While running Capstone Model Solution.ipynb on my local computer for 7-hours I then get the following error:
Trade 001 | pos -1 | len 1 | approx cum ret 0.00% | trade ret -0.00% | eps 1.0010 | 2008-01-23 08:50:00 | 5002
Trade 002 | pos 1 | len 6 | approx cum ret 0.23% | trade ret 0.23% | eps 0.0635 | 2008-01-23 09:25:00 | 5009
Trade 003 | pos -1 | len 1313 | approx cum ret -2.07% | trade ret -2.30% | eps 0.0133 | 2008-01-28 23:15:00 | 6327
Trade 004 | pos 1 | len 637 | approx cum ret -2.18% | trade ret -0.11% | eps 0.0049 | 2008-01-31 04:30:00 | 6966
Trade 005 | pos -1 | len 277 | approx cum ret -3.19% | trade ret -1.01% | eps 0.0026 | 2008-02-01 12:30:00 | 7350
Trade 006 | pos 1 | len 721 | approx cum ret -2.53% | trade ret 0.67% | eps 0.0018 | 2008-02-05 04:05:00 | 8113
Trade 007 | pos 1 | len 8482 | approx cum ret 1.95% | trade ret 4.48% | eps 0.0014 | 2008-03-12 18:15:00 | 17211
Trade 008 | pos 1 | len 1476 | approx cum ret -1.78% | trade ret -3.74% | eps 0.0012 | 2008-03-21 05:30:00 | 19362
Trade 009 | pos -1 | len 152 | approx cum ret -1.67% | trade ret 0.11% | eps 0.0012 | 2008-03-27 08:45:00 | 20841
Trade 010 | pos 1 | len 2353 | approx cum ret -0.36% | trade ret 1.32% | eps 0.0011 | 2008-04-14 07:15:00 | 25143
----saving weights, trade logs and replay buffer-----
TypeError Traceback (most recent call last)
<ipython-input-11-3b57ee0af746> in <module>
4 False in rl_config
5 """
----> 6 run(bars5m, rl_config)
<ipython-input-9-df6c2e077416> in run(bars5m, rl_config)
104 print('----saving weights, trade logs and replay buffer-----')
105 r_network.save_weights(rl_config['WEIGHTS_FILE'], overwrite=True)
–> 106 trade_logs.to_pickle(rl_config['TRADE_FILE'])
107 pickle.dump(exp_replay.memory, open(rl_config['REPLAY_FILE'], 'wb'))
108
~/.local/lib/python3.8/site-packages/pandas/core/generic.py in to_pickle(self, path, compression, protocol, storage_options)
2859 from pandas.io.pickle import to_pickle
2860
-> 2861 to_pickle(
2862 self,
2863 path,
~/.local/lib/python3.8/site-packages/pandas/io/pickle.py in to_pickle(obj, filepath_or_buffer, compression, protocol, storage_options)
95 storage_options=storage_options,
96 ) as handles:
—> 97 pickle.dump(obj, handles.handle, protocol=protocol) # type: ignore[arg-type] ß no match found
98
99
/usr/lib/python3.8/bz2.py in write(self, data)
245 compressed = self._compressor.compress(data)
246 self._fp.write(compressed)
–> 247 self._pos += len(data) ß no match found
248 return len(data)
249
TypeError: object of type 'pickle.PickleBuffer' has no len() ß no match found
My computer has the following configuration:
DDR4: CORSAIR Vengeance RGB Pro 128GB (4 x 32GB)
Processor: Intel Core i9-9900K Coffee Lake 8-Core, 16-Thread, 3.6 GHz
Video card: EVGA GeForce RTX 2080 Ti FTW3 ULTRA GAMING
In rl_config = {. . . 'MAX_MEM': 600. . . }. What does 600 means? And is it related to the above error?
Which FX currency pair data represent?
William
Hi William,
I am looking into this error message and will get back to you.
Thanks and regards,
Gaurav
Hi William,
This notebook seems to be working on my end and I could not reproduce the error.
However, while searching for your error message as given above, the problem seems to be with a package version.
Could you please check if the Python and the package versions are matching the ones in the ReadMe.pdf (located in the zip file here)
Please let me know if correcting the package/Python version works out for you.
Thanks,
Gaurav