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In this notebook a sensitivity analysis will be performed. The best Automatic Trader will be trained and tested many times, with the SPY symbol, to assess the sensitivity to changes in the random conditions of training.





In [1]:



    


# Basic imports
import os
import pandas as pd
import matplotlib.pyplot as plt
import numpy as np
import datetime as dt
import scipy.optimize as spo
import sys
from time import time
from sklearn.metrics import r2_score, median_absolute_error
from multiprocessing import Pool
import pickle

%matplotlib inline

%pylab inline
pylab.rcParams['figure.figsize'] = (20.0, 10.0)

%load_ext autoreload
%autoreload 2

sys.path.append('../../')

import recommender.simulator as sim
from utils.analysis import value_eval
from recommender.agent import Agent
from functools import partial



    


















    






Populating the interactive namespace from numpy and matplotlib

















In [2]:



    


def show_results(results_list, data_in_df, symbol, graph=False):
    for values in results_list:
        total_value = values.sum(axis=1)
        print('Sharpe ratio: {}\nCum. Ret.: {}\nAVG_DRET: {}\nSTD_DRET: {}\nFinal value: {}'.format(*value_eval(pd.DataFrame(total_value))))
        print('-'*100)
        initial_date = total_value.index[0]
        compare_results = data_in_df.loc[initial_date:, 'Close'].copy()
        compare_results.name = symbol
        compare_results_df = pd.DataFrame(compare_results)
        compare_results_df['portfolio'] = total_value
        std_comp_df = compare_results_df / compare_results_df.iloc[0]
        if graph:
            plt.figure()
            std_comp_df.plot()

Let's test training with SPY n_train times





In [3]:



    


n_train = 20

STARTING_DAYS_AHEAD = 252
POSSIBLE_FRACTIONS = [0.0, 1.0]

# Get the global data
total_data_train_df = pd.read_pickle('../../data/data_train_val_df.pkl').stack(level='feature')
total_data_test_df = pd.read_pickle('../../data/data_test_df.pkl').stack(level='feature')

symbols = ['SPY'] * n_train
print('Testing with these symbols:\n{}'.format(symbols))

# Results holder
results_df = pd.DataFrame(columns=['sharpe', 
                                   'sharpe_bench', 
                                   'cum_ret', 
                                   'cum_ret_bench', 
                                   'sharpe_quotient', 
                                   'cum_ret_quotient',])

for symbol in symbols:
    # Set the environment
    data_train_df = total_data_train_df[symbol].unstack()
    data_test_df = total_data_test_df[symbol].unstack()
    data_in_df = data_train_df
    env, num_states, num_actions = sim.initialize_env(total_data_train_df, 
                                                  symbol, 
                                                  starting_days_ahead=STARTING_DAYS_AHEAD,
                                                  possible_fractions=POSSIBLE_FRACTIONS,
                                                  n_levels=10)
    # Create the Agent
    agent = Agent(num_states=num_states, 
                num_actions=num_actions, 
                random_actions_rate=0.98, 
                random_actions_decrease=0.9999,
                dyna_iterations=0,
                name='Agent_0')
    
    # Train
    print('Training: {}'.format(symbol))
    n_epochs = 7

    for i in range(n_epochs):
        tic = time()
        env.reset(STARTING_DAYS_AHEAD)
        results_list = sim.simulate_period(total_data_train_df, 
                                           symbol,
                                           agent,
                                           starting_days_ahead=STARTING_DAYS_AHEAD,
                                           possible_fractions=POSSIBLE_FRACTIONS,
                                           verbose=False,
                                           other_env=env)
        toc = time()
        print('Epoch: {}'.format(i))
        print('Elapsed time: {} seconds.'.format((toc-tic)))
        print('Random Actions Rate: {}'.format(agent.random_actions_rate))
        show_results([results_list], data_in_df, symbol)
    
    
    # Test
    print('-'*100)
    print('Testing: {}'.format(symbol))
    TEST_DAYS_AHEAD = 20
    env.set_test_data(total_data_test_df, TEST_DAYS_AHEAD)
    tic = time()
    results_list = sim.simulate_period(total_data_test_df, 
                                    symbol,
                                    agent,
                                    learn=False,
                                    starting_days_ahead=TEST_DAYS_AHEAD,
                                    possible_fractions=POSSIBLE_FRACTIONS,
                                    verbose=False,
                                    other_env=env)
    toc = time()
    
    # Show results
    print('Elapsed time: {} seconds.'.format((toc-tic)))
    print('Random Actions Rate: {}'.format(agent.random_actions_rate))
    show_results([results_list], data_test_df, symbol, graph=False)
    print('-'*100)
    
    # Save some results
    total_value = results_list.sum(axis=1)
    sharpe, cumret, _, _, _ = value_eval(pd.DataFrame(total_value))
    sharpe_bench, cumret_bench, _, _, _ = value_eval(pd.DataFrame(data_test_df['Close'].iloc[TEST_DAYS_AHEAD:]))
    sharpe_q = sharpe / sharpe_bench
    cumret_q = cumret / cumret_bench
    results_df = results_df.append(pd.DataFrame({symbol: {'sharpe': sharpe,
                                         'sharpe_bench': sharpe_bench,
                                         'cum_ret': cumret,
                                         'cum_ret_bench': cumret_bench,
                                         'sharpe_quotient': sharpe_q,
                                         'cum_ret_quotient': cumret_q}}).T)



    


















    






Testing with these symbols:
['SPY', 'SPY', 'SPY', 'SPY', 'SPY', 'SPY', 'SPY', 'SPY', 'SPY', 'SPY', 'SPY', 'SPY', 'SPY', 'SPY', 'SPY', 'SPY', 'SPY', 'SPY', 'SPY', 'SPY']
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3774704933166504s.  Value: 8132.759999999997...Epoch: 0
Elapsed time: 164.72490119934082 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: -0.013946716934574992
Cum. Ret.: -0.1946800000000003
AVG_DRET: -7.210171053722979e-06
STD_DRET: 0.008206800040988511
Final value: 8053.199999999997
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5513739585876465s.  Value: 23209.490000000053..Epoch: 1
Elapsed time: 153.11592555046082 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.3772126346568983
Cum. Ret.: 1.3348240000000051
AVG_DRET: 0.00019457557805473778
STD_DRET: 0.008188462582241748
Final value: 23348.240000000053
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3585362434387207s.  Value: 102259.80000000016..Epoch: 2
Elapsed time: 151.08403396606445 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 1.0779723951900315
Cum. Ret.: 9.240740000000017
AVG_DRET: 0.0004651684797794416
STD_DRET: 0.006850194610180652
Final value: 102407.40000000017
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.372572660446167s.  Value: 309377.19000000024...Epoch: 3
Elapsed time: 154.78205728530884 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.6094787650855216
Cum. Ret.: 29.940697000000025
AVG_DRET: 0.0006736810814108477
STD_DRET: 0.00664460809194007
Final value: 309406.97000000026
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4484529495239258s.  Value: 414405.60000000027..Epoch: 4
Elapsed time: 184.14928674697876 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.8038047940530049
Cum. Ret.: 40.50047000000002
AVG_DRET: 0.0007279192597891948
STD_DRET: 0.00640610339528736
Final value: 415004.70000000024
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.47168469429016113s.  Value: 781328.4600000005..Epoch: 5
Elapsed time: 174.71898126602173 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 2.254556960226847
Cum. Ret.: 77.24579600000006
AVG_DRET: 0.0008455720102588354
STD_DRET: 0.005953737148916577
Final value: 782457.9600000005
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.43102407455444336s.  Value: 601820.8700000005..Epoch: 6
Elapsed time: 174.7476396560669 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.3202385556004974
Cum. Ret.: 59.26908700000005
AVG_DRET: 0.0007929599607515854
STD_DRET: 0.0054252391868488525
Final value: 602690.8700000005
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.23474431037902832s.  Value: 11169.090000000015.Elapsed time: 12.10563063621521 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 0.8452281612469315
Cum. Ret.: 0.11690900000000148
AVG_DRET: 0.00023952180939455878
STD_DRET: 0.004498537817050409
Final value: 11169.090000000015
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3541131019592285s.  Value: 9434.420000000002...Epoch: 0
Elapsed time: 175.4072151184082 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.04761245310317355
Cum. Ret.: -0.06960799999999978
AVG_DRET: 2.711277030538008e-05
STD_DRET: 0.009039691455503408
Final value: 9303.920000000002
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4933345317840576s.  Value: 52163.619999999995..Epoch: 1
Elapsed time: 157.34296345710754 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.6601566386847488
Cum. Ret.: 4.1508899999999995
AVG_DRET: 0.0003457794475638254
STD_DRET: 0.008314812331999195
Final value: 51508.899999999994
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.35062527656555176s.  Value: 130752.00999999998.Epoch: 2
Elapsed time: 146.5142321586609 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 1.0906332623699262
Cum. Ret.: 11.894714999999998
AVG_DRET: 0.0005132532543183347
STD_DRET: 0.007470561465749479
Final value: 128947.14999999998
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3563981056213379s.  Value: 382214.04999999993..Epoch: 3
Elapsed time: 144.46898007392883 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.6897469558174119
Cum. Ret.: 37.276664999999994
AVG_DRET: 0.0007145339179970135
STD_DRET: 0.006712765046265291
Final value: 382766.64999999997
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.38088488578796387s.  Value: 360210.92999999993.Epoch: 4
Elapsed time: 157.32810473442078 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.7982041496248562
Cum. Ret.: 35.073173
AVG_DRET: 0.0006998766045947796
STD_DRET: 0.006178495732788882
Final value: 360731.73
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3507671356201172s.  Value: 336400.6500000001...Epoch: 5
Elapsed time: 182.30557346343994 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 1.9193841121781858
Cum. Ret.: 32.64330300000001
AVG_DRET: 0.0006836668463203078
STD_DRET: 0.005654352696284361
Final value: 336433.0300000001
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.342545747756958s.  Value: 544178.6600000006.47.Epoch: 6
Elapsed time: 148.6203100681305 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.1099642600165964
Cum. Ret.: 53.496526000000074
AVG_DRET: 0.0007761484590190377
STD_DRET: 0.005839423468758362
Final value: 544965.2600000007
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.22226333618164062s.  Value: 12826.820000000005.Elapsed time: 11.136131286621094 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 1.9076064550600158
Cum. Ret.: 0.28239700000000023
AVG_DRET: 0.0005256887070849818
STD_DRET: 0.0043746179898668325
Final value: 12823.970000000003
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3645009994506836s.  Value: 16529.77999999999...Epoch: 0
Elapsed time: 155.65349555015564 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.24372135612405205
Cum. Ret.: 0.6389159999999996
AVG_DRET: 0.00012922963310629638
STD_DRET: 0.00841722227358732
Final value: 16389.159999999996
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3372499942779541s.  Value: 65624.94999999995.4.Epoch: 1
Elapsed time: 143.69464707374573 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.7523652085312887
Cum. Ret.: 5.472122999999995
AVG_DRET: 0.00038818006490327184
STD_DRET: 0.008190394005473937
Final value: 64721.22999999995
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3801889419555664s.  Value: 263247.0900000002...Epoch: 2
Elapsed time: 160.73703408241272 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 1.4180341678669743
Cum. Ret.: 24.961115000000017
AVG_DRET: 0.000644450319763063
STD_DRET: 0.007214446522091433
Final value: 259611.15000000017
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.36345744132995605s.  Value: 437082.6900000008..Epoch: 3
Elapsed time: 154.53894758224487 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.8538245170793812
Cum. Ret.: 42.77144900000008
AVG_DRET: 0.0007375920353957942
STD_DRET: 0.0063160835668104156
Final value: 437714.4900000008
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3815419673919678s.  Value: 485402.78.00000001..Epoch: 4
Elapsed time: 151.57822489738464 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.9634375222345526
Cum. Ret.: 47.610448000000005
AVG_DRET: 0.000756321228709954
STD_DRET: 0.006114901624681181
Final value: 486104.48000000004
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3344552516937256s.  Value: 406326.21..999999.4.Epoch: 5
Elapsed time: 141.0657980442047 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 1.9518566740059289
Cum. Ret.: 39.69136100000001
AVG_DRET: 0.0007211018977405573
STD_DRET: 0.005864742990916295
Final value: 406913.61000000004
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.31907081604003906s.  Value: 1108248.8499999994.Epoch: 6
Elapsed time: 132.75264930725098 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.5256056779896308
Cum. Ret.: 109.98511499999995
AVG_DRET: 0.0009108015075390245
STD_DRET: 0.005724775574489044
Final value: 1109851.1499999994
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.19802284240722656s.  Value: 12222.669999999998.Elapsed time: 9.42624044418335 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 1.3483365848593956
Cum. Ret.: 0.22199699999999978
AVG_DRET: 0.00042871119928537913
STD_DRET: 0.005047389043570211
Final value: 12219.969999999998
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.32218384742736816s.  Value: 20459.839999999906.Epoch: 0
Elapsed time: 132.72402811050415 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.32507332341780215
Cum. Ret.: 1.0285399999999902
AVG_DRET: 0.00016819693752427055
STD_DRET: 0.008213665703966855
Final value: 20285.399999999903
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3238203525543213s.  Value: 30754.22000000001...Epoch: 1
Elapsed time: 133.2082953453064 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.48163684483208885
Cum. Ret.: 2.058994
AVG_DRET: 0.00024452353129099814
STD_DRET: 0.008059372455919707
Final value: 30589.940000000002
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.37992358207702637s.  Value: 126327.48999999977.Epoch: 2
Elapsed time: 138.97351360321045 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 1.0358060257029027
Cum. Ret.: 11.708748999999978
AVG_DRET: 0.0005135474023944433
STD_DRET: 0.007870500920808298
Final value: 127087.48999999977
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3569982051849365s.  Value: 263991.7000000003...Epoch: 3
Elapsed time: 185.22301125526428 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.498673523504883
Cum. Ret.: 25.55562600000003
AVG_DRET: 0.0006459552797129343
STD_DRET: 0.006842198790004935
Final value: 265556.2600000003
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.36247920989990234s.  Value: 431535.85000000073.Epoch: 4
Elapsed time: 161.29963636398315 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.794104062003915
Cum. Ret.: 42.41346000000007
AVG_DRET: 0.0007372317984972047
STD_DRET: 0.006523140007566281
Final value: 434134.60000000073
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3574385643005371s.  Value: 593174.9800000003...Epoch: 5
Elapsed time: 150.53625798225403 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 2.0357400654156295
Cum. Ret.: 58.66906000000003
AVG_DRET: 0.0007955703779866848
STD_DRET: 0.006203782318857131
Final value: 596690.6000000003
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.32706236839294434s.  Value: 877719.7999999998..Epoch: 6
Elapsed time: 141.37824702262878 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.361821235659649
Cum. Ret.: 87.30072999999999
AVG_DRET: 0.0008678130848423232
STD_DRET: 0.005832831644447417
Final value: 883007.2999999998
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.20958685874938965s.  Value: 11433.680000000004.Elapsed time: 9.421018123626709 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 0.9414095053209399
Cum. Ret.: 0.1431180000000003
AVG_DRET: 0.0002894595136842152
STD_DRET: 0.004881008000247753
Final value: 11431.180000000004
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3196220397949219s.  Value: 23742.109999999964..Epoch: 0
Elapsed time: 132.96897625923157 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.37779517682576075
Cum. Ret.: 1.3617849999999967
AVG_DRET: 0.0001980057403138434
STD_DRET: 0.008319967736516819
Final value: 23617.849999999966
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3188941478729248s.  Value: 81882.50999999991...Epoch: 1
Elapsed time: 133.0502064228058 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.8654144580397976
Cum. Ret.: 7.18825099999999
AVG_DRET: 0.0004302947694447934
STD_DRET: 0.00789300160051482
Final value: 81882.50999999991
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.31546688079833984s.  Value: 231556.90999999997.Epoch: 2
Elapsed time: 132.68120312690735 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 1.3217272918101617
Cum. Ret.: 22.189027
AVG_DRET: 0.0006250237800215648
STD_DRET: 0.007506801875175841
Final value: 231890.27
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3173236846923828s.  Value: 375770.7199999998...Epoch: 3
Elapsed time: 132.84524059295654 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.6508262942013958
Cum. Ret.: 36.22754899999998
AVG_DRET: 0.0007100395398997293
STD_DRET: 0.006827809988958991
Final value: 372275.4899999998
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.32126832008361816s.  Value: 342045.6200000002..Epoch: 4
Elapsed time: 133.1566243171692 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.674958200913985
Cum. Ret.: 33.25400200000003
AVG_DRET: 0.000692461150489972
STD_DRET: 0.006562838388816206
Final value: 342540.02000000025
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3244645595550537s.  Value: 563589.9699999999...Epoch: 5
Elapsed time: 133.4479467868805 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 1.9691815165012423
Cum. Ret.: 55.44047699999999
AVG_DRET: 0.0007858668332925382
STD_DRET: 0.00633524594990154
Final value: 564404.7699999999
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.32564520835876465s.  Value: 941016.8699999998..Epoch: 6
Elapsed time: 133.34842586517334 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.2913323739637557
Cum. Ret.: 93.23773699999998
AVG_DRET: 0.0008818492536811929
STD_DRET: 0.006109512122116736
Final value: 942377.3699999999
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.1994016170501709s.  Value: 11125.880000000005.Elapsed time: 9.4258291721344 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 0.7305587637657026
Cum. Ret.: 0.1123430000000003
AVG_DRET: 0.00023376911898025473
STD_DRET: 0.005079632060044227
Final value: 11123.430000000004
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3569071292877197s.  Value: 24026.520000000037..Epoch: 0
Elapsed time: 151.75994753837585 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.3813989801951995
Cum. Ret.: 1.4170270000000036
AVG_DRET: 0.0002033430666412427
STD_DRET: 0.008463502207897102
Final value: 24170.270000000037
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3484222888946533s.  Value: 66236.47999999991...Epoch: 1
Elapsed time: 167.73197603225708 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.7897338561491016
Cum. Ret.: 5.532411999999992
AVG_DRET: 0.0003864799606743455
STD_DRET: 0.007768666783316588
Final value: 65324.119999999915
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.35916733741760254s.  Value: 89435.98000000016..Epoch: 2
Elapsed time: 155.78136444091797 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 0.9307298630834498
Cum. Ret.: 7.9565280000000165
AVG_DRET: 0.0004449567320063101
STD_DRET: 0.007589172135334127
Final value: 89565.28000000017
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3483574390411377s.  Value: 250869.97999999986..Epoch: 3
Elapsed time: 157.16465139389038 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.5059894916142806
Cum. Ret.: 23.874007999999986
AVG_DRET: 0.0006323422073422479
STD_DRET: 0.006665465729075869
Final value: 248740.07999999987
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.35030221939086914s.  Value: 320784.90000000043.Epoch: 4
Elapsed time: 155.53013229370117 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.7245442754005158
Cum. Ret.: 31.081578000000043
AVG_DRET: 0.0006779721177425943
STD_DRET: 0.006240763933878538
Final value: 320815.78000000044
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.35555243492126465s.  Value: 467336.4400000001..Epoch: 5
Elapsed time: 149.92178559303284 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 2.056790290770363
Cum. Ret.: 45.336880000000015
AVG_DRET: 0.0007448381496222181
STD_DRET: 0.005748733411676517
Final value: 463368.80000000016
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4945957660675049s.  Value: 620098.31.9999999...Epoch: 6
Elapsed time: 150.98429465293884 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.270788170901966
Cum. Ret.: 60.483325000000015
AVG_DRET: 0.0007975767996072177
STD_DRET: 0.005575658417484149
Final value: 614833.2500000001
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.2947719097137451s.  Value: 10389.059999999996.Elapsed time: 11.278020143508911 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 0.261982845722978
Cum. Ret.: 0.03867599999999971
AVG_DRET: 9.547015952715289e-05
STD_DRET: 0.005784889442805748
Final value: 10386.759999999997
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.44605517387390137s.  Value: 17316.04999999997..Epoch: 0
Elapsed time: 152.33170819282532 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.2595764914220121
Cum. Ret.: 0.7396559999999972
AVG_DRET: 0.00014405719555493014
STD_DRET: 0.00880987747202651
Final value: 17396.559999999972
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3688657283782959s.  Value: 55310.340000000004..Epoch: 1
Elapsed time: 163.00309014320374 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.7053215515264528
Cum. Ret.: 4.5568360000000006
AVG_DRET: 0.0003578724794892175
STD_DRET: 0.008054552534968347
Final value: 55568.36000000001
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3767974376678467s.  Value: 171293.88000000032..Epoch: 2
Elapsed time: 158.96130967140198 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 1.1910779807340708
Cum. Ret.: 16.15413800000003
AVG_DRET: 0.0005681783339575062
STD_DRET: 0.0075725952270233226
Final value: 171541.38000000032
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.36643195152282715s.  Value: 320586.48000000004.Epoch: 3
Elapsed time: 162.45876145362854 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.5242996599205636
Cum. Ret.: 30.743670000000012
AVG_DRET: 0.000681670881634608
STD_DRET: 0.007099122342754997
Final value: 317436.7000000001
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3416287899017334s.  Value: 508641.7899999997...Epoch: 4
Elapsed time: 159.57477712631226 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.9221972367454239
Cum. Ret.: 49.93770899999998
AVG_DRET: 0.0007663114315491511
STD_DRET: 0.006328599696057523
Final value: 509377.08999999973
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3704397678375244s.  Value: 381767.6999999996...Epoch: 5
Elapsed time: 152.91779923439026 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 1.816139620101325
Cum. Ret.: 37.35524999999996
AVG_DRET: 0.0007117594873515792
STD_DRET: 0.006221345240135356
Final value: 383552.4999999996
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3723123073577881s.  Value: 731842.3199999998...Epoch: 6
Elapsed time: 158.8707194328308 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.2361363429260472
Cum. Ret.: 72.62510699999999
AVG_DRET: 0.0008337841040752162
STD_DRET: 0.00591909896768251
Final value: 736251.0699999998
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.22731900215148926s.  Value: 10399.360000000004.Elapsed time: 11.73935055732727 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 0.2685194094926341
Cum. Ret.: 0.03970600000000046
AVG_DRET: 9.743856288433083e-05
STD_DRET: 0.005760437340151525
Final value: 10397.060000000005
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3867805004119873s.  Value: 14729.34999999995...Epoch: 0
Elapsed time: 162.85291385650635 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.20058187680959064
Cum. Ret.: 0.4574649999999949
AVG_DRET: 0.00010769379282583855
STD_DRET: 0.008523132740440796
Final value: 14574.649999999949
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3557760715484619s.  Value: 96652.47999999992...Epoch: 1
Elapsed time: 181.73984551429749 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.8969925510414885
Cum. Ret.: 8.657342999999992
AVG_DRET: 0.0004642506992729859
STD_DRET: 0.00821606753481731
Final value: 96573.42999999992
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4168229103088379s.  Value: 171821.67999999996..Epoch: 2
Elapsed time: 208.97650575637817 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 1.2079762325477041
Cum. Ret.: 16.285667999999998
AVG_DRET: 0.000568979823175776
STD_DRET: 0.007477195689330714
Final value: 172856.67999999996
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3127732276916504s.  Value: 287841.21.0000001...Epoch: 3
Elapsed time: 130.95205330848694 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.480240477986259
Cum. Ret.: 27.670332000000005
AVG_DRET: 0.0006623974413382815
STD_DRET: 0.0071037331768582694
Final value: 286703.32000000007
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3212776184082031s.  Value: 454314.91999999963..Epoch: 4
Elapsed time: 131.41524600982666 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.9238635882175072
Cum. Ret.: 44.705116999999966
AVG_DRET: 0.000744553290494195
STD_DRET: 0.006143583744336947
Final value: 457051.16999999963
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3139674663543701s.  Value: 717557.7700000007...Epoch: 5
Elapsed time: 130.93355512619019 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 2.2671424986705517
Cum. Ret.: 71.18802700000008
AVG_DRET: 0.0008293980130872811
STD_DRET: 0.0058074361407987945
Final value: 721880.2700000007
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.31278085708618164s.  Value: 988689.7100000001..Epoch: 6
Elapsed time: 130.77226567268372 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.343583579609286
Cum. Ret.: 98.46459600000001
AVG_DRET: 0.0008916890983109771
STD_DRET: 0.006039949131180342
Final value: 994645.9600000001
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.19357967376708984s.  Value: 10522.580000000009.Elapsed time: 9.286853313446045 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 0.34338701661753884
Cum. Ret.: 0.05202800000000107
AVG_DRET: 0.00012091881912298135
STD_DRET: 0.005589980553924118
Final value: 10520.28000000001
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.31905174255371094s.  Value: 30160.510000000053.Epoch: 0
Elapsed time: 130.98842763900757 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.4727625376678313
Cum. Ret.: 1.9905310000000052
AVG_DRET: 0.00024083082015469176
STD_DRET: 0.008086661789814561
Final value: 29905.310000000052
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.31176185607910156s.  Value: 77175.98999999993..Epoch: 1
Elapsed time: 131.08499479293823 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.7914871654813851
Cum. Ret.: 6.739088999999993
AVG_DRET: 0.00042485213049521384
STD_DRET: 0.008521071195760784
Final value: 77390.88999999993
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3167738914489746s.  Value: 168321.55000000008..Epoch: 2
Elapsed time: 131.15152883529663 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 1.2408532555649079
Cum. Ret.: 15.931908000000007
AVG_DRET: 0.0005632199154431639
STD_DRET: 0.007205395914554173
Final value: 169319.08000000007
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.31537771224975586s.  Value: 474916.2199999997..Epoch: 3
Elapsed time: 131.14777421951294 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.795726082141595
Cum. Ret.: 46.77774699999997
AVG_DRET: 0.0007566445315046907
STD_DRET: 0.0066888595576367095
Final value: 477777.4699999997
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3110487461090088s.  Value: 514504.85000000073..Epoch: 4
Elapsed time: 131.24338793754578 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.9803540488171496
Cum. Ret.: 50.17792300000007
AVG_DRET: 0.0007662396757302223
STD_DRET: 0.006142173298346792
Final value: 511779.23000000074
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3154013156890869s.  Value: 660255.8700000001...Epoch: 5
Elapsed time: 131.76328229904175 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 2.2057453771974913
Cum. Ret.: 65.42333700000002
AVG_DRET: 0.0008140410735840565
STD_DRET: 0.005858564438018383
Final value: 664233.3700000001
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3151388168334961s.  Value: 948962.7400000015...Epoch: 6
Elapsed time: 131.2883656024933 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.4810874067026956
Cum. Ret.: 94.46789900000014
AVG_DRET: 0.0008817220259401995
STD_DRET: 0.005641438991202813
Final value: 954678.9900000015
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.19742918014526367s.  Value: 10233.70000000001..Elapsed time: 9.290905475616455 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 0.17997611211807668
Cum. Ret.: 0.02314500000000108
AVG_DRET: 6.280664363207373e-05
STD_DRET: 0.005539760508575921
Final value: 10231.45000000001
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.31270480155944824s.  Value: 56244.96000000001..Epoch: 0
Elapsed time: 131.4647719860077 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.655377320503351
Cum. Ret.: 4.628019
AVG_DRET: 0.000367637609413146
STD_DRET: 0.008904894844586033
Final value: 56280.19
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3199319839477539s.  Value: 52186.939999999864..Epoch: 1
Elapsed time: 131.2228558063507 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.6648752104170402
Cum. Ret.: 4.2500689999999866
AVG_DRET: 0.0003496591315513357
STD_DRET: 0.008348433732225154
Final value: 52500.689999999864
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3173530101776123s.  Value: 103923.40999999992..Epoch: 2
Elapsed time: 130.994402885437 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 0.992197420121229
Cum. Ret.: 9.440840999999992
AVG_DRET: 0.00047421025395524174
STD_DRET: 0.00758705299376242
Final value: 104408.40999999992
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.31763172149658203s.  Value: 326117.83.000001...Epoch: 3
Elapsed time: 131.49932479858398 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.4995981348503389
Cum. Ret.: 31.658913000000005
AVG_DRET: 0.0006884122405533126
STD_DRET: 0.0072874227261370125
Final value: 326589.13000000006
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3101067543029785s.  Value: 422927.2399999998...Epoch: 4
Elapsed time: 131.27472519874573 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.806517652930738
Cum. Ret.: 41.35386399999999
AVG_DRET: 0.0007320417724719163
STD_DRET: 0.006432709282844333
Final value: 423538.63999999984
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3108055591583252s.  Value: 572712.2000000007...Epoch: 5
Elapsed time: 131.05916476249695 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 1.9551385102543173
Cum. Ret.: 56.27673200000007
AVG_DRET: 0.0007890758364638276
STD_DRET: 0.006406804687966584
Final value: 572767.3200000006
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3192591667175293s.  Value: 800777.8800000004...Epoch: 6
Elapsed time: 131.36603260040283 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.2524555935303785
Cum. Ret.: 79.19355800000004
AVG_DRET: 0.0008504419847760753
STD_DRET: 0.00599361337733381
Final value: 801935.5800000004
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.20528721809387207s.  Value: 10643.380000000001.Elapsed time: 9.233797788619995 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 0.40552578549204515
Cum. Ret.: 0.064338
AVG_DRET: 0.000145633193549498
STD_DRET: 0.0057008835425928685
Final value: 10643.380000000001
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5466248989105225s.  Value: 23849.810000000136..Epoch: 0
Elapsed time: 161.7736690044403 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.37805013973259316
Cum. Ret.: 1.3992310000000137
AVG_DRET: 0.00020227107173397818
STD_DRET: 0.008493459945960832
Final value: 23992.310000000136
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3754243850708008s.  Value: 38345.52999999999...Epoch: 1
Elapsed time: 167.49596691131592 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.568042148361046
Cum. Ret.: 2.8524009999999986
AVG_DRET: 0.00028863534879463367
STD_DRET: 0.008066204467710824
Final value: 38524.00999999999
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4463322162628174s.  Value: 129483.35000000024..Epoch: 2
Elapsed time: 163.5186882019043 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 1.1193174923029068
Cum. Ret.: 11.965807000000025
AVG_DRET: 0.0005130104107863984
STD_DRET: 0.007275672771638895
Final value: 129658.07000000024
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5842819213867188s.  Value: 287707.1400000005...Epoch: 3
Elapsed time: 220.9059374332428 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.486009449786736
Cum. Ret.: 27.943964000000047
AVG_DRET: 0.0006642348798906973
STD_DRET: 0.007095783830625798
Final value: 289439.6400000005
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5287435054779053s.  Value: 395127.7200000001...Epoch: 4
Elapsed time: 250.07315158843994 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.8611173740426834
Cum. Ret.: 38.56989200000001
AVG_DRET: 0.000717184524993883
STD_DRET: 0.006117266725062395
Final value: 395698.9200000001
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.3853728771209717s.  Value: 963853.8600000001...Epoch: 5
Elapsed time: 181.2897927761078 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 2.353508521411929
Cum. Ret.: 95.003991
AVG_DRET: 0.0008844865056685981
STD_DRET: 0.005965896390095231
Final value: 960039.91
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4100940227508545s.  Value: 972568.3200000001...Epoch: 6
Elapsed time: 179.05568933486938 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.35578283476966
Cum. Ret.: 96.842707
AVG_DRET: 0.0008881823260169904
STD_DRET: 0.005985041198639047
Final value: 978427.0700000001
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.32866859436035156s.  Value: 9864.160000000014.Elapsed time: 12.958871364593506 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: -0.04088222566984293
Cum. Ret.: -0.013583999999998597
AVG_DRET: -1.3854728312871842e-05
STD_DRET: 0.005379770547854111
Final value: 9864.160000000014
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4059453010559082s.  Value: 16880.669999999944..Epoch: 0
Elapsed time: 179.6113498210907 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.25425255030876
Cum. Ret.: 0.6927649999999947
AVG_DRET: 0.00013581663155032557
STD_DRET: 0.008479844875945846
Final value: 16927.649999999947
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5125088691711426s.  Value: 84239.93999999997...Epoch: 1
Elapsed time: 188.74603819847107 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.818611291245561
Cum. Ret.: 7.424803999999998
AVG_DRET: 0.00044114432394554186
STD_DRET: 0.008554669494028548
Final value: 84248.03999999998
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4687044620513916s.  Value: 154458.3299999998...Epoch: 2
Elapsed time: 183.90094780921936 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 1.1722993841894533
Cum. Ret.: 14.468152999999983
AVG_DRET: 0.0005473764262484906
STD_DRET: 0.0074122118475432874
Final value: 154681.52999999982
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5176212787628174s.  Value: 346304.8800000003...Epoch: 3
Elapsed time: 180.85723161697388 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.611550148471321
Cum. Ret.: 33.63382000000003
AVG_DRET: 0.0006966162776916772
STD_DRET: 0.00686198973737176
Final value: 346338.2000000003
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4674065113067627s.  Value: 372851.2800000001...Epoch: 4
Elapsed time: 191.51395416259766 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.8365436806255255
Cum. Ret.: 36.335444
AVG_DRET: 0.0007060404220843532
STD_DRET: 0.006102792083087397
Final value: 373354.44000000006
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.6718790531158447s.  Value: 633172.8899999995...Epoch: 5
Elapsed time: 224.0246663093567 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 2.15992284057291
Cum. Ret.: 62.40881899999996
AVG_DRET: 0.0008054258336142597
STD_DRET: 0.0059195349441788165
Final value: 634088.1899999996
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5943582057952881s.  Value: 732357.9100000004...Epoch: 6
Elapsed time: 232.1445746421814 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.228635581795254
Cum. Ret.: 72.34166100000004
AVG_DRET: 0.0008331834566931052
STD_DRET: 0.005934742066158836
Final value: 733416.6100000005
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.29642772674560547s.  Value: 9716.779999999999.Elapsed time: 16.27037286758423 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: -0.12100241343091293
Cum. Ret.: -0.028537000000000257
AVG_DRET: -4.3650124861559504e-05
STD_DRET: 0.005726532478455516
Final value: 9714.629999999997
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5734555721282959s.  Value: 24877.589999999927..Epoch: 0
Elapsed time: 211.49376130104065 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.393116951211183
Cum. Ret.: 1.4565809999999924
AVG_DRET: 0.00020492311088984527
STD_DRET: 0.008275027382571225
Final value: 24565.809999999925
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.6197848320007324s.  Value: 56842.5200000001....Epoch: 1
Elapsed time: 241.06830143928528 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.730496982181198
Cum. Ret.: 4.61327200000001
AVG_DRET: 0.00035780678379927983
STD_DRET: 0.007775537397989665
Final value: 56132.7200000001
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.626309871673584s.  Value: 97488.39000000007.5..Epoch: 2
Elapsed time: 243.90103840827942 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 0.9705979765747111
Cum. Ret.: 8.666089000000008
AVG_DRET: 0.00045900209165688013
STD_DRET: 0.007507157948556276
Final value: 96660.89000000009
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4536092281341553s.  Value: 265255.89.99999995..Epoch: 3
Elapsed time: 231.04979300498962 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.604696770981266
Cum. Ret.: 25.300455000000003
AVG_DRET: 0.0006409370939321945
STD_DRET: 0.0063404881990661004
Final value: 263004.55000000005
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5823509693145752s.  Value: 370904.58.00000014..Epoch: 4
Elapsed time: 222.4799611568451 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.7238924899671435
Cum. Ret.: 36.144068
AVG_DRET: 0.0007075255284348976
STD_DRET: 0.006515266834896331
Final value: 371440.68
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.540369987487793s.  Value: 689430.4000000001....Epoch: 5
Elapsed time: 223.31850957870483 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 2.183776276073678
Cum. Ret.: 67.26555
AVG_DRET: 0.000819631006881189
STD_DRET: 0.005958137291272411
Final value: 682655.5000000001
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5503411293029785s.  Value: 761095.0700000001...Epoch: 6
Elapsed time: 196.1391155719757 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.3062566398246696
Cum. Ret.: 75.219547
AVG_DRET: 0.000839541700275344
STD_DRET: 0.0057787633410107024
Final value: 762195.4700000001
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.2664682865142822s.  Value: 11364.12000000001.Elapsed time: 13.96150827407837 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 0.8602230043221812
Cum. Ret.: 0.136162000000001
AVG_DRET: 0.00027804087075939283
STD_DRET: 0.0051309508904904015
Final value: 11361.62000000001
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4512941837310791s.  Value: 20699.499999999978..Epoch: 0
Elapsed time: 193.19425415992737 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.3340871887789377
Cum. Ret.: 1.0699499999999977
AVG_DRET: 0.00017149400745210218
STD_DRET: 0.008148720040079402
Final value: 20699.499999999978
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5426607131958008s.  Value: 133185.5100000001...Epoch: 1
Elapsed time: 193.8584270477295 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 1.0355073410729765
Cum. Ret.: 12.204247000000011
AVG_DRET: 0.0005220664550950886
STD_DRET: 0.00800336967152412
Final value: 132042.47000000012
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4456353187561035s.  Value: 174163.44999999987..Epoch: 2
Elapsed time: 193.10738968849182 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 1.215929581052009
Cum. Ret.: 16.521219999999985
AVG_DRET: 0.0005716355968140634
STD_DRET: 0.00746295996062608
Final value: 175212.19999999987
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5256710052490234s.  Value: 490432.91999999987..Epoch: 3
Elapsed time: 196.88704538345337 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.8058651926350566
Cum. Ret.: 48.048011999999986
AVG_DRET: 0.0007617158944276559
STD_DRET: 0.006695884613845518
Final value: 490480.1199999999
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.41701555252075195s.  Value: 548924.3700000003..Epoch: 4
Elapsed time: 189.52741837501526 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.940678599024055
Cum. Ret.: 53.971787000000035
AVG_DRET: 0.0007812538058233646
STD_DRET: 0.006390558278132733
Final value: 549717.8700000003
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5312590599060059s.  Value: 673381.8300000002...Epoch: 5
Elapsed time: 191.8420853614807 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 2.1693509990738624
Cum. Ret.: 66.43553300000002
AVG_DRET: 0.000817502440818523
STD_DRET: 0.005982180353988351
Final value: 674355.3300000002
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5354645252227783s.  Value: 662229.4700000004...Epoch: 6
Elapsed time: 185.99862098693848 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.1557322217002044
Cum. Ret.: 65.31867700000005
AVG_DRET: 0.0008144554919198593
STD_DRET: 0.005997535307565848
Final value: 663186.7700000005
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.26338887214660645s.  Value: 10577.550000000012.Elapsed time: 14.013007640838623 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 0.36926100199929085
Cum. Ret.: 0.057520000000000904
AVG_DRET: 0.00013217981570601072
STD_DRET: 0.0056824021839348
Final value: 10575.20000000001
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4340372085571289s.  Value: 33453.59000000015...Epoch: 0
Elapsed time: 200.745867729187 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.48873797405688907
Cum. Ret.: 2.2993090000000156
AVG_DRET: 0.00026318369929645554
STD_DRET: 0.008548367277678015
Final value: 32993.09000000016
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.6767065525054932s.  Value: 42844.49000000009...Epoch: 1
Elapsed time: 236.54552960395813 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.6008188377093983
Cum. Ret.: 3.304431000000009
AVG_DRET: 0.00031077460514177874
STD_DRET: 0.008211117235945945
Final value: 43044.31000000009
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.7395715713500977s.  Value: 197398.9099999997...Epoch: 2
Elapsed time: 265.9868869781494 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 1.239099945861075
Cum. Ret.: 18.794964999999973
AVG_DRET: 0.0005958766142868453
STD_DRET: 0.007633966922917977
Final value: 197949.64999999973
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5382869243621826s.  Value: 515167.6900000007...Epoch: 3
Elapsed time: 260.0642113685608 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.8313442413209025
Cum. Ret.: 50.07934900000007
AVG_DRET: 0.0007691436039948768
STD_DRET: 0.006667111467362211
Final value: 510793.4900000007
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.7043018341064453s.  Value: 561468.15.000002....Epoch: 4
Elapsed time: 256.32085847854614 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.9690100478159351
Cum. Ret.: 55.10667300000001
AVG_DRET: 0.0007846630062268707
STD_DRET: 0.006326092179482961
Final value: 561066.7300000001
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.6765744686126709s.  Value: 542988.0000000002...Epoch: 5
Elapsed time: 255.03557419776917 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 2.02878588995406
Cum. Ret.: 53.625925000000024
AVG_DRET: 0.000778105659671702
STD_DRET: 0.006088392312122598
Final value: 546259.2500000002
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5676984786987305s.  Value: 741413.6799999994...Epoch: 6
Elapsed time: 250.48419284820557 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.247892189079756
Cum. Ret.: 73.58799299999994
AVG_DRET: 0.0008361858817252745
STD_DRET: 0.005905104978653008
Final value: 745879.9299999994
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.4335758686065674s.  Value: 11257.829999999998.Elapsed time: 19.762330770492554 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 0.8148538480550848
Cum. Ret.: 0.1255329999999999
AVG_DRET: 0.0002579842682949936
STD_DRET: 0.005025899191895649
Final value: 11255.329999999998
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.6598882675170898s.  Value: 26902.180000000055..Epoch: 0
Elapsed time: 252.85603618621826 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.4084723005546133
Cum. Ret.: 1.7063430000000053
AVG_DRET: 0.0002284825678687125
STD_DRET: 0.00887954535972106
Final value: 27063.430000000055
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.6061258316040039s.  Value: 128365.99999999999..Epoch: 1
Elapsed time: 257.22921800613403 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 1.0045293422582724
Cum. Ret.: 11.913849999999998
AVG_DRET: 0.0005192590153805976
STD_DRET: 0.008205814382505726
Final value: 129138.49999999999
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.7536568641662598s.  Value: 186350.77000000022..Epoch: 2
Elapsed time: 258.29826617240906 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 1.2304609022225688
Cum. Ret.: 17.477029000000023
AVG_DRET: 0.0005818703434663984
STD_DRET: 0.007506866189645228
Final value: 184770.29000000024
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5880565643310547s.  Value: 257608.87999999983..Epoch: 3
Elapsed time: 255.0771632194519 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.4656833480047542
Cum. Ret.: 24.542265999999987
AVG_DRET: 0.0006391126547080947
STD_DRET: 0.006922094651946995
Final value: 255422.65999999986
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.674893856048584s.  Value: 609620.3800000009....Epoch: 4
Elapsed time: 265.83666706085205 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.9102948777937026
Cum. Ret.: 60.050178000000095
AVG_DRET: 0.0008030349897632075
STD_DRET: 0.006673202870492722
Final value: 610501.780000001
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5700383186340332s.  Value: 616690.6600000006...Epoch: 5
Elapsed time: 263.42179131507874 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 2.0120698214196304
Cum. Ret.: 60.75822600000007
AVG_DRET: 0.0008029645776689673
STD_DRET: 0.006335101977546221
Final value: 617582.2600000007
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.6174178123474121s.  Value: 1052281.7300000011..Epoch: 6
Elapsed time: 264.16406416893005 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.45841825136868
Cum. Ret.: 104.38030300000014
AVG_DRET: 0.000901350676376356
STD_DRET: 0.00582020508290003
Final value: 1053803.0300000014
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.3992645740509033s.  Value: 10914.050000000014.Elapsed time: 19.647752285003662 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 0.5369044830464015
Cum. Ret.: 0.09116500000000127
AVG_DRET: 0.0001982083367174
STD_DRET: 0.005860371629886405
Final value: 10911.650000000012
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.6248154640197754s.  Value: 35601.950000000026..Epoch: 0
Elapsed time: 267.7816376686096 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.5109996302748269
Cum. Ret.: 2.541350000000002
AVG_DRET: 0.0002768992033794247
STD_DRET: 0.008602038674429276
Final value: 35413.50000000002
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5378212928771973s.  Value: 79613.56999999977...Epoch: 1
Elapsed time: 246.6788194179535 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.8418947701071336
Cum. Ret.: 6.998507999999977
AVG_DRET: 0.000427071141698202
STD_DRET: 0.008052721597893404
Final value: 79985.07999999977
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5129556655883789s.  Value: 116105.12000000008..Epoch: 2
Elapsed time: 201.67552638053894 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 1.0386767948770406
Cum. Ret.: 10.564615000000009
AVG_DRET: 0.0004930054724637398
STD_DRET: 0.007534797435928296
Final value: 115646.15000000008
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.407015323638916s.  Value: 334390.9100000004.37.Epoch: 3
Elapsed time: 194.1466805934906 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.6178643497196745
Cum. Ret.: 32.59516400000004
AVG_DRET: 0.0006901375169940913
STD_DRET: 0.006771639071168192
Final value: 335951.64000000036
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4256100654602051s.  Value: 895833.6700000017...Epoch: 4
Elapsed time: 185.63041186332703 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 2.1982204097984637
Cum. Ret.: 88.71287700000018
AVG_DRET: 0.0008737200170087761
STD_DRET: 0.00630959262374317
Final value: 897128.7700000018
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4071536064147949s.  Value: 657621.1200000003...Epoch: 5
Elapsed time: 188.02490782737732 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 2.118738106117291
Cum. Ret.: 64.76844200000004
AVG_DRET: 0.00081338989368163
STD_DRET: 0.006094271032558831
Final value: 657684.4200000004
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5131759643554688s.  Value: 856433.3600000003...Epoch: 6
Elapsed time: 185.0899007320404 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.3031270481739243
Cum. Ret.: 84.76714600000004
AVG_DRET: 0.0008629840954222144
STD_DRET: 0.005948194574072297
Final value: 857671.4600000004
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.26791882514953613s.  Value: 11239.03000000001.Elapsed time: 14.064939022064209 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 0.7229511851925675
Cum. Ret.: 0.1236530000000009
AVG_DRET: 0.0002579424367687009
STD_DRET: 0.005663880667778744
Final value: 11236.53000000001
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.418576717376709s.  Value: 46103.82000000009....Epoch: 0
Elapsed time: 187.3256437778473 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.5929450515121991
Cum. Ret.: 3.5712800000000096
AVG_DRET: 0.00032674175168124006
STD_DRET: 0.008747630988930477
Final value: 45712.8000000001
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.45559167861938477s.  Value: 93483.94000000009..Epoch: 1
Elapsed time: 191.61072397232056 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.8802368123131937
Cum. Ret.: 8.25659200000001
AVG_DRET: 0.00045651120690680624
STD_DRET: 0.008232887609065001
Final value: 92565.9200000001
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5149493217468262s.  Value: 278257.2099999998...Epoch: 2
Elapsed time: 188.0904302597046 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 1.3895470584430754
Cum. Ret.: 26.589498999999975
AVG_DRET: 0.0006580778286741647
STD_DRET: 0.007518033739489381
Final value: 275894.98999999976
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4625706672668457s.  Value: 352514.31000000023..Epoch: 3
Elapsed time: 184.75912857055664 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.5422196316733416
Cum. Ret.: 34.30240100000003
AVG_DRET: 0.000702794047697008
STD_DRET: 0.0072340601879846665
Final value: 353024.0100000003
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5194547176361084s.  Value: 677434.2700000007...Epoch: 4
Elapsed time: 187.64041686058044 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 2.017047443690336
Cum. Ret.: 66.11328200000007
AVG_DRET: 0.0008194741560092298
STD_DRET: 0.006449401562944574
Final value: 671132.8200000006
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.40972423553466797s.  Value: 592239.2500000002..Epoch: 5
Elapsed time: 187.53573036193848 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 2.0716356858560445
Cum. Ret.: 58.50076300000002
AVG_DRET: 0.00079430368401813
STD_DRET: 0.006086581808922657
Final value: 595007.6300000002
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4390401840209961s.  Value: 749144.1.6.9999999..Epoch: 6
Elapsed time: 199.56663012504578 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.25823478721781
Cum. Ret.: 74.36565999999999
AVG_DRET: 0.0008380562892968405
STD_DRET: 0.005891208138418907
Final value: 753656.6
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.45796942710876465s.  Value: 10826.490000000007.Elapsed time: 15.50920057296753 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 0.4947017644991506
Cum. Ret.: 0.08240900000000062
AVG_DRET: 0.00018124312103594167
STD_DRET: 0.005815918917383659
Final value: 10824.090000000006
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4915475845336914s.  Value: 9241.380000000028...Epoch: 0
Elapsed time: 205.2394208908081 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.03886917090098972
Cum. Ret.: -0.07454199999999711
AVG_DRET: 2.0576443787077925e-05
STD_DRET: 0.008403598821088628
Final value: 9254.580000000029
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4533400535583496s.  Value: 55883.339999999946..Epoch: 1
Elapsed time: 205.1251196861267 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.722073591337201
Cum. Ret.: 4.566338999999994
AVG_DRET: 0.0003568101594661492
STD_DRET: 0.007844332975483745
Final value: 55663.38999999994
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.44343090057373047s.  Value: 79764.39999999995..Epoch: 2
Elapsed time: 208.62492632865906 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 0.9377251859926435
Cum. Ret.: 7.024439999999995
AVG_DRET: 0.00042092919186507456
STD_DRET: 0.00712580174582908
Final value: 80244.39999999995
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4310626983642578s.  Value: 166197.22000000047..Epoch: 3
Elapsed time: 201.27245044708252 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.4180778371441969
Cum. Ret.: 15.478746000000047
AVG_DRET: 0.0005511715989226586
STD_DRET: 0.006170026534261
Final value: 164787.4600000005
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5709664821624756s.  Value: 346552.7400000005...Epoch: 4
Elapsed time: 203.07963585853577 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.816974563203205
Cum. Ret.: 33.65861000000005
AVG_DRET: 0.0006915246803321933
STD_DRET: 0.006041699317122927
Final value: 346586.10000000056
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.44312477111816406s.  Value: 418119.4300000004..Epoch: 5
Elapsed time: 209.45837235450745 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 2.0184511904895803
Cum. Ret.: 40.872393000000045
AVG_DRET: 0.0007254808363758807
STD_DRET: 0.0057056872607204046
Final value: 418723.93000000046
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.549612283706665s.  Value: 631495.8600000005....Epoch: 6
Elapsed time: 204.96451330184937 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.350795627955119
Cum. Ret.: 62.24087600000005
AVG_DRET: 0.0008022247482745657
STD_DRET: 0.005417282100432124
Final value: 632408.7600000005
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.3556652069091797s.  Value: 11130.58000000001.Elapsed time: 18.06121325492859 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 0.7092802267254107
Cum. Ret.: 0.11281300000000094
AVG_DRET: 0.00023575277951282
STD_DRET: 0.005276418560513231
Final value: 11128.13000000001
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Training: SPY
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.4962446689605713s.  Value: 50710.24999999989...Epoch: 0
Elapsed time: 212.28169226646423 seconds.
Random Actions Rate: 0.5787243211477068
Sharpe ratio: 0.6250734101040288
Cum. Ret.: 4.0212489999999885
AVG_DRET: 0.00034448559061838515
STD_DRET: 0.008748635167857491
Final value: 50212.48999999989
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.48493313789367676s.  Value: 38504.59000000005..Epoch: 1
Elapsed time: 226.25916695594788 seconds.
Random Actions Rate: 0.3417569794774213
Sharpe ratio: 0.566056961833702
Cum. Ret.: 2.8508290000000054
AVG_DRET: 0.00028881298770214907
STD_DRET: 0.00809947470717546
Final value: 38508.29000000005
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.639056921005249s.  Value: 205140.6999999996....Epoch: 2
Elapsed time: 236.08565497398376 seconds.
Random Actions Rate: 0.2018194652505709
Sharpe ratio: 1.275793104120559
Cum. Ret.: 19.63756999999996
AVG_DRET: 0.0006028082828529642
STD_DRET: 0.007500655707548547
Final value: 206375.6999999996
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5286734104156494s.  Value: 408756.65000000055..Epoch: 3
Elapsed time: 233.297221660614 seconds.
Random Actions Rate: 0.1191814622668657
Sharpe ratio: 1.680562304099281
Cum. Ret.: 39.934765000000056
AVG_DRET: 0.000728438522100083
STD_DRET: 0.006880794018199251
Final value: 409347.65000000055
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5017144680023193s.  Value: 548896.4200000004...Epoch: 4
Elapsed time: 237.04411792755127 seconds.
Random Actions Rate: 0.0703808273916143
Sharpe ratio: 1.9288036917757148
Cum. Ret.: 53.968992000000036
AVG_DRET: 0.0007814383522961398
STD_DRET: 0.00643142136419369
Final value: 549689.9200000004
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.5569553375244141s.  Value: 587480.8800000007...Epoch: 5
Elapsed time: 210.5919632911682 seconds.
Random Actions Rate: 0.04156234342247517
Sharpe ratio: 2.036815117918112
Cum. Ret.: 57.833018000000074
AVG_DRET: 0.0007927764813828475
STD_DRET: 0.006178732855666586
Final value: 588330.1800000007
----------------------------------------------------------------------------------------------------
Starting simulation for agent: Agent_0. 5268 days of simulation to go.
Date 2014-12-22 00:00:00 (simulating until 2014-12-31 00:00:00).  Time: 0.41739439964294434s.  Value: 963764.2000000007..Epoch: 6
Elapsed time: 209.2252025604248 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 2.3247301805757457
Cum. Ret.: 95.51577000000006
AVG_DRET: 0.0008860399222134406
STD_DRET: 0.006050357083430303
Final value: 965157.7000000007
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------
Testing: SPY
Starting simulation for agent: Agent_0. 484 days of simulation to go.
Date 2016-12-28 00:00:00 (simulating until 2016-12-30 00:00:00).  Time: 0.2735412120819092s.  Value: 11672.470000000012.Elapsed time: 13.014275789260864 seconds.
Random Actions Rate: 0.024544019369877303
Sharpe ratio: 1.1258291360122832
Cum. Ret.: 0.16724700000000126
AVG_DRET: 0.00033182013670544154
STD_DRET: 0.004678757372556444
Final value: 11672.470000000012
----------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------

















In [4]:



    


results_df



    


















    
Out[4]:











  
    

      
      cum_ret
      cum_ret_bench
      cum_ret_quotient
      sharpe
      sharpe_bench
      sharpe_quotient
    

  
  
    

      SPY
      0.116909
      0.107023
      1.092377
      0.845228
      0.442715
      1.909191
    

    

      SPY
      0.282397
      0.107023
      2.638667
      1.907606
      0.442715
      4.308877
    

    

      SPY
      0.221997
      0.107023
      2.074301
      1.348337
      0.442715
      3.045606
    

    

      SPY
      0.143118
      0.107023
      1.337269
      0.941410
      0.442715
      2.126444
    

    

      SPY
      0.112343
      0.107023
      1.049713
      0.730559
      0.442715
      1.650177
    

    

      SPY
      0.038676
      0.107023
      0.361382
      0.261983
      0.442715
      0.591764
    

    

      SPY
      0.039706
      0.107023
      0.371006
      0.268519
      0.442715
      0.606528
    

    

      SPY
      0.052028
      0.107023
      0.486140
      0.343387
      0.442715
      0.775638
    

    

      SPY
      0.023145
      0.107023
      0.216263
      0.179976
      0.442715
      0.406528
    

    

      SPY
      0.064338
      0.107023
      0.601163
      0.405526
      0.442715
      0.915997
    

    

      SPY
      -0.013584
      0.107023
      -0.126926
      -0.040882
      0.442715
      -0.092344
    

    

      SPY
      -0.028537
      0.107023
      -0.266645
      -0.121002
      0.442715
      -0.273319
    

    

      SPY
      0.136162
      0.107023
      1.272274
      0.860223
      0.442715
      1.943061
    

    

      SPY
      0.057520
      0.107023
      0.537457
      0.369261
      0.442715
      0.834082
    

    

      SPY
      0.125533
      0.107023
      1.172958
      0.814854
      0.442715
      1.840582
    

    

      SPY
      0.091165
      0.107023
      0.851830
      0.536904
      0.442715
      1.212753
    

    

      SPY
      0.123653
      0.107023
      1.155392
      0.722951
      0.442715
      1.632993
    

    

      SPY
      0.082409
      0.107023
      0.770015
      0.494702
      0.442715
      1.117426
    

    

      SPY
      0.112813
      0.107023
      1.054105
      0.709280
      0.442715
      1.602113
    

    

      SPY
      0.167247
      0.107023
      1.562726
      1.125829
      0.442715
      2.543009
    

  




















In [5]:



    


results_df['sharpe_delta'] = results_df['sharpe'] - results_df['sharpe_bench']
results_df



    


















    
Out[5]:











  
    

      
      cum_ret
      cum_ret_bench
      cum_ret_quotient
      sharpe
      sharpe_bench
      sharpe_quotient
      sharpe_delta
    

  
  
    

      SPY
      0.116909
      0.107023
      1.092377
      0.845228
      0.442715
      1.909191
      0.402513
    

    

      SPY
      0.282397
      0.107023
      2.638667
      1.907606
      0.442715
      4.308877
      1.464891
    

    

      SPY
      0.221997
      0.107023
      2.074301
      1.348337
      0.442715
      3.045606
      0.905621
    

    

      SPY
      0.143118
      0.107023
      1.337269
      0.941410
      0.442715
      2.126444
      0.498694
    

    

      SPY
      0.112343
      0.107023
      1.049713
      0.730559
      0.442715
      1.650177
      0.287843
    

    

      SPY
      0.038676
      0.107023
      0.361382
      0.261983
      0.442715
      0.591764
      -0.180733
    

    

      SPY
      0.039706
      0.107023
      0.371006
      0.268519
      0.442715
      0.606528
      -0.174196
    

    

      SPY
      0.052028
      0.107023
      0.486140
      0.343387
      0.442715
      0.775638
      -0.099328
    

    

      SPY
      0.023145
      0.107023
      0.216263
      0.179976
      0.442715
      0.406528
      -0.262739
    

    

      SPY
      0.064338
      0.107023
      0.601163
      0.405526
      0.442715
      0.915997
      -0.037190
    

    

      SPY
      -0.013584
      0.107023
      -0.126926
      -0.040882
      0.442715
      -0.092344
      -0.483598
    

    

      SPY
      -0.028537
      0.107023
      -0.266645
      -0.121002
      0.442715
      -0.273319
      -0.563718
    

    

      SPY
      0.136162
      0.107023
      1.272274
      0.860223
      0.442715
      1.943061
      0.417508
    

    

      SPY
      0.057520
      0.107023
      0.537457
      0.369261
      0.442715
      0.834082
      -0.073454
    

    

      SPY
      0.125533
      0.107023
      1.172958
      0.814854
      0.442715
      1.840582
      0.372138
    

    

      SPY
      0.091165
      0.107023
      0.851830
      0.536904
      0.442715
      1.212753
      0.094189
    

    

      SPY
      0.123653
      0.107023
      1.155392
      0.722951
      0.442715
      1.632993
      0.280236
    

    

      SPY
      0.082409
      0.107023
      0.770015
      0.494702
      0.442715
      1.117426
      0.051986
    

    

      SPY
      0.112813
      0.107023
      1.054105
      0.709280
      0.442715
      1.602113
      0.266565
    

    

      SPY
      0.167247
      0.107023
      1.562726
      1.125829
      0.442715
      2.543009
      0.683114
    

  




















In [6]:



    


delta = results_df['sharpe_delta']
pd.DataFrame(delta.describe())



    


















    
Out[6]:











  
    

      
      sharpe_delta
    

  
  
    

      count
      20.000000
    

    

      mean
      0.192517
    

    

      std
      0.478996
    

    

      min
      -0.563718
    

    

      25%
      -0.118045
    

    

      50%
      0.180377
    

    

      75%
      0.406261
    

    

      max
      1.464891
    

  




















In [7]:



    


delta.hist(bins=20)



    


















    
Out[7]:








<matplotlib.axes._subplots.AxesSubplot at 0x7fd0b1addb00>










    
























In [ ]:



    






    











In [ ]:

Content source: mtasende/Machine-Learning-Nanodegree-Capstone

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