Here is a look-ahead bias-free stochastic environment for reinforcement learning. The general idea here is to give the capacity to iterate through multiple episodes at the exact same time to dynamically train a trading agent on a high variation of prices.
We're assuming you already have pip and python installed. Assuming you do, install the environment using the following commands:
pip install -r requirements.txt
pip install -e . # this installs the setup.py file
To run the example seen in the blog, use the command from the root
to start the Reinforcement Learning Server.
python stochastic_agent/rl_server/server.py
You should see the RL Server start and it'll look like:
After running the reinforcement learning server, run the command:
python stochastic_agent/backtester/run.py
You'll be able to see exactly what was in the blog.