Let me give you an example of answers from ZorroGPT:
Train the PyTorch Model Separately
First, you’ll use PyTorch to train your DRL model based on historical data. After training, save the model so Zorro can use it for predictions.
import torch
from torch import nn, optim
# Example DRL Model (Adjust according to your architecture)
class TradingModel(nn.Module):
def __init__(self):
super(TradingModel, self).__init__()
self.fc1 = nn.Linear(NumSignals, Neurons)
self.relu = nn.ReLU()
self.fc2 = nn.Linear(Neurons, 1)
self.sigmoid = nn.Sigmoid()
def forward(self, x):
x = self.relu(self.fc1(x))
x = self.sigmoid(self.fc2(x))
return x
# Training function
def train_model(data_path, model_save_path):
data = np.loadtxt(data_path, delimiter=',') # Load data from CSV
X, y = data[:, :-1], data[:, -1]
X = torch.tensor(X, dtype=torch.float32)
y = torch.tensor(y, dtype=torch.float32).view(-1, 1)
model = TradingModel()
criterion = nn.BCELoss()
optimizer = optim.Adam(model.parameters(), lr=Rate)
for epoch in range(Epochs):
optimizer.zero_grad()
predictions = model(X)
loss = criterion(predictions, y)
loss.backward()
optimizer.step()
# Save model for use in Zorro
torch.save(model.state_dict(), model_save_path)
Train the model on your historical data and save it:
train_model("Data/Signals.csv", "model.pth")
2. Load and Use the Model in Zorro is possible but with different code:
Since Zorro cannot directly run PyTorch, you’ll need to create a separate Python script (e.g., predict.py) that:
Loads the trained model.
Receives data from Zorro for predictions.
Outputs the prediction results back to Zorro.
import torch
import numpy as np
from TradingModel import TradingModel # Import your model class
# Initialize model
model = TradingModel()
model.load_state_dict(torch.load("model.pth")) # Load saved model
model.eval() # Set model to evaluation mode
def predict(input_data):
input_tensor = torch.tensor(input_data, dtype=torch.float32)
with torch.no_grad():
prediction = model(input_tensor)
return prediction.item()
# Example usage for testing
# Replace [0.5, 1.2, -0.7, ...] with real data passed from Zorro
print(predict([0.5, 1.2, -0.7, ...])) # Output a prediction for testing
3. Integrate Prediction with Zorro in lite-C Code
In your Zorro script, the neural function will send input data to predict.py, retrieve the prediction result, and make trading decisions based on this prediction.
To link Zorro with Python, you’ll use Zorro’s Rx() function to run the predict.py script and get the result back.
function run()
{
vars InputData = series(priceClose());
double Data[NumSignals];
for(int i = 0; i < NumSignals; i++)
Data[i] = InputData[i]; // Gather recent data for model input
// Save input data to CSV format expected by predict.py
file_write("Data\\input_data.csv", Data, 0);
// Call Python predict script and retrieve prediction
Rx("Y <- predict('Data/input_data.csv')");
var prediction = Rd("Y[1]"); // Assuming Y[1] holds the prediction result
// Based on prediction, send buy or sell order
if(prediction > 0.5)
enterLong(); // Buy if prediction is above 0.5 threshold
else
enterShort(); // Sell if prediction is 0.5 or below
}
Now, there might be some errors, which you will need to ask ZorroGPT how do resolve them, let me assure you that it took me at least 40-80 exchanges of error handling to create the Gaussian Band indicator, of which I am still not sure the values are working properly in all time frames.