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Description
import argparse
import datetime
import os
import sys
import pprint
import numpy as np
import torch
# Add the parent directory to the system path
sys.path.append('..')
from tianshou.data import Collector, ReplayBuffer, VectorReplayBuffer, PrioritizedVectorReplayBuffer, Batch
from tianshou.env.venvs import DummyVectorEnv, SubprocVectorEnv
from tianshou.exploration import GaussianNoise
from tianshou.policy import DDPGPolicy
from tianshou.policy.base import BasePolicy
from tianshou.trainer import OffpolicyTrainer
from tianshou.utils.net.common import Net
from tianshou.utils.net.continuous import Actor, Critic
from tianshou.highlevel.logger import LoggerFactoryDefault
from env.amm_env import ArbitrageEnv
from env.market import GBMPriceSimulator
from env.new_amm import AMM
def get_args() -> argparse.Namespace:
parser = argparse.ArgumentParser()
parser.add_argument("--task", type=str, default="AMM")
parser.add_argument("--seed", type=int, default=0)
parser.add_argument("--alpha", type=float, default=0.5)
parser.add_argument("--beta", type=float, default=0.4)
parser.add_argument("--buffer-size", type=int, default=1e6)
parser.add_argument("--hidden-sizes", type=int, nargs="*", default=[256, 256])
parser.add_argument("--actor-lr", type=float, default=1e-5)
parser.add_argument("--critic-lr", type=float, default=1e-5)
parser.add_argument("--gamma", type=float, default=0.0)
parser.add_argument("--tau", type=float, default=0.0005)
parser.add_argument("--exploration-noise", type=float, default=0.01)
parser.add_argument("--start-timesteps", type=int, default=1)
parser.add_argument("--epoch", type=int, default=200)
parser.add_argument("--step-per-epoch", type=int, default=5000)
parser.add_argument("--step-per-collect", type=int, default=10)
parser.add_argument("--update-per-step", type=int, default=1)
parser.add_argument("--n-step", type=int, default=3)
parser.add_argument("--batch-size", type=int, default=64)
parser.add_argument("--training-num", type=int, default=10)
parser.add_argument("--test-num", type=int, default=10)
parser.add_argument("--logdir", type=str, default="log")
parser.add_argument("--render", type=float, default=0.0)
parser.add_argument(
"--device",
type=str,
default="cuda" if torch.cuda.is_available() else "cpu",
)
parser.add_argument("--resume-path", type=str, default=None)
parser.add_argument("--resume-id", type=str, default=None)
parser.add_argument(
"--logger",
type=str,
default="tensorboard",
choices=["tensorboard", "wandb"],
)
parser.add_argument("--wandb-project", type=str, default="mujoco.benchmark")
parser.add_argument(
"--watch",
default=False,
action="store_true",
help="watch the play of pre-trained policy only",
)
parser.add_argument("--USING_USD", type=bool, default=True)
parser.add_argument("--mkt_start", type=float, default=1.0)
parser.add_argument("--fee_rate", type=float, default=0.02)
return parser.parse_args()
def test_ddpg(args: argparse.Namespace = get_args()) -> None:
market = GBMPriceSimulator(start_price=args.mkt_start, deterministic=False)
fee_rate = args.fee_rate
amm = AMM(initial_a=10000, initial_b=10000, fee=fee_rate)
env = ArbitrageEnv(market, amm, USD=args.USING_USD)
eval_market = GBMPriceSimulator(start_price=args.mkt_start, deterministic=True)
# test_env = ArbitrageEnv(eval_market, amm, USD=args.USING_USD)
train_env = SubprocVectorEnv([lambda: ArbitrageEnv(market, amm, USD=args.USING_USD) for _ in range(args.training_num)])
test_env = SubprocVectorEnv([lambda: ArbitrageEnv(eval_market, amm, USD=args.USING_USD) for _ in range(args.test_num)])
args.state_shape = env.observation_space.shape or env.observation_space.n
args.action_shape = env.action_space.shape or env.action_space.n
args.max_action = env.action_space.high[0]
args.exploration_noise = args.exploration_noise * args.max_action
args.USING_USD = False
print("Observations shape:", args.state_shape)
print("Actions shape:", args.action_shape)
print("Action range:", np.min(env.action_space.low), np.max(env.action_space.high))
print(f"max_action: {args.max_action}")
# seed
np.random.seed(args.seed)
torch.manual_seed(args.seed)
# model
net_a = Net(state_shape=args.state_shape, hidden_sizes=args.hidden_sizes, device=args.device)
actor = Actor(net_a, args.action_shape, max_action=args.max_action, device=args.device).to(
args.device,
)
actor_optim = torch.optim.Adam(actor.parameters(), lr=args.actor_lr)
net_c = Net(
state_shape=args.state_shape,
action_shape=args.action_shape,
hidden_sizes=args.hidden_sizes,
concat=True,
device=args.device,
)
critic = Critic(net_c, device=args.device).to(args.device)
critic_optim = torch.optim.Adam(critic.parameters(), lr=args.critic_lr)
policy: DDPGPolicy = DDPGPolicy(
actor=actor,
actor_optim=actor_optim,
critic=critic,
critic_optim=critic_optim,
tau=args.tau,
gamma=args.gamma,
exploration_noise=GaussianNoise(sigma=args.exploration_noise),
estimation_step=args.n_step,
action_space=env.action_space,
)
# load a previous policy
if args.resume_path:
policy.load_state_dict(torch.load(args.resume_path, map_location=args.device))
print("Loaded agent from: ", args.resume_path)
# collector
buffer = PrioritizedVectorReplayBuffer(
args.buffer_size,
buffer_num=len(train_env),
ignore_obs_next=True,
save_only_last_obs=True,
alpha=args.alpha,
beta=args.beta,
)
train_collector = Collector(policy, train_env, buffer, exploration_noise=True)
test_collector = Collector(policy, test_env, exploration_noise=True)
train_collector.reset()
train_collector.collect(n_step=args.start_timesteps, random=True)
# log
now = datetime.datetime.now().strftime("%y%m%d-%H%M%S")
args.algo_name = "ddpg"
log_name = os.path.join(args.task, args.algo_name, str(args.seed), now)
log_path = os.path.join(args.logdir, log_name)
# logger
logger_factory = LoggerFactoryDefault()
if args.logger == "wandb":
logger_factory.logger_type = "wandb"
logger_factory.wandb_project = args.wandb_project
else:
logger_factory.logger_type = "tensorboard"
logger = logger_factory.create_logger(
log_dir=log_path,
experiment_name=log_name,
run_id=args.resume_id,
config_dict=vars(args),
)
def save_best_fn(policy: BasePolicy) -> None:
torch.save(policy.state_dict(), os.path.join(log_path, "policy.pth"))
def save_dist_fn(policy: BasePolicy) -> None:
torch.save(policy.state_dict(), os.path.join(log_path, "best_dist_policy.pth"))
if not args.watch:
# trainer
result = OffpolicyTrainer(
policy=policy,
train_collector=train_collector,
test_collector=test_collector,
max_epoch=args.epoch,
step_per_epoch=args.step_per_epoch,
step_per_collect=args.step_per_collect,
episode_per_test=args.test_num,
batch_size=args.batch_size,
save_best_fn=save_best_fn,
save_dist_fn=save_dist_fn,
logger=logger,
update_per_step=args.update_per_step,
test_in_train=False,
verbose=True,
).run()
pprint.pprint(result)
# # Let's watch its performance!
test_env.seed(args.seed)
test_collector.reset()
collector_stats = test_collector.collect(n_episode=args.test_num, render=args.render)
print(collector_stats)
if __name__ == "__main__":
test_ddpg()
Result:
Observations shape: (2,)
Actions shape: (1,)
Action range: -0.99999 0.99999
max_action: 0.9999899864196777
/home/shiftpub/miniconda/envs/amm_tianshou/lib/python3.11/site-packages/tianshou/policy/modelfree/ddpg.py:93: UserWarning: action_scaling and action_bound_method are only intended to dealwith unbounded model action space, but find actor model boundaction space with max_action=0.9999899864196777.Consider using unbounded=True option of the actor model,or set action_scaling to False and action_bound_method to None.
warnings.warn(
/home/shiftpub/miniconda/envs/amm_tianshou/lib/python3.11/site-packages/tianshou/data/collector.py:331: UserWarning: n_step=1 is not a multiple of (self.env_num=10), which may cause extra transitions being collected into the buffer.
...
obs: torch.Size([6, 2])
obs: torch.Size([6, 256])
Epoch #1: 0%| | 0/5000 [00:00<?, ?it/s]obs: torch.Size([10, 2])
obs: torch.Size([10, 256])
obs: torch.Size([64])
Epoch #1: 0%|
...
File "/home/shiftpub/miniconda/envs/amm_tianshou/lib/python3.11/site-packages/tianshou/utils/net/common.py", line 143, in forward
obs = obs.flatten(1)
^^^^^^^^^^^^^^
IndexError: Dimension out of range (expected to be in range of [-1, 0], but got 1)
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