AdrianP- / Gym_trading
Licence: apache-2.0
Stars: ✭ 87
Programming Languages
python3
1442 projects
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OpenAI Gym for Trading With DQN OpenAI Baseline
An example of Reinforcement Trading using OpenAI Baseline.
This is made by Adrian Portabales based on Mr. Peter Henry and inspired by Tito Ingargiola, hackthemarket.
There are some improvements in code:
-
4 States:
- 0 = Holding the trade. Only recalculate reward
- 1 = Buy
- 2 = Sell
- 3 = Close position
The bot only operates with one open position at the same time.
-
At the end of every episode, a test is run. The size of train and test set in
train_splitvariable -
Now you can add more features (like indicators, momentums etc) with feature_engineering module.
Tutorial
https://github.com/AdrianP-/gym_trading/blob/master/Baseline%20DQN%20Gym_Trading%20Tutorial.ipynb
References
OpenAI Baseline: https://github.com/openai/baselines
Gym_trading by Peter Henry: https://github.com/Henry-bee/gym_trading/
Also, good thougths in Trading and Q learning: https://github.com/savourylie/Stock-Price-Forecaster
Thanks to all!
Requirements
Requirements: -Pandas -Matplotlib -Numpy -gym -TA-Lib -baselines
This framework was built in Python 3.5.2
Contact
Twitter: @porta4k
Mail: [email protected]
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