Overall Statistics |
Total Trades 252 Average Win 0.89% Average Loss -0.28% Compounding Annual Return 67.304% Drawdown 18.900% Expectancy 2.098 Net Profit 126.121% Sharpe Ratio 2.317 Probabilistic Sharpe Ratio 90.821% Loss Rate 27% Win Rate 73% Profit-Loss Ratio 3.22 Alpha 0.484 Beta -0.165 Annual Standard Deviation 0.197 Annual Variance 0.039 Information Ratio 0.873 Tracking Error 0.329 Treynor Ratio -2.765 Total Fees $252.00 |
class WordScoreChunk2: Dwords = {"dejected": -2.2, "dejecting": -2.3, "dejects": -2.0, "delay": -1.3, "delayed": -0.9, "delectable": 2.9, "delectables": 1.4, "delectably": 2.8, "delicate": 0.2, "delicately": 1.0, "delicates": 0.6, "delicatessen": 0.4, "delicatessens": 0.4, "delicious": 2.7, "deliciously": 1.9, "deliciousness": 1.8, "delight": 2.9, "delighted": 2.3, "delightedly": 2.4, "delightedness": 2.1, "delighter": 2.0, "delighters": 2.6, "delightful": 2.8, "delightfully": 2.7, "delightfulness": 2.1, "delighting": 1.6, "delights": 2.0, "delightsome": 2.3, "demand": -0.5, "demanded": -0.9, "demanding": -0.9, "demonstration": 0.4, "demoralized": -1.6, "denied": -1.9, "denier": -1.5, "deniers": -1.1, "denies": -1.8, "denounce": -1.4, "denounces": -1.9, "deny": -1.4, "denying": -1.4, "depress": -2.2, "depressant": -1.6, "depressants": -1.6, "depressed": -2.3, "depresses": -2.2, "depressible": -1.7, "depressing": -1.6, "depressingly": -2.3, "depression": -2.7, "depressions": -2.2, "depressive": -1.6, "depressively": -2.1, "depressives": -1.5, "depressor": -1.8, "depressors": -1.7, "depressurization": -0.3, "depressurizations": -0.4, "depressurize": -0.5, "depressurized": -0.3, "depressurizes": -0.3, "depressurizing": -0.7, "deprival": -2.1, "deprivals": -1.2, "deprivation": -1.8, "deprivations": -1.8, "deprive": -2.1, "deprived": -2.1, "depriver": -1.6, "deprivers": -1.4, "deprives": -1.7, "depriving": -2.0, "derail": -1.2, "derailed": -1.4, "derails": -1.3, "deride": -1.1, "derided": -0.8, "derides": -1.0, "deriding": -1.5, "derision": -1.2, "desirable": 1.3, "desire": 1.7, "desired": 1.1, "desirous": 1.3, "despair": -1.3, "despaired": -2.7, "despairer": -1.3, "despairers": -1.3, "despairing": -2.3, "despairingly": -2.2, "despairs": -2.7, "desperate": -1.3, "desperately": -1.6, "desperateness": -1.5, "desperation": -2.0, "desperations": -2.2, "despise": -1.4, "despised": -1.7, "despisement": -2.4, "despisements": -2.5, "despiser": -1.8, "despisers": -1.6, "despises": -2.0, "despising": -2.7, "despondent": -2.1, "destroy": -2.5, "destroyed": -2.2, "destroyer": -2.0, "destroyers": -2.3, "destroying": -2.6, "destroys": -2.6, "destruct": -2.4, "destructed": -1.9, "destructibility": -1.8, "destructible": -1.5, "destructing": -2.5, "destruction": -2.7, "destructionist": -2.6, "destructionists": -2.1, "destructions": -2.3, "destructive": -3.0, "destructively": -2.4, "destructiveness": -2.4, "destructivity": -2.2, "destructs": -2.4, "detached": -0.5, "detain": -1.8, "detained": -1.7, "detention": -1.5, "determinable": 0.9, "determinableness": 0.2, "determinably": 0.9, "determinacy": 1.0, "determinant": 0.2, "determinantal": -0.3, "determinate": 0.8, "determinately": 1.2, "determinateness": 1.1, "determination": 1.7, "determinations": 0.8, "determinative": 1.1, "determinatives": 0.9, "determinator": 1.1, "determined": 1.4, "devastate": -3.1, "devastated": -3.0, "devastates": -2.8, "devastating": -3.3, "devastatingly": -2.4, "devastation": -1.8, "devastations": -1.9, "devastative": -3.2, "devastator": -2.8, "devastators": -2.9, "devil": -3.4, "deviled": -1.6, "devilfish": -0.8, "devilfishes": -0.6, "deviling": -2.2, "devilish": -2.1, "devilishly": -1.6, "devilishness": -2.3, "devilkin": -2.4, "devilled": -2.3, "devilling": -1.8, "devilment": -1.9, "devilments": -1.1, "devilries": -1.6, "devilry": -2.8, "devils": -2.7, "deviltries": -1.5, "deviltry": -2.8, "devilwood": -0.8, "devilwoods": -1.0, "devote": 1.4, "devoted": 1.7, "devotedly": 1.6, "devotedness": 2.0, "devotee": 1.6, "devotees": 0.5, "devotement": 1.5, "devotements": 1.1, "devotes": 1.6, "devoting": 2.1, "devotion": 2.0, "devotional": 1.2, "devotionally": 2.2, "devotionals": 1.2, "devotions": 1.8, "diamond": 1.4, "dick": -2.3, "dickhead": -3.1, "die": -2.9, "died": -2.6, "difficult": -1.5, "difficulties": -1.2, "difficultly": -1.7, "difficulty": -1.4, "diffident": -1.0, "dignified": 2.2, "dignifies": 2.0, "dignify": 1.8, "dignifying": 2.1, "dignitaries": 0.6, "dignitary": 1.9, "dignities": 1.4, "dignity": 1.7, "dilemma": -0.7, "dipshit": -2.1, "dire": -2.0, "direful": -3.1, "dirt": -1.4, "dirtier": -1.4, "dirtiest": -2.4, "dirty": -1.9, "disabling": -2.1, "disadvantage": -1.8, "disadvantaged": -1.7, "disadvantageous": -1.8, "disadvantageously": -2.1, "disadvantageousness": -1.6, "disadvantages": -1.7, "disagree": -1.6, "disagreeable": -1.7, "disagreeableness": -1.7, "disagreeablenesses": -1.9, "disagreeably": -1.5, "disagreed": -1.3, "disagreeing": -1.4, "disagreement": -1.5, "disagreements": -1.8, "disagrees": -1.3, "disappear": -0.9, "disappeared": -0.9, "disappears": -1.4, "disappoint": -1.7, "disappointed": -2.1, "disappointedly": -1.7, "disappointing": -2.2, "disappointingly": -1.9, "disappointment": -2.3, "disappointments": -2.0, "disappoints": -1.6, "disaster": -3.1, "disasters": -2.6, "disastrous": -2.9, "disbelieve": -1.2, "discard": -1.0, "discarded": -1.4, "discarding": -0.7, "discards": -1.0, "discomfort": -1.8, "discomfortable": -1.6, "discomforted": -1.6, "discomforting": -1.6, "discomforts": -1.3, "disconsolate": -2.3, "disconsolation": -1.7, "discontented": -1.8, "discord": -1.7, "discounted": 0.2, "discourage": -1.8, "discourageable": -1.2, "discouraged": -1.7, "discouragement": -2.0, "discouragements": -1.8, "discourager": -1.7, "discouragers": -1.9, "discourages": -1.9, "discouraging": -1.9, "discouragingly": -1.8, "discredited": -1.9, "disdain": -2.1, "disgrace": -2.2, "disgraced": -2.0, "disguise": -1.0, "disguised": -1.1, "disguises": -1.0, "disguising": -1.3, "disgust": -2.9, "disgusted": -2.4, "disgustedly": -3.0, "disgustful": -2.6, "disgusting": -2.4, "disgustingly": -2.9, "disgusts": -2.1, "dishearten": -2.0, "disheartened": -2.2, "disheartening": -1.8, "dishearteningly": -2.0, "disheartenment": -2.3, "disheartenments": -2.2, "disheartens": -2.2, "dishonest": -2.7, "disillusion": -1.0, "disillusioned": -1.9, "disillusioning": -1.3, "disillusionment": -1.7, "disillusionments": -1.5, "disillusions": -1.6, "disinclined": -1.1, "disjointed": -1.3, "dislike": -1.6, "disliked": -1.7, "dislikes": -1.7, "disliking": -1.3, "dismal": -3.0, "dismay": -1.8, "dismayed": -1.9, "dismaying": -2.2, "dismayingly": -1.9, "dismays": -1.8, "disorder": -1.7, "disorganized": -1.2, "disoriented": -1.5, "disparage": -2.0, "disparaged": -1.4, "disparages": -1.6, "disparaging": -2.2, "displeased": -1.9, "dispute": -1.7, "disputed": -1.4, "disputes": -1.1, "disputing": -1.7, "disqualified": -1.8, "disquiet": -1.3, "disregard": -1.1, "disregarded": -1.6, "disregarding": -0.9, "disregards": -1.4, "disrespect": -1.8, "disrespected": -2.0, "disruption": -1.5, "disruptions": -1.4, "disruptive": -1.3, "dissatisfaction": -2.2, "dissatisfactions": -1.9, "dissatisfactory": -2.0, "dissatisfied": -1.6, "dissatisfies": -1.8, "dissatisfy": -2.2, "dissatisfying": -2.4, "distort": -1.3, "distorted": -1.7, "distorting": -1.1, "distorts": -1.4, "distract": -1.2, "distractable": -1.3, "distracted": 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"divinize": 2.3, "dizzy": -0.9, "dodging": -0.4, "dodgy": -0.9, "dolorous": -2.2, "dominance": 0.8, "dominances": -0.1, "dominantly": 0.2, "dominants": 0.2, "dominate": -0.5, "dominates": 0.2, "dominating": -1.2, "domination": -0.2, "dominations": -0.3, "dominative": -0.7, "dominators": -0.4, "dominatrices": -0.2, "dominatrix": -0.5, "dominatrixes": 0.6, "doom": -1.7, "doomed": -3.2, "doomful": -2.1, "dooming": -2.8, "dooms": -1.1, "doomsayer": -0.7, "doomsayers": -1.7, "doomsaying": -1.5, "doomsayings": -1.5, "doomsday": -2.8, "doomsdayer": -2.2, "doomsdays": -2.4, "doomster": -2.2, "doomsters": -1.6, "doomy": -1.1, "dork": -1.4, "dorkier": -1.1, "dorkiest": -1.2, "dorks": -0.5, "dorky": -1.1, "doubt": -1.5, "doubtable": -1.5, "doubted": -1.1, "doubter": -1.6, "doubters": -1.3, "doubtful": -1.4, "doubtfully": -1.2, "doubtfulness": -1.2, "doubting": -1.4, "doubtingly": -1.4, "doubtless": 0.9, "doubtlessly": 1.2, "doubtlessness": 0.8, "doubts": -1.2, "douche": -1.5, "douchebag": -3.0, "downcast": -1.8, "downhearted": -2.3, "downside": -1.0, "drag": -0.9, "dragged": -0.2, "drags": -0.7, "drained": -1.5, "dread": -2.0, "dreaded": -2.7, "dreadful": -1.9, "dreadfully": -2.7, "dreadfulness": -3.2, "dreadfuls": -2.4, "dreading": -2.4, "dreadlock": -0.4, "dreadlocks": -0.2, "dreadnought": -0.6, "dreadnoughts": -0.4, "dreads": -1.4, "dream": 1.0, "dreams": 1.7, "dreary": -1.4, "droopy": -0.8, "drop": -1.1, "drown": -2.7, "drowned": -2.9, "drowns": -2.2, "drunk": -1.4, "dubious": -1.5, "dud": -1.0, "dull": -1.7, "dullard": -1.6, "dullards": -1.8, "dulled": -1.5, "duller": -1.7, "dullest": -1.7, "dulling": -1.1, "dullish": -1.1, "dullness": -1.4, "dullnesses": -1.9, "dulls": -1.0, "dullsville": -2.4, "dully": -1.1, "dumb": -2.3, "dumbass": -2.6, "dumbbell": -0.8, "dumbbells": -0.2, "dumbcane": -0.3, "dumbcanes": -0.6, "dumbed": -1.4, "dumber": -1.5, "dumbest": -2.3, "dumbfound": -0.1, "dumbfounded": -1.6, "dumbfounder": -1.0, "dumbfounders": -1.0, "dumbfounding": -0.8, "dumbfounds": -0.3, "dumbhead": -2.6, "dumbheads": -1.9, "dumbing": -0.5, "dumbly": -1.3, "dumbness": -1.9, "dumbs": -1.5, "dumbstruck": -1.0, "dumbwaiter": 0.2, "dumbwaiters": -0.1, "dump": -1.6, "dumpcart": -0.6, "dumped": -1.7, "dumper": -1.2, "dumpers": -0.8, "dumpier": -1.4, "dumpiest": -1.6, "dumpiness": -1.2, "dumping": -1.3, "dumpings": -1.1, "dumpish": -1.8, "dumpling": 0.4, "dumplings": -0.3, "dumps": -1.7, "dumpster": -0.6, "dumpsters": -1.0, "dumpy": -1.7, "dupe": -1.5, "duped": -1.8, "dwell": 0.5, "dwelled": 0.4, "dweller": 0.3, "dwellers": -0.3, "dwelling": 0.1, "dwells": -0.1, "dynamic": 1.6, "dynamical": 1.2, "dynamically": 1.5, "dynamics": 1.1, "dynamism": 1.6, "dynamisms": 1.2, "dynamist": 1.4, "dynamistic": 1.5, "dynamists": 0.9, "dynamite": 0.7, "dynamited": -0.9, "dynamiter": -1.2, "dynamiters": 0.4, "dynamites": -0.3, "dynamitic": 0.9, "dynamiting": 0.2, "dynamometer": 0.3, "dynamometers": 0.3, "dynamometric": 0.3, "dynamometry": 0.6, "dynamos": 0.3, "dynamotor": 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"gullibility": -1.6, "gullible": -1.5, "gun": -1.4, "h8": -2.7, "ha": 1.4, "hacked": -1.7, "haha": 2.0, "hahaha": 2.6, "hahas": 1.8, "hail": 0.3, "hailed": 0.9, "hallelujah": 3.0, "handsome": 2.2, "handsomely": 1.9, "handsomeness": 2.4, "handsomer": 2.0, "handsomest": 2.6, "hapless": -1.4, "haplessness": -1.4, "happier": 2.4, "happiest": 3.2, "happily": 2.6, "happiness": 2.6, "happing": 1.1, "happy": 2.7, "harass": -2.2, "harassed": -2.5, "harasser": -2.4, "harassers": -2.8, "harasses": -2.5, "harassing": -2.5, "harassment": -2.5, "harassments": -2.6, "hard": -0.4, "hardier": -0.6, "hardship": -1.3, "hardy": 1.7, "harm": -2.5, "harmed": -2.1, "harmfully": -2.6, "harmfulness": -2.6, "harming": -2.6, "harmless": 1.0, "harmlessly": 1.4, "harmlessness": 0.8, "harmonic": 1.8, "harmonica": 0.6, "harmonically": 2.1, "harmonicas": 0.1, "harmonicist": 0.5, "harmonicists": 0.9, "harmonics": 1.5, "harmonies": 1.3, "harmonious": 2.0, "harmoniously": 1.9, "harmoniousness": 1.8, "harmonise": 1.8, "harmonised": 1.3, "harmonising": 1.4, "harmonium": 0.9, "harmoniums": 0.8, "harmonization": 1.9, "harmonizations": 0.9, "harmonize": 1.7, "harmonized": 1.6, "harmonizer": 1.6, "harmonizers": 1.6, "harmonizes": 1.5, "harmonizing": 1.4, "harmony": 1.7, "harms": -2.2, "harried": -1.4, "harsh": -1.9, "harsher": -2.2, "harshest": -2.9, "hate": -2.7, "hated": -3.2, "hateful": -2.2, "hatefully": -2.3, "hatefulness": -3.6, "hater": -1.8, "haters": -2.2, "hates": -1.9, "hating": -2.3, "hatred": -3.2, "haunt": -1.7, "haunted": -2.1, "haunting": -1.1, "haunts": -1.0, "havoc": -2.9, "healthy": 1.7, "heartbreak": -2.7, "heartbreaker": -2.2, "heartbreakers": -2.1, "heartbreaking": -2.0, "heartbreakingly": -1.8, "heartbreaks": -1.8, "heartbroken": -3.3, "heartfelt": 2.5, "heartless": -2.2, "heartlessly": -2.8, "heartlessness": -2.8, "heartwarming": 2.1, "heaven": 2.3, "heavenlier": 3.0, "heavenliest": 2.7, "heavenliness": 2.7, "heavenlinesses": 2.3, "heavenly": 3.0, "heavens": 1.7, "heavenward": 1.4, "heavenwards": 1.2, "heavyhearted": -2.1, "heh": -0.6, "hell": -3.6, "hellish": -3.2, "help": 1.7, "helper": 1.4, "helpers": 1.1, "helpful": 1.8, "helpfully": 2.3, "helpfulness": 1.9, "helping": 1.2, "helpless": -2.0, "helplessly": -1.4, "helplessness": -2.1, "helplessnesses": -1.7, "helps": 1.6, "hero": 2.6, "heroes": 2.3, "heroic": 2.6, "heroical": 2.9, "heroically": 2.4, "heroicomic": 1.0, "heroicomical": 1.1, "heroics": 2.4, "heroin": -2.2, "heroine": 2.7, "heroines": 1.8, "heroinism": -2.0, "heroism": 2.8, "heroisms": 2.2, "heroize": 2.1, "heroized": 2.0, "heroizes": 2.2, "heroizing": 1.9, "heron": 0.1, "heronries": 0.7, "heronry": 0.1, "herons": 0.5, "heros": 1.3, "hesitance": -0.9, "hesitancies": -1.0, "hesitancy": -0.9, "hesitant": -1.0, "hesitantly": -1.2, "hesitate": -1.1, "hesitated": -1.3, "hesitater": -1.4, "hesitaters": -1.4, "hesitates": -1.4, "hesitating": -1.4, "hesitatingly": -1.5, "hesitation": -1.1, "hesitations": -1.1, "hid": -0.4, "hide": -0.7, "hides": -0.7, "hiding": -1.2, "highlight": 1.4, "hilarious": 1.7, "hindrance": -1.7, "hoax": -1.1, "holiday": 1.7, "holidays": 1.6, "homesick": -0.7, "homesickness": -1.8, "homesicknesses": -1.8, "honest": 2.3, "honester": 1.9, "honestest": 3.0, "honesties": 1.8, "honestly": 2.0, "honesty": 2.2, "honor": 2.2, "honorability": 2.2, "honorable": 2.5, "honorableness": 2.2, "honorably": 2.4, "honoraria": 0.6, "honoraries": 1.5, "honorarily": 1.9, "honorarium": 0.7, "honorariums": 1.0, "honorary": 1.4, "honored": 2.8, "honoree": 2.1, "honorees": 2.3, "honorer": 1.7, "honorers": 1.3, "honorific": 1.4, "honorifically": 2.2, "honorifics": 1.7, "honoring": 2.3, "honors": 2.3, "honour": 2.7, "honourable": 2.1, "honoured": 2.2, "honourer": 1.8, "honourers": 1.6, "honouring": 2.1, "honours": 2.2, "hooligan": -1.5, "hooliganism": -2.1, "hooligans": -1.1, "hooray": 2.3, "hope": 1.9, "hoped": 1.6, "hopeful": 2.3, "hopefully": 1.7, "hopefulness": 1.6, "hopeless": -2.0, "hopelessly": -2.2, "hopelessness": -3.1, "hopes": 1.8, "hoping": 1.8, "horrendous": -2.8, "horrendously": -1.9, "horrent": -0.9, "horrible": -2.5, "horribleness": -2.4, "horribles": -2.1, "horribly": -2.4, "horrid": -2.5, "horridly": -1.4, "horridness": -2.3, "horridnesses": -3.0, "horrific": -3.4, "horrifically": -2.9, "horrified": -2.5, "horrifies": -2.9, "horrify": -2.5, "horrifying": -2.7, "horrifyingly": -3.3, "horror": -2.7, "horrors": -2.7, "hostile": -1.6, "hostilely": -2.2, "hostiles": -1.3}
class WordScoreChunk3: Dwords ={"hostilities": -2.1, "hostility": -2.5, "huckster": -0.9, "hug": 2.1, "huge": 1.3, "huggable": 1.6, "hugged": 1.7, "hugger": 1.6, "huggers": 1.8, "hugging": 1.8, "hugs": 2.2, "humerous": 1.4, "humiliate": -2.5, "humiliated": -1.4, "humiliates": -1.0, "humiliating": -1.2, "humiliatingly": -2.6, "humiliation": -2.7, "humiliations": -2.4, "humor": 1.1, "humoral": 0.6, "humored": 1.2, "humoresque": 1.2, "humoresques": 0.9, "humoring": 2.1, "humorist": 1.2, "humoristic": 1.5, "humorists": 1.3, "humorless": -1.3, "humorlessness": -1.4, "humorous": 1.6, "humorously": 2.3, "humorousness": 2.4, "humors": 1.6, "humour": 2.1, "humoured": 1.1, "humouring": 1.7, "humourous": 2.0, "hunger": -1.0, "hurrah": 2.6, "hurrahed": 1.9, "hurrahing": 2.4, "hurrahs": 2.1, "hurray": 2.7, "hurrayed": 1.8, "hurraying": 1.2, "hurrays": 2.4, "hurt": -2.4, "hurter": -2.3, "hurters": -1.9, "hurtful": -2.4, "hurtfully": -2.6, "hurtfulness": -1.9, "hurting": -1.7, "hurtle": -0.3, "hurtled": -0.6, "hurtles": -1.0, "hurtless": 0.3, "hurtling": -1.4, "hurts": -2.1, "hypocritical": -2.0, "hysteria": -1.9, "hysterical": -0.1, "hysterics": -1.8, "ideal": 2.4, "idealess": -1.9, "idealise": 1.4, "idealised": 2.1, "idealises": 2.0, "idealising": 0.6, "idealism": 1.7, "idealisms": 0.8, "idealist": 1.6, "idealistic": 1.8, "idealistically": 1.7, "idealists": 0.7, "idealities": 1.5, "ideality": 1.9, "idealization": 1.8, "idealizations": 1.4, "idealize": 1.2, "idealized": 1.8, "idealizer": 1.3, "idealizers": 1.9, "idealizes": 2.0, "idealizing": 1.4, "idealless": -1.7, "ideally": 1.8, "idealogues": 0.5, "idealogy": 0.8, "ideals": 0.8, "idiot": -2.3, "idiotic": -2.6, "ignorable": -1.0, "ignorami": -1.9, "ignoramus": -1.9, "ignoramuses": -2.3, "ignorance": -1.5, "ignorances": -1.2, "ignorant": -1.1, "ignorantly": -1.6, "ignorantness": -1.1, "ignore": -1.5, "ignored": -1.3, "ignorer": -1.3, "ignorers": -0.7, "ignores": -1.1, "ignoring": -1.7, "ill": -1.8, "illegal": -2.6, "illiteracy": -1.9, "illness": -1.7, "illnesses": -2.2, "imbecile": -2.2, "immobilized": -1.2, "immoral": -2.0, "immoralism": -1.6, "immoralist": -2.1, "immoralists": -1.7, "immoralities": -1.1, "immorality": -0.6, "immorally": -2.1, "immortal": 1.0, "immune": 1.2, "impatience": -1.8, "impatiens": -0.2, "impatient": -1.2, "impatiently": -1.7, "imperfect": -1.3, "impersonal": -1.3, "impolite": -1.6, "impolitely": -1.8, "impoliteness": -1.8, "impolitenesses": -2.3, "importance": 1.5, "importancies": 0.4, "importancy": 1.4, "important": 0.8, "importantly": 1.3, "impose": -1.2, "imposed": -0.3, "imposes": -0.4, "imposing": -0.4, "impotent": -1.1, "impress": 1.9, "impressed": 2.1, "impresses": 2.1, "impressibility": 1.2, "impressible": 0.8, "impressing": 2.5, "impression": 0.9, "impressionable": 0.2, "impressionism": 0.8, "impressionisms": 0.5, "impressionist": 1.0, "impressionistic": 1.5, "impressionistically": 1.6, "impressionists": 0.5, "impressions": 0.9, "impressive": 2.3, "impressively": 2.0, "impressiveness": 1.7, "impressment": -0.4, "impressments": 0.5, "impressure": 0.6, "imprisoned": -2.0, "improve": 1.9, "improved": 2.1, "improvement": 2.0, "improvements": 1.3, "improver": 1.8, "improvers": 1.3, "improves": 1.8, "improving": 1.8, "inability": -1.7, "inaction": -1.0, "inadequacies": -1.7, "inadequacy": -1.7, "inadequate": -1.7, "inadequately": -1.0, "inadequateness": -1.7, "inadequatenesses": -1.6, "incapable": -1.6, "incapacitated": -1.9, "incensed": -2.0, "incentive": 1.5, "incentives": 1.3, "incompetence": -2.3, "incompetent": -2.1, "inconsiderate": -1.9, "inconvenience": -1.5, "inconvenient": -1.4, "increase": 1.3, "increased": 1.1, "indecision": -0.8, "indecisions": -1.1, "indecisive": -1.0, "indecisively": -0.7, "indecisiveness": -1.3, "indecisivenesses": -0.9, "indestructible": 0.6, "indifference": -0.2, "indifferent": -0.8, "indignant": -1.8, "indignation": -2.4, "indoctrinate": -1.4, "indoctrinated": -0.4, "indoctrinates": -0.6, "indoctrinating": -0.7, "ineffective": -0.5, "ineffectively": -1.3, "ineffectiveness": -1.3, "ineffectual": -1.2, "ineffectuality": -1.6, "ineffectually": -1.1, "ineffectualness": -1.3, "infatuated": 0.2, "infatuation": 0.6, "infected": -2.2, "inferior": -1.7, "inferiorities": -1.9, "inferiority": -1.1, "inferiorly": -2.0, "inferiors": -0.5, "inflamed": -1.4, "influential": 1.9, "infringement": -2.1, "infuriate": -2.2, "infuriated": -3.0, "infuriates": -2.6, "infuriating": -2.4, "inhibin": -0.2, "inhibit": -1.6, "inhibited": -0.4, "inhibiting": -0.4, "inhibition": -1.5, "inhibitions": -0.8, "inhibitive": -1.4, "inhibitor": -0.3, "inhibitors": -1.0, "inhibitory": -1.0, "inhibits": -0.9, "injured": -1.7, "injury": -1.8, "injustice": -2.7, "innocence": 1.6, "innocency": 1.9, "innocent": 1.4, "innocenter": 0.9, "innocently": 1.4, "innocents": 1.1, "innovate": 2.2, "innovates": 2.0, "innovation": 1.6, "innovative": 1.9, "inquisition": -1.2, "inquisitive": 0.7, "insane": -1.7, "insanity": -2.7, "insecure": -1.8, "insecurely": -1.4, "insecureness": -1.8, "insecurities": -1.8, "insecurity": -1.8, "insensitive": -0.9, "insensitivity": -1.8, "insignificant": -1.4, "insincere": -1.8, "insincerely": -1.9, "insincerity": -1.4, "insipid": -2.0, "inspiration": 2.4, "inspirational": 2.3, "inspirationally": 2.3, "inspirations": 2.1, "inspirator": 1.9, "inspirators": 1.2, "inspiratory": 1.5, "inspire": 2.7, "inspired": 2.2, "inspirer": 2.2, "inspirers": 2.0, "inspires": 1.9, "inspiring": 1.8, "inspiringly": 2.6, "inspirit": 1.9, "inspirited": 1.3, "inspiriting": 1.8, "inspiritingly": 2.1, "inspirits": 0.8, "insult": -2.3, "insulted": -2.3, "insulter": -2.0, "insulters": -2.0, "insulting": -2.2, "insultingly": -2.3, "insults": -1.8, "intact": 0.8, "integrity": 1.6, "intellect": 2.0, "intellection": 0.6, "intellections": 0.8, "intellective": 1.7, "intellectively": 0.8, "intellects": 1.8, "intellectual": 2.3, "intellectualism": 2.2, "intellectualist": 2.0, "intellectualistic": 1.3, "intellectualists": 0.8, "intellectualities": 1.7, "intellectuality": 1.7, "intellectualization": 1.5, "intellectualize": 1.5, "intellectualized": 1.2, "intellectualizes": 1.8, "intellectualizing": 0.8, "intellectually": 1.4, "intellectualness": 1.5, "intellectuals": 1.6, "intelligence": 2.1, "intelligencer": 1.5, "intelligencers": 1.6, "intelligences": 1.6, "intelligent": 2.0, "intelligential": 1.9, "intelligently": 2.0, "intelligentsia": 1.5, "intelligibility": 1.5, "intelligible": 1.4, "intelligibleness": 1.5, "intelligibly": 1.2, "intense": 0.3, "interest": 2.0, "interested": 1.7, "interestedly": 1.5, "interesting": 1.7, "interestingly": 1.7, "interestingness": 1.8, "interests": 1.0, "interrogated": -1.6, "interrupt": -1.4, "interrupted": -1.2, "interrupter": -1.1, "interrupters": -1.3, "interruptible": -1.3, "interrupting": -1.2, "interruption": -1.5, "interruptions": -1.7, "interruptive": -1.4, "interruptor": -1.3, "interrupts": -1.3, "intimidate": -0.8, "intimidated": -1.9, "intimidates": -1.3, "intimidating": -1.9, "intimidatingly": -1.1, "intimidation": -1.8, "intimidations": -1.4, "intimidator": -1.6, "intimidators": -1.6, "intimidatory": -1.1, "intricate": 0.6, "intrigues": 0.9, "invigorate": 1.9, "invigorated": 0.8, "invigorates": 2.1, "invigorating": 2.1, "invigoratingly": 2.0, "invigoration": 1.5, "invigorations": 1.2, "invigorator": 1.1, "invigorators": 1.2, "invincible": 2.2, "invite": 0.6, "inviting": 1.3, "invulnerable": 1.3, "irate": -2.9, "ironic": -0.5, "irony": -0.2, "irrational": -1.4, "irrationalism": -1.5, "irrationalist": -2.1, "irrationalists": -1.5, "irrationalities": -1.5, "irrationality": -1.7, "irrationally": -1.6, "irrationals": -1.1, "irresistible": 1.4, "irresolute": -1.4, "irresponsible": -1.9, "irreversible": -0.8, "irritabilities": -1.7, "irritability": -1.4, "irritable": -2.1, "irritableness": -1.7, "irritably": -1.8, "irritant": -2.3, "irritants": -2.1, "irritate": -1.8, "irritated": -2.0, "irritates": -1.7, "irritating": 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"perfectest": 3.1, "perfectibilities": 2.1, "perfectibility": 1.8, "perfectible": 1.5, "perfecting": 2.3, "perfection": 2.7, "perfectionism": 1.3, "perfectionist": 1.5, "perfectionistic": 0.7, "perfectionists": 0.1, "perfections": 2.5, "perfective": 1.2, "perfectively": 2.1, "perfectiveness": 0.9, "perfectives": 0.9, "perfectivity": 2.2, "perfectly": 3.2, "perfectness": 3.0, "perfecto": 1.3, "perfects": 1.6, "peril": -1.7, "perjury": -1.9, "perpetrator": -2.2, "perpetrators": -1.0, "perplexed": -1.3, "persecute": -2.1, "persecuted": -1.3, "persecutes": -1.2, "persecuting": -1.5, "perturbed": -1.4, "perverse": -1.8, "perversely": -2.2, "perverseness": -2.1, "perversenesses": -0.5, "perversion": -1.3, "perversions": -1.2, "perversities": -1.1, "perversity": -2.6, "perversive": -2.1, "pervert": -2.3, "perverted": -2.5, "pervertedly": -1.2, "pervertedness": -1.2, "perverter": -1.7, "perverters": -0.6, "perverting": -1.0, "perverts": -2.8, "pesky": -1.2, "pessimism": -1.5, "pessimisms": 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"playfully": 1.6, "playfulness": 1.2, "playing": 0.8, "plays": 1.0, "pleasant": 2.3, "pleasanter": 1.5, "pleasantest": 2.6, "pleasantly": 2.1, "pleasantness": 2.3, "pleasantnesses": 2.3, "pleasantries": 1.3, "pleasantry": 2.0, "please": 1.3, "pleased": 1.9, "pleaser": 1.7, "pleasers": 1.0, "pleases": 1.7, "pleasing": 2.4, "pleasurability": 1.9, "pleasurable": 2.4, "pleasurableness": 2.4, "pleasurably": 2.6, "pleasure": 2.7, "pleasured": 2.3, "pleasureless": -1.6, "pleasures": 1.9, "pleasuring": 2.8, "poised": 1.0, "poison": -2.5, "poisoned": -2.2, "poisoner": -2.7, "poisoners": -3.1, "poisoning": -2.8, "poisonings": -2.4, "poisonous": -2.7, "poisonously": -2.9, "poisons": -2.7, "poisonwood": -1.0, "pollute": -2.3, "polluted": -2.0, "polluter": -1.8, "polluters": -2.0, "pollutes": -2.2, "poor": -2.1, "poorer": -1.5, "poorest": -2.5, "popular": 1.8, "popularise": 1.6, "popularised": 1.1, "popularises": 0.5, "popularising": 1.2, "popularities": 1.6, "popularity": 2.1, "popularization": 1.3, "popularizations": 0.9, "popularize": 1.3, "popularized": 1.9, "popularizer": 1.8, "popularizers": 1.0, "popularizes": 1.4, "popularizing": 1.5, "popularly": 1.8, "positive": 2.6, "positively": 2.4, "positiveness": 2.3, "positivenesses": 2.2, "positiver": 2.3, "positives": 2.4, "positivest": 2.9, "positivism": 1.6, "positivisms": 1.8, "positivist": 2.0, "positivistic": 1.9, "positivists": 1.7, "positivities": 2.6, "positivity": 2.3, "possessive": -0.9, "postpone": -0.9, "postponed": -0.8, "postpones": -1.1, "postponing": -0.5, "poverty": -2.3, "powerful": 1.8, "powerless": -2.2, "praise": 2.6, "praised": 2.2, "praiser": 2.0, "praisers": 2.0, "praises": 2.4, "praiseworthily": 1.9, "praiseworthiness": 2.4, "praiseworthy": 2.6, "praising": 2.5, "pray": 1.3, "praying": 1.5, "prays": 1.4, "prblm": -1.6, "prblms": -2.3, "precious": 2.7, "preciously": 2.2, "preciousness": 1.9, "prejudice": -2.3, "prejudiced": -1.9, "prejudices": -1.8, "prejudicial": -2.6, "prejudicially": -1.5, "prejudicialness": -2.4, "prejudicing": -1.8, "prepared": 0.9, "pressure": -1.2, "pressured": -0.9, "pressureless": 1.0, "pressures": -1.3, "pressuring": -1.4, "pressurise": -0.6, "pressurised": -0.4, "pressurises": -0.8, "pressurising": -0.6, "pressurizations": -0.3, "pressurize": -0.7, "pressurized": 0.1, "pressurizer": 0.1, "pressurizers": -0.7, "pressurizes": -0.2, "pressurizing": -0.2, "pretend": -0.4, "pretending": 0.4, "pretends": -0.4, "prettied": 1.6, "prettier": 2.1, "pretties": 1.7, "prettiest": 2.7, "pretty": 2.2, "prevent": 0.1, "prevented": 0.1, "preventing": -0.1, "prevents": 0.3, "prick": -1.4, "pricked": -0.6, "pricker": -0.3, "prickers": -0.2, "pricket": -0.5, "prickets": 0.3, "pricking": -0.9, "prickle": -1.0, "prickled": -0.2, "prickles": -0.8, "pricklier": -1.6, "prickliest": -1.4, "prickliness": -0.6, "prickling": -0.8, "prickly": -0.9, "pricks": -0.9, "pricky": -0.6, "pride": 1.4, "prison": -2.3, "prisoner": -2.5, "prisoners": -2.3, "privilege": 1.5, "privileged": 1.9, "privileges": 1.6, "privileging": 0.7, "prize": 2.3, "prized": 2.4, "prizefight": -0.1, "prizefighter": 1.0, "prizefighters": -0.1, "prizefighting": 0.4, "prizefights": 0.3, "prizer": 1.0, "prizers": 0.8, "prizes": 2.0, "prizewinner": 2.3, "prizewinners": 2.4, "prizewinning": 3.0, "proactive": 1.8, "problem": -1.7, "problematic": -1.9, "problematical": -1.8, "problematically": -2.0, "problematics": -1.3, "problems": -1.7, "profit": 1.9, "profitabilities": 1.1, "profitability": 1.1, "profitable": 1.9, "profitableness": 2.4, "profitably": 1.6, "profited": 1.3, "profiteer": 0.8, "profiteered": -0.5, "profiteering": -0.6, "profiteers": 0.5, "profiter": 0.7, "profiterole": 0.4, "profiteroles": 0.5, "profiting": 1.6, "profitless": -1.5, "profits": 1.9, "profitwise": 0.9, "progress": 1.8, "prominent": 1.3, "promiscuities": -0.8, "promiscuity": -1.8, "promiscuous": -0.3, "promiscuously": -1.5, "promiscuousness": -0.9, "promise": 1.3, "promised": 1.5, "promisee": 0.8, "promisees": 1.1, "promiser": 1.3, "promisers": 1.6, "promises": 1.6, "promising": 1.7, "promisingly": 1.2, "promisor": 1.0, "promisors": 0.4, "promissory": 0.9, "promote": 1.6, "promoted": 1.8, "promotes": 1.4, "promoting": 1.5, "propaganda": -1.0, "prosecute": -1.7, "prosecuted": -1.6, "prosecutes": -1.8, "prosecution": -2.2, "prospect": 1.2, "prospects": 1.2, "prosperous": 2.1, "protect": 1.6, "protected": 1.9, "protects": 1.3, "protest": -1.0, "protested": -0.5, "protesters": -0.9, "protesting": -1.8, "protests": -0.9, "proud": 2.1, "prouder": 2.2, "proudest": 2.6, "proudful": 1.9, "proudhearted": 1.4, "proudly": 2.6, "provoke": -1.7, "provoked": -1.1, "provokes": -1.3, "provoking": -0.8, "pseudoscience": -1.2, "puke": -2.4, "puked": -1.8, "pukes": -1.9, "puking": -1.8, "pukka": 2.8, "punish": -2.4, "punishabilities": -1.7, "punishability": -1.6, "punishable": -1.9, "punished": -2.0, "punisher": -1.9, "punishers": -2.6, "punishes": -2.1, "punishing": -2.6, "punishment": -2.2, "punishments": -1.8, "punitive": -2.3, "pushy": -1.1, "puzzled": -0.7, "quaking": -1.5, "questionable": -1.2, "questioned": -0.4, "questioning": -0.4, "racism": -3.1, "racist": -3.0, "racists": -2.5, "radian": 0.4, "radiance": 1.4, "radiances": 1.1, "radiancies": 0.8, "radiancy": 1.4, "radians": 0.2, "radiant": 2.1, "radiantly": 1.3, "radiants": 1.2, "rage": -2.6, "raged": -2.0, "ragee": -0.4, "rageful": -2.8, "rages": -2.1, "raging": -2.4, "rainy": -0.3, "rancid": -2.5, "rancidity": -2.6, "rancidly": -2.5, "rancidness": -2.6, "rancidnesses": -1.6, "rant": -1.4, "ranter": -1.2, "ranters": -1.2, "rants": -1.3, "rape": -3.7, "raped": -3.6, "raper": -3.4, "rapers": -3.6, "rapes": -3.5, "rapeseeds": -0.5, "raping": -3.8, "rapist": -3.9, "rapists": -3.3, "rapture": 0.6, "raptured": 0.9, "raptures": 0.7, "rapturous": 1.7, "rash": -1.7, "ratified": 0.6, "reach": 0.1, "reached": 0.4, "reaches": 0.2, "reaching": 0.8, "readiness": 1.0, "ready": 1.5, "reassurance": 1.5, "reassurances": 1.4, "reassure": 1.4, "reassured": 1.7, "reassures": 1.5, "reassuring": 1.7, "reassuringly": 1.8, "rebel": -0.6, "rebeldom": -1.5, "rebelled": -1.0, "rebelling": -1.1, "rebellion": -0.5, "rebellions": -1.1, "rebellious": -1.2, "rebelliously": -1.8, "rebelliousness": -1.2, "rebels": -0.8, "recession": -1.8, "reckless": -1.7, "recommend": 1.5, "recommended": 0.8, "recommends": 0.9, "redeemed": 1.3, "reek": -2.4, "reeked": -2.0, "reeker": -1.7, "reekers": -1.5, "reeking": -2.0, "refuse": -1.2, "refused": -1.2, "refusing": -1.7, "regret": -1.8, "regretful": -1.9, "regretfully": -1.9, "regretfulness": -1.6, "regrets": -1.5, "regrettable": -2.3, "regrettably": -2.0, "regretted": -1.6, "regretter": -1.6, "regretters": -2.0, "regretting": -1.7, "reinvigorate": 2.3, "reinvigorated": 1.9, "reinvigorates": 1.8, "reinvigorating": 1.7, "reinvigoration": 2.2, "reject": -1.7, "rejected": -2.3, "rejectee": -2.3, "rejectees": -1.8, "rejecter": -1.6, "rejecters": -1.8, "rejecting": -2.0, "rejectingly": -1.7, "rejection": -2.5, "rejections": -2.1, "rejective": -1.8, "rejector": -1.8, "rejects": -2.2, "rejoice": 1.9, "rejoiced": 2.0, "rejoices": 2.1, "rejoicing": 2.8, "relax": 1.9, "relaxant": 1.0, "relaxants": 0.7, "relaxation": 2.4, "relaxations": 1.0, "relaxed": 2.2, "relaxedly": 1.5, "relaxedness": 2.0, "relaxer": 1.6, "relaxers": 1.4, "relaxes": 1.5, "relaxin": 1.7, "relaxing": 2.2, "relaxins": 1.2, "relentless": 0.2, "reliant": 0.5, "relief": 2.1, "reliefs": 1.3, "relievable": 1.1, "relieve": 1.5, "relieved": 1.6, "relievedly": 1.4, "reliever": 1.5, "relievers": 1.0, "relieves": 1.5, "relieving": 1.5, "relievo": 1.3, "relishing": 1.6, "reluctance": -1.4, "reluctancy": -1.6, "reluctant": -1.0, "reluctantly": -0.4, "remarkable": 2.6, "remorse": -1.1, "remorseful": -0.9, "remorsefully": -0.7, "remorsefulness": -0.7, "remorseless": -2.3, "remorselessly": -2.0, "remorselessness": -2.8, "repetitive": -1.0, "repress": -1.4, "repressed": -1.3, "represses": -1.3, "repressible": -1.5, "repressing": -1.8, "repression": -1.6, "repressions": -1.7, "repressive": -1.4, "repressively": -1.7, "repressiveness": -1.0, "repressor": -1.4, "repressors": -2.2, "repressurize": -0.3, "repressurized": 0.1, "repressurizes": 0.1, "repressurizing": -0.1, "repulse": -2.8, "repulsed": -2.2, "rescue": 2.3, "rescued": 1.8, "rescues": 1.3, "resent": -0.7, "resented": -1.6, "resentence": -1.0, "resentenced": -0.8, "resentences": -0.6, "resentencing": 0.2, "resentful": -2.1, "resentfully": -1.4, "resentfulness": -2.0, "resenting": -1.2, "resentment": -1.9, "resentments": -1.9, "resents": -1.2, "resign": -1.4, "resignation": -1.2, "resignations": -1.2, "resigned": -1.0, "resignedly": -0.7, "resignedness": -0.8, "resigner": -1.2, "resigners": -1.0, "resigning": -0.9, "resigns": -1.3}
class WordScoreChunk4: Dwords ={"resolute": 1.1, "resolvable": 1.0, "resolve": 1.6, "resolved": 0.7, "resolvent": 0.7, "resolvents": 0.4, "resolver": 0.7, "resolvers": 1.4, "resolves": 0.7, "resolving": 1.6, "respect": 2.1, "respectabilities": 1.8, "respectability": 2.4, "respectable": 1.9, "respectableness": 1.2, "respectably": 1.7, "respected": 2.1, "respecter": 2.1, "respecters": 1.6, "respectful": 2.0, "respectfully": 1.7, "respectfulness": 1.9, "respectfulnesses": 1.3, "respecting": 2.2, "respective": 1.8, "respectively": 1.4, "respectiveness": 1.1, "respects": 1.3, "responsible": 1.3, "responsive": 1.5, "restful": 1.5, "restless": -1.1, "restlessly": -1.4, "restlessness": -1.2, "restore": 1.2, "restored": 1.4, "restores": 1.2, "restoring": 1.2, "restrict": -1.6, "restricted": -1.6, "restricting": -1.6, "restriction": -1.1, "restricts": -1.3, "retained": 0.1, "retard": -2.4, "retarded": -2.7, "retreat": 0.8, "revenge": -2.4, "revenged": -0.9, "revengeful": -2.4, "revengefully": -1.4, "revengefulness": -2.2, "revenger": -2.1, "revengers": -2.0, "revenges": -1.9, "revered": 2.3, "revive": 1.4, "revives": 1.6, "reward": 2.7, "rewardable": 2.0, "rewarded": 2.2, "rewarder": 1.6, "rewarders": 1.9, "rewarding": 2.4, "rewardingly": 2.4, "rewards": 2.1, "rich": 2.6, "richened": 1.9, "richening": 1.0, "richens": 0.8, "richer": 2.4, "riches": 2.4, "richest": 2.4, "richly": 1.9, "richness": 2.2, "richnesses": 2.1, "richweed": 0.1, "richweeds": -0.1, "ridicule": -2.0, "ridiculed": -1.5, "ridiculer": -1.6, "ridiculers": -1.6, "ridicules": -1.8, "ridiculing": -1.8, "ridiculous": -1.5, "ridiculously": -1.4, "ridiculousness": -1.1, "ridiculousnesses": -1.6, "rig": -0.5, "rigged": -1.5, "rigid": -0.5, "rigidification": -1.1, "rigidifications": -0.8, "rigidified": -0.7, "rigidifies": -0.6, "rigidify": -0.3, "rigidities": -0.7, "rigidity": -0.7, "rigidly": -0.7, "rigidness": -0.3, "rigorous": -1.1, "rigorously": -0.4, "riot": -2.6, "riots": -2.3, "risk": -1.1, "risked": -0.9, 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"winnable": 1.8, "winned": 1.8, "winner": 2.8, "winners": 2.1, "winning": 2.4, "winningly": 2.3, "winnings": 2.5, "winnow": -0.3, "winnower": -0.1, "winnowers": -0.2, "winnowing": -0.1, "winnows": -0.2, "wins": 2.7, "wisdom": 2.4, "wise": 2.1, "wiseacre": -1.2, "wiseacres": -0.1, "wiseass": -1.8, "wiseasses": -1.5, "wisecrack": -0.1, "wisecracked": -0.5, "wisecracker": -0.1, "wisecrackers": 0.1, "wisecracking": -0.6, "wisecracks": -0.3, "wised": 1.5, "wiseguys": 0.3, "wiselier": 0.9, "wiseliest": 1.6, "wisely": 1.8, "wiseness": 1.9, "wisenheimer": -1.0, "wisenheimers": -1.4, "wisents": 0.4, "wiser": 1.2, "wises": 1.3, "wisest": 2.1, "wisewomen": 1.3, "wish": 1.7, "wishes": 0.6, "wishing": 0.9, "witch": -1.5, "withdrawal": 0.1, "woe": -1.8, "woebegone": -2.6, "woebegoneness": -1.1, "woeful": -1.9, "woefully": -1.7, "woefulness": -2.1, "woes": -1.9, "woesome": -1.2, "won": 2.7, "wonderful": 2.7, "wonderfully": 2.9, "wonderfulness": 2.9, "woo": 2.1, "woohoo": 2.3, "woot": 1.8, "worn": -1.2, "worried": -1.2, "worriedly": -2.0, "worrier": -1.8, "worriers": -1.7, "worries": -1.8, "worriment": -1.5, "worriments": -1.9, "worrisome": -1.7, "worrisomely": -2.0, "worrisomeness": -1.9, "worrit": -2.1, "worrits": -1.2, "worry": -1.9, "worrying": -1.4, "worrywart": -1.8, "worrywarts": -1.5, "worse": -2.1, "worsen": -2.3, "worsened": -1.9, "worsening": -2.0, "worsens": -2.1, "worser": -2.0, "worship": 1.2, "worshiped": 2.4, "worshiper": 1.0, "worshipers": 0.9, "worshipful": 0.7, "worshipfully": 1.1, "worshipfulness": 1.6, "worshiping": 1.0, "worshipless": -0.6, "worshipped": 2.7, "worshipper": 0.6, "worshippers": 0.8, "worshipping": 1.6, "worships": 1.4, "worst": -3.1, "worth": 0.9, "worthless": -1.9, "worthwhile": 1.4, "worthy": 1.9, "wow": 2.8, "wowed": 2.6, "wowing": 2.5, "wows": 2.0, "wowser": -1.1, "wowsers": 1.0, "wrathful": -2.7, "wreck": -1.9, "wrong": -2.1, "wronged": -1.9, "yay": 2.4, "yeah": 1.2, "yearning": 0.5, "yeees": 1.7, "yep": 1.2, "yes": 1.7, "youthful": 1.3, "yucky": -1.8, "yummy": 2.4, "zealot": -1.9, "zealots": -0.8, "zealous": 0.5, "{:": 1.8, "|-0": -1.2, "|-:": -0.8, "|-:>": -1.6, "|-o": -1.2, "|:": -0.5, "|;-)": 2.2, "|=": -0.4, "|^:": -1.1, "|o:": -0.9, "||-:": -2.3, "}:": -2.1, "}:(": -2.0, "}:)": 0.4, "}:-(": -2.1, "}:-)": 0.3}
import numpy as np import pandas as pd from collections import deque import random from gym import spaces import math from scipy.stats import linregress import random class TradingEnv(object): def __init__(self, obs_len=10, df=None): self.window = obs_len self.data = df if df is None: self.data = self.dummy_data() x = list(self.data.columns.get_level_values(0)) x = list(dict.fromkeys(x)) self.SymbolList = x self.CountIter = -1 self.MaxCount = len(x) self.action_space = spaces.Box(-1, +1, (1,), dtype=np.float32) def dummy_data(self): x1 = np.zeros(100) close = {'symbol_1':x1,'symbol_2': x1,'symbol_3':x1} vol = {'symbol_1':x1,'symbol_2': x1,'symbol_3':x1} score = {'symbol_1':x1,'symbol_2': x1,'symbol_3':x1} y = {'close':close, 'volume':vol, 'score':score} dict_of_df = {k: pd.DataFrame(v) for k,v in y.items()} df = pd.concat(dict_of_df, axis=1) v = pd.Categorical(df.columns.get_level_values(0), categories=['close', 'volume', 'score'], ordered=True) v2 = pd.Categorical(df.columns.get_level_values(1), categories=['symbol_1', 'symbol_2', 'symbol_3'], ordered=True) df.columns = pd.MultiIndex.from_arrays([v2,v]) return df.sort_index(axis=1, level=[0, 1]) def reset(self, randomIndex=False): """reset and set data to zero or null""" # randomly pick stock if true if randomIndex: self.CountIter = random.randint(0, int(self.MaxCount)) # iterate through list to train if self.CountIter + 1 >= self.MaxCount: self.CountIter = -1 self.CountIter += 1 # used to identify what symbol data is used self.sym = self.SymbolList[self.CountIter] df = self.data[self.sym] self.close = df['close'].values self.volume = df['volume'].values self.news = df['score'].values self.returns = df['close'].pct_change().values # start index so rolling window is full of data self.ts_index = self.window + 1 # get obs c_window, v_window, n_window = self.on_data() observations = self.next_observation(close_window=c_window, volume_window=v_window, news_window=n_window) # get obs space self.observation_space = spaces.Box(-np.inf, np.inf, shape=(len(observations),), dtype=np.float32) # used to calc strategy perf self.strat_returns = [] return observations def std(self,x): '''generate standard deviation''' y = (x - x.mean())/x.std() return y[-1] def exponential_regression(self, data): log_c = np.log(data) x = np.arange(len(log_c)) slope, _, rvalue, _, _ = linregress(x, log_c) return (1 + slope) * (rvalue ** 2) def regression(self, data): x = np.arange(len(data)) slope, _, rvalue, _, _ = linregress(x, data) return (1 + slope) * (rvalue ** 2) def next_observation(self, close_window, volume_window, news_window): '''return observations''' # calculate log of closing prices (feature 1) sed = news_window.mean() / 100 # log diff of price #diff_c = np.diff(np.log(close_window)).sum()*100 # log diff of volume #diff_v = np.diff(np.log(volume_window)).sum()*5 # volitility of price #std = np.log(close_window).std() # how well the exp slope is correlated with itself #exp_reg = self.exponential_regression(close_window) # how well the slope is correlated with itself lin_reg = self.regression(close_window) # last std value of close col = self.std(close_window) # last std value of volume vol = self.std(volume_window) # last std value of sediment seddir = self.std(news_window) # combine mutliple features obs = np.concatenate(([sed],[col],[lin_reg],[vol],[seddir]), axis=0) # if nan replace nans with zero where_are_NaNs = np.isnan(obs) obs[where_are_NaNs] = 0 return obs def on_data(self): '''update data''' # where are we in index? step = self.ts_index close_window = self.close[step-self.window:step] volume_window = self.volume[step-self.window:step] news_window = self.volume[step-self.window:step] return close_window, volume_window, news_window def get_reward(self, trade=0): '''rewards for trading performance''' # where are we in index? step = self.ts_index # calculate reward reward = self.returns[step] * trade self.strat_returns.append(reward) return reward if np.isfinite(reward) else 0 def normalize(self,x): ''' greater than 0.15 == buy scaled 0-1 in between +0.15 & -0.15 == do nothing less than -0.15 == sell scaled 0-1 ''' return np.round((1/0.95*x)-0.05264,3) def step(self, action): '''step through envoirment''' done = False # get action from neural network action = float(action[0]) # buy sell do nothing logic if action >= 0.05: # bet size buy size = np.clip(self.normalize(abs(action)),0,1) elif action <= -0.05: # bet size sell size = -(np.clip(self.normalize(abs(action)),0,1)) else: # do nothing size = 0 # if done, break and return final values if self.ts_index + 2 >= len(self.close): done = True # get reward reward = self.get_reward(trade=size) # step through next iteration of data c_window, v_window, n_window = self.on_data() # gets obs observations = self.next_observation(close_window=c_window, volume_window=v_window, news_window=n_window) return observations, reward, done, self.ts_index # get reward reward = self.get_reward(trade=size) # add one to timestep index (different from current index) self.ts_index += 1 # step through next iteration of data c_window, v_window, n_window = self.on_data() # get features observations = self.next_observation(close_window=c_window, volume_window=v_window, news_window=n_window) return observations, reward, done, self.ts_index
import numpy as np import torch import torch.nn as nn import torch.nn.functional as F from network import Actor, Critic import base64 from io import BytesIO import json device = torch.device("cuda" if torch.cuda.is_available() else "cpu") class TD3(object): """Agent class that handles the training of the networks and provides outputs as actions Args: state_dim (int): state size action_dim (int): action size max_action (float): highest action to take device (device): cuda or cpu to process tensors env (env): gym environment to use """ def __init__(self, algo, state_dim, action_dim, max_action, seed): self.algo = algo self.actor = Actor(state_dim, action_dim, max_action, seed).to(device) self.actor_target = Actor(state_dim, action_dim, max_action, seed).to(device) self.actor_target.load_state_dict(self.actor.state_dict()) self.actor_optimizer = torch.optim.Adam(self.actor.parameters(), lr=1e-3) self.critic = Critic(state_dim, action_dim, seed).to(device) self.critic_target = Critic(state_dim, action_dim, seed).to(device) self.critic_target.load_state_dict(self.critic.state_dict()) self.critic_optimizer = torch.optim.Adam(self.critic.parameters(), lr=1e-3) self.max_action = max_action #np.random.seed(seed=seed) def select_action(self, state, noise=0.1): """Select an appropriate action from the agent policy Args: state (array): current state of environment noise (float): how much noise to add to acitons Returns: action (float): action clipped within action range """ state = torch.FloatTensor(state.reshape(1, -1)).to(device) action = self.actor(state).cpu().data.numpy().flatten() if noise != 0: action = (action + np.random.normal(0, noise, size=1)) return action.clip(-self.max_action, self.max_action) def train(self, replay_buffer, iterations, batch_size=100, discount=0.99, tau=0.005, policy_noise=0.2, noise_clip=0.5, policy_freq=2): """Train and update actor and critic networks Args: replay_buffer (ReplayBuffer): buffer for experience replay iterations (int): how many times to run training batch_size(int): batch size to sample from replay buffer discount (float): discount factor tau (float): soft update for main networks to target networks Return: actor_loss (float): loss from actor network critic_loss (float): loss from critic network """ for it in range(iterations): # Sample replay buffer x, y, u, r, d = replay_buffer.sample(batch_size) state = torch.FloatTensor(x).to(device) action = torch.FloatTensor(u).to(device) next_state = torch.FloatTensor(y).to(device) done = torch.FloatTensor(1 - d).to(device) reward = torch.FloatTensor(r).to(device) # Select action according to policy and add clipped noise noise = torch.FloatTensor(u).data.normal_(0, policy_noise).to(device) noise = noise.clamp(-noise_clip, noise_clip) next_action = (self.actor_target(next_state) + noise).clamp(-self.max_action, self.max_action) # Compute the target Q value target_Q1, target_Q2 = self.critic_target(next_state, next_action) target_Q = torch.min(target_Q1, target_Q2) target_Q = reward + (done * discount * target_Q).detach() # Get current Q estimates current_Q1, current_Q2 = self.critic(state, action) # Compute critic loss critic_loss = F.mse_loss(current_Q1, target_Q) + F.mse_loss(current_Q2, target_Q) # Optimize the critic self.critic_optimizer.zero_grad() critic_loss.backward() self.critic_optimizer.step() # Delayed policy updates if it % policy_freq == 0: # Compute actor loss actor_loss = -self.critic.Q1(state, self.actor(state)).mean() # Optimize the actor self.actor_optimizer.zero_grad() actor_loss.backward() self.actor_optimizer.step() # Update the frozen target models for param, target_param in zip(self.critic.parameters(), self.critic_target.parameters()): target_param.data.copy_(tau * param.data + (1 - tau) * target_param.data) for param, target_param in zip(self.actor.parameters(), self.actor_target.parameters()): target_param.data.copy_(tau * param.data + (1 - tau) * target_param.data) def save(self, filename): torch.save(self.actor.state_dict(), '%s_actor.pth' % (filename)) torch.save(self.critic.state_dict(), '%s_critic.pth' % (filename)) def load(self, filename): self.actor.load_state_dict(torch.load('%s_actor.pth' % (filename))) self.critic.load_state_dict(torch.load('%s_critic.pth' % (filename)))
import numpy as np import pickle # Expects tuples of (state, next_state, action, reward, done) class ReplayBuffer(object): """Buffer to store tuples of experience replay""" def __init__(self, algo, max_size=1000000): """ Args: max_size (int): total amount of tuples to store """ self.algo = algo self.storage = [] self.max_size = max_size self.ptr = 0 def add(self, data): """Add experience tuples to buffer Args: data (tuple): experience replay tuple """ if len(self.storage) == self.max_size: self.storage[int(self.ptr)] = data self.ptr = (self.ptr + 1) % self.max_size else: self.storage.append(data) def save(self, name='ReplayBuff'): '''Save replay buffer for live trading''' self.algo.ObjectStore.Save(name, str(self.storage)) self.algo.Log("{} - Saving Replay Buffer!: {}".format(self.algo.Time, len(self.storage))) def load(self, name='ReplayBuff'): '''Save replay buffer for live trading''' self.storage = eval(self.algo.ObjectStore.ReadBytes("key")) self.algo.Log("{} - Loading Replay Buffer!: {}".format(self.algo.Time, len(self.storage))) def sample(self, batch_size): """Samples a random amount of experiences from buffer of batch size Args: batch_size (int): size of sample """ ind = np.random.randint(0, len(self.storage), size=batch_size) states, actions, next_states, rewards, dones = [], [], [], [], [] for i in ind: s, a, s_, r, d = self.storage[i] states.append(np.array(s, copy=False)) actions.append(np.array(a, copy=False)) next_states.append(np.array(s_, copy=False)) rewards.append(np.array(r, copy=False)) dones.append(np.array(d, copy=False)) return np.array(states), np.array(actions), np.array(next_states), np.array(rewards).reshape(-1, 1), np.array(dones).reshape(-1, 1)
import torch import torch.nn as nn from torch.autograd import Variable import torch.nn.functional as F def hidden_init(layer): fan_in = layer.weight.data.size()[0] lim = 1. / np.sqrt(fan_in) return (-lim, lim) class Actor(nn.Module): """Initialize parameters and build model. Args: state_size (int): Dimension of each state action_size (int): Dimension of each action max_action (float): highest action to take seed (int): Random seed h1_units (int): Number of nodes in first hidden layer h2_units (int): Number of nodes in second hidden layer Return: action output of network with tanh activation """ def __init__(self, state_dim, action_dim, max_action, seed): super(Actor, self).__init__() self.seed = torch.manual_seed(seed) self.l1 = nn.Linear(state_dim, 400) self.l2 = nn.Linear(400, 300) self.l3 = nn.Linear(300, action_dim) self.max_action = max_action def forward(self, x): x = F.relu(self.l1(x)) x = F.relu(self.l2(x)) x = self.max_action * torch.tanh(self.l3(x)) return x class Critic(nn.Module): """Initialize parameters and build model. Args: state_size (int): Dimension of each state action_size (int): Dimension of each action max_action (float): highest action to take seed (int): Random seed h1_units (int): Number of nodes in first hidden layer h2_units (int): Number of nodes in second hidden layer Return: value output of network """ def __init__(self, state_dim, action_dim, seed): super(Critic, self).__init__() self.seed = torch.manual_seed(seed) # Q1 architecture self.l1 = nn.Linear(state_dim + action_dim, 400) self.l2 = nn.Linear(400, 300) self.l3 = nn.Linear(300, 1) # Q2 architecture self.l4 = nn.Linear(state_dim + action_dim, 400) self.l5 = nn.Linear(400, 300) self.l6 = nn.Linear(300, 1) def forward(self, x, u): xu = torch.cat([x, u], 1) x1 = F.relu(self.l1(xu)) x1 = F.relu(self.l2(x1)) x1 = self.l3(x1) x2 = F.relu(self.l4(xu)) x2 = F.relu(self.l5(x2)) x2 = self.l6(x2) return x1, x2 def Q1(self, x, u): xu = torch.cat([x, u], 1) x1 = F.relu(self.l1(xu)) x1 = F.relu(self.l2(x1)) x1 = self.l3(x1) return x1
import nltk from nltk.tokenize import word_tokenize from itertools import chain import re # we cant have one big file full of keys and values so I split it up from SedimentDict_1 import WordScoreChunk1 as wsc1 from SedimentDict_2 import WordScoreChunk2 as wsc2 from SedimentDict_3 import WordScoreChunk3 as wsc3 from SedimentDict_4 import WordScoreChunk4 as wsc4 class WordScore: def __init__(self): ws1 = wsc1.DWords ws2 = wsc2.Dwords ws3 = wsc3.Dwords ws4 = wsc4.Dwords # combine all python dictionaries self.wordScores = dict(chain.from_iterable(d.items() for d in (ws1, ws2, ws3, ws4))) def score(self, article): '''Get sediment score''' try: words = word_tokenize(article) words = re.sub("[^a-zA-Z]", " ", str(words)) except: return 0 return sum([self.wordScores[word] for word in words if word in self.wordScores])
class WordScoreChunk1: DWords = {"$:": -1.5, "%)": -0.4, "%-)": -1.5, "&-:": -0.4, "&:": -0.7, "( \'}{\' )": 1.6, "(%": -0.9, "(\'-:": 2.2, "(\':": 2.3, "((-:": 2.1, "(*": 1.1, "(-%": -0.7, "(-*": 1.3, "(-:": 1.6, "(-:0": 2.8, "(-:<": -0.4, "(-:o": 1.5, "(-:O": 1.5, "(-:{": -0.1, "(-:|>*": 1.9, "(-;": 1.3, "(-;|": 2.1, "(8": 2.6, "(:": 2.2, "(:0": 2.4, "(:<": -0.2, "(:o": 2.5, "(:O": 2.5, "(;": 1.1, "(;<": 0.3, "(=": 2.2, "(?:": 2.1, "(^:": 1.5, "(^;": 1.5, "(^;0": 2.0, "(^;o": 1.9, "(o:": 1.6, ")\':": -2.0, ")-\':": -2.1, ")-:": -2.1, ")-:<": -2.2, ")-:{": -2.1, "):": -1.8, "):<": -1.9, "):{": -2.3, ");<": -2.6, "*)": 0.6, "*-)": 0.3, "*-:": 2.1, "*-;": 2.4, "*:": 1.9, "*<|:-)": 1.6, "*\\\\0/*": 2.3, "*^:": 1.6, ",-:": 1.2, "---\'-;-{@": 2.3, "--<--<@": 2.2, ".-:": -1.2, "..###-:": -1.7, "..###:": -1.9, "/-:": -1.3, "/:": -1.3, "/:<": -1.4, "/=": -0.9, "/^:": -1.0, "/o:": -1.4, "0-8": 0.1, "0-|": -1.2, "0:)": 1.9, "0:-)": 1.4, "0:-3": 1.5, "0:03": 1.9, "0;^)": 1.6, "0_o": -0.3, "10q": 2.1, "1337": 2.1, "143": 3.2, "1432": 2.6, "14aa41": 2.4, "182": -2.9, "187": -3.1, "2g2b4g": 2.8, "2g2bt": -0.1, "2qt": 2.1, "3:(": -2.2, "3:)": 0.5, "3:-(": -2.3, "3:-)": -1.4, "4col": -2.2, "4q": -3.1, "5fs": 1.5, "8)": 1.9, "8-d": 1.7, "8-o": -0.3, "86": -1.6, "8d": 2.9, ":###..": -2.4, ":$": -0.2, ":&": -0.6, ":\'(": -2.2, ":\')": 2.3, ":\'-(": -2.4, ":\'-)": 2.7, ":(": -1.9, ":)": 2.0, ":*": 2.5, ":-###..": -2.5, ":-&": -0.5, ":-(": -1.5, ":-)": 1.3, ":-))": 2.8, ":-*": 1.7, ":-,": 1.1, ":-.": -0.9, ":-/": -1.2, ":-<": -1.5, ":-d": 2.3, ":-D": 2.3, ":-o": 0.1, ":-p": 1.5, ":-[": -1.6, ":-\\\\": -0.9, ":-c": -1.3, ":-|": -0.7, ":-||": -2.5, ":-\\u00de": 0.9, ":/": -1.4, ":3": 2.3, ":<": -2.1, ":>": 2.1, ":?)": 1.3, ":?c": -1.6, ":@": -2.5, ":d": 2.3, ":D": 2.3, ":l": -1.7, ":o": -0.4, ":p": 1.4, ":s": -1.2, ":[": -2.0, ":\\\\": -1.3, ":]": 2.2, ":^)": 2.1, ":^*": 2.6, ":^/": -1.2, ":^\\\\": -1.0, ":^|": -1.0, ":c": -2.1, ":c)": 2.0, ":o)": 2.1, ":o/": -1.4, ":o\\\\": -1.1, ":o|": 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from QuantConnect.Data.Custom.Tiingo import * from sediment import WordScore from env import TradingEnv from explore import Runner from agent import TD3 import pandas as pd import numpy as np import math class TwinDelayedDDPG(QCAlgorithm): '''Continuous Twin Delayed DDPG model ''' def Initialize(self): # settings self.FeatureWindow = 10 self.LookBack = 100 * 2 self.Test = 20 * 2 self.LastDataNum = -1 live = False self.SetStartDate(2019, 1, 1) #self.SetEndDate(2019, 10, 31) #self.SetBrokerageModel(BrokerageName.Alpaca, AccountType.Cash) self.symbolDataBySymbol = {} self.SymbolList = ['SPY','AAPL','NVDA','AMZN','MSFT','GOOGL','TSLA']#,'MKTX','ABMD','ALGN','AVGO','ULTA','TTWO','FTNT','MA','TGT','TSN'] self.SecurityList = [] self.NewsList = [] for symbol in self.SymbolList: security = self.AddEquity(symbol, Resolution.Daily) self.SecurityList.append(security.Symbol) self.symbolDataBySymbol[security.Symbol] = SymbolData(self, security.Symbol, self.FeatureWindow, Resolution.Daily) for symbol in self.SecurityList: news = self.AddData(TiingoNews, symbol) self.NewsList.append(news.Symbol) self.SetBenchmark("SPY") self.WS = WordScore() env = TradingEnv(self.FeatureWindow) env.reset() self.environment = env self.observationRun = False self.modelIsTraining = False state_size = env.observation_space.shape[0] action_dim = env.action_space.shape[0] max_action = float(env.action_space.high[0]) seed = 0 sizes = (state_size, action_dim, max_action, seed) self.runnerObj = Runner(self, n_episodes=170, batch_size=5, gamma=0.99, tau=0.005, noise=0.2,\ noise_clip=0.5, explore_noise=0.1, policy_frequency=2, sizes=sizes) self.AI_TradeAgent = TD3(self, state_dim=state_size, action_dim=action_dim, max_action=max_action, seed=seed) if live: self.runnerObj.replay_buffer.load(name='ReplayBuff') # Set TrainingMethod to be executed immediately self.Train(self.TrainingMethod) # Set TrainingMethod to be executed at 8:00 am every Sunday once a month self.Train(self.DateRules.Every(DayOfWeek.Sunday), self.TimeRules.At(6, 0), self.TrainingMethod) def TrainTimeCheck(self): '''Check if new month then Train data''' today = self.Time # can change to month, week, or day for trigger weekNum = today.strftime("%V") dayNum = today.strftime("%e") monthNum = today.strftime("%m") # trigger logic if self.LastDataNum == -1: #self.LastDataNum != monthNum and int(monthNum) % 2 == 0 or self.LastDataNum = monthNum # New month time to train TD3! return True return False def HistoricalData(self, lookBack=100): historyData = self.History(self.SecurityList, lookBack, Resolution.Daily) historyNews = self.History(TiingoNews, self.NewsList, lookBack, Resolution.Daily) historyData.dropna(inplace=True) historyNews.dropna(inplace=True) pricesX = {} volumeX = {} newsX = {} for symbol in self.SecurityList: if not historyData.empty: pricesX[symbol.Value] = list(historyData.loc[str(symbol.Value)]['close'])[:-1] volumeX[symbol.Value] = list(historyData.loc[str(symbol.Value)]['volume'])[:-1] # what is the len of data? maxValue = len(pricesX[symbol.Value]) for symbol in self.NewsList: if not historyNews.empty: df = historyNews.loc[symbol].apply(lambda row : self.WS.score(row['description']), axis = 1) df.index = pd.to_datetime(df.index, utc=True) df = df.resample('1D').sum().fillna(0) time = self.Time days = pd.date_range(time - timedelta(lookBack), time, freq='D') x = np.zeros(lookBack+1) x[:] = np.nan data = pd.DataFrame({'score':x},index=days) data['score'] = df data.fillna(0,inplace=True) newsX[symbol.Value] = list(data['score'])[-maxValue:] dictOfDict = {'close':pricesX, 'volume':volumeX, 'score':newsX} dictOfDf = {k: pd.DataFrame(v) for k,v in dictOfDict.items()} df = pd.concat(dictOfDf, axis=1) v1 = pd.Categorical(df.columns.get_level_values(0), categories=['close', 'volume', 'score'], ordered=True) v2 = pd.Categorical(df.columns.get_level_values(1), categories=self.SymbolList, ordered=True) df.columns = pd.MultiIndex.from_arrays([v2,v1]) return df.sort_index(axis=1, level=[0, 1]) def TrainingMethod(self): # check to see if we should train the model train = self.TrainTimeCheck() if not train: return # get historical data x = self.LookBack df = self.HistoricalData(x) # create envoirments training and testing #Env = TradingEnv(obs_len=self.FeatureWindow, df=df) trainEnv = TradingEnv(obs_len=self.FeatureWindow, df=df.iloc[:-self.Test]) testEnv = TradingEnv(obs_len=self.FeatureWindow, df=df.iloc[-self.Test:]) # run observations only once to fill replay buffer with samples if not self.observationRun: self.runnerObj.observe(trainEnv, 1000) self.observationRun = True # set model to train data self.modelIsTraining = True self.runnerObj.train(testEnv,testEnv) self.modelIsTraining = False def OnOrderEvent(self, orderEvent): self.Debug("{} {}".format(self.Time, orderEvent.ToString())) def OnEndOfAlgorithm(self): # Save Replay Buffer! self.runnerObj.replay_buffer.save(name='ReplayBuff') self.Log("{} - TotalPortfolioValue: {}".format(self.Time, self.Portfolio.TotalPortfolioValue)) self.Log("{} - CashBook: {}".format(self.Time, self.Portfolio.CashBook)) class SymbolData: def __init__(self, algo, symbol, window, resolution): self.algo = algo self.symbol = symbol self.window = window self.resolution = resolution # add each symbol to consolidator self.timeConsolidator = TradeBarConsolidator(timedelta(days = 1)) self.timeConsolidator.DataConsolidated += self.TimeConsolidator self.algo.SubscriptionManager.AddConsolidator(symbol, self.timeConsolidator) # add each symbol to tiingo news self.newsAsset = algo.AddData(TiingoNews, symbol) # temp info used to check changes before trades self.weight_temp = 0 # we will store the historical window here, and keep it a fixed length in update self.history_close = [] self.history_volume = [] self.history_news = [] # how much of one asset can we buy/short self.max_pos = 1 / len(algo.SymbolList) self.max_short_pos = 0.0 def update(self, close, volume, symbol): '''Update symbols and news with historical data or live data''' # update history, retain length if len(self.history_close)==0: hist_df = self.algo.History([self.symbol], timedelta(days=20), self.resolution) # Case where no data to return for this asset. New asset? if 'close' not in hist_df.columns: return hist_df.dropna(inplace=True) hist_df.reset_index(level=[0,1],inplace=True) hist_df.set_index('time', inplace=True) hist_df.dropna(inplace=True) # store the target time series self.history_close = hist_df.close.values[-self.window:] self.history_volume = hist_df.volume.values[-self.window:] if len(self.history_close) < self.window: self.history_close = np.append(self.history_close, close) self.history_volume = np.append(self.history_volume, volume) else: self.history_close = np.append(self.history_close, close)[1:] self.history_volume = np.append(self.history_volume, volume)[1:] if len(self.history_news)==0: hist_df = self.algo.History(TiingoNews, self.newsAsset.Symbol, timedelta(days=20), Resolution.Daily) hist_df.dropna(inplace=True) if not hist_df.empty: df = hist_df.loc[self.newsAsset.Symbol].apply(lambda row : self.algo.WS.score(row['description']), axis = 1) df.index = pd.to_datetime(df.index, utc=True) df = df.resample('1D').sum().fillna(0) self.history_news = df.values[-self.window:] else: self.history_news = np.zeros(self.window) else: hist_df = self.algo.History(TiingoNews, self.newsAsset.Symbol, timedelta(days=1), Resolution.Daily) hist_df.dropna(inplace=True) if not hist_df.empty: df = hist_df.loc[self.newsAsset.Symbol].apply(lambda row : self.algo.WS.score(row['description'] if \ 'description' in row else np.nan), axis = 1) df.index = pd.to_datetime(df.index, utc=True) a = df.resample('1D').sum().fillna(0) self.history_news = np.append(self.history_news, np.array(a))[1:] else: self.history_news = np.append(self.history_news, 0)[1:] def TimeConsolidator(self, sender, bar): '''Live data will be streammed here''' # return if modle is training if self.algo.modelIsTraining: self.algo.Debug("Retun, model still training") return # load best AI model self.algo.AI_TradeAgent.load("best_avg") symbol = bar.Symbol price = bar.Close vol = bar.Volume # update data arrays with new data self.update(price, vol, symbol) # Check current portfolio for changes if self.algo.Securities[symbol].Invested: currentweight = (self.algo.Portfolio[symbol].Quantity * price) /self.algo.Portfolio.TotalPortfolioValue else: currentweight = 0.0 # set ratio currently invested for this symbol weight = currentweight # re-use code in env and get observations with new data new_obs = self.algo.environment.next_observation(close_window = self.history_close, \ volume_window = self.history_volume, news_window=self.history_news) # get action from agent action = self.algo.AI_TradeAgent.select_action(np.array(new_obs), noise=0) # View Action #self.algo.Debug("{} {} -> {}".format(symbol, new_obs, action)) if action > 0.05: weight += np.clip(self.algo.environment.normalize(abs(float(action))),0,1) * 0.3 weight = np.clip(round(weight,4),self.max_short_pos,self.max_pos) if weight > self.weight_temp: self.algo.SetHoldings(symbol, weight, False) self.weight_temp = weight elif action < -0.05: weight += -(np.clip(self.algo.environment.normalize(abs(float(action))),0,1)) * 0.3 weight = np.clip(round(weight,4),self.max_short_pos,self.max_pos) if weight < self.weight_temp: self.algo.SetHoldings(symbol, weight, False) self.weight_temp = weight else: pass else: pass
from collections import deque import pandas as pd import numpy as np import gym import sys from buffer import ReplayBuffer from agent import TD3 class Runner: """Carries out the environment steps and adds experiences to memory""" def __init__(self, algo, n_episodes=100, batch_size=32, gamma=0.99, tau=0.005, noise=0.2, noise_clip=0.5, explore_noise=0.1,\ policy_frequency=2, sizes=None): self.algo = algo self.n_episodes = n_episodes self.batch_size = batch_size self.gamma = gamma self.tau = tau self.noise = noise self.noise_clip = noise_clip self.explore_noise = explore_noise self.policy_frequency = policy_frequency self.replay_buffer = ReplayBuffer(algo) self.agent = TD3(self, state_dim=sizes[0], action_dim=sizes[1], max_action=sizes[2], seed=sizes[3]) def evaluate_policy(self, TestEnv, eval_episodes=1): """ run several episodes using the best agent policy Args: policy (agent): agent to evaluate env (env): gym environment eval_episodes (int): how many test episodes to run render (bool): show training Returns: avg_reward (float): average reward over the number of evaluations """ avg_reward = 0. for i in range(eval_episodes): obs = TestEnv.reset() done = False while not done: action = self.agent.select_action(np.array(obs), noise=0) obs, reward, done, _ = TestEnv.step(action) avg_reward += reward if action <= -0.05: self.algo.Log("Action {}.".format(action)) #self.algo.Log("Eval {}.".format(round(avg_reward,2))) avg_reward /= eval_episodes return avg_reward def observe(self, TrainEnv, observation_steps): """ run episodes while taking random actions and filling replay_buffer Args: env (env): gym environment replay_buffer(ReplayBuffer): buffer to store experience replay observation_steps (int): how many steps to observe for """ time_steps = 0 obs = TrainEnv.reset() done = False while time_steps < observation_steps: action = TrainEnv.action_space.sample() new_obs, reward, done, _ = TrainEnv.step(action) self.replay_buffer.add((obs, new_obs, action, reward, done)) obs = new_obs time_steps += 1 if done: obs = TrainEnv.reset() done = False #self.algo.Log("Populating Buffer {}/{}.".format(time_steps, observation_steps)) #sys.stdout.flush() def train(self, TrainEnv, TestEnv): """ Train the agent for exploration steps Args: agent (Agent): agent to use env (environment): gym environment exploration (int): how many training steps to run """ scores = [] scores_avg = [] scores_window = deque(maxlen=25) eval_reward_best = -1000 self.algo.Debug("{} | Training..".format(self.algo.Time)) eval_reward = self.evaluate_policy(TestEnv, int(TestEnv.MaxCount)) if eval_reward > eval_reward_best: eval_reward_best = eval_reward self.algo.Debug("Last Model Tested |"+str(eval_reward_best)) self.agent.save("best_avg") for i_episode in range(1, self.n_episodes+1): obs = TrainEnv.reset() score = 0 done = False episode_timesteps = 0 while not done: action = self.agent.select_action(np.array(obs), noise=self.explore_noise) new_obs, reward, done, _ = TrainEnv.step(action) self.replay_buffer.add((obs, new_obs, action, reward, done)) obs = new_obs score += reward episode_timesteps += 1 scores_window.append(score) scores.append(score) scores_avg.append(np.mean(scores_window)) self.agent.train(self.replay_buffer, episode_timesteps, self.batch_size, self.gamma, self.tau, self.noise, self.noise_clip, self.policy_frequency) # how often do we want to eval model? if i_episode % 1 == 0: # get eval over all symbols and save best avg eval_reward = self.evaluate_policy(TestEnv, int(TestEnv.MaxCount)) if eval_reward > eval_reward_best: eval_reward_best = eval_reward self.algo.Debug(str(i_episode)+"| Best Model! |"+str(round(eval_reward_best,3))) self.agent.save("best_avg") #self.algo.Log("{} {} {} {} {}".format(episode_timesteps, i_episode, score, eval_reward))