{"id":31373,"date":"2024-10-28T12:01:35","date_gmt":"2024-10-28T12:01:35","guid":{"rendered":"http:\/\/atmokpo.com\/w\/?p=31373"},"modified":"2024-11-26T06:45:22","modified_gmt":"2024-11-26T06:45:22","slug":"%eb%94%a5%eb%9f%ac%eb%8b%9d%ea%b3%bc-%eb%a8%b8%ec%8b%a0%eb%9f%ac%eb%8b%9d%ec%9d%84-%ed%99%9c%ec%9a%a9%ed%95%9c-%ec%9e%90%eb%8f%99%eb%a7%a4%eb%a7%a4-%ea%b0%95%ed%99%94%ed%95%99%ec%8a%b5%ea%b3%bc","status":"publish","type":"post","link":"https:\/\/atmokpo.com\/w\/31373\/","title":{"rendered":"\ub525\ub7ec\ub2dd\uacfc \uba38\uc2e0\ub7ec\ub2dd\uc744 \ud65c\uc6a9\ud55c \uc790\ub3d9\ub9e4\ub9e4, \uac15\ud654\ud559\uc2b5\uacfc \ubaa8\uba58\ud140 \uc804\ub7b5 \uacb0\ud569 \uac15\ud654\ud559\uc2b5\uc744 \ud1b5\ud574 \ubaa8\uba58\ud140 \uae30\ubc18 \ub9e4\ub9e4 \uc804\ub7b5\uc758 \uc131\ub2a5 \ud5a5\uc0c1."},"content":{"rendered":"

<\/p>\n

1. \uc11c\ub860<\/h2>\n

\n \ucd5c\uadfc \uba87 \ub144 \ub3d9\uc548 \ube44\ud2b8\ucf54\uc778\uacfc \uac19\uc740 \uc554\ud638\ud654\ud3d0\uc758 \uc778\uae30\uac00 \uae09\uc99d\ud588\uc2b5\ub2c8\ub2e4. \ub610\ud55c,
\n \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd \uae30\ubc95\ub4e4\uc774 \uae08\uc735 \ubd84\uc57c\uc5d0\uc11c \uc8fc\ubaa9\ubc1b\uc73c\uba70 \ub9ce\uc740 \ud22c\uc790\uc790\ub4e4\uc774 \uc774 \uae30\uc220\ub4e4\uc744 \ud65c\uc6a9\ud574
\n \uc790\ub3d9\ub9e4\ub9e4 \uc2dc\uc2a4\ud15c\uc744 \uac1c\ubc1c\ud558\uace0 \uc788\uc2b5\ub2c8\ub2e4. \ubcf8 \uae00\uc5d0\uc11c\ub294 \uac15\ud654\ud559\uc2b5\uc744 \ud1b5\ud574 \ubaa8\uba58\ud140 \uae30\ubc18
\n \ub9e4\ub9e4 \uc804\ub7b5\uc758 \uc131\ub2a5\uc744 \ud5a5\uc0c1\uc2dc\ud0a4\ub294 \ubc29\ubc95\uc5d0 \ub300\ud574 \uc54c\uc544\ubcf4\uaca0\uc2b5\ub2c8\ub2e4.\n <\/p>\n

2. \uae30\ubcf8 \uac1c\ub150<\/h2>\n

2.1. \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd<\/h3>\n

\n \uba38\uc2e0\ub7ec\ub2dd\uc740 \ub370\uc774\ud130\uc5d0\uc11c \ud328\ud134\uc744 \ud559\uc2b5\ud558\uace0 \uc608\uce21\ud558\ub294 \uc54c\uace0\ub9ac\uc998\uc744 \uac1c\ubc1c\ud558\ub294 \ubd84\uc57c\uc785\ub2c8\ub2e4.
\n \ubc18\uba74, \ub525\ub7ec\ub2dd\uc740 \uba38\uc2e0\ub7ec\ub2dd\uc758 \ud558\uc704 \ubd84\uc57c\ub85c, \uc778\uacf5 \uc2e0\uacbd\ub9dd\uc744 \uc0ac\uc6a9\ud574 \ubcf5\uc7a1\ud55c \ud328\ud134\uc744 \ud559\uc2b5\ud569\ub2c8\ub2e4.
\n \uc774 \ub450 \uac00\uc9c0 \uae30\uc220\uc740 \ub370\uc774\ud130 \ubd84\uc11d \ubc0f \uc608\uce21\uc5d0 \uac15\ub825\ud55c \ub3c4\uad6c\uac00 \ub429\ub2c8\ub2e4.\n <\/p>\n

2.2. \uac15\ud654\ud559\uc2b5<\/h3>\n

\n \uac15\ud654\ud559\uc2b5\uc740 \uc5d0\uc774\uc804\ud2b8\uac00 \ud658\uacbd\uacfc \uc0c1\ud638\uc791\uc6a9\ud558\uba70 \ubcf4\uc0c1\uc744 \ucd5c\ub300\ud654\ud558\ub3c4\ub85d \ud559\uc2b5\ud558\ub294 \uae30\ubc95\uc785\ub2c8\ub2e4.
\n \uc774 \uacfc\uc815\uc5d0\uc11c \uc5d0\uc774\uc804\ud2b8\ub294 \uc790\uc2e0\uc758 \ud589\ub3d9\uc774 \uacb0\uacfc\uc5d0 \ubbf8\uce58\ub294 \uc601\ud5a5\uc744 \ud559\uc2b5\ud558\uac8c \ub429\ub2c8\ub2e4.
\n \uc774\ub294 \uc790\ub3d9\ub9e4\ub9e4 \uc2dc\uc2a4\ud15c\uc5d0 \uc801\ud569\ud55c \ubc29\ubc95\uc73c\ub85c, \uc2dc\uc7a5\uc758 \ubcc0\ub3d9\uc131\uc744 \uc774\uc6a9\ud574 \uc218\uc775\uc744 \ucd94\uad6c\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n

2.3. \ubaa8\uba58\ud140 \uc804\ub7b5<\/h3>\n

\n \ubaa8\uba58\ud140 \uc804\ub7b5\uc740 \uacfc\uac70 \uac00\uaca9 \ucd94\uc138\ub97c \uae30\ubc18\uc73c\ub85c \ubbf8\ub798 \uac00\uaca9\uc744 \uc608\uce21\ud558\ub294 \ud22c\uc790 \uae30\ubc95\uc785\ub2c8\ub2e4.
\n \uc77c\ubc18\uc801\uc73c\ub85c \uc0c1\uc2b9\uc138\uac00 \uc9c0\uc18d\ub420 \uac83\uc774\ub77c \ubbff\uace0 \ub9e4\uc218\ud558\uace0, \ud558\ub77d\uc138\uac00 \uc9c0\uc18d\ub420 \uac83\uc774\ub77c \ubbff\uace0 \ub9e4\ub3c4\ud558\ub294 \ubc29\uc2dd\uc785\ub2c8\ub2e4.
\n \uc774 \uc804\ub7b5\uc740 \uc77c\uc815 \uae30\uac04 \ub3d9\uc548 \uac00\uaca9\uc774 \uc0c1\uc2b9\ud558\ub294 \uc790\uc0b0\uc744 \ub9e4\uc218\ud558\ub294 \uac83\uc744 \ud3ec\ud568\ud569\ub2c8\ub2e4.\n <\/p>\n

3. \uac15\ud654\ud559\uc2b5\uacfc \ubaa8\uba58\ud140 \uc804\ub7b5 \uacb0\ud569<\/h2>\n

3.1. \uc2dc\uc2a4\ud15c \uc124\uacc4<\/h3>\n

\n \uc790\ub3d9\ub9e4\ub9e4 \uc2dc\uc2a4\ud15c\uc744 \uc124\uacc4\ud560 \ub54c, \uba3c\uc800 \ud658\uacbd\uc744 \uc815\uc758\ud574\uc57c \ud569\ub2c8\ub2e4.
\n \uc774 \ud658\uacbd\uc740 \uac00\uaca9 \ub370\uc774\ud130\uc640 \uac70\ub798 \uc815\ubcf4\ub85c \uad6c\uc131\ub418\uba70, \uc5d0\uc774\uc804\ud2b8\ub294 \uc774 \ud658\uacbd\uc5d0\uc11c \ub9e4\ub9e4 \uacb0\uc815\uc744 \ub0b4\ub9ac\uac8c \ub429\ub2c8\ub2e4.
\n \uc5d0\uc774\uc804\ud2b8\uc758 \ubaa9\ud45c\ub294 \ucd5c\uc885\uc801\uc73c\ub85c \ucd5c\ub300\uc758 \ubcf4\uc0c1\uc744 \uc5bb\ub294 \uac83\uc785\ub2c8\ub2e4.\n <\/p>\n

3.2. \ub370\uc774\ud130 \uc218\uc9d1<\/h3>\n

\n \ube44\ud2b8\ucf54\uc778 \uac00\uaca9 \ub370\uc774\ud130\ub294 \ub2e4\uc591\ud55c \uc18c\uc2a4\uc5d0\uc11c \uc218\uc9d1\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.
\n \uc5ec\uae30\uc11c\ub294 \uac04\ub2e8\ud55c API\ub97c \ud1b5\ud574 \uac00\uaca9 \ub370\uc774\ud130\ub97c \uc218\uc9d1\ud558\uace0, \uc774\ub97c \uac15\ud654\ud559\uc2b5 \ubaa8\ub378 \ud559\uc2b5\uc5d0 \uc0ac\uc6a9\ud569\ub2c8\ub2e4.
\n \ub370\uc774\ud130\ub294 \uacfc\uac70 \uac00\uaca9, \uac70\ub798\ub7c9 \ub4f1\uc73c\ub85c \uad6c\uc131\ub420 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n

3.3. \uc0c1\ud0dc\uc640 \ud589\ub3d9 \uc815\uc758<\/h3>\n

\n \uc5d0\uc774\uc804\ud2b8\ub294 \ud604\uc7ac \uc0c1\ud0dc\ub97c \uae30\ubc18\uc73c\ub85c \ud589\ub3d9\uc744 \uc120\ud0dd\ud569\ub2c8\ub2e4.
\n \uc0c1\ud0dc\ub294 \uac00\uaca9 \ub370\uc774\ud130\uc640 \ud568\uaed8 \uae30\uc220\uc801 \uc9c0\ud45c(moving average, RSI \ub4f1)\ub85c \uc815\uc758\ud558\uba70, \ud589\ub3d9\uc740 \ub9e4\uc218, \ub9e4\ub3c4,
\n \ub610\ub294 \ub300\uae30\uc73c\ub85c \uc124\uc815\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n

3.4. \ubcf4\uc0c1 \ud568\uc218 \uc124\uacc4<\/h3>\n

\n \ubcf4\uc0c1 \ud568\uc218\ub294 \uc5d0\uc774\uc804\ud2b8\uc758 \ud589\ub3d9\uc774 \uc5bc\ub9c8\ub098 \uc131\uacf5\uc801\uc778\uc9c0\ub97c \ud310\ub2e8\ud558\ub294 \uae30\uc900\uc785\ub2c8\ub2e4.
\n \uc77c\ubc18\uc801\uc73c\ub85c \ub9e4\uc218 \ud6c4 \uc218\uc775\uc774 \ubc1c\uc0dd\ud588\uc744 \uacbd\uc6b0 \ubcf4\uc0c1\uc744 \uc8fc\uace0, \uc190\uc2e4\uc774 \ubc1c\uc0dd\ud588\uc744 \uacbd\uc6b0 \ud328\ub110\ud2f0\ub97c \ubd80\uc5ec\ud558\ub294 \ubc29\uc2dd\uc73c\ub85c
\n \uc124\uacc4\ub429\ub2c8\ub2e4. \ubcf4\uc0c1\uc740 \uac70\ub798 \uc190\uc775\uc744 \uae30\ubc18\uc73c\ub85c \ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n

4. \uc608\uc81c \ucf54\ub4dc<\/h2>\n

\n \uc544\ub798\ub294 \uac15\ud654\ud559\uc2b5\uc744 \uc774\uc6a9\ud55c \ube44\ud2b8\ucf54\uc778 \uc790\ub3d9\ub9e4\ub9e4\uc758 \uac04\ub2e8\ud55c \uc608\uc81c \ucf54\ub4dc\uc785\ub2c8\ub2e4.
\n \uc774 \ucf54\ub4dc\ub294 OpenAI\uc758 Gym\uc744 \uc0ac\uc6a9\ud558\uc5ec \ud658\uacbd\uc744 \uad6c\uc131\ud558\uace0, \ub525\ub7ec\ub2dd \ub77c\uc774\ube0c\ub7ec\ub9ac\uc778 TensorFlow\ub97c \uc0ac\uc6a9\ud558\uc5ec
\n \uc5d0\uc774\uc804\ud2b8\ub97c \ud559\uc2b5\uc2dc\ud0a4\ub294 \uae30\ubcf8\uc801\uc778 \uad6c\uc870\ub97c \ubcf4\uc5ec\uc90d\ub2c8\ub2e4.\n <\/p>\n

\n        \n        import numpy as np\n        import pandas as pd\n        import gym\n        from gym import spaces\n        from tensorflow.keras import Sequential\n        from tensorflow.keras.layers import Dense\n        from tensorflow.keras.optimizers import Adam\n\n        class BitcoinEnv(gym.Env):\n            def __init__(self, data):\n                super(BitcoinEnv, self).__init__()\n                self.data = data\n                self.action_space = spaces.Discrete(3)  # 0: \ub9e4\ub3c4, 1: \ub9e4\uc218, 2: \ub300\uae30\n                self.observation_space = spaces.Box(low=0, high=1, shape=(data.shape[1],), dtype=np.float32)\n                self.current_step = 0\n                self.balance = 1000  # \ucd08\uae30 \uc790\ubcf8\n                self.position = 0  # \ud604\uc7ac \ubcf4\uc720 \ud3ec\uc9c0\uc158\n\n            def reset(self):\n                self.current_step = 0\n                self.balance = 1000\n                self.position = 0\n                return self.data[self.current_step]\n\n            def step(self, action):\n                current_price = self.data[self.current_step]['close']\n                reward = 0\n\n                if action == 1:  # \ub9e4\uc218\n                    self.position = self.balance \/ current_price\n                    self.balance = 0\n                elif action == 0:  # \ub9e4\ub3c4\n                    if self.position > 0:\n                        self.balance = self.position * current_price\n                        reward = self.balance - 1000  # \uc218\uc775\n                        self.position = 0\n\n                self.current_step += 1\n                done = self.current_step >= len(self.data) - 1\n                next_state = self.data[self.current_step]\n                return next_state, reward, done, {}\n\n        # \uac04\ub2e8\ud55c \uc2e0\uacbd\ub9dd \ubaa8\ub378\uc744 \uc815\uc758\ud569\ub2c8\ub2e4.\n        def build_model(input_shape):\n            model = Sequential()\n            model.add(Dense(24, input_shape=input_shape, activation='relu'))\n            model.add(Dense(24, activation='relu'))\n            model.add(Dense(3, activation='linear'))  # 3\uac1c\uc758 \ud589\ub3d9\n            model.compile(optimizer=Adam(lr=0.001), loss='mse')\n            return model\n\n        # \uc8fc\uc694 \uc2e4\ud589 \ucf54\ub4dc\n        if __name__ == \"__main__\":\n            # \ub370\uc774\ud130 \ubd88\ub7ec\uc624\uae30\n            data = pd.read_csv('bitcoin_price.csv')  # \ube44\ud2b8\ucf54\uc778 \uac00\uaca9 \ub370\uc774\ud130\n            env = BitcoinEnv(data)\n            model = build_model((data.shape[1],))\n\n            # \uc5d0\uc774\uc804\ud2b8 \ud559\uc2b5\n            for episode in range(1000):\n                state = env.reset()\n                done = False\n\n                while not done:\n                    action = np.argmax(model.predict(state.reshape(1, -1)))\n                    next_state, reward, done, _ = env.step(action)\n                    model.fit(state.reshape(1, -1), reward, verbose=0)  # \uac04\ub2e8\ud55c \ud559\uc2b5\n                    state = next_state\n        <\/code>\n    <\/pre>\n
5. \uacb0\uacfc \ubd84\uc11d<\/h2>\n
\n        \ucf54\ub4dc\uac00 \uc2e4\ud589\ub41c \ud6c4, \uc5d0\uc774\uc804\ud2b8\uac00 \uc5bc\ub9c8\ub098 \ud6a8\uc728\uc801\uc73c\ub85c \ube44\ud2b8\ucf54\uc778\uc744 \ub9e4\ub9e4\ud588\ub294\uc9c0\ub97c \ubd84\uc11d
\n       \ud558\uae30 \uc704\ud574 \ub2e4\uc591\ud55c \uc9c0\ud45c\ub97c \uc0ac\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc608\ub97c \ub4e4\uc5b4 \ucd5c\uc885 \uc218\uc775\ub960, \ucd5c\ub300 \uc190\uc2e4 \ubc0f
\n       \uc0e4\ud504 \ube44\uc728 \ub4f1\uc744 \uacc4\uc0b0\ud558\uc5ec \uc804\ub7b5\uc758 \uc131\uacfc\ub97c \ud3c9\uac00\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n    <\/p>\n
6. \uacb0\ub860<\/h2>\n
\n        \ubcf8 \uac15\uc88c\uc5d0\uc11c\ub294 \uac15\ud654\ud559\uc2b5\uc744 \ud1b5\ud574 \ubaa8\uba58\ud140 \uae30\ubc18 \ub9e4\ub9e4 \uc804\ub7b5\uc744 \uac1c\uc120\ud558\ub294 \ubc29\ubc95\uc744
\n        \uc18c\uac1c\ud588\uc2b5\ub2c8\ub2e4. \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd \uae30\uc220\uc774 \uae08\uc735 \uc2dc\uc7a5\uc5d0\uc11c\uc758 \uc790\ub3d9\ub9e4\ub9e4\uc5d0 \uc5b4\ub5bb\uac8c
\n        \ud65c\uc6a9\ub420 \uc218 \uc788\ub294\uc9c0\ub97c \ubcf4\uc5ec\uc8fc\uc5c8\uc73c\uba70, \ud5a5\ud6c4 \uc5f0\uad6c \ubc29\ud5a5\uc5d0 \ub300\ud574\uc11c\ub3c4 hint\ub97c \uc81c\uacf5\ud588\uc2b5\ub2c8\ub2e4.
\n        \uc774 \ubd84\uc57c\ub294 \uc5ec\uc804\ud788 \ubc1c\uc804 \uac00\ub2a5\uc131\uc774 \ud06c\uba70, \ub2e4\uc591\ud55c \uae30\ubc95\uc744 \ud1b5\ud574 \ubcf4\ub2e4 \ud601\uc2e0\uc801\uc778 \uc790\ub3d9\ub9e4\ub9e4 \uc2dc\uc2a4\ud15c\uc744
\n        \uac1c\ubc1c\ud560 \uc218 \uc788\uc744 \uac83\uc785\ub2c8\ub2e4.\n    <\/p>\n
7. \ucc38\uace0\uc790\ub8cc<\/h2>\n