pythonlessons / FinRock

Reinforcement Learning package for Finance

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FinRock

Reinforcement Learning package for Finance

Environment Structure:

Install requirements:

pip install -r requirements.txt
pip install pygame
pip install .

Create sinusoid data:

python bin/create_sinusoid_data.py

Train RL (PPO) agent on discrete actions:

experiments/training_ppo_sinusoid.py

Test trained agent (Change path to the saved model):

experiments/testing_ppo_sinusoid.py

Environment Render:

Links to YouTube videos:

TODO:

  • Train model on continuous actions (control allocation percentage)
  • Add more indicators
  • Add more metrics
  • Add more reward functions
  • Add more scalers
  • Train RL agent on real data
  • Add more RL algorithms
  • Refactor rendering, maybe move to browser?

About

Reinforcement Learning package for Finance

License:Apache License 2.0


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