AI4Finance-Foundation/FinRL-Tutorials

tuple error in FinRL-Tutorials/3-Practical/FinRL_PaperTrading_Demo.ipynb

BlockchainPunks opened this issue · 1 comments

Opened : /notebooks/FinRL/examples/FinRL_PaperTrading_Demo.ipynb on google collab and tried locally.

Both times: Part 2: Train the agent fails with Tuple error:
Alpaca successfully connected
Data cleaning started
align start and end dates
produce full timestamp index
Start processing tickers
ticker list complete
Start concat and rename
Data clean finished!
Started adding Indicators
Running Loop
Restore Timestamps
Finished adding Indicators
Data cleaning started
align start and end dates
produce full timestamp index
Start processing tickers
ticker list complete
Start concat and rename
Data clean finished!


TypeError Traceback (most recent call last)
Cell In[64], line 1
----> 1 train(start_date = '2022-08-25',
2 end_date = '2022-08-31',
3 ticker_list = ticker_list,
4 data_source = 'alpaca',
5 time_interval= '1Min',
6 technical_indicator_list= INDICATORS,
7 drl_lib='elegantrl',
8 env=env,
9 model_name='ppo',
10 if_vix=True,
11 API_KEY = API_KEY,
12 API_SECRET = API_SECRET,
13 API_BASE_URL = API_BASE_URL,
14 erl_params=ERL_PARAMS,
15 cwd='./papertrading_erl', #current_working_dir
16 break_step=1e5)

Cell In[49], line 60, in train(start_date, end_date, ticker_list, data_source, time_interval, technical_indicator_list, drl_lib, env, model_name, if_vix, **kwargs)
53 agent = DRLAgent_erl(
54 env=env,
55 price_array=price_array,
56 tech_array=tech_array,
57 turbulence_array=turbulence_array,
58 )
59 model = agent.get_model(model_name, model_kwargs=erl_params)
---> 60 trained_model = agent.train_model(
61 model=model, cwd=cwd, total_timesteps=break_step
62 )

Cell In[48], line 77, in DRLAgent.train_model(self, model, cwd, total_timesteps)
75 model.cwd = cwd
76 model.break_step = total_timesteps
---> 77 train_agent(model)

Cell In[47], line 310, in train_agent(args)
308 env = build_env(args.env_class, args.env_args)
309 agent = args.agent_class(args.net_dims, args.state_dim, args.action_dim, gpu_id=args.gpu_id, args=args)
--> 310 agent.states = env.reset()[np.newaxis, :]
312 evaluator = Evaluator(eval_env=build_env(args.env_class, args.env_args),
313 eval_per_step=args.eval_per_step,
314 eval_times=args.eval_times,
315 cwd=args.cwd)
316 torch.set_grad_enabled(False)

TypeError: tuple indices must be integers or slices, not tuple

please help as I cannot get paper trading demo to run

Have you found any solutions?