\uc815\ucc45 (Policy)<\/strong>: \uc5d0\uc774\uc804\ud2b8\uac00 \uac01 \uc0c1\ud0dc\uc5d0\uc11c \uc5b4\ub5a4 \ud589\ub3d9\uc744 \uc120\ud0dd\ud560\uc9c0\ub97c \uacb0\uc815\ud558\ub294 \ud568\uc218\uc785\ub2c8\ub2e4.<\/li>\n<\/ol>\n4. \uac15\ud654\ud559\uc2b5\uc744 \ud65c\uc6a9\ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529 \uad6c\ucd95<\/h2>\n
\uc774\uc81c \uac15\ud654\ud559\uc2b5\uc744 \ud65c\uc6a9\ud558\uc5ec \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529 \uc2dc\uc2a4\ud15c\uc744 \uad6c\ucd95\ud558\ub294 \ubc29\ubc95\uc744 \uc0b4\ud3b4\ubcf4\uaca0\uc2b5\ub2c8\ub2e4.<\/p>\n
4.1 \ud658\uacbd \uad6c\ucd95<\/h3>\n
\uc6b0\uc120 \uc8fc\uc2dd \uac70\ub798 \ud658\uacbd\uc744 \uad6c\ucd95\ud574\uc57c \ud569\ub2c8\ub2e4. OpenAI\uc758 Gym \ub77c\uc774\ube0c\ub7ec\ub9ac\ub97c \uc0ac\uc6a9\ud558\uc5ec \uc8fc\uc2dd \uac70\ub798 \ud658\uacbd\uc744 \uc124\uc815\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
\nimport gym\nfrom gym import spaces\n\nclass StockTradingEnv(gym.Env):\n def __init__(self, df):\n super(StockTradingEnv, self).__init__()\n # \uc8fc\uc2dd \ub370\uc774\ud130\ud504\ub808\uc784 \ucd08\uae30\ud654\n self.df = df\n self.current_step = 0\n # \ud589\ub3d9 \uacf5\uac04 \uc815\uc758: 0: \ub9e4\ub3c4, 1: \ubcf4\uc720, 2: \ub9e4\uc218\n self.action_space = spaces.Discrete(3)\n # \uc0c1\ud0dc \uacf5\uac04 \uc815\uc758\n self.observation_space = spaces.Box(low=0, high=1, shape=(len(df.columns),), dtype=np.float32)\n\n def reset(self):\n # \ud658\uacbd \ucd08\uae30\ud654\n self.current_step = 0\n return self.df.iloc[self.current_step].values\n\n def step(self, action):\n # \uc8fc\uc2dd \uac70\ub798 \ub85c\uc9c1 \uad6c\ud604\n # ...\n return next_state, reward, done, {}\n<\/code><\/pre>\n4.2 \uc5d0\uc774\uc804\ud2b8 \uc124\uacc4<\/h3>\n
\uc774\uc81c \uc5d0\uc774\uc804\ud2b8\ub97c \uc124\uacc4\ud558\uc5ec \uc0c1\ud0dc\uc640 \ud589\ub3d9\uc744 \uae30\ubc18\uc73c\ub85c \ubcf4\uc0c1\uc744 \uadf9\ub300\ud654\ud558\ub294 \ubc29\ud5a5\uc73c\ub85c \ud559\uc2b5\ud558\ub3c4\ub85d \ub9cc\ub4ed\ub2c8\ub2e4. DQN(Deep Q-Network)\uacfc \uac19\uc740 \uc54c\uace0\ub9ac\uc998\uc744 \uc0ac\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
\nimport numpy as np\nimport random\n\nclass DQNAgent:\n def __init__(self, state_size, action_size):\n self.state_size = state_size\n self.action_size = action_size\n # DQN\uc758 \uc2e0\uacbd\ub9dd \ubaa8\ub378 \ucd08\uae30\ud654\n # ...\n\n def act(self, state):\n # \ud604\uc7ac \uc0c1\ud0dc\uc5d0 \ub530\ub978 \ud589\ub3d9 \uc120\ud0dd\n return random.choice(range(self.action_size))\n\n def replay(self, batch_size):\n # \uacbd\ud5d8 \uc7ac\uc0dd\uc744 \ud1b5\ud55c \ud559\uc2b5\n # ...\n<\/code><\/pre>\n4.3 \ud6c8\ub828 \uacfc\uc815<\/h3>\n
\uc774\uc81c \uc5d0\uc774\uc804\ud2b8\ub97c \ud6c8\ub828\uc2dc\ud0a4\ub294 \uacfc\uc815\uc744 \uc9c4\ud589\ud569\ub2c8\ub2e4. \ud658\uacbd\uc758 \uc0c1\ud0dc\ub97c \ud1b5\ud574 \ud589\ub3d9\uc744 \uc120\ud0dd\ud558\uace0, \uadf8\uc5d0 \ub300\ud55c \ubcf4\uc0c1\uc744 \ubc1b\uc544 \ud559\uc2b5\ud569\ub2c8\ub2e4.<\/p>\n
\nif __name__ == \"__main__\":\n env = StockTradingEnv(df)\n agent = DQNAgent(state_size, action_size)\n \n for e in range(EPISODES):\n state = env.reset()\n done = False\n \n while not done:\n action = agent.act(state)\n next_state, reward, done, _ = env.step(action)\n agent.remember(state, action, reward, next_state, done)\n state = next_state\n<\/code><\/pre>\n<\/body><\/p>\n","protected":false},"excerpt":{"rendered":"
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