Edwin Salguero
commited on
Commit
·
9289e29
1
Parent(s):
63f74a3
chore: enterprise-grade project structure, robust .gitignore, and directory cleanup
Browse files- env.example → .env.example +0 -0
- .gitignore +81 -37
- agentic_ai_system/__init__.py +0 -0
- agentic_ai_system/finrl_agent.py +27 -29
- data/.gitkeep +0 -0
- finrl_demo.py +49 -38
- models/.gitkeep +0 -0
- plots/.gitkeep +0 -0
- CURSOR_PR_REVIEW_GUIDE.md → scripts/CURSOR_PR_REVIEW_GUIDE.md +0 -0
- HUGGINGFACE_PROTECTION.md → scripts/HUGGINGFACE_PROTECTION.md +0 -0
- review_dependabot_prs.sh → scripts/review_dependabot_prs.sh +0 -0
- review_log.txt → scripts/review_log.txt +0 -0
- setup_branch_protection.sh → scripts/setup_branch_protection.sh +0 -0
env.example → .env.example
RENAMED
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.gitignore
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#
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__pycache__/
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*.py[cod]
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*$py.class
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*.so
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.Python
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build/
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develop-eggs/
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parts/
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sdist/
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var/
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wheels/
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*.egg-info/
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.installed.cfg
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*.egg
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MANIFEST
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# PyInstaller
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*.manifest
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*.spec
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# Unit test / coverage reports
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htmlcov/
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.tox/
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.coverage
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.coverage.*
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.cache
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.hypothesis/
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.pytest_cache/
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# Jupyter Notebook
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.ipynb_checkpoints
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# pyenv
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.python-version
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# Environments
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.env
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venv/
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ENV/
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env.bak/
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venv.bak/
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#
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# Rope project settings
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# mkdocs documentation
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/site
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.mypy_cache/
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.dmypy.json
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dmypy.json
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# Project specific
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logs/
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data/
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*.log
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*.csv
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*.
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#
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*.swp
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*~
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#
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.DS_Store
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.Spotlight-V100
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.Trashes
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ehthumbs.db
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Thumbs.db
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# Byte-compiled / optimized / DLL files
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__pycache__/
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*.py[cod]
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*$py.class
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# C extensions
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*.so
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# Distribution / packaging
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.Python
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build/
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develop-eggs/
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parts/
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sdist/
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var/
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*.egg-info/
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.installed.cfg
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*.egg
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MANIFEST
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# PyInstaller
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# Usually these files are written by a python script from a template
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# before PyInstaller builds the exe, so as to inject date/other infos into it.
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*.manifest
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*.spec
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# Unit test / coverage reports
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htmlcov/
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.tox/
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.nox/
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.coverage
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.coverage.*
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.cache
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.hypothesis/
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.pytest_cache/
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# Translations
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*.mo
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*.pot
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# Django stuff:
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*.log
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local_settings.py
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# Flask stuff:
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instance/
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.webassets-cache
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# Scrapy stuff:
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.scrapy
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# Sphinx documentation
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/docs/_build/
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# PyBuilder
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.target/
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# Jupyter Notebook
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.ipynb_checkpoints
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notebooks/*.ipynb_checkpoints
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# IPython
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profile_default/
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ipython_config.py
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# pyenv
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.python-version
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# pipenv
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Pipfile.lock
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# poetry
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poetry.lock
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# mypy
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.mypy_cache/
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.dmypy.json
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# Pyre type checker
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.pyre/
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# pytype static type analyzer
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.pytype/
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# Cython debug symbols
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cython_debug/
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# VS Code
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.vscode/
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# Environments
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.env
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.env.*
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.venv/
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venv/
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ENV/
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env.bak/
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venv.bak/
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# Docker
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*.pid
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*.pid.lock
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# Logs
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logs/
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*.log
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# Data, models, and plots (keep .gitkeep)
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data/*
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!data/.gitkeep
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models/*
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!models/.gitkeep
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plots/*
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!plots/.gitkeep
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# Ignore large files
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*.h5
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*.hdf5
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*.pkl
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*.joblib
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*.csv
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*.zip
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*.tar.gz
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*.ckpt
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# Allow config and example env
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!config.yaml
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!.env.example
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# Misc
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.DS_Store
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Thumbs.db
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agentic_ai_system/__init__.py
ADDED
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agentic_ai_system/finrl_agent.py
CHANGED
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@@ -18,6 +18,7 @@ import logging
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from typing import Dict, List, Tuple, Optional, Any
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from dataclasses import dataclass
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import yaml
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logger = logging.getLogger(__name__)
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self.eval_env = None
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self.callback = None
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logger.info(f"Initializing FinRL agent with algorithm: {config.algorithm}")
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def create_environment(self, data: pd.DataFrame, config: Dict[str, Any],
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initial_balance: float = 100000, use_real_broker: bool = False) -> TradingEnvironment:
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# Initialize model based on algorithm
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if self.config.algorithm == "PPO":
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self.model = PPO(
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"MlpPolicy",
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self.env,
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batch_size=self.config.batch_size,
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buffer_size=self.config.buffer_size,
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learning_starts=self.config.learning_starts,
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gamma=self.config.gamma,
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train_freq=self.config.train_freq,
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gradient_steps=self.config.gradient_steps,
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verbose=self.config.verbose,
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tensorboard_log=self.config.tensorboard_log
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)
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elif self.config.algorithm == "A2C":
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self.model = A2C(
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"MlpPolicy",
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self.env,
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-
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gamma=self.config.gamma,
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verbose=self.config.verbose,
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tensorboard_log=self.config.tensorboard_log
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)
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elif self.config.algorithm == "DDPG":
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self.model = DDPG(
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"MlpPolicy",
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self.env,
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-
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buffer_size=self.config.buffer_size,
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learning_starts=self.config.learning_starts,
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gamma=self.config.gamma,
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tau=self.config.tau,
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train_freq=self.config.train_freq,
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gradient_steps=self.config.gradient_steps,
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verbose=self.config.verbose,
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tensorboard_log=self.config.tensorboard_log
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)
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elif self.config.algorithm == "TD3":
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self.model = TD3(
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"MlpPolicy",
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self.env,
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-
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buffer_size=self.config.buffer_size,
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learning_starts=self.config.learning_starts,
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gamma=self.config.gamma,
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tau=self.config.tau,
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train_freq=self.config.train_freq,
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gradient_steps=self.config.gradient_steps,
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verbose=self.config.verbose,
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tensorboard_log=self.config.tensorboard_log
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)
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else:
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ema_fast = prices.ewm(span=fast).mean()
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ema_slow = prices.ewm(span=slow).mean()
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macd = ema_fast - ema_slow
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return macd
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from typing import Dict, List, Tuple, Optional, Any
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from dataclasses import dataclass
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import yaml
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import inspect
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logger = logging.getLogger(__name__)
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self.eval_env = None
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self.callback = None
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logger.info(f"Initializing FinRL agent with algorithm: {self.config.algorithm}")
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def _get_valid_kwargs(self, algo_class):
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"""Return a dict of config fields valid for the given algorithm class, excluding tensorboard_log."""
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sig = inspect.signature(algo_class.__init__)
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valid_keys = set(sig.parameters.keys())
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# Exclude 'self', 'policy', and 'tensorboard_log' which are always passed explicitly
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valid_keys.discard('self')
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valid_keys.discard('policy')
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valid_keys.discard('tensorboard_log')
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# Build kwargs from config dataclass
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return {k: getattr(self.config, k) for k in self.config.__dataclass_fields__ if k in valid_keys}
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def create_environment(self, data: pd.DataFrame, config: Dict[str, Any],
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initial_balance: float = 100000, use_real_broker: bool = False) -> TradingEnvironment:
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# Initialize model based on algorithm
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if self.config.algorithm == "PPO":
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algo_kwargs = self._get_valid_kwargs(PPO)
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self.model = PPO(
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"MlpPolicy",
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self.env,
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**algo_kwargs,
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tensorboard_log=self.config.tensorboard_log
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)
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elif self.config.algorithm == "A2C":
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algo_kwargs = self._get_valid_kwargs(A2C)
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self.model = A2C(
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"MlpPolicy",
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self.env,
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+
**algo_kwargs,
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tensorboard_log=self.config.tensorboard_log
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)
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elif self.config.algorithm == "DDPG":
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algo_kwargs = self._get_valid_kwargs(DDPG)
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self.model = DDPG(
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"MlpPolicy",
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self.env,
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**algo_kwargs,
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tensorboard_log=self.config.tensorboard_log
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)
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elif self.config.algorithm == "TD3":
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algo_kwargs = self._get_valid_kwargs(TD3)
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self.model = TD3(
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"MlpPolicy",
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self.env,
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+
**algo_kwargs,
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tensorboard_log=self.config.tensorboard_log
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)
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else:
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ema_fast = prices.ewm(span=fast).mean()
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ema_slow = prices.ewm(span=slow).mean()
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macd = ema_fast - ema_slow
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+
return macd
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+
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+
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+
def create_finrl_agent_from_config(config: FinRLConfig) -> FinRLAgent:
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"""Create a FinRL agent from configuration"""
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+
return FinRLAgent(config)
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data/.gitkeep
ADDED
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File without changes
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finrl_demo.py
CHANGED
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@@ -127,15 +127,14 @@ def train_finrl_agent(config: dict, train_data: pd.DataFrame, test_data: pd.Data
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logger.info("Starting FinRL agent training")
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# Create FinRL agent
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-
finrl_config = FinRLConfig(**config['finrl'])
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agent = FinRLAgent(finrl_config)
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# Train the agent
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training_result = agent.train(
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data=train_data,
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-
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-
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eval_data=test_data
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)
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logger.info(f"Training completed: {training_result}")
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@@ -149,27 +148,31 @@ def train_finrl_agent(config: dict, train_data: pd.DataFrame, test_data: pd.Data
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return agent
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-
def evaluate_agent(agent: FinRLAgent, test_data: pd.DataFrame) -> dict:
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"""Evaluate the trained agent"""
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logger.info("Evaluating FinRL agent")
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| 156 |
# Evaluate on test data
|
| 157 |
-
evaluation_results = agent.evaluate(test_data)
|
| 158 |
|
| 159 |
logger.info(f"Evaluation results: {evaluation_results}")
|
| 160 |
|
| 161 |
return evaluation_results
|
| 162 |
|
| 163 |
|
| 164 |
-
def generate_predictions(agent: FinRLAgent, test_data: pd.DataFrame) -> list:
|
| 165 |
"""Generate trading predictions"""
|
| 166 |
logger.info("Generating trading predictions")
|
| 167 |
|
| 168 |
-
|
| 169 |
|
| 170 |
-
|
| 171 |
-
|
| 172 |
-
|
|
|
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|
|
|
|
|
|
|
|
|
| 173 |
|
| 174 |
|
| 175 |
def plot_results(test_data: pd.DataFrame, predictions: list, evaluation_results: dict):
|
|
@@ -182,16 +185,17 @@ def plot_results(test_data: pd.DataFrame, predictions: list, evaluation_results:
|
|
| 182 |
# Plot 1: Price and predictions
|
| 183 |
axes[0].plot(test_data.index, test_data['close'], label='Close Price', alpha=0.7)
|
| 184 |
|
| 185 |
-
# Mark buy/sell signals
|
| 186 |
-
|
| 187 |
-
|
| 188 |
-
|
| 189 |
-
|
| 190 |
-
|
| 191 |
-
|
| 192 |
-
|
| 193 |
-
|
| 194 |
-
|
|
|
|
| 195 |
|
| 196 |
axes[0].set_title('Price Action and Trading Signals')
|
| 197 |
axes[0].set_ylabel('Price')
|
|
@@ -236,23 +240,30 @@ def print_summary(evaluation_results: dict, predictions: list):
|
|
| 236 |
print("FINRL TRADING SYSTEM SUMMARY")
|
| 237 |
print("="*60)
|
| 238 |
|
| 239 |
-
|
| 240 |
-
|
| 241 |
-
|
| 242 |
-
|
| 243 |
-
|
| 244 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
| 245 |
|
| 246 |
# Trading statistics
|
| 247 |
-
|
| 248 |
-
|
| 249 |
-
|
| 250 |
-
|
| 251 |
-
|
| 252 |
-
|
| 253 |
-
|
| 254 |
-
|
| 255 |
-
|
|
|
|
|
|
|
|
|
|
| 256 |
|
| 257 |
print("\n" + "="*60)
|
| 258 |
|
|
@@ -273,10 +284,10 @@ def main():
|
|
| 273 |
agent = train_finrl_agent(config, train_data, test_data)
|
| 274 |
|
| 275 |
# Evaluate agent
|
| 276 |
-
evaluation_results = evaluate_agent(agent, test_data)
|
| 277 |
|
| 278 |
# Generate predictions
|
| 279 |
-
predictions = generate_predictions(agent, test_data)
|
| 280 |
|
| 281 |
# Create visualizations
|
| 282 |
plot_results(test_data, predictions, evaluation_results)
|
|
|
|
| 127 |
logger.info("Starting FinRL agent training")
|
| 128 |
|
| 129 |
# Create FinRL agent
|
| 130 |
+
finrl_config = FinRLConfig(**{k: v for k, v in config['finrl'].items() if k in FinRLConfig.__dataclass_fields__})
|
| 131 |
agent = FinRLAgent(finrl_config)
|
| 132 |
|
| 133 |
# Train the agent
|
| 134 |
training_result = agent.train(
|
| 135 |
data=train_data,
|
| 136 |
+
config=config,
|
| 137 |
+
total_timesteps=config['finrl']['training']['total_timesteps']
|
|
|
|
| 138 |
)
|
| 139 |
|
| 140 |
logger.info(f"Training completed: {training_result}")
|
|
|
|
| 148 |
return agent
|
| 149 |
|
| 150 |
|
| 151 |
+
def evaluate_agent(agent: FinRLAgent, test_data: pd.DataFrame, config: dict) -> dict:
|
| 152 |
"""Evaluate the trained agent"""
|
| 153 |
logger.info("Evaluating FinRL agent")
|
| 154 |
|
| 155 |
# Evaluate on test data
|
| 156 |
+
evaluation_results = agent.evaluate(test_data, config)
|
| 157 |
|
| 158 |
logger.info(f"Evaluation results: {evaluation_results}")
|
| 159 |
|
| 160 |
return evaluation_results
|
| 161 |
|
| 162 |
|
| 163 |
+
def generate_predictions(agent: FinRLAgent, test_data: pd.DataFrame, config: dict) -> list:
|
| 164 |
"""Generate trading predictions"""
|
| 165 |
logger.info("Generating trading predictions")
|
| 166 |
|
| 167 |
+
prediction_results = agent.predict(test_data, config)
|
| 168 |
|
| 169 |
+
if prediction_results['success']:
|
| 170 |
+
predictions = prediction_results['actions']
|
| 171 |
+
logger.info(f"Generated {len(predictions)} predictions")
|
| 172 |
+
return predictions
|
| 173 |
+
else:
|
| 174 |
+
logger.error(f"Prediction failed: {prediction_results['error']}")
|
| 175 |
+
return []
|
| 176 |
|
| 177 |
|
| 178 |
def plot_results(test_data: pd.DataFrame, predictions: list, evaluation_results: dict):
|
|
|
|
| 185 |
# Plot 1: Price and predictions
|
| 186 |
axes[0].plot(test_data.index, test_data['close'], label='Close Price', alpha=0.7)
|
| 187 |
|
| 188 |
+
# Mark buy/sell signals only if predictions are available
|
| 189 |
+
if predictions:
|
| 190 |
+
buy_signals = [i for i, pred in enumerate(predictions) if pred == 2]
|
| 191 |
+
sell_signals = [i for i, pred in enumerate(predictions) if pred == 0]
|
| 192 |
+
|
| 193 |
+
if buy_signals:
|
| 194 |
+
axes[0].scatter(test_data.index[buy_signals], test_data['close'].iloc[buy_signals],
|
| 195 |
+
color='green', marker='^', s=100, label='Buy Signal', alpha=0.8)
|
| 196 |
+
if sell_signals:
|
| 197 |
+
axes[0].scatter(test_data.index[sell_signals], test_data['close'].iloc[sell_signals],
|
| 198 |
+
color='red', marker='v', s=100, label='Sell Signal', alpha=0.8)
|
| 199 |
|
| 200 |
axes[0].set_title('Price Action and Trading Signals')
|
| 201 |
axes[0].set_ylabel('Price')
|
|
|
|
| 240 |
print("FINRL TRADING SYSTEM SUMMARY")
|
| 241 |
print("="*60)
|
| 242 |
|
| 243 |
+
if evaluation_results.get('success', False):
|
| 244 |
+
print(f"Algorithm: {evaluation_results.get('algorithm', 'Unknown')}")
|
| 245 |
+
print(f"Total Return: {evaluation_results.get('total_return', 0):.2%}")
|
| 246 |
+
print(f"Final Portfolio Value: ${evaluation_results.get('final_portfolio_value', 0):,.2f}")
|
| 247 |
+
print(f"Total Reward: {evaluation_results.get('total_reward', 0):.4f}")
|
| 248 |
+
print(f"Sharpe Ratio: {evaluation_results.get('sharpe_ratio', 0):.4f}")
|
| 249 |
+
print(f"Number of Trading Steps: {evaluation_results.get('steps', 0)}")
|
| 250 |
+
print(f"Max Drawdown: {evaluation_results.get('max_drawdown', 0):.2%}")
|
| 251 |
+
else:
|
| 252 |
+
print(f"Evaluation failed: {evaluation_results.get('error', 'Unknown error')}")
|
| 253 |
|
| 254 |
# Trading statistics
|
| 255 |
+
if predictions:
|
| 256 |
+
buy_signals = sum(1 for pred in predictions if pred == 2)
|
| 257 |
+
sell_signals = sum(1 for pred in predictions if pred == 0)
|
| 258 |
+
hold_signals = sum(1 for pred in predictions if pred == 1)
|
| 259 |
+
|
| 260 |
+
print(f"\nTrading Signals:")
|
| 261 |
+
print(f" Buy signals: {buy_signals}")
|
| 262 |
+
print(f" Sell signals: {sell_signals}")
|
| 263 |
+
print(f" Hold signals: {hold_signals}")
|
| 264 |
+
print(f" Total signals: {len(predictions)}")
|
| 265 |
+
else:
|
| 266 |
+
print(f"\nNo trading predictions available")
|
| 267 |
|
| 268 |
print("\n" + "="*60)
|
| 269 |
|
|
|
|
| 284 |
agent = train_finrl_agent(config, train_data, test_data)
|
| 285 |
|
| 286 |
# Evaluate agent
|
| 287 |
+
evaluation_results = evaluate_agent(agent, test_data, config)
|
| 288 |
|
| 289 |
# Generate predictions
|
| 290 |
+
predictions = generate_predictions(agent, test_data, config)
|
| 291 |
|
| 292 |
# Create visualizations
|
| 293 |
plot_results(test_data, predictions, evaluation_results)
|
models/.gitkeep
ADDED
|
File without changes
|
plots/.gitkeep
ADDED
|
File without changes
|
CURSOR_PR_REVIEW_GUIDE.md → scripts/CURSOR_PR_REVIEW_GUIDE.md
RENAMED
|
File without changes
|
HUGGINGFACE_PROTECTION.md → scripts/HUGGINGFACE_PROTECTION.md
RENAMED
|
File without changes
|
review_dependabot_prs.sh → scripts/review_dependabot_prs.sh
RENAMED
|
File without changes
|
review_log.txt → scripts/review_log.txt
RENAMED
|
File without changes
|
setup_branch_protection.sh → scripts/setup_branch_protection.sh
RENAMED
|
File without changes
|