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@lcamposgarrido
lcamposgarrido / tf_portfolio_ranking.py
Last active September 24, 2020 17:39
TF-Ranking - Portfolio
import tensorflow as tf
import tensorflow_ranking as tfr
_TRAIN_DATA_PATH="/data/train.txt"
_TEST_DATA_PATH="/data/test.txt"
_LOSS="approx_ndcg_loss"
_N_ASSETS=100
_N_FEATURES=16
_BATCH_SIZE=32
_HIDDEN_LAYER_DIMS=["20", "10"]
@lcamposgarrido
lcamposgarrido / train.py
Created November 27, 2018 11:29
Training
from agent.agent import Agent
from functions import *
import sys
if len(sys.argv) != 4:
print("Usage: python train.py [stock] [window] [episodes]")
exit()
stock_name, window_size, episode_count = sys.argv[1], int(sys.argv[2]), int(sys.argv[3])
import keras
from keras.models import Sequential
from keras.models import load_model
from keras.layers import Dense
from keras.optimizers import Adam
import numpy as np
import random
from collections import deque