okWarrior_EA/references/MQL5/Experts/AutoBots/Study.mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+

//|                                                        Study.mq5 |

//|                                                   Copyright DNG<EFBFBD> |

//|                                https://www.mql5.com/en/users/dng |

//+------------------------------------------------------------------+

#property copyright "Copyright DNG<00>"

#property link      "https://www.mql5.com/en/users/dng"

#property version   "1.00"

//+------------------------------------------------------------------+

//|                                                                  |

//+------------------------------------------------------------------+

#define Study

#include "Trajectory.mqh"

//+------------------------------------------------------------------+

//| Input parameters                                                 |

//+------------------------------------------------------------------+

input int                  Iterations     = 10000;

//+------------------------------------------------------------------+

//|                                                                  |

//+------------------------------------------------------------------+

STrajectory          Buffer[];

CNet                 Actor;

CNet                 StateEncoder;

CNet                 Autobot;

CNet                 Goal;

//---

float                dError;

datetime             dtStudied;

//---

CBufferFloat         bState;

CBufferFloat         bAccount;

CBufferFloat         bGoal;

CBufferFloat         bGradient;

CBufferFloat         bOnes;

CBufferFloat         *Result;

vector<float>        check;

vector<float>        STD_Actor;

vector<float>        STD_Goal;

//---

COpenCLMy           *OpenCL;

//+------------------------------------------------------------------+

//| Expert initialization function                                   |

//+------------------------------------------------------------------+

int OnInit()

  {

//---

   ResetLastError();

   if(!LoadTotalBase())

     {

      PrintFormat("Error of load study data: %d", GetLastError());

      return INIT_FAILED;

     }

//--- load models

   float temp;

   if(!Autobot.Load(FileName + "Traj.nnw", temp, temp, temp, dtStudied, true))

     {

      Print("Cann't load Autobot model");

      return INIT_FAILED;

     }

   if(!StateEncoder.Load(FileName + "StEnc.nnw", temp, temp, temp, dtStudied, true) ||

      !Goal.Load(FileName + "Goal.nnw", temp, temp, temp, dtStudied, true) ||

      !Actor.Load(FileName + "Act.nnw", temp, temp, temp, dtStudied, true))

     {

      CArrayObj *actor = new CArrayObj();

      CArrayObj *goal = new CArrayObj();

      CArrayObj *encoder = new CArrayObj();

      if(!CreateDescriptions(actor, goal, encoder))

        {

         delete actor;

         delete goal;

         delete encoder;

         return INIT_FAILED;

        }

      if(!Actor.Create(actor) || !StateEncoder.Create(encoder) || !Goal.Create(goal))

        {

         delete actor;

         delete goal;

         delete encoder;

         return INIT_FAILED;

        }

      delete actor;

      delete goal;

      delete encoder;

      //---

     }

//---

   OpenCL = Actor.GetOpenCL();

   StateEncoder.SetOpenCL(OpenCL);

   Autobot.SetOpenCL(OpenCL);

   Goal.SetOpenCL(OpenCL);

   Autobot.TrainMode(false);

//---

   Actor.getResults(Result);

   if(Result.Total() != NActions)

     {

      PrintFormat("The scope of the actor does not match the actions count (%d <> %d)", NActions, Result.Total());

      return INIT_FAILED;

     }

//---

   Autobot.getResults(Result);

   if(Result.Total() != PrecoderBars * 3)

     {

      PrintFormat("The scope of the Autobot does not match precoder bars (%d <> %d)", PrecoderBars * 3, Result.Total());

      return INIT_FAILED;

     }

//---

   Autobot.GetLayerOutput(0, Result);

   if(Result.Total() != (HistoryBars * BarDescr))

     {

      PrintFormat("Input size of Autobot doesn't match state description (%d <> %d)", Result.Total(), (HistoryBars * BarDescr));

      return INIT_FAILED;

     }

//---

   StateEncoder.GetLayerOutput(0, Result);

   if(Result.Total() != PrecoderBars * 3)

     {

      PrintFormat("Input size of State Encoder doesn't match precoder bars  (%d <> %d)", Result.Total(), PrecoderBars * 3);

      return INIT_FAILED;

     }

//---

   StateEncoder.getResults(Result);

   int latent_state = Result.Total();

   Actor.GetLayerOutput(0, Result);

   if(Result.Total() != latent_state)

     {

      PrintFormat("Input size of Actor doesn't match output State Encoder (%d <> %d)", Result.Total(), latent_state);

      return INIT_FAILED;

     }

//---

   Goal.GetLayerOutput(0, Result);

   latent_state = Result.Total();

   Autobot.getResults(Result);

   if(Result.Total() != latent_state)

     {

      PrintFormat("Input size of Goal doesn't match output Autobot (%d <> %d)", Result.Total(), latent_state);

      return INIT_FAILED;

     }

//---

   Goal.getResults(Result);

   if(Result.Total() != NRewards)

     {

      PrintFormat("The scope of Goal doesn't match rewards count (%d <> %d)", Result.Total(), NRewards);

      return INIT_FAILED;

     }

//---

   if(!bOnes.BufferInit(EmbeddingSize, 1) ||

      !bGradient.BufferInit(MathMax(EmbeddingSize, AccountDescr), 0) ||

      !bOnes.BufferCreate(OpenCL) ||

      !bGradient.BufferCreate(OpenCL))

     {

      PrintFormat("Error of create buffers: %d", GetLastError());

      return INIT_FAILED;

     }

//---

   if(!EventChartCustom(ChartID(), 1, 0, 0, "Init"))

     {

      PrintFormat("Error of create study event: %d", GetLastError());

      return INIT_FAILED;

     }

//---

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Expert deinitialization function                                 |

//+------------------------------------------------------------------+

void OnDeinit(const int reason)

  {

//---

   if(!(reason == REASON_INITFAILED || reason == REASON_RECOMPILE))

     {

      Actor.Save(FileName + "Act.nnw", 0, 0, 0, TimeCurrent(), true);

      StateEncoder.Save(FileName + "StEnc.nnw", 0, 0, 0, TimeCurrent(), true);

      Goal.Save(FileName + "Goal.nnw", 0, 0, 0, TimeCurrent(), true);

     }

   delete Result;