setup.py now fetches packages from requirements.txt.

.gitignore

@@ -4,10 +4,16 @@
 *.swp
 *__pycache__
 *.egg-info
-dist
+*dist*
 build
 tags
 
+# Agents
+*.npy
+*.parquet
+*.db
+wandb
+
 # test-related
 .coverage
 .cache
@@ -26,3 +32,7 @@ examples/training_logs
 
 # virtual environment
 venv
+
+# Credentials
+keys.txt*
+

.travis.yml

@@ -33,3 +33,4 @@ notifications:
     on_success: change
     on_failure: always
     on_start: never
+

Dockerfile

@@ -1,4 +1,4 @@
-FROM tensorflow/tensorflow:2.7.0-gpu
+FROM tensorflow/tensorflow:2.8.0-gpu
 
 ENV NVIDIA_VISIBLE_DEVICES \
     ${NVIDIA_VISIBLE_DEVICES:-all}
@@ -16,8 +16,10 @@ COPY . ./
 SHELL ["/bin/bash", "-c"]
 
 RUN apt-get update && \
-    apt-get install -yq --assume-yes --no-install-recommends git \
+    apt-get install -yq --assume-yes --no-install-recommends cmake \
+                                                             git \
                                                              libgl1-mesa-glx \
+                                                             libopenmpi-dev \
                                                              python3-pip \
                                                              python3-dev \
                                                              python3-setuptools \
@@ -32,10 +34,8 @@ RUN apt-get update && \
     make install && \
     cd .. && \
     pip3 install --no-cache-dir --upgrade pip && \
-    pip3 install --no-cache-dir -r "./examples/requirements.txt" && \
+    pip3 install --no-cache-dir -e . && \
+    pip3 install --no-cache-dir -e ".[full]" && \
     apt-get clean && \
     rm -rf /var/lib/apt/lists/* ta-lib-0.4.0-src.tar.gz
 
-# Faster compilation for tests
-RUN pip3 install --no-cache-dir -e ".[docs,tests]"
-

MANIFEST.in

@@ -3,4 +3,4 @@ include README.md
 include CONTRIBUTING.md
 graft docs
 graft examples
-graft tests
+graft tests

Makefile

@@ -1,5 +1,5 @@
-GPU_IMAGE?="tensortrade:latest-gpu"
-CPU_IMAGE?="tensortrade:latest"
+GPU_IMAGE?="tensortrade:2.8.0-gpu"
+CPU_IMAGE?="tensortrade:2.8.0"
 SHM_SIZE?="3.0gb" # TODO: Automate me!
 
 clean:
@@ -39,7 +39,7 @@ build-gpu-if-not-built:
 	if [ ! $$(docker images -q ${GPU_IMAGE}) ]; then $(MAKE) build-gpu; fi;
 
 run-notebook: build-cpu-if-not-built
-	docker run -it --rm -p=8888:8888 -p=6006:6006 -v ${PWD}/examples:/examples --shm-size=${SHM_SIZE} ${CPU_IMAGE} jupyter notebook --ip='*' --port=8888 --no-browser --allow-root ./examples/
+	docker run -it --rm -p=8888:8888 -p=6006:6006 -v ${PWD}:/app --shm-size=${SHM_SIZE} ${CPU_IMAGE} jupyter notebook --ip='*' --port=8888 --no-browser --allow-root /app
 
 run-docs: build-cpu-if-not-built
 	if [ $$(docker ps -aq --filter name=tensortrade_docs) ]; then docker rm $$(docker ps -aq --filter name=tensortrade_docs); fi;
@@ -50,7 +50,7 @@ run-tests: build-cpu-if-not-built
 	docker run -it --rm --shm-size=${SHM_SIZE} ${CPU_IMAGE} make test
 
 run-notebook-gpu: build-gpu-if-not-built
-	docker run -it --rm -p=8888:8888 -p=6006:6006 -v ${PWD}/examples:/examples --shm-size=${SHM_SIZE} ${GPU_IMAGE} jupyter notebook --ip='*' --port=8888 --no-browser --allow-root /examples/
+	docker run -it --rm -p=8888:8888 -p=6006:6006 -v ${PWD}:/app --shm-size=${SHM_SIZE} ${GPU_IMAGE} jupyter notebook --ip='*' --port=8888 --no-browser --allow-root /app
 
 run-docs-gpu: build-gpu-if-not-built
 	if [ $$(docker ps -aq --filter name=tensortrade_docs) ]; then docker rm $$(docker ps -aq --filter name=tensortrade_docs); fi;

examples/.gitignore

@@ -1,2 +1,3 @@
 *.csv
-
+*.zip
+logs/

examples/requirements.txt

@@ -1,13 +1,9 @@
 -r ../requirements.txt
 
-ray[default,tune,rllib,serve]==1.9.2
-ccxt>=1.72.37
-jupyterlab>=1.1.4
+.[notebook]
+
+stochastic>=0.6.0
+ccxt==1.72.37
 feature_engine
 scikit-learn
 optuna
-quantstats
-ta>=0.4.7
-TA-Lib
-git+https://github.com/twopirllc/pandas-ta@development
-

requirements.txt

@@ -2,10 +2,6 @@ numpy>=1.17.0
 pandas>=0.25.0
 gym>=0.15.7
 pyyaml>=5.1.2
-stochastic>=0.6.0
-tensorflow>=2.7.0
-ipython>=7.12.0
 matplotlib>=3.1.1
 plotly>=4.5.0
-ipywidgets>=7.0.0  # Required for rendering
 deprecated>=1.2.13

requirements_extras.txt

@@ -0,0 +1,51 @@
+-r ./requirements.txt
+
+# [ray]
+ray[default,tune,rllib,serve]==1.10.0
+
+# [stable_baselines]
+stable-baselines3[extra]
+sb3-contrib
+
+# [tensorflow]
+tensorflow>=2.8.0
+
+# [pytorch]
+torch>=1.10.2
+
+# [indicators]
+quantstats
+TA-Lib
+pandas-ta @ git+https://github.com/twopirllc/pandas-ta.git@development
+ta>=0.4.7
+
+# [agents]
+pyarrow
+wandb
+tensorflow-probability>=0.15.0
+opencv-python
+
+# [binance]
+python-binance
+binance-futures @ git+https://github.com/Binance-docs/Binance_Futures_python.git#egg=binance-futures
+
+# [notebook]
+jupyterlab>=1.1.4
+ipython>=7.12.0
+ipywidgets>=7.0.0
+
+# [tests]
+pytest>=5.1.1
+tensorflow>=2.8.0
+ta>=0.4.7
+ipython>=7.12.0
+
+# [docs]
+sphinx
+sphinx_rtd_theme
+sphinxcontrib.apidoc
+nbsphinx
+nbsphinx_link
+recommonmark
+sphinx_markdown_tables
+ipykernel

setup.py

@@ -19,17 +19,78 @@
 from setuptools import find_packages, setup
 
 
+def split(sequence, sep):
+    chunk = []
+    for val in sequence:
+        if val == sep:
+            yield chunk
+            chunk = []
+        else:
+            chunk.append(val)
+    yield chunk
+
+
 if sys.version_info.major != 3:
     raise NotImplementedError("TensorTrade is only compatible with Python 3.")
 
 
 tensortrade_directory = os.path.abspath(os.path.dirname(__file__))
 
-with open(os.path.join(tensortrade_directory, 'tensortrade', 'version.py'), 'r') as filehandle:
+with open(os.path.join(tensortrade_directory, 'tensortrade', 'version.py'), mode='r', encoding='utf-8') as filehandle:
     for line in filehandle:
         if line.startswith('__version__'):
             version = line[15:-2]
 
+
+with open(os.path.join(tensortrade_directory, 'requirements.txt'), mode='r', encoding='utf-8') as f:
+    install_requires = f.read().splitlines()
+
+extras_require = {}
+
+with open(os.path.join(tensortrade_directory, 'examples', 'requirements.txt'), mode='r', encoding='utf-8') as f:
+    extras_require['examples'] = f.read().splitlines()[4:]
+
+with open(os.path.join(tensortrade_directory, 'requirements_extras.txt'), mode='r', encoding='utf-8') as f:
+    for extra in list(split(f.read().splitlines(), ''))[1:]:
+        extras_require[extra[0][3:-1]] = extra[1:]
+
+extras_require['examples'] += extras_require['notebook']
+
+extras_require['full'] = \
+    extras_require['ray'] + \
+    extras_require['stable_baselines'] + \
+    extras_require['tensorflow'] + \
+    extras_require['pytorch'] + \
+    extras_require['indicators'] + \
+    extras_require['agents'] + \
+    extras_require['binance'] + \
+    extras_require['examples'] + \
+    extras_require['tests'] + \
+    extras_require['docs']
+
+
+classifiers = [
+    'Development Status :: 5 - Production/Stable',
+    'Natural Language :: English',
+    'Intended Audience :: Developers',
+    'Intended Audience :: Education',
+    'Intended Audience :: Science/Research',
+    'Intended Audience :: Financial and Insurance Industry',
+    'Intended Audience :: Information Technology',
+    'License :: OSI Approved :: Apache Software License',
+    'Operating System :: OS Independent',
+    'Programming Language :: Python :: 3.7',
+    'Programming Language :: Python :: 3.8',
+    'Programming Language :: Python :: 3.9',
+    'Topic :: Office/Business :: Financial :: Investment',
+    'Topic :: Office/Business :: Financial',
+    'Topic :: Scientific/Engineering :: Information Analysis',
+    'Topic :: System :: Distributed Computing',
+    'Topic :: Scientific/Engineering :: Artificial Intelligence',
+    'Topic :: Software Development :: Libraries',
+    'Topic :: Software Development :: Libraries :: Python Modules',
+]
+
 setup(
     name='tensortrade',
     version=version,
@@ -45,54 +106,15 @@
     ],
     license='Apache 2.0',
     python_requires='>=3.7',
-    install_requires=[
-        'numpy>=1.17.0',
-        'pandas>=0.25.0',
-        'gym>=0.15.7',
-        'pyyaml>=5.1.2',
-        'stochastic>=0.6.0',
-        'tensorflow>=2.7.0',
-        'ipython>=7.12.0',
-        'matplotlib>=3.1.1',
-        'plotly>=4.5.0',
-        'deprecated>=1.2.13'
-    ],
-    extras_require={
-        'tests': [
-            'pytest>=5.1.1',
-            'ta>=0.4.7'
-        ],
-        'docs': [
-            'sphinx',
-            'sphinx_rtd_theme',
-            'sphinxcontrib.apidoc',
-            'nbsphinx',
-            'nbsphinx_link',
-            'recommonmark',
-            'sphinx_markdown_tables',
-            'ipykernel'
+    install_package_data=True,
+    install_requires=install_requires,
+    extras_require=extras_require,
+    entry_points={
+        'console_scripts': [
+            'tensortrade=tensortrade.agents.cli:execute',
         ],
     },
-    classifiers=[
-        'Development Status :: 5 - Production/Stable',
-        'Natural Language :: English',
-        'Intended Audience :: Developers',
-        'Intended Audience :: Education',
-        'Intended Audience :: Science/Research',
-        'Intended Audience :: Financial and Insurance Industry',
-        'Intended Audience :: Information Technology',
-        'License :: OSI Approved :: Apache Software License',
-        'Operating System :: OS Independent',
-        'Programming Language :: Python :: 3.7',
-        'Programming Language :: Python :: 3.8',
-        'Programming Language :: Python :: 3.9',
-        'Topic :: Office/Business :: Financial :: Investment',
-        'Topic :: Office/Business :: Financial',
-        'Topic :: Scientific/Engineering :: Information Analysis',
-        'Topic :: System :: Distributed Computing',
-        'Topic :: Scientific/Engineering :: Artificial Intelligence',
-        'Topic :: Software Development :: Libraries',
-        'Topic :: Software Development :: Libraries :: Python Modules',
-    ],
+    classifiers=classifiers,
     zip_safe=False
 )
+