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NEURAL_SAVE is not called with PARAMETERS+RULES #453044
07/06/15 05:27
07/06/15 05:27
Joined: Sep 2013
Posts: 504
California
G
GPEngine Offline OP
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GPEngine  Offline OP
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Joined: Sep 2013
Posts: 504
California
http://zorro-trader.com/manual/en/training.htm says
Quote:
The following cases are possible:
Rules depend on a parameter. ... Set the RULES and PARAMETERS flags at the same time. The training run will now repeat through many cycles. At first the parameter will be optimized and for every parameter step a new set of rules will be generated. ...
I find that when combining PARAMETERS with RULES with an adviseLong(NEURAL, ...), neural(mode=NEURAL_SAVE, ...) is not called as expected at the end of each optimize step. But, neural(model=NEURAL_LOAD,.. ) is called. Therefore Zorro dies when it tries to load an non-existing ml file since it wasn't produced, or it happily re-uses one from some old experiment.

Re: NEURAL_SAVE is not called with PARAMETERS+RULES [Re: GPEngine] #453045
07/06/15 05:38
07/06/15 05:38
Joined: Sep 2013
Posts: 504
California
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GPEngine Offline OP
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GPEngine  Offline OP
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Joined: Sep 2013
Posts: 504
California
A work-around is to use my own naming scheme for the ml files and save the model as part of NEURAL_TRAIN. This way, the right file is present when NEURAL_LOAD happens.

Re: NEURAL_SAVE is not called with PARAMETERS+RULES [Re: GPEngine] #453046
07/06/15 06:12
07/06/15 06:12
Joined: Sep 2013
Posts: 504
California
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GPEngine Offline OP
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GPEngine  Offline OP
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Joined: Sep 2013
Posts: 504
California
workaround fails because 'StepCycle' is undeclared identifier in 1.32. I need that to avoid naming collisions.

Re: NEURAL_SAVE is not called with PARAMETERS+RULES [Re: GPEngine] #453054
07/06/15 11:09
07/06/15 11:09
Joined: Jul 2000
Posts: 28,022
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,022
Frankfurt
WFOCycle is normally used for rule naming. Optimize steps are counted with g->nStepCycle. Thanks for the report, we will look into combining NEURAL with PARAMETERS.


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