OpenAI Australia Stock Exchange (ASX) Gym Env

Open AI Gym Env for Australia Stock Exchange (ASX) Australia Stock Market Simulations

Historical stock data

Download the SQLite database and put in the asx_gym directory

this data contains 10 years historical stock data (updated till 2020-May)

.
├── LICENSE
├── README.md
├── asx_gym
│   ├── __init__.py
│   ├── db.sqlite3  <--- download db.sqlite3 and put here.
│   └── envs
│       ├── __init__.py

Update stock data and ASX index data

  python update_stock_data.py

This script retrieves new stock data and ASX index data. the data is updated weekly.

Update company Info

some time ,new companies may list on asx ,you may need to run this scripts to get new companies .

  python update_company_info.py

Installation

Install the OpenAI gym.

  pip install -r requirements.txt

Then install this package via

pip install -e .

Usage

from datetime import date
from logging import INFO

import gym
import asx_gym
# from agents.buy_and_keep_agent import BuyAndKeepAgent
from agents.random_agent import RandomAgent
from asx_gym.envs import AsxObservation

gym.logger.set_level(INFO)
start_date = date(2019, 5, 1)
simulate_company_list = [2, 3, 4, 5, 6, 44, 300, 67, 100, 200]
# simulate_company_list = [3]
env = gym.make("AsxGym-v0", start_date=start_date,
               simulate_company_list=simulate_company_list)
stock_agent = RandomAgent(env)
# stock_agent = RandomAgent(env, min_volume=100, max_volume=500)
# stock_agent = BuyAndKeepAgent(env, 3)

observation = env.reset()
for _ in range(200000 * 24):
    env.render()
    company_count = len(env.simulate_company_list)

    observation, reward, done, info = env.step(stock_agent.action())
    if done:
        env.insert_summary_images(30)
        observation = env.reset()
        stock_agent.reset()
    if observation is not None:
        asx_observation = AsxObservation(observation)
        print(asx_observation.to_json_obj())
        print(info)

env.close()