aml_simulation {lazytrade}

Function to simulate multiple input structures

Description

Function is designed to evaluate several different inputs.

Usage

aml_simulation(
  timeframe = 60,
  path_sim_input,
  path_sim_result,
  par_simulate1 = 10,
  par_simulate2 = 16,
  demo_mode = FALSE
)

Arguments

timeframe

Integer, Data timeframe e.g. 60 min. This will be equal to 1 bar

path_sim_input

String, Path to the folder where csv files will be placed, typically AI_RSIADXAUDCAD60.csv

path_sim_result

String, Path to the folder where all results from simulations shall be written

par_simulate1

Integer, Parameter that can be used in simulation

par_simulate2

Integer, Parameter that can be used in simulation

demo_mode

Boolean, Simplify function test. When TRUE no simulation will be made

Details

Function is using several other functions to perform sets of operations designed to test several inputs. Designed to validate model settings.

Update: New function structure to allow quicker simulation of parameters to find best performing input

Value

Function is writing file into Decision Support System folders

Author(s)

(C) 2021 Vladimir Zhbanko

Examples

library(dplyr)
library(magrittr)
library(readr)
library(h2o)
library(lazytrade)
library(lubridate)
library(stats)

path_input <- normalizePath(tempdir(),winslash = "/")
path_sim_input <- file.path(path_input, "path_sim_input")
dir.create(path_sim_input)
path_sim_result <- file.path(path_input, "path_sim_result")
dir.create(path_sim_result)

file.copy(from = system.file("extdata", "AI_RSIADXCADCHF60.csv", package = "lazytrade"),
          to = file.path(path_sim_input, "AI_RSIADXCADCHF60.csv"), overwrite = TRUE)
file.copy(from = system.file("extdata", "AI_RSIADXEURNZD60.csv", package = "lazytrade"),
          to = file.path(path_sim_input, "AI_RSIADXEURNZD60.csv"), overwrite = TRUE)

# start h2o engine
h2o.init(nthreads = 2)

# simulation of different epoch values
aml_simulation(timeframe = 60,
               path_sim_input = path_sim_input,
               path_sim_result = path_sim_result,
               par_simulate1 = 10,
               par_simulate2 = 10,
               demo_mode = FALSE)

Sys.sleep(5)
# stop h2o engine
h2o.shutdown(prompt = FALSE)

#set delay to insure h2o unit closes properly before the next test
Sys.sleep(5)