From 56e77f0c7d7806a0cb7149b1b69f6040a132a29c Mon Sep 17 00:00:00 2001
From: vzhomeexperiments <vz.home.experiments@gmail.com>
Date: Wed, 31 Oct 2018 21:19:51 +0100
Subject: [PATCH] added test data for the function

---
 _RL/TradeTriggerRL.R            |   9 +++++----
 _RL/generate_RL_policy.R        |  10 ++++++++--
 _RL/record_policy.R             |   7 +++++--
 _TEST_DATA/TradeStatePolicy.rds | Bin 0 -> 245 bytes
 4 files changed, 18 insertions(+), 8 deletions(-)
 create mode 100644 _TEST_DATA/TradeStatePolicy.rds

diff --git a/_RL/TradeTriggerRL.R b/_RL/TradeTriggerRL.R
index 26c57ec..4114045 100644
--- a/_RL/TradeTriggerRL.R
+++ b/_RL/TradeTriggerRL.R
@@ -11,7 +11,7 @@
 # packages used *** make sure to install these packages
 library(tidyverse) #install.packages("tidyverse")
 library(lubridate) #install.packages("lubridate") 
-library(ReinforcementLearning) #devtools::install_github("nproellochs/ReinforcementLearning")
+library(ReinforcementLearning) #install.packages("ReinforcementLearning")
 library(magrittr)
 
 # ----------- Main Steps -----------------
@@ -76,7 +76,8 @@ for (i in 1:length(vector_systems)) {
   # tryCatch() function will not abort the entire for loop in case of the error in one iteration
   tryCatch({
     # execute this code below for debugging:
-    # i <- 5
+    # i <- 7 #policy off
+    # i <- 2 #policy on
     
     # extract current magic number id
   trading_system <- vector_systems[i]
@@ -102,8 +103,8 @@ for (i in 1:length(vector_systems)) {
   # NOTE: more research is required to find best parameters TDL TDL TDL
   #control <- list(alpha = 0.5, gamma = 0.5, epsilon = 0.5)
   #control <- list(alpha = 0.9, gamma = 0.9, epsilon = 0.9)
-  control <- list(alpha = 0.1, gamma = 0.2, epsilon = 0.5)
-  #control <- list(alpha = 0.3, gamma = 0.6, epsilon = 0.1) 
+  #control <- list(alpha = 0.7, gamma = 0.5, epsilon = 0.9)
+  control <- list(alpha = 0.3, gamma = 0.6, epsilon = 0.1) 
   
   # perform reinforcement learning and return policy
   policy_tr_systDF <- generate_RL_policy(trading_systemDF, states = states,actions = actions,
diff --git a/_RL/generate_RL_policy.R b/_RL/generate_RL_policy.R
index fa2256d..cf51bea 100644
--- a/_RL/generate_RL_policy.R
+++ b/_RL/generate_RL_policy.R
@@ -17,6 +17,7 @@
 generate_RL_policy <- function(x, states, actions, control){
   require(tidyverse)
   require(ReinforcementLearning)
+  require(magrittr)
   # uncomment to debug code inside the function
   # x <- read_rds("_TEST_DATA/data_trades.rds")
   # x <- trading_systemDF
@@ -63,15 +64,20 @@ generate_RL_policy <- function(x, states, actions, control){
                                    s_new = "NextState", control = control, iter = 1, model = model)
     #model$Q
     #print(i)
+    
   }
+  
+  #plot(model)
+  
   # extract custom policy from the obtained dataset
   df_Q <- model$Q %>% as.data.frame() %>% 
     # create column with market periods
     mutate(TradeState = row.names(.)) %>% 
     # interpret policy as defined logic, value at ON must be >= 0!
     mutate(Policy = ifelse(ON <= 0, "OFF", ifelse(ON > OFF, "ON", ifelse(OFF > ON, "OFF", NA)))) %>% 
-    select(TradeState, Policy)
-  
+    select(TradeState, Policy) 
+    # record this object for the function debugging
+    # write_rds(df_Q, "_TEST_DATA/TradeStatePolicy.rds")
    #plot(model)
    return(df_Q)
 
diff --git a/_RL/record_policy.R b/_RL/record_policy.R
index 2bb5215..ba2bc17 100644
--- a/_RL/record_policy.R
+++ b/_RL/record_policy.R
@@ -10,13 +10,16 @@
 #' @param last_result - character vector of the last result of the trade
 #' 
 #' @return nothing is returned
-#' @export function creates csv file
+#' @export - function creates csv file
 #' @example record_policy(x = policy_tr_systDF, trading_system = trading_system, path_sandbox = path_T4)
 #' 
 record_policy <- function(x, last_result, trading_system, path_sandbox){
+  require(tidyverse)
+  require(magrittr)
   # debugging
-  # trading_system <- 8118105
+  # trading_system <- 8118101
   # last_result <- "tradeloss"
+  # x <- read_rds("_TEST_DATA/TradeStatePolicy.rds")
   # x <- policy_tr_systDF
   # path_sandbox <- "C:/Program Files (x86)/FxPro - Terminal3/MQL4/Files/"
 # derive which terminal should be enabled (using path to sandbox) and using variable 'addition'
diff --git a/_TEST_DATA/TradeStatePolicy.rds b/_TEST_DATA/TradeStatePolicy.rds
new file mode 100644
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