update readme / and docker files

Author: sph3rex

.dockerignore

@@ -5,4 +5,5 @@ research
 tensorboard
 agents
 data/tensorboard
-data/agents
+data/agents
+data/postgres

.gitignore

@@ -2,6 +2,7 @@
 **/__pycache__
 data/tensorboard/*
 data/agents/*
+data/postgres/*
 data/log/*
 *.pkl
 *.db

README.md

@@ -3,6 +3,7 @@
 [![Build Status](https://travis-ci.org/notadamking/RLTrader.svg?branch=master)](https://travis-ci.org/notadamking/RLTrader)
 [![PRs Welcome](https://img.shields.io/badge/PRs-welcome-brightgreen.svg?style=flat-square)](http://makeapullrequest.com)
 [![GPL Licence](https://badges.frapsoft.com/os/gpl/gpl.svg?v=103)](https://opensource.org/licenses/GPL-3.0/)
+[![Python 3.6](https://img.shields.io/badge/python-3.6-blue.svg)](https://www.python.org/downloads/release/python-360/)
 
 In this series of articles, we've created and optimized a Bitcoin trading agent to be highly profitable using deep reinforcement learning.
 
@@ -19,28 +20,96 @@ https://towardsdatascience.com/using-reinforcement-learning-to-trade-bitcoin-for
 
 # Getting Started
 
-The first thing you will need to do to get started is install the requirements in `requirements.txt`.
+The first thing you will need to do to get started is install the requirements. If your system has an nVIDIA GPU that you should start by using:
 
 ```bash
 pip install -r requirements.txt
 ```
 
-The requirements include the `tensorflow-gpu` library, though if you do not have access to a GPU, you should replace this requirement with `tensorflow`.
+If you have another type of GPU or you simply want to use your CPU, use:
+
+```bash
+pip install -r requirements.no-gpu.txt
+```
+
+Update your current static files, that are used by default:
+```bash
+ python update_data.py
+ ```
+
+Afterwards you can simply see the currently available options:
+
+```bash
+python ./cli.py --help
+```
+
+or simply run the project with default options:
+
+```bash
+python ./cli.py opt-train-test
+```
+
+### Testing with vagrant
+
+Start the vagrant box using:
+```bash
+vagrant up
+```
+
+Code will be located at /vagrant. Play and/or test with whatever package you wish.
+Note: With vagrant you cannot take full advantage of your GPU, so is mainly for testing purposes
+
+
+### Testing with docker
+
+If you want to run everything within a docker container, then just use:
+```bash
+./run-with-docker (cpu|gpu) (yes|no) opt-train-test
+```
+- cpu - start the container using CPU requirements
+- gpu - start the container using GPU requirements
+- yes | no - start or not a local postgres container
+Note: in case using yes as second argument, use 
+
+```bash
+python ./ cli.py--params-db-path "postgres://rl_trader:rl_trader@localhost" opt-train-test
+```
+
+The database and it's data are pesisted under `data/postgres` locally.
+
+If you want to spin a docker test environment:
+```bash
+./run-with-docker (cpu|gpu) (yes|no)
+```
+
+If you want to run existing tests, then just use:
+```bash
+./run-tests-with-docker
+```
+
+# Fire up a local docker dev environment
 
 # Optimizing, Training, and Testing
 
 While you could just let the agent train and run with the default PPO2 hyper-parameters, your agent would likely not be very profitable. The `stable-baselines` library provides a great set of default parameters that work for most problem domains, but we need to better.
 
-To do this, you will need to run `optimize.py`.
+To do this, you will need to run `cli.py`.
 
 ```bash
-python ./optimize.py
+python ./cli.py opt-train-test
 ```
 
 This can take a while (hours to days depending on your hardware setup), but over time it will print to the console as trials are completed. Once a trial is completed, it will be stored in `./data/params.db`, an SQLite database, from which we can pull hyper-parameters to train our agent.
 
 From there, you can train an agent with the best set of hyper-parameters, and later test it on completely new data to verify the generalization of the algorithm.
 
+# Common troubleshooting
+
+##### The specified module could not be found.
+Normally this is caused by missing mpi module. You should install it according to your platorm.
+- Windows: https://docs.microsoft.com/en-us/message-passing-interface/microsoft-mpi
+- Linux/MacOS: https://www.mpich.org/downloads/
+
 # Project Roadmap
 
 If you would like to contribute, here is the roadmap for the future of this project. To assign yourself to an item, please create an Issue/PR titled with the item from below and I will add your name to the list.

Vagrantfile

@@ -52,7 +52,7 @@ Vagrant.configure(VAGRANTFILE_API_VERSION) do |config|
     vm_config.vm.synced_folder '.', '/vagrant', disabled: false
 vm_config.vm.provision "default setup", type: "shell", inline: <<SCRIPT
 apt update
-apt install mpich
+apt install mpich libpq-dev
 DEBIAN_FRONTEND=noninteractive apt install python3-pip
 pip3 install -r /vagrant/requirements.no-gpu.txt
 SCRIPT

dev-with-docker

@@ -0,0 +1,68 @@
+#!/usr/bin/env bash
+
+set -e
+
+SCRIPT_DIR=$(dirname "${BASH_SOURCE[0]}")
+CWD=$(realpath "${SCRIPT_DIR}")
+
+if [[ -z $1 ]]; then
+    echo "Should have 1 argument: cpu or gpu"
+    exit
+fi
+
+TYPE=$1
+shift;
+
+if [[ -n $2 ]]; then
+    docker build \
+        --tag 'trader-rl-postgres' \
+        --build-arg ID=$(id -u) \
+        --build-arg GI=$(id -g) \
+        -f "$CWD/docker/Dockerfile.backend" "$CWD"
+
+    mkdir -p "$CWD/data/postgres"
+    docker run \
+        --detach \
+        --publish 5432:5432 \
+        --tty \
+        --user "$(id -u):$(id -g)" \
+        --volume "$CWD/data/postgres":"/var/lib/postgresql/data/trader-data" \
+      trader-rl-postgres-dev
+    shift
+fi
+
+if [[ $TYPE == 'gpu' ]]; then
+    GPU=1
+else
+    GPU=0
+fi
+
+MEM=$(cat /proc/meminfo | grep 'MemTotal:' |  awk '{ print $2 }')
+CPUS=$(cat /proc/cpuinfo | grep -P 'processor.+[0-7]+' | wc -l)
+
+MEM_LIMIT=$((MEM/4*3))
+CPU_LIMIT=$((CPUS/4*3))
+
+if [ $CPU_LIMIT == 0 ];then
+    CPU_LIMIT=1
+fi
+
+if [ $GPU == 0 ]; then
+    N="trader-rl-cpu-dev"
+    docker build --tag $N -f "$CWD/docker/Dockerfile.cpu" "$CWD"
+else
+    N="trader-rl-gpu-dev"
+    docker build --tag $N -f "$CWD/docker/Dockerfile.gpu" "$CWD"
+fi
+
+docker rm -fv rl_trader_dev || true
+docker run \
+    --name 'rl_trader_dev' \
+    --user $(id -u):$(id -g) \
+    --entrypoint 'bash' \
+    --interactive \
+    --memory "${MEM_LIMIT}b" \
+    --cpus "${CPU_LIMIT}" \
+    --tty \
+    --volume "${CWD}":/code \
+    "$N"

docker/Dockerfile.backend

@@ -3,8 +3,9 @@ FROM postgres:11-alpine
 ARG ID=1000
 ARG GI=1000
 
-ENV POSTGRES_PASSWORD=rl-trader
-ENV POSTGRES_DB='rl-trader'
+ENV POSTGRES_USER=rl_trader
+ENV POSTGRES_PASSWORD=rl_trader
+ENV POSTGRES_DB='rl_trader'
 ENV PGDATA=/var/lib/postgresql/data/trader-data
 
-RUN adduser -D -u $ID btct
+RUN adduser -D -u $ID rl_trader

docker/Dockerfile.cpu

@@ -5,7 +5,7 @@ ADD ./requirements.no-gpu.txt /code/requirements.txt
 WORKDIR /code
 
 RUN apt-get update \
-    && apt-get install -y build-essential mpich
+    && apt-get install -y build-essential mpich libpq-dev
 
 # should merge to top RUN to avoid extra layers - for debug only :/
 RUN pip install -r requirements.txt

docker/Dockerfile.gpu

@@ -5,5 +5,5 @@ ADD ./requirements.txt /code/
 WORKDIR /code
 
 RUN apt-get update \
-    && apt-get install -y build-essential mpich \
+    && apt-get install -y build-essential mpich libpq-dev \
     && pip install -r requirements.txt

docker/Dockerfile.tests

@@ -6,5 +6,5 @@ ADD ./requirements.tests.txt /code/requirements.txt
 WORKDIR /code
 
 RUN apt-get update \
-    && apt-get install -y build-essential mpich \
+    && apt-get install -y build-essential mpich libpq-dev \
     && pip install --progress-bar off --requirement requirements.txt

lib/cli/RLTraderCLI.py

@@ -14,6 +14,8 @@ def __init__(self):
         self.parser.add_argument('--mini-batches', type=int, default=1, help='Mini batches', dest='nminibatches')
         self.parser.add_argument('--train-split-percentage', type=int, default=0.8, help='Train set percentage')
         self.parser.add_argument('--verbose-model', type=int, default=1, help='Verbose model')
+        self.parser.add_argument('--params-db-path', type=str, default='sqlite:///data/params.db',
+                                     help='Params path')
         self.parser.add_argument(
             '--tensor-board-path',
             type=str,
@@ -35,8 +37,6 @@ def __init__(self):
         optimize_parser.add_argument('--trials', type=int, default=1, help='Number of trials')
         optimize_parser.add_argument('--parallel-jobs', type=int, default=1, help='How many jobs in parallel')
 
-        optimize_parser.add_argument('--params-db-path', type=str, default='sqlite:///data/params.db',
-                                     help='Params path')
         optimize_parser.add_argument('--verbose-model', type=int, default=1, help='Verbose model', dest='model_verbose')
 
         train_parser = subparsers.add_parser('train', description='Train model')

optimize.py

@@ -9,4 +9,5 @@ ta
 statsmodels==0.10.0rc2
 empyrical
 tensorflow-gpu
-ccxt
+ccxt
+psycopg2

requirements.txt

@@ -2,14 +2,16 @@
 
 set -e
 
-SCRIPT_DIR=$(dirname "${BASH_SOURCE[0]}")
-CWD=$(realpath "${SCRIPT_DIR}")
+CWD="$( cd "$( dirname "${BASH_SOURCE[0]}" )" >/dev/null 2>&1 && pwd )"
 
 if [[ -z $1 ]]; then
     echo "Should have 1 argument: cpu or gpu"
     exit
 fi
 
+TYPE=$1
+shift;
+
 if [[ -n $2 ]]; then
     docker build \
         --tag 'trader-rl-postgres' \
@@ -20,13 +22,15 @@ if [[ -n $2 ]]; then
     mkdir -p "$CWD/data/postgres"
     docker run \
         --detach \
+        --publish 5432:5432 \
         --tty \
         --user "$(id -u):$(id -g)" \
         --volume "$CWD/data/postgres":"/var/lib/postgresql/data/trader-data" \
       trader-rl-postgres
+    shift
 fi
 
-if [[ $1 == 'gpu' ]]; then
+if [[ $TYPE == 'gpu' ]]; then
     GPU=1
 else
     GPU=0
@@ -59,4 +63,4 @@ docker run \
     --tty \
     --volume "${CWD}":/code \
     "$N" \
-        python /code/cli.py opt-train-test
+        python /code/cli.py $@