This is an implementation example of a bot that periodically sends predictions to the alphasea-agent.

Overview

alphasea-example-model

alphasea-example-modelは、 alphasea-agent に対して毎ラウンド、予測を投稿するプログラムです。

Numeraiのexample modelに相当します。

準備

alphasea-example-modelの動作には、 alphasea-agent が必要です。リンク先の手順に従ってセットアップしてください。

インストール

alphasea-example-modelリポジトリをクローンします。

git clone https://github.com/alphasea-dapp/alphasea-example-model.git

以降の作業はクローンしたディレクトリ内で行います。

動かし方

.envファイル作成

以下のような内容の.envファイルをalphasea-example-modelディレクトリ直下に作ります。

.env

ALPHASEA_AGENT_BASE_URL=http://[alphasea-agentのIPアドレス]:8070
ALPHASEA_MODEL_ID=my_model_id
ALPHASEA_MODEL_PATH=data/example_model_rank.xz

ALPHASEA_AGENT_BASE_URLにはalphasea-agentのURLを指定します。

ALPHASEA_MODEL_IDには好きなモデルIDを設定します。 NumeraiのモデルIDに相当します。

モデルIDの制約

  • AlphaSea全体でユニーク
  • 4文字以上31文字以内
  • 小文字のアルファベットと数字とアンダースコア(_)を使用可能
  • 先頭は小文字のアルファベットかアンダースコア(_)のみ

ALPHASEA_MODEL_PATHには学習したモデルファイルのパスをリポジトリルートからの相対パスで指定します。 data/example_model_rank.xzは学習済みモデルです。 学習の仕方はnotebooks内を見てください。

起動

以下のコマンドを実行し、example-modelを起動します。

docker-compose up -d

以下のコマンドで、example-modelのログを確認できます。

docker-compose logs -f

以上で、セットアップは完了です。

モデル改良

モデルを改良する方法を説明します。 以下のコマンドを実行し、jupyterを起動します。

docker-compose -f docker-compose-jupyter.yml up -d

以下のURLにアクセスしjupyterをブラウザで開きます。 モデル学習notebookをいくつか用意したので、それらを参考にして、改良してください。

http://localhost:8888/lab/workspaces/auto-f/tree/notebooks

environment variables

name description
ALPHASEA_AGENT_BASE_URL alphasea-agentのbase URL
ALPHASEA_MODEL_ID モデルID
ALPHASEA_MODEL_PATH モデルファイルパス
ALPHASEA_SYMBOLS 学習に使うシンボル。本番ではモデルファイルに記録した学習時のシンボルを使うのでこの設定は使いません。
ALPHASEA_POSITION_NOISE 提出するポジションにノイズを加える(デバッグ用)

Development

test

alphasea-agentに依存。

docker-compose run --rm model bash scripts/test.sh

predict

docker-compose run --rm model python src/predict.py
Owner
AlphaSea
AlphaSea is a decentralized marketplace for market alphas.
AlphaSea
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