_model (line 250) | def save_model(self, model_path='./trade_model_checkpoint'): method trade (line 256) | def trade(self, feed): FILE: model_archive/DRL_Portfolio_Simple.py class DRL_Portfolio (line 68) | class DRL_Portfolio(object): method __init__ (line 69) | def __init__(self, asset_number, feature_network_topology, object_func... method init_model (line 183) | def init_model(self): method get_session (line 186) | def get_session(self): method get_parameters (line 189) | def get_parameters(self): method _add_dense_layer (line 192) | def _add_dense_layer(self, inputs, output_shape, drop_keep_prob, act=t... method _sortino_ratio (line 197) | def _sortino_ratio(self, r, rf): method _sharpe_ratio (line 207) | def _sharpe_ratio(self, r, rf): method _add_gru_cell (line 211) | def _add_gru_cell(self, units_number, activation=tf.nn.relu): method _add_letm_cell (line 214) | def _add_letm_cell(self, units_number, activation=tf.nn.tanh): method build_feed_dict (line 217) | def build_feed_dict(self, input_data, return_rate, keep_prob=0.8, fee=... method change_tao (line 228) | def change_tao(self, feed_dict, new_tao): method change_drop_keep_prob (line 232) | def change_drop_keep_prob(self, feed_dict, new_prob): method get_summary (line 236) | def get_summary(self, feed): method train (line 239) | def train(self, feed): method load_model (line 242) | def load_model(self, model_file='./trade_model_checkpoint'): method save_model (line 245) | def save_model(self, model_path='./trade_model_checkpoint'): method trade (line 251) | def trade(self, feed): FILE: model_archive/DRL_Portfolio_Whatever.py class DRL_Portfolio (line 68) | class DRL_Portfolio(object): method __init__ (line 69) | def __init__(self, asset_number, feature_network_topology, object_func... method init_model (line 190) | def init_model(self): method get_session (line 193) | def get_session(self): method get_parameters (line 196) | def get_parameters(self): method _add_dense_layer (line 199) | def _add_dense_layer(self, inputs, output_shape, drop_keep_prob, act=t... method _sortino_ratio (line 204) | def _sortino_ratio(self, r, rf): method _sharpe_ratio (line 214) | def _sharpe_ratio(self, r, rf): method _add_gru_cell (line 218) | def _add_gru_cell(self, units_number, activation=tf.nn.relu): method _add_highway_lstm_cell (line 221) | def _add_highway_lstm_cell(self, units_number, activation=tf.nn.tanh): method _add_lstm_cell (line 231) | def _add_lstm_cell(self, units_number, activation=tf.nn.tanh): method build_feed_dict (line 240) | def build_feed_dict(self, input_data, return_rate, keep_prob=0.8, fee=... method change_tao (line 251) | def change_tao(self, feed_dict, new_tao): method change_drop_keep_prob (line 255) | def change_drop_keep_prob(self, feed_dict, new_prob): method get_summary (line 259) | def get_summary(self, feed): method train (line 262) | def train(self, feed): method load_model (line 265) | def load_model(self, model_file='./trade_model_checkpoint'): method save_model (line 268) | def save_model(self, model_path='./trade_model_checkpoint'): method trade (line 274) | def trade(self, feed): FILE: utils/DataUtils.py function generate_tech_data_default (line 14) | def generate_tech_data_default(stock, open_name, close_name, high_name, ... function generate_tech_data (line 52) | def generate_tech_data(stock, open_name, close_name, high_name, low_name... function batch_nomorlize (line 93) | def batch_nomorlize(f_data): function generate_stock_features (line 102) | def generate_stock_features(history_data, max_time_window=10): function generate_index_features (line 118) | def generate_index_features(index_data, max_time_window=10): function prepare_equity_data (line 130) | def prepare_equity_data(start_date, instruments, data_path='./data/equit... function prepare_index_data (line 151) | def prepare_index_data(start_date, equity_reference_index=None, data_pat... function prepare_news_data (line 180) | def prepare_news_data(reference_equity_data, data_path='data/news.csv'): function retrieve_equitys (line 191) | def retrieve_equitys(bundle, assets): FILE: utils/EnvironmentUtils.py function build_backtest_environment (line 12) | def build_backtest_environment(star_date, end_date,capital_base=100000): FILE: utils/HuobiServices.py function get_kline (line 16) | def get_kline(symbol, period, size=150): function get_depth (line 32) | def get_depth(symbol, type): function get_trade (line 46) | def get_trade(symbol): function get_ticker (line 58) | def get_ticker(symbol): function get_detail (line 70) | def get_detail(symbol): function get_tickers (line 81) | def get_tickers(): function get_symbols (line 87) | def get_symbols(long_polling=None): function get_accounts (line 103) | def get_accounts(): function get_balance (line 116) | def get_balance(acct_id=None): function send_order (line 135) | def send_order(amount, source, symbol, _type, price=0): function cancel_order (line 164) | def cancel_order(order_id): function order_info (line 176) | def order_info(order_id): function order_matchresults (line 188) | def order_matchresults(order_id): function orders_list (line 200) | def orders_list(symbol, states, types=None, start_date=None, end_date=No... function orders_matchresults (line 233) | def orders_matchresults(symbol, types=None, start_date=None, end_date=No... function withdraw (line 264) | def withdraw(address, amount, currency, fee=0, addr_tag=""): function cancel_withdraw (line 288) | def cancel_withdraw(address_id): function send_margin_order (line 311) | def send_margin_order(amount, source, symbol, _type, price=0): function exchange_to_margin (line 342) | def exchange_to_margin(symbol, currency, amount): function margin_to_exchange (line 360) | def margin_to_exchange(symbol, currency, amount): function get_margin (line 376) | def get_margin(symbol, currency, amount): function repay_margin (line 391) | def repay_margin(order_id, amount): function loan_orders (line 404) | def loan_orders(symbol, currency, start_date="", end_date="", start="", ... function margin_balance (line 428) | def margin_balance(symbol): FILE: utils/SysUtils.py function init_account (line 24) | def init_account(access_key, secret_key): function http_get_request (line 41) | def http_get_request(url, params, add_to_headers=None): function http_post_request (line 61) | def http_post_request(url, params, add_to_headers=None): function api_key_get (line 81) | def api_key_get(params, request_path): function api_key_post (line 98) | def api_key_post(params, request_path): function createSign (line 114) | def createSign(pParams, method, host_url, request_path, secret_key): FILE: utils/ZiplineTensorboard.py class TensorBoard (line 11) | class TensorBoard(object): method __init__ (line 29) | def __init__(self, session, log_dir='./logs', max_queue=10, flush_secs... method log_dict (line 38) | def log_dict(self, epoch, logs, model_summaries=None): method log_algo (line 55) | def log_algo(self, algo, model_summaries=None, epoch=None, other_logs=...