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16 changes: 5 additions & 11 deletions CMakeLists.txt
Original file line number Diff line number Diff line change
Expand Up @@ -21,13 +21,10 @@ set(LIB_SOURCES
include/utils/Logger.cpp
include/utils/MathUtils.cpp)

add_library(executionrl_lib ${LIB_SOURCES})
target_include_directories(executionrl_lib PUBLIC include)
target_compile_definitions(executionrl_lib PRIVATE DATA_PATH="${CMAKE_SOURCE_DIR}/data/price_series.csv")
add_library(ExecutionRLLib ${LIB_SOURCES})

add_executable(ExecutionRL src/main.cpp)
target_link_libraries(ExecutionRL PRIVATE executionrl_lib)
target_include_directories(ExecutionRL PRIVATE include)
target_link_libraries(ExecutionRL PRIVATE ExecutionRLLib)

# === Tests ===
enable_testing()
Expand All @@ -36,12 +33,9 @@ add_executable(test_agent tests/test_agent.cpp)
add_executable(test_env tests/test_env.cpp)
add_executable(test_simulation tests/test_simulation.cpp)

target_link_libraries(test_agent PRIVATE executionrl_lib)
target_link_libraries(test_env PRIVATE executionrl_lib)
target_link_libraries(test_simulation PRIVATE executionrl_lib)
target_include_directories(test_agent PRIVATE include)
target_include_directories(test_env PRIVATE include)
target_include_directories(test_simulation PRIVATE include)
target_link_libraries(test_agent PRIVATE ExecutionRLLib)
target_link_libraries(test_env PRIVATE ExecutionRLLib)
target_link_libraries(test_simulation PRIVATE ExecutionRLLib)

add_test(NAME AgentTest COMMAND test_agent)
add_test(NAME EnvTest COMMAND test_env)
Expand Down
2 changes: 1 addition & 1 deletion include/core/ExecutionSimulator.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,7 @@ ExecutionSimulator::ExecutionSimulator(MarketEnvironment& env, QLearningAgent& a
: env(env), agent(agent) {}

void ExecutionSimulator::run(int episodes) {
for (int i = 0; i < episodes; ++i) {
for (int episode = 0; episode < episodes; ++episode) {
env.reset();
while (!env.isDone()) {
auto state = env.getState();
Expand Down
30 changes: 10 additions & 20 deletions include/env/MarketEnvironment.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -40,34 +40,24 @@ bool MarketEnvironment::isDone() const {
}

void MarketEnvironment::loadMarketData() {
std::ifstream file(DATA_PATH);
std::ifstream file("data/price_series.csv");
if (!file.is_open()) {
file.open("../data/price_series.csv");
}
std::string line;

prices.clear();

// Skip header line if present
if (std::getline(file, line)) {
if (line.find("price") == std::string::npos) {
std::stringstream ss(line);
std::string timestamp, priceStr;
if (std::getline(ss, timestamp, ',') && std::getline(ss, priceStr, ',')) {
prices.push_back(std::stod(priceStr));
}
}
}

while (std::getline(file, line)) {
std::stringstream ss(line);
std::string timestamp, priceStr;
if (std::getline(ss, timestamp, ',') && std::getline(ss, priceStr, ',')) {
try {
prices.push_back(std::stod(priceStr));
} catch (const std::exception& e) {
std::cerr << "Invalid price value: " << priceStr << "\n";
}
std::string first, second;
if (!std::getline(ss, first, ','))
continue;
if (!std::getline(ss, second, ','))
continue;
try {
prices.push_back(std::stod(second));
} catch (const std::invalid_argument&) {
// likely a header line, skip
}
}

Expand Down
2 changes: 1 addition & 1 deletion src/main.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,7 @@ int main() {
QLearningAgent agent(0.1, 0.9, 0.1); // alpha, gamma, epsilon

ExecutionSimulator simulator(env, agent);
simulator.run();
simulator.run(1000); // Run for 1000 episodes

return 0;
}