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import backtrader as bt

class MyStrategy(bt.Strategy):
	def next(self):
		pass #Do something

#Instantiate Cerebro engine
cerebro = bt.Cerebro()

#Add strategy to Cerebro

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import datetime
from pandas_datareader import data as pdr
import yfinance as yf
yf.pdr_override() 

# 과거 주가 다운로드 함수
# stock_no: 한국 주식 번호, 현재는 한국 주식만 다운로드 가능
def get_stock_history_pdr(stock_no):
	# 과거 주가 데이터, 기간은 3.5년으로 설정
	DT_DIFF = 365.25*3.5

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def q_stick(Data, ema_lookback, opening, close, where):
	# The variable Data refers to the OHLC array you are using
	# The variable ema_lookback refers to the selected lookback period
	# The variable opening refers to the open column in the OHLC array
	# The variable close refers to the close column in the OHLC array
	# The variable where refers to where the Q-Stick will be put

	for i in range(len(Data)):
		Data[i, where] = Data[i, close] - Data[i, opening]

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# 가중 이동평균 함수
# 지수 이동평균 함수
def ema(Data, alpha, lookback, what, where):
	# alpha is the smoothing factor
	# window is the lookback period
	# what is the column that needs to have its average calculated
	# where is where to put the exponential moving average

	alpha = alpha / (lookback + 1.0)
	beta  = 1 - alpha

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# 파라미터
# Data: 데이터(np.array), lookback: 이동 평균 기간(int), what: 대상 데이터 위치(int), where: 저장할 위치(int)
# ma: moving average
def ma(Data, lookback, what, where):
	for i in range(len(Data)):
		try:
			Data[i, where] = (Data[i - lookback + 1:i + 1, what].mean())
		except IndexError:
			pass
	return Data

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import gym
import numpy as np
import random
from keras.models import Sequential
from keras.layers import Dense, Dropout
from keras.optimizers import Adam

from collections import deque

class DQN:

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import random
import json
import gym
from gym import spaces
import pandas as pd
import numpy as np

from StockTradingGraph import StockTradingGraph

MAX_ACCOUNT_BALANCE = 2147483647

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import numpy as np
import matplotlib
import matplotlib.pyplot as plt
import matplotlib.dates as mdates
from matplotlib import style

# finance module is no longer part of matplotlib
# see: https://github.com/matplotlib/mpl_finance
from mpl_finance import candlestick_ochl as candlestick

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stable-baselines 설치

Microsoft MPI v10.0 설치
https://www.microsoft.com/en-us/download/details.aspx?id=57467

pip install gym
pip install pandas
pip install tensorflow==1.14.0
pip install stable-baselines[mpi]==2.10.0
pip install mpl_finance

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가상환경 생성

conda create --prefix d:\conda\stable-baselines python=3.6