Ccmmutty logo
Commutty IT
2
32 min read

AIを使って不労所得の道へ(1)~Python AnyTradingでランダム投資~【AIncomeプロジェクト】

https://cdn.magicode.io/media/notebox/addbeea3-bb46-43fb-b63a-c25448251275.jpeg

はじめに

株やFXの知識がないため,戦略的な取引ができない素人が多いと思います.私もその一人です. そこで,強化学習の力を借りて戦略的に取引をしようと思います.

強化学習とは

ある環境において,自律エージェントが状況を観測しながら行動することを繰り返し試行し,目的を達成するための最適な意思決定を学習する,機械学習の方法.
教師あり学習とは違い,環境から得られる報酬を元に,行動の良し悪しを評価する.
file

OpenAI Gym

人工知能を研究する非営利企業 OpenAIが作った,強化学習のシミュレーション用プラットフォームです.
OpenAI Gymの中の1つにAnyTradingというものがあります. AnyTradingは,FXや株式のトレーディングアルゴリズムを試すための強化学習環境です.

AIncomeプロジェクト

AIで所得(Income)を得るため「AIncome」と名付けました.

必要パッケージのインストール

anytradingをインストールしておきます.
!pip install gym-anytrading
!pip install stable-baselines
!pip install tensorflow==1.14.0

Looking in indexes: https://pypi.org/simple, https://us-python.pkg.dev/colab-wheels/public/simple/
Collecting gym-anytrading
  Downloading gym_anytrading-1.3.1-py3-none-any.whl (171 kB)
     |████████████████████████████████| 171 kB 5.5 MB/s 
Requirement already satisfied: numpy>=1.16.4 in /usr/local/lib/python3.7/dist-packages (from gym-anytrading) (1.21.6)
Requirement already satisfied: matplotlib>=3.1.1 in /usr/local/lib/python3.7/dist-packages (from gym-anytrading) (3.2.2)
Requirement already satisfied: gym>=0.12.5 in /usr/local/lib/python3.7/dist-packages (from gym-anytrading) (0.25.1)
Requirement already satisfied: pandas>=0.24.2 in /usr/local/lib/python3.7/dist-packages (from gym-anytrading) (1.3.5)
Requirement already satisfied: cloudpickle>=1.2.0 in /usr/local/lib/python3.7/dist-packages (from gym>=0.12.5->gym-anytrading) (1.5.0)
Requirement already satisfied: importlib-metadata>=4.8.0 in /usr/local/lib/python3.7/dist-packages (from gym>=0.12.5->gym-anytrading) (4.12.0)
Requirement already satisfied: gym-notices>=0.0.4 in /usr/local/lib/python3.7/dist-packages (from gym>=0.12.5->gym-anytrading) (0.0.8)
Requirement already satisfied: typing-extensions>=3.6.4 in /usr/local/lib/python3.7/dist-packages (from importlib-metadata>=4.8.0->gym>=0.12.5->gym-anytrading) (4.1.1)
Requirement already satisfied: zipp>=0.5 in /usr/local/lib/python3.7/dist-packages (from importlib-metadata>=4.8.0->gym>=0.12.5->gym-anytrading) (3.8.1)
Requirement already satisfied: pyparsing!=2.0.4,!=2.1.2,!=2.1.6,>=2.0.1 in /usr/local/lib/python3.7/dist-packages (from matplotlib>=3.1.1->gym-anytrading) (3.0.9)
Requirement already satisfied: kiwisolver>=1.0.1 in /usr/local/lib/python3.7/dist-packages (from matplotlib>=3.1.1->gym-anytrading) (1.4.4)
Requirement already satisfied: cycler>=0.10 in /usr/local/lib/python3.7/dist-packages (from matplotlib>=3.1.1->gym-anytrading) (0.11.0)
Requirement already satisfied: python-dateutil>=2.1 in /usr/local/lib/python3.7/dist-packages (from matplotlib>=3.1.1->gym-anytrading) (2.8.2)
Requirement already satisfied: pytz>=2017.3 in /usr/local/lib/python3.7/dist-packages (from pandas>=0.24.2->gym-anytrading) (2022.2.1)
Requirement already satisfied: six>=1.5 in /usr/local/lib/python3.7/dist-packages (from python-dateutil>=2.1->matplotlib>=3.1.1->gym-anytrading) (1.15.0)
Installing collected packages: gym-anytrading
Successfully installed gym-anytrading-1.3.1
Looking in indexes: https://pypi.org/simple, https://us-python.pkg.dev/colab-wheels/public/simple/
Collecting stable-baselines
  Downloading stable_baselines-2.10.2-py3-none-any.whl (240 kB)
     |████████████████████████████████| 240 kB 5.0 MB/s 
Requirement already satisfied: scipy in /usr/local/lib/python3.7/dist-packages (from stable-baselines) (1.7.3)
Requirement already satisfied: opencv-python in /usr/local/lib/python3.7/dist-packages (from stable-baselines) (4.6.0.66)
Requirement already satisfied: matplotlib in /usr/local/lib/python3.7/dist-packages (from stable-baselines) (3.2.2)
Requirement already satisfied: cloudpickle>=0.5.5 in /usr/local/lib/python3.7/dist-packages (from stable-baselines) (1.5.0)
Requirement already satisfied: pandas in /usr/local/lib/python3.7/dist-packages (from stable-baselines) (1.3.5)
Requirement already satisfied: gym[atari,classic_control]>=0.11 in /usr/local/lib/python3.7/dist-packages (from stable-baselines) (0.25.1)
Requirement already satisfied: joblib in /usr/local/lib/python3.7/dist-packages (from stable-baselines) (1.1.0)
Requirement already satisfied: numpy in /usr/local/lib/python3.7/dist-packages (from stable-baselines) (1.21.6)
Requirement already satisfied: gym-notices>=0.0.4 in /usr/local/lib/python3.7/dist-packages (from gym[atari,classic_control]>=0.11->stable-baselines) (0.0.8)
Requirement already satisfied: importlib-metadata>=4.8.0 in /usr/local/lib/python3.7/dist-packages (from gym[atari,classic_control]>=0.11->stable-baselines) (4.12.0)
Collecting pygame==2.1.0
  Downloading pygame-2.1.0-cp37-cp37m-manylinux_2_17_x86_64.manylinux2014_x86_64.whl (18.3 MB)
     |████████████████████████████████| 18.3 MB 102 kB/s 
Collecting ale-py~=0.7.5
  Downloading ale_py-0.7.5-cp37-cp37m-manylinux_2_17_x86_64.manylinux2014_x86_64.whl (1.6 MB)
     |████████████████████████████████| 1.6 MB 36.1 MB/s 
Requirement already satisfied: importlib-resources in /usr/local/lib/python3.7/dist-packages (from ale-py~=0.7.5->gym[atari,classic_control]>=0.11->stable-baselines) (5.9.0)
Requirement already satisfied: typing-extensions>=3.6.4 in /usr/local/lib/python3.7/dist-packages (from importlib-metadata>=4.8.0->gym[atari,classic_control]>=0.11->stable-baselines) (4.1.1)
Requirement already satisfied: zipp>=0.5 in /usr/local/lib/python3.7/dist-packages (from importlib-metadata>=4.8.0->gym[atari,classic_control]>=0.11->stable-baselines) (3.8.1)
Requirement already satisfied: python-dateutil>=2.1 in /usr/local/lib/python3.7/dist-packages (from matplotlib->stable-baselines) (2.8.2)
Requirement already satisfied: pyparsing!=2.0.4,!=2.1.2,!=2.1.6,>=2.0.1 in /usr/local/lib/python3.7/dist-packages (from matplotlib->stable-baselines) (3.0.9)
Requirement already satisfied: kiwisolver>=1.0.1 in /usr/local/lib/python3.7/dist-packages (from matplotlib->stable-baselines) (1.4.4)
Requirement already satisfied: cycler>=0.10 in /usr/local/lib/python3.7/dist-packages (from matplotlib->stable-baselines) (0.11.0)
Requirement already satisfied: six>=1.5 in /usr/local/lib/python3.7/dist-packages (from python-dateutil>=2.1->matplotlib->stable-baselines) (1.15.0)
Requirement already satisfied: pytz>=2017.3 in /usr/local/lib/python3.7/dist-packages (from pandas->stable-baselines) (2022.2.1)
Installing collected packages: pygame, ale-py, stable-baselines
Successfully installed ale-py-0.7.5 pygame-2.1.0 stable-baselines-2.10.2
Looking in indexes: https://pypi.org/simple, https://us-python.pkg.dev/colab-wheels/public/simple/
Collecting tensorflow==1.14.0
  Downloading tensorflow-1.14.0-cp37-cp37m-manylinux1_x86_64.whl (109.3 MB)
     |████████████████████████████████| 109.3 MB 1.4 MB/s 
Collecting keras-applications>=1.0.6
  Downloading Keras_Applications-1.0.8-py3-none-any.whl (50 kB)
     |████████████████████████████████| 50 kB 6.5 MB/s 
Requirement already satisfied: google-pasta>=0.1.6 in /usr/local/lib/python3.7/dist-packages (from tensorflow==1.14.0) (0.2.0)
Requirement already satisfied: astor>=0.6.0 in /usr/local/lib/python3.7/dist-packages (from tensorflow==1.14.0) (0.8.1)
Requirement already satisfied: keras-preprocessing>=1.0.5 in /usr/local/lib/python3.7/dist-packages (from tensorflow==1.14.0) (1.1.2)
Collecting tensorflow-estimator<1.15.0rc0,>=1.14.0rc0
  Downloading tensorflow_estimator-1.14.0-py2.py3-none-any.whl (488 kB)
     |████████████████████████████████| 488 kB 49.4 MB/s 
Requirement already satisfied: six>=1.10.0 in /usr/local/lib/python3.7/dist-packages (from tensorflow==1.14.0) (1.15.0)
Collecting tensorboard<1.15.0,>=1.14.0
  Downloading tensorboard-1.14.0-py3-none-any.whl (3.1 MB)
     |████████████████████████████████| 3.1 MB 46.1 MB/s 
Requirement already satisfied: numpy<2.0,>=1.14.5 in /usr/local/lib/python3.7/dist-packages (from tensorflow==1.14.0) (1.21.6)
Requirement already satisfied: gast>=0.2.0 in /usr/local/lib/python3.7/dist-packages (from tensorflow==1.14.0) (0.5.3)
Requirement already satisfied: wrapt>=1.11.1 in /usr/local/lib/python3.7/dist-packages (from tensorflow==1.14.0) (1.14.1)
Requirement already satisfied: termcolor>=1.1.0 in /usr/local/lib/python3.7/dist-packages (from tensorflow==1.14.0) (1.1.0)
Requirement already satisfied: protobuf>=3.6.1 in /usr/local/lib/python3.7/dist-packages (from tensorflow==1.14.0) (3.17.3)
Requirement already satisfied: absl-py>=0.7.0 in /usr/local/lib/python3.7/dist-packages (from tensorflow==1.14.0) (1.2.0)
Requirement already satisfied: grpcio>=1.8.6 in /usr/local/lib/python3.7/dist-packages (from tensorflow==1.14.0) (1.47.0)
Requirement already satisfied: wheel>=0.26 in /usr/local/lib/python3.7/dist-packages (from tensorflow==1.14.0) (0.37.1)
Requirement already satisfied: h5py in /usr/local/lib/python3.7/dist-packages (from keras-applications>=1.0.6->tensorflow==1.14.0) (3.1.0)
Requirement already satisfied: markdown>=2.6.8 in /usr/local/lib/python3.7/dist-packages (from tensorboard<1.15.0,>=1.14.0->tensorflow==1.14.0) (3.4.1)
Requirement already satisfied: setuptools>=41.0.0 in /usr/local/lib/python3.7/dist-packages (from tensorboard<1.15.0,>=1.14.0->tensorflow==1.14.0) (57.4.0)
Requirement already satisfied: werkzeug>=0.11.15 in /usr/local/lib/python3.7/dist-packages (from tensorboard<1.15.0,>=1.14.0->tensorflow==1.14.0) (1.0.1)
Requirement already satisfied: importlib-metadata>=4.4 in /usr/local/lib/python3.7/dist-packages (from markdown>=2.6.8->tensorboard<1.15.0,>=1.14.0->tensorflow==1.14.0) (4.12.0)
Requirement already satisfied: typing-extensions>=3.6.4 in /usr/local/lib/python3.7/dist-packages (from importlib-metadata>=4.4->markdown>=2.6.8->tensorboard<1.15.0,>=1.14.0->tensorflow==1.14.0) (4.1.1)
Requirement already satisfied: zipp>=0.5 in /usr/local/lib/python3.7/dist-packages (from importlib-metadata>=4.4->markdown>=2.6.8->tensorboard<1.15.0,>=1.14.0->tensorflow==1.14.0) (3.8.1)
Requirement already satisfied: cached-property in /usr/local/lib/python3.7/dist-packages (from h5py->keras-applications>=1.0.6->tensorflow==1.14.0) (1.5.2)
Installing collected packages: tensorflow-estimator, tensorboard, keras-applications, tensorflow
  Attempting uninstall: tensorflow-estimator
    Found existing installation: tensorflow-estimator 2.8.0
    Uninstalling tensorflow-estimator-2.8.0:
      Successfully uninstalled tensorflow-estimator-2.8.0
  Attempting uninstall: tensorboard
    Found existing installation: tensorboard 2.8.0
    Uninstalling tensorboard-2.8.0:
      Successfully uninstalled tensorboard-2.8.0
  Attempting uninstall: tensorflow
    Found existing installation: tensorflow 2.8.2+zzzcolab20220719082949
    Uninstalling tensorflow-2.8.2+zzzcolab20220719082949:
      Successfully uninstalled tensorflow-2.8.2+zzzcolab20220719082949
ERROR: pip's dependency resolver does not currently take into account all the packages that are installed. This behaviour is the source of the following dependency conflicts.
kapre 0.3.7 requires tensorflow>=2.0.0, but you have tensorflow 1.14.0 which is incompatible.
Successfully installed keras-applications-1.0.8 tensorboard-1.14.0 tensorflow-1.14.0 tensorflow-estimator-1.14.0

ランダム投資

ランダムにアクションを選択します.
import gym
import gym_anytrading
import matplotlib.pyplot as plt
from gym_anytrading.envs import TradingEnv, ForexEnv, StocksEnv, Actions, Positions
from gym_anytrading.datasets import FOREX_EURUSD_1H_ASK, STOCKS_GOOGL
from stable_baselines.common import set_global_seeds

# 環境を生成(frame_boundはデータセット内の訓練範囲を開始行数と終了行数で指定)
env = gym.make('forex-v0', frame_bound=(50, 100), window_size=10)

# シードの指定
env.seed(0)
set_global_seeds(0)

# ランダム行動による動作確認
state = env.reset()
while True:
    action = env.action_space.sample()

    # 1ステップ実行
    state, reward, done, info = env.step(action)

    # エピソード完了
    if done:
        print('info:', info)
        break

# グラフのプロット
plt.cla()
env.render_all()
plt.show()
その結果がこちらです.
/usr/local/lib/python3.7/dist-packages/tensorflow/python/util/nest.py:1286: DeprecationWarning: Using or importing the ABCs from 'collections' instead of from 'collections.abc' is deprecated since Python 3.3,and in 3.9 it will stop working
  _pywrap_tensorflow.RegisterType("Mapping", _collections.Mapping)
/usr/local/lib/python3.7/dist-packages/tensorflow/python/framework/dtypes.py:516: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
  _np_qint8 = np.dtype([("qint8", np.int8, 1)])
/usr/local/lib/python3.7/dist-packages/tensorflow/python/framework/dtypes.py:517: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
  _np_quint8 = np.dtype([("quint8", np.uint8, 1)])
/usr/local/lib/python3.7/dist-packages/tensorflow/python/framework/dtypes.py:518: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
  _np_qint16 = np.dtype([("qint16", np.int16, 1)])
/usr/local/lib/python3.7/dist-packages/tensorflow/python/framework/dtypes.py:519: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
  _np_quint16 = np.dtype([("quint16", np.uint16, 1)])
/usr/local/lib/python3.7/dist-packages/tensorflow/python/framework/dtypes.py:520: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
  _np_qint32 = np.dtype([("qint32", np.int32, 1)])
/usr/local/lib/python3.7/dist-packages/tensorflow/python/framework/dtypes.py:525: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
  np_resource = np.dtype([("resource", np.ubyte, 1)])
/usr/local/lib/python3.7/dist-packages/tensorflow/python/framework/dtypes.py:593: DeprecationWarning: `np.object` is a deprecated alias for the builtin `object`. To silence this warning, use `object` by itself. Doing this will not modify any behavior and is safe. 
Deprecated in NumPy 1.20; for more details and guidance: https://numpy.org/devdocs/release/1.20.0-notes.html#deprecations
  np.object,
/usr/local/lib/python3.7/dist-packages/tensorflow/python/framework/dtypes.py:601: DeprecationWarning: `np.bool` is a deprecated alias for the builtin `bool`. To silence this warning, use `bool` by itself. Doing this will not modify any behavior and is safe. If you specifically wanted the numpy scalar type, use `np.bool_` here.
Deprecated in NumPy 1.20; for more details and guidance: https://numpy.org/devdocs/release/1.20.0-notes.html#deprecations
  np.bool,
/usr/local/lib/python3.7/dist-packages/tensorflow/python/framework/tensor_util.py:106: DeprecationWarning: `np.object` is a deprecated alias for the builtin `object`. To silence this warning, use `object` by itself. Doing this will not modify any behavior and is safe. 
Deprecated in NumPy 1.20; for more details and guidance: https://numpy.org/devdocs/release/1.20.0-notes.html#deprecations
  np.object:
/usr/local/lib/python3.7/dist-packages/tensorflow/python/framework/tensor_util.py:108: DeprecationWarning: `np.bool` is a deprecated alias for the builtin `bool`. To silence this warning, use `bool` by itself. Doing this will not modify any behavior and is safe. If you specifically wanted the numpy scalar type, use `np.bool_` here.
Deprecated in NumPy 1.20; for more details and guidance: https://numpy.org/devdocs/release/1.20.0-notes.html#deprecations
  np.bool:
/usr/local/lib/python3.7/dist-packages/tensorflow/python/training/tracking/object_identity.py:61: DeprecationWarning: Using or importing the ABCs from 'collections' instead of from 'collections.abc' is deprecated since Python 3.3,and in 3.9 it will stop working
  class ObjectIdentityDictionary(collections.MutableMapping):
/usr/local/lib/python3.7/dist-packages/tensorflow/python/training/tracking/data_structures.py:374: DeprecationWarning: Using or importing the ABCs from 'collections' instead of from 'collections.abc' is deprecated since Python 3.3,and in 3.9 it will stop working
  class _ListWrapper(List, collections.MutableSequence,
/usr/local/lib/python3.7/dist-packages/tensorboard/compat/tensorflow_stub/dtypes.py:541: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
  _np_qint8 = np.dtype([("qint8", np.int8, 1)])
/usr/local/lib/python3.7/dist-packages/tensorboard/compat/tensorflow_stub/dtypes.py:542: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
  _np_quint8 = np.dtype([("quint8", np.uint8, 1)])
/usr/local/lib/python3.7/dist-packages/tensorboard/compat/tensorflow_stub/dtypes.py:543: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
  _np_qint16 = np.dtype([("qint16", np.int16, 1)])
/usr/local/lib/python3.7/dist-packages/tensorboard/compat/tensorflow_stub/dtypes.py:544: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
  _np_quint16 = np.dtype([("quint16", np.uint16, 1)])
/usr/local/lib/python3.7/dist-packages/tensorboard/compat/tensorflow_stub/dtypes.py:545: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
  _np_qint32 = np.dtype([("qint32", np.int32, 1)])
/usr/local/lib/python3.7/dist-packages/tensorboard/compat/tensorflow_stub/dtypes.py:550: FutureWarning: Passing (type, 1) or '1type' as a synonym of type is deprecated; in a future version of numpy, it will be understood as (type, (1,)) / '(1,)type'.
  np_resource = np.dtype([("resource", np.ubyte, 1)])
/usr/local/lib/python3.7/dist-packages/tensorboard/compat/tensorflow_stub/dtypes.py:568: DeprecationWarning: `np.object` is a deprecated alias for the builtin `object`. To silence this warning, use `object` by itself. Doing this will not modify any behavior and is safe. 
Deprecated in NumPy 1.20; for more details and guidance: https://numpy.org/devdocs/release/1.20.0-notes.html#deprecations
  (np.object, string),
/usr/local/lib/python3.7/dist-packages/tensorboard/compat/tensorflow_stub/dtypes.py:569: DeprecationWarning: `np.bool` is a deprecated alias for the builtin `bool`. To silence this warning, use `bool` by itself. Doing this will not modify any behavior and is safe. If you specifically wanted the numpy scalar type, use `np.bool_` here.
Deprecated in NumPy 1.20; for more details and guidance: https://numpy.org/devdocs/release/1.20.0-notes.html#deprecations
  (np.bool, bool),
/usr/local/lib/python3.7/dist-packages/tensorboard/util/tensor_util.py:100: DeprecationWarning: `np.object` is a deprecated alias for the builtin `object`. To silence this warning, use `object` by itself. Doing this will not modify any behavior and is safe. 
Deprecated in NumPy 1.20; for more details and guidance: https://numpy.org/devdocs/release/1.20.0-notes.html#deprecations
  np.object: SlowAppendObjectArrayToTensorProto,
/usr/local/lib/python3.7/dist-packages/tensorboard/util/tensor_util.py:101: DeprecationWarning: `np.bool` is a deprecated alias for the builtin `bool`. To silence this warning, use `bool` by itself. Doing this will not modify any behavior and is safe. If you specifically wanted the numpy scalar type, use `np.bool_` here.
Deprecated in NumPy 1.20; for more details and guidance: https://numpy.org/devdocs/release/1.20.0-notes.html#deprecations
  np.bool: SlowAppendBoolArrayToTensorProto,
/usr/local/lib/python3.7/dist-packages/tensorflow/contrib/learn/python/learn/learn_io/generator_io.py:26: DeprecationWarning: Using or importing the ABCs from 'collections' instead of from 'collections.abc' is deprecated since Python 3.3,and in 3.9 it will stop working
  from collections import Container
/usr/local/lib/python3.7/dist-packages/tensorflow/contrib/labeled_tensor/python/ops/_typecheck.py:133: DeprecationWarning: Using or importing the ABCs from 'collections' instead of from 'collections.abc' is deprecated since Python 3.3,and in 3.9 it will stop working
  return (isinstance(instance, collections.Iterable) and
/usr/local/lib/python3.7/dist-packages/tensorflow/contrib/labeled_tensor/python/ops/core.py:722: DeprecationWarning: Using or importing the ABCs from 'collections' instead of from 'collections.abc' is deprecated since Python 3.3,and in 3.9 it will stop working
  tc.Tuple(string_types, collections.Hashable))),
/usr/local/lib/python3.7/dist-packages/stable_baselines/__init__.py:33: UserWarning: stable-baselines is in maintenance mode, please use [Stable-Baselines3 (SB3)](https://github.com/DLR-RM/stable-baselines3) for an up-to-date version. You can find a [migration guide](https://stable-baselines3.readthedocs.io/en/master/guide/migration.html) in SB3 documentation.
  "stable-baselines is in maintenance mode, please use [Stable-Baselines3 (SB3)](https://github.com/DLR-RM/stable-baselines3) for an up-to-date version. You can find a [migration guide](https://stable-baselines3.readthedocs.io/en/master/guide/migration.html) in SB3 documentation."
/usr/local/lib/python3.7/dist-packages/gym/utils/passive_env_checker.py:32: UserWarning: WARN: A Box observation space has an unconventional shape (neither an image, nor a 1D vector). We recommend flattening the observation to have only a 1D vector or use a custom policy to properly process the data. Actual observation shape: (10, 2)
  "A Box observation space has an unconventional shape (neither an image, nor a 1D vector). "
/usr/local/lib/python3.7/dist-packages/gym/core.py:330: DeprecationWarning: WARN: Initializing wrapper in old step API which returns one bool instead of two. It is recommended to set `new_step_api=True` to use new step API. This will be the default behaviour in future.
  "Initializing wrapper in old step API which returns one bool instead of two. It is recommended to set `new_step_api=True` to use new step API. This will be the default behaviour in future."
/usr/local/lib/python3.7/dist-packages/gym/wrappers/step_api_compatibility.py:40: DeprecationWarning: WARN: Initializing environment in old step API which returns one bool instead of two. It is recommended to set `new_step_api=True` to use new step API. This will be the default behaviour in future.
  "Initializing environment in old step API which returns one bool instead of two. It is recommended to set `new_step_api=True` to use new step API. This will be the default behaviour in future."
WARNING:tensorflow:From /usr/local/lib/python3.7/dist-packages/stable_baselines/common/misc_util.py:26: The name tf.set_random_seed is deprecated. Please use tf.compat.v1.set_random_seed instead.

/usr/local/lib/python3.7/dist-packages/gym/utils/passive_env_checker.py:175: UserWarning: WARN: Future gym versions will require that `Env.reset` can be passed a `seed` instead of using `Env.seed` for resetting the environment random number generator.
  "Future gym versions will require that `Env.reset` can be passed a `seed` instead of using `Env.seed` for resetting the environment random number generator."
/usr/local/lib/python3.7/dist-packages/gym/utils/passive_env_checker.py:191: UserWarning: WARN: Future gym versions will require that `Env.reset` can be passed `return_info` to return information from the environment resetting.
  "Future gym versions will require that `Env.reset` can be passed `return_info` to return information from the environment resetting."
/usr/local/lib/python3.7/dist-packages/gym/utils/passive_env_checker.py:196: UserWarning: WARN: Future gym versions will require that `Env.reset` can be passed `options` to allow the environment initialisation to be passed additional information.
  "Future gym versions will require that `Env.reset` can be passed `options` to allow the environment initialisation to be passed additional information."
/usr/local/lib/python3.7/dist-packages/gym/utils/passive_env_checker.py:228: DeprecationWarning: WARN: Core environment is written in old step API which returns one bool instead of two. It is recommended to rewrite the environment with new step API. 
  "Core environment is written in old step API which returns one bool instead of two. "
info: {'total_reward': 57.79999999999896, 'total_profit': 0.9904888151340515, 'position': 1}
適当にやっても利益がでてくるのですね.今後の開発が楽しみです!

Discussion

コメントにはログインが必要です。