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revise examples
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‎examples/Stock_NeurIPS2018_SB3.ipynb

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@@ -168,62 +168,63 @@
168168
" Cloning https://github.com/AI4Finance-Foundation/FinRL.git to /tmp/pip-req-build-flt95p98\n",
169169
" Running command git clone --filter=blob:none --quiet https://github.com/AI4Finance-Foundation/FinRL.git /tmp/pip-req-build-flt95p98\n",
170170
" Resolved https://github.com/AI4Finance-Foundation/FinRL.git to commit ef471fcea1f3667442f5ecbf7b4c214610a5dd55\n",
171-
" Installing build dependencies ... \u001b[?25ldone\n",
172-
"\u001b[?25h Getting requirements to build wheel ... \u001b[?25ldone\n",
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"\u001b[?25h Preparing metadata (pyproject.toml) ... \u001b[?25ldone\n",
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"\u001b[?25hCollecting elegantrl@ git+https://github.com/AI4Finance-Foundation/ElegantRL.git (from finrl==0.3.6)\n",
171+
" Installing build dependencies ... \u001B[?25ldone\n",
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"\u001B[?25h Getting requirements to build wheel ... \u001B[?25ldone\n",
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"\u001B[?25h Preparing metadata (pyproject.toml) ... \u001B[?25ldone\n",
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"\u001B[?25hCollecting elegantrl@ git+https://github.com/AI4Finance-Foundation/ElegantRL.git (from finrl==0.3.6)\n",
175175
" Cloning https://github.com/AI4Finance-Foundation/ElegantRL.git to /tmp/pip-install-u43l6ss9/elegantrl_36782baa6d82461e89b600dda61820c8\n",
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" Running command git clone --filter=blob:none --quiet https://github.com/AI4Finance-Foundation/ElegantRL.git /tmp/pip-install-u43l6ss9/elegantrl_36782baa6d82461e89b600dda61820c8\n",
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" Resolved https://github.com/AI4Finance-Foundation/ElegantRL.git to commit 59d9a33e2b3ba2d77c052c2810bb61059736d88c\n",
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" Preparing metadata (setup.py) ... \u001b[?25ldone\n",
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"\u001b[?25hRequirement already satisfied: alpaca-trade-api<4,>=3 in /home/random/.local/lib/python3.12/site-packages (from finrl==0.3.6) (3.2.0)\n",
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" Preparing metadata (setup.py) ... \u001B[?25ldone\n",
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"\u001B[?25hRequirement already satisfied: alpaca-trade-api<4,>=3 in /home/random/.local/lib/python3.12/site-packages (from finrl==0.3.6) (3.2.0)\n",
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"Collecting ccxt<4,>=3 (from finrl==0.3.6)\n",
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" Using cached ccxt-3.1.60-py2.py3-none-any.whl.metadata (108 kB)\n",
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"Requirement already satisfied: exchange-calendars<5,>=4 in /home/random/.local/lib/python3.12/site-packages (from finrl==0.3.6) (4.6)\n",
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"Collecting jqdatasdk<2,>=1 (from finrl==0.3.6)\n",
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" Using cached jqdatasdk-1.9.7-py3-none-any.whl.metadata (5.8 kB)\n",
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"Collecting pyfolio<0.10,>=0.9 (from finrl==0.3.6)\n",
186186
" Using cached pyfolio-0.9.2.tar.gz (91 kB)\n",
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" Preparing metadata (setup.py) ... \u001b[?25lerror\n",
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" \u001b[1;31merror\u001b[0m: \u001b[1msubprocess-exited-with-error\u001b[0m\n",
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" Preparing metadata (setup.py) ... \u001B[?25lerror\n",
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" \u001B[1;31merror\u001B[0m: \u001B[1msubprocess-exited-with-error\u001B[0m\n",
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" \n",
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" \u001b[31m×\u001b[0m \u001b[32mpython setup.py egg_info\u001b[0m did not run successfully.\n",
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" \u001b[31m│\u001b[0m exit code: \u001b[1;36m1\u001b[0m\n",
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" \u001b[31m╰─>\u001b[0m \u001b[31m[18 lines of output]\u001b[0m\n",
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" \u001b[31m \u001b[0m /tmp/pip-install-u43l6ss9/pyfolio_f61a15f976d345b4a7050d0999ff9c7b/versioneer.py:468: SyntaxWarning: invalid escape sequence '\\s'\n",
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" \u001b[31m \u001b[0m LONG_VERSION_PY['git'] = '''\n",
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" \u001b[31m \u001b[0m Traceback (most recent call last):\n",
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" \u001b[31m \u001b[0m File \"<string>\", line 2, in <module>\n",
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" \u001b[31m \u001b[0m File \"<pip-setuptools-caller>\", line 34, in <module>\n",
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" \u001b[31m \u001b[0m File \"/tmp/pip-install-u43l6ss9/pyfolio_f61a15f976d345b4a7050d0999ff9c7b/setup.py\", line 71, in <module>\n",
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" \u001b[31m \u001b[0m version=versioneer.get_version(),\n",
200-
" \u001b[31m \u001b[0m ^^^^^^^^^^^^^^^^^^^^^^^^\n",
201-
" \u001b[31m \u001b[0m File \"/tmp/pip-install-u43l6ss9/pyfolio_f61a15f976d345b4a7050d0999ff9c7b/versioneer.py\", line 1407, in get_version\n",
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" \u001b[31m \u001b[0m return get_versions()[\"version\"]\n",
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" \u001b[31m \u001b[0m ^^^^^^^^^^^^^^\n",
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" \u001b[31m \u001b[0m File \"/tmp/pip-install-u43l6ss9/pyfolio_f61a15f976d345b4a7050d0999ff9c7b/versioneer.py\", line 1341, in get_versions\n",
205-
" \u001b[31m \u001b[0m cfg = get_config_from_root(root)\n",
206-
" \u001b[31m \u001b[0m ^^^^^^^^^^^^^^^^^^^^^^^^^^\n",
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" \u001b[31m \u001b[0m File \"/tmp/pip-install-u43l6ss9/pyfolio_f61a15f976d345b4a7050d0999ff9c7b/versioneer.py\", line 399, in get_config_from_root\n",
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" \u001b[31m \u001b[0m parser = configparser.SafeConfigParser()\n",
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" \u001b[31m \u001b[0m ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^\n",
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" \u001b[31m \u001b[0m AttributeError: module 'configparser' has no attribute 'SafeConfigParser'. Did you mean: 'RawConfigParser'?\n",
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" \u001b[31m \u001b[0m \u001b[31m[end of output]\u001b[0m\n",
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" \u001B[31m×\u001B[0m \u001B[32mpython setup.py egg_info\u001B[0m did not run successfully.\n",
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" \u001B[31m│\u001B[0m exit code: \u001B[1;36m1\u001B[0m\n",
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" \u001B[31m╰─>\u001B[0m \u001B[31m[18 lines of output]\u001B[0m\n",
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" \u001B[31m \u001B[0m /tmp/pip-install-u43l6ss9/pyfolio_f61a15f976d345b4a7050d0999ff9c7b/versioneer.py:468: SyntaxWarning: invalid escape sequence '\\s'\n",
194+
" \u001B[31m \u001B[0m LONG_VERSION_PY['git'] = '''\n",
195+
" \u001B[31m \u001B[0m Traceback (most recent call last):\n",
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" \u001B[31m \u001B[0m File \"<string>\", line 2, in <module>\n",
197+
" \u001B[31m \u001B[0m File \"<pip-setuptools-caller>\", line 34, in <module>\n",
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" \u001B[31m \u001B[0m File \"/tmp/pip-install-u43l6ss9/pyfolio_f61a15f976d345b4a7050d0999ff9c7b/setup.py\", line 71, in <module>\n",
199+
" \u001B[31m \u001B[0m version=versioneer.get_version(),\n",
200+
" \u001B[31m \u001B[0m ^^^^^^^^^^^^^^^^^^^^^^^^\n",
201+
" \u001B[31m \u001B[0m File \"/tmp/pip-install-u43l6ss9/pyfolio_f61a15f976d345b4a7050d0999ff9c7b/versioneer.py\", line 1407, in get_version\n",
202+
" \u001B[31m \u001B[0m return get_versions()[\"version\"]\n",
203+
" \u001B[31m \u001B[0m ^^^^^^^^^^^^^^\n",
204+
" \u001B[31m \u001B[0m File \"/tmp/pip-install-u43l6ss9/pyfolio_f61a15f976d345b4a7050d0999ff9c7b/versioneer.py\", line 1341, in get_versions\n",
205+
" \u001B[31m \u001B[0m cfg = get_config_from_root(root)\n",
206+
" \u001B[31m \u001B[0m ^^^^^^^^^^^^^^^^^^^^^^^^^^\n",
207+
" \u001B[31m \u001B[0m File \"/tmp/pip-install-u43l6ss9/pyfolio_f61a15f976d345b4a7050d0999ff9c7b/versioneer.py\", line 399, in get_config_from_root\n",
208+
" \u001B[31m \u001B[0m parser = configparser.SafeConfigParser()\n",
209+
" \u001B[31m \u001B[0m ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^\n",
210+
" \u001B[31m \u001B[0m AttributeError: module 'configparser' has no attribute 'SafeConfigParser'. Did you mean: 'RawConfigParser'?\n",
211+
" \u001B[31m \u001B[0m \u001B[31m[end of output]\u001B[0m\n",
212212
" \n",
213-
" \u001b[1;35mnote\u001b[0m: This error originates from a subprocess, and is likely not a problem with pip.\n",
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"\u001b[1;31merror\u001b[0m: \u001b[1mmetadata-generation-failed\u001b[0m\n",
213+
" \u001B[1;35mnote\u001B[0m: This error originates from a subprocess, and is likely not a problem with pip.\n",
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"\u001B[1;31merror\u001B[0m: \u001B[1mmetadata-generation-failed\u001B[0m\n",
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"\n",
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"\u001b[31m×\u001b[0m Encountered error while generating package metadata.\n",
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"\u001b[31m╰─>\u001b[0m See above for output.\n",
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"\u001B[31m×\u001B[0m Encountered error while generating package metadata.\n",
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"\u001B[31m╰─>\u001B[0m See above for output.\n",
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"\n",
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"\u001b[1;35mnote\u001b[0m: This is an issue with the package mentioned above, not pip.\n",
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"\u001b[1;36mhint\u001b[0m: See above for details.\n",
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"\u001b[?25h"
219+
"\u001B[1;35mnote\u001B[0m: This is an issue with the package mentioned above, not pip.\n",
220+
"\u001B[1;36mhint\u001B[0m: See above for details.\n",
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"\u001B[?25h"
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]
223223
}
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],
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"source": [
226226
"## install required packages\n",
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"\n",
227228
"!pip install swig\n",
228229
"!pip install wrds\n",
229230
"!pip install pyportfolioopt\n",
@@ -298,8 +299,6 @@
298299
"import matplotlib\n",
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"import matplotlib.pyplot as plt\n",
300301
"# matplotlib.use('Agg')\n",
301-
"import datetime\n",
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"\n",
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"%matplotlib inline\n",
304303
"\n",
305304
"from finrl.meta.preprocessor.yahoodownloader import YahooDownloader\n",
@@ -595,12 +594,12 @@
595594
"evalue": "'date'",
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"output_type": "error",
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"traceback": [
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"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
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"\u001b[0;31mKeyError\u001b[0m Traceback (most recent call last)",
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"\u001b[0;32m/tmp/ipykernel_24692/1255811168.py\u001b[0m in \u001b[0;36m?\u001b[0;34m()\u001b[0m\n\u001b[0;32m----> 1\u001b[0;31m \u001b[0mdf\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0msort_values\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;34m'date'\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m'tic'\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0mignore_index\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;32mTrue\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mhead\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m",
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"\u001b[0;32m~/.local/lib/python3.12/site-packages/pandas/core/frame.py\u001b[0m in \u001b[0;36m?\u001b[0;34m(self, by, axis, ascending, inplace, kind, na_position, ignore_index, key)\u001b[0m\n\u001b[1;32m 7168\u001b[0m \u001b[0;34mf\"\u001b[0m\u001b[0;34mLength of ascending (\u001b[0m\u001b[0;34m{\u001b[0m\u001b[0mlen\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mascending\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m}\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\"\u001b[0m \u001b[0;31m# type: ignore[arg-type]\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 7169\u001b[0m \u001b[0;34mf\"\u001b[0m\u001b[0;34m != length of by (\u001b[0m\u001b[0;34m{\u001b[0m\u001b[0mlen\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mby\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m}\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\"\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 7170\u001b[0m \u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 7171\u001b[0m \u001b[0;32mif\u001b[0m \u001b[0mlen\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mby\u001b[0m\u001b[0;34m)\u001b[0m \u001b[0;34m>\u001b[0m \u001b[0;36m1\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m-> 7172\u001b[0;31m \u001b[0mkeys\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0;34m[\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_get_label_or_level_values\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mx\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0maxis\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0maxis\u001b[0m\u001b[0;34m)\u001b[0m \u001b[0;32mfor\u001b[0m \u001b[0mx\u001b[0m \u001b[0;32min\u001b[0m \u001b[0mby\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 7173\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 7174\u001b[0m \u001b[0;31m# need to rewrap columns in Series to apply key function\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 7175\u001b[0m \u001b[0;32mif\u001b[0m \u001b[0mkey\u001b[0m \u001b[0;32mis\u001b[0m \u001b[0;32mnot\u001b[0m \u001b[0;32mNone\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
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"\u001b[0;32m~/.local/lib/python3.12/site-packages/pandas/core/generic.py\u001b[0m in \u001b[0;36m?\u001b[0;34m(self, key, axis)\u001b[0m\n\u001b[1;32m 1907\u001b[0m \u001b[0mvalues\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mxs\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0maxis\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mother_axes\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0;36m0\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_values\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 1908\u001b[0m \u001b[0;32melif\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_is_level_reference\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0maxis\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0maxis\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 1909\u001b[0m \u001b[0mvalues\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0maxes\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0maxis\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mget_level_values\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_values\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 1910\u001b[0m \u001b[0;32melse\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m-> 1911\u001b[0;31m \u001b[0;32mraise\u001b[0m \u001b[0mKeyError\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mkey\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 1912\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 1913\u001b[0m \u001b[0;31m# Check for duplicates\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 1914\u001b[0m \u001b[0;32mif\u001b[0m \u001b[0mvalues\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mndim\u001b[0m \u001b[0;34m>\u001b[0m \u001b[0;36m1\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
603-
"\u001b[0;31mKeyError\u001b[0m: 'date'"
597+
"\u001B[0;31m---------------------------------------------------------------------------\u001B[0m",
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"\u001B[0;31mKeyError\u001B[0m Traceback (most recent call last)",
599+
"\u001B[0;32m/tmp/ipykernel_24692/1255811168.py\u001B[0m in \u001B[0;36m?\u001B[0;34m()\u001B[0m\n\u001B[0;32m----> 1\u001B[0;31m \u001B[0mdf\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0msort_values\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0;34m[\u001B[0m\u001B[0;34m'date'\u001B[0m\u001B[0;34m,\u001B[0m\u001B[0;34m'tic'\u001B[0m\u001B[0;34m]\u001B[0m\u001B[0;34m,\u001B[0m\u001B[0mignore_index\u001B[0m\u001B[0;34m=\u001B[0m\u001B[0;32mTrue\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m.\u001B[0m\u001B[0mhead\u001B[0m\u001B[0;34m(\u001B[0m\u001B[0;34m)\u001B[0m\u001B[0;34m\u001B[0m\u001B[0;34m\u001B[0m\u001B[0m\n\u001B[0m",
600+
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601+
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602+
"\u001B[0;31mKeyError\u001B[0m: 'date'"
604603
]
605604
}
606605
],

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