okWarrior_EA/references/MQL5/Experts/CFPI/StudyCritic.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     = 1e6;

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

//|                                                                  |

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

STrajectory          Buffer[];

CNet                 StateEncoder;

CNet                 Critic1;

CNet                 Critic2;

//---

float                dError;

datetime             dtStudied;

//---

CBufferFloat         State;

CBufferFloat         Account;

CBufferFloat         Actions;

CBufferFloat         Gradient;

CBufferFloat         *Result;

//---

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

      !Critic1.Load(FileName + "Crt1.nnw", temp, temp, temp, dtStudied, true) ||

      !Critic2.Load(FileName + "Crt2.nnw", temp, temp, temp, dtStudied, true))

     {

      Print("Init new models");

      CArrayObj *actor = new CArrayObj();

      CArrayObj *critic = new CArrayObj();

      CArrayObj *encoder = new CArrayObj();

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

        {

         delete actor;

         delete critic;

         delete encoder;

         return INIT_FAILED;

        }

      if(!Critic1.Create(critic) || !Critic2.Create(critic) ||

         !StateEncoder.Create(encoder))

        {

         delete actor;

         delete critic;

         delete encoder;

         return INIT_FAILED;

        }

      delete actor;

      delete critic;

      delete encoder;

      //---

     }

//---

   OpenCL = Critic1.GetOpenCL();

   Critic2.SetOpenCL(OpenCL);

   StateEncoder.SetOpenCL(OpenCL);

//---

   StateEncoder.getResults(Result);

   if(Result.Total() != LatentCount)

     {

      PrintFormat("The scope of the State Encoder does not match the latent size count (%d <> %d)", LatentCount, Result.Total());

      return INIT_FAILED;

     }

//---

   StateEncoder.GetLayerOutput(0, Result);

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

     {

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

      return INIT_FAILED;

     }

//---

   Critic1.GetLayerOutput(0, Result);

   if(Result.Total() != LatentCount)

     {

      PrintFormat("Input size of Critic1 doesn't match State Encoder output (%d <> %d)", Result.Total(), LatentCount);

      return INIT_FAILED;

     }

//---

   Critic2.GetLayerOutput(0, Result);

   if(Result.Total() != LatentCount)

     {

      PrintFormat("Input size of Critic2 doesn't match State Encoder output (%d <> %d)", Result.Total(), LatentCount);

      return INIT_FAILED;

     }

//---

   Gradient.BufferInit(AccountDescr, 0);

//---

   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)