AI4Finance-Foundation / AI4Finance-Foundation/FinRL-Meta

FinRL_PaperTrading_Demo.ipynb - errors on trading operation

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Description

**Environment:**
Win10
Chrome
Colab
File at https://colab.research.google.com/github/AI4Finance-Foundation/FinRL-Tutorials/blob/master/3-Practical/FinRL_PaperTrading_Demo.ipynb

No change to this file other than Alpaca credentials required.

**Function call:**
paper_trading_erl = AlpacaPaperTrading(ticker_list = DOW_30_TICKER,
time_interval = '1Min',
drl_lib = 'elegantrl',
agent = 'ppo',
cwd = './papertrading_erl_retrain',
net_dim = ERL_PARAMS['net_dimension'],
state_dim = state_dim,
action_dim= action_dim,
API_KEY = API_KEY,
API_SECRET = API_SECRET,
API_BASE_URL = API_BASE_URL,
tech_indicator_list = INDICATORS,
turbulence_thresh=30,
max_stock=1e2)
paper_trading_erl.run()

**Error Output**:
load actor from: ./papertrading_erl_retrain/actor.pth
Waiting for market to open...
0 minutes til market open.
Market opened.
Exception in thread Thread-12:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 182, in trade
state = self.get_state()
File "", line 247, in get_state
tech_indicator_list=self.tech_indicator_list)
File "/usr/local/lib/python3.7/dist-packages/finrl/meta/data_processors/processor_alpaca.py", line 355, in fetch_latest_data
raise ValueError
ValueError

Exception in thread Thread-13:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 182, in trade
state = self.get_state()
File "", line 247, in get_state
tech_indicator_list=self.tech_indicator_list)
File "/usr/local/lib/python3.7/dist-packages/finrl/meta/data_processors/processor_alpaca.py", line 355, in fetch_latest_data
raise ValueError
ValueError

Exception in thread Thread-14:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 182, in trade
state = self.get_state()
File "", line 247, in get_state
tech_indicator_list=self.tech_indicator_list)
File "/usr/local/lib/python3.7/dist-packages/finrl/meta/data_processors/processor_alpaca.py", line 355, in fetch_latest_data
raise ValueError
ValueError

Exception in thread Thread-15:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 182, in trade
state = self.get_state()
File "", line 247, in get_state
tech_indicator_list=self.tech_indicator_list)
File "/usr/local/lib/python3.7/dist-packages/finrl/meta/data_processors/processor_alpaca.py", line 355, in fetch_latest_data
raise ValueError
ValueError

Exception in thread Thread-16:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 182, in trade
state = self.get_state()
File "", line 247, in get_state
tech_indicator_list=self.tech_indicator_list)
File "/usr/local/lib/python3.7/dist-packages/finrl/meta/data_processors/processor_alpaca.py", line 355, in fetch_latest_data
raise ValueError
ValueError

Exception in thread Thread-17:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 182, in trade
state = self.get_state()
File "", line 247, in get_state
tech_indicator_list=self.tech_indicator_list)
File "/usr/local/lib/python3.7/dist-packages/finrl/meta/data_processors/processor_alpaca.py", line 355, in fetch_latest_data
raise ValueError
ValueError

Exception in thread Thread-18:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 182, in trade
state = self.get_state()
File "", line 247, in get_state
tech_indicator_list=self.tech_indicator_list)
File "/usr/local/lib/python3.7/dist-packages/finrl/meta/data_processors/processor_alpaca.py", line 355, in fetch_latest_data
raise ValueError
ValueError

Exception in thread Thread-19:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 182, in trade
state = self.get_state()
File "", line 247, in get_state
tech_indicator_list=self.tech_indicator_list)
File "/usr/local/lib/python3.7/dist-packages/finrl/meta/data_processors/processor_alpaca.py", line 355, in fetch_latest_data
raise ValueError
ValueError

Exception in thread Thread-20:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 182, in trade
state = self.get_state()
File "", line 247, in get_state
tech_indicator_list=self.tech_indicator_list)
File "/usr/local/lib/python3.7/dist-packages/finrl/meta/data_processors/processor_alpaca.py", line 355, in fetch_latest_data
raise ValueError
ValueError

Exception in thread Thread-21:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 182, in trade
state = self.get_state()
File "", line 247, in get_state
tech_indicator_list=self.tech_indicator_list)
File "/usr/local/lib/python3.7/dist-packages/finrl/meta/data_processors/processor_alpaca.py", line 355, in fetch_latest_data
raise ValueError
ValueError

Exception in thread Thread-22:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 182, in trade
state = self.get_state()
File "", line 247, in get_state
tech_indicator_list=self.tech_indicator_list)
File "/usr/local/lib/python3.7/dist-packages/finrl/meta/data_processors/processor_alpaca.py", line 355, in fetch_latest_data
raise ValueError
ValueError

Exception in thread Thread-23:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 182, in trade
state = self.get_state()
File "", line 247, in get_state
tech_indicator_list=self.tech_indicator_list)
File "/usr/local/lib/python3.7/dist-packages/finrl/meta/data_processors/processor_alpaca.py", line 355, in fetch_latest_data
raise ValueError
ValueError

Exception in thread Thread-24:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 182, in trade
state = self.get_state()
File "", line 247, in get_state
tech_indicator_list=self.tech_indicator_list)
File "/usr/local/lib/python3.7/dist-packages/finrl/meta/data_processors/processor_alpaca.py", line 355, in fetch_latest_data
raise ValueError
ValueError

Exception in thread Thread-25:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 182, in trade
state = self.get_state()
File "", line 247, in get_state
tech_indicator_list=self.tech_indicator_list)
File "/usr/local/lib/python3.7/dist-packages/finrl/meta/data_processors/processor_alpaca.py", line 355, in fetch_latest_data
raise ValueError
ValueError

Succesfully add technical indicators
Successfully transformed into array
30
Exception in thread Thread-26:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 186, in trade
s_tensor = torch.as_tensor((state,), device=self.device)
AttributeError: 'AlpacaPaperTrading' object has no attribute 'device'

Succesfully add technical indicators
Successfully transformed into array
30
Exception in thread Thread-27:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 186, in trade
s_tensor = torch.as_tensor((state,), device=self.device)
AttributeError: 'AlpacaPaperTrading' object has no attribute 'device'

Succesfully add technical indicators
Successfully transformed into array
30
Exception in thread Thread-28:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 186, in trade
s_tensor = torch.as_tensor((state,), device=self.device)
AttributeError: 'AlpacaPaperTrading' object has no attribute 'device'

Succesfully add technical indicators
Successfully transformed into array
30
Exception in thread Thread-29:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 186, in trade
s_tensor = torch.as_tensor((state,), device=self.device)
AttributeError: 'AlpacaPaperTrading' object has no attribute 'device'

Succesfully add technical indicators
Successfully transformed into array
30
Exception in thread Thread-30:
Traceback (most recent call last):
File "/usr/lib/python3.7/threading.py", line 926, in _bootstrap_inner
self.run()
File "/usr/lib/python3.7/threading.py", line 870, in run
self._target(*self._args, **self._kwargs)
File "", line 186, in trade
s_tensor = torch.as_tensor((state,), device=self.device)
AttributeError: 'AlpacaPaperTrading' object has no attribute 'device'

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