jake-aft / tradeflow

Preliminary attempt to model algorithmic trading tasks as directed acyclic graphs

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Instruments for easy algorithmic trading tasks modelling with dataflow graph approach.

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Makes heavy use of:

• Pythonflow library from Spotify guys: https://github.com/spotify/pythonflow

• Ray and RlLib libraries: https://github.com/ray-project/ray

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Main abstractions:

    Environment: {
                    API methods: {
                                    reset,
                                    step,
                                  },
                    Graph: {
                            Operations/Nodes: {
                                                Kernels
                                              },
                            States/edges
                           }
                  }

                

```