A quick attempt to trade with Reinforcement Learning
Using Q-learning for training with a personalized reward scheme.
See: https://keras.io/examples/rl/deep_q_network_breakout/
learn.py
: used to build a model from provided data.evaluate.py
: trade on the provided data and return a plot.find_best.py
: trade on the provided data using all trained models and find the best one.
t-bot_112.h5
: trained on 14 days of ADA data using only the bet_USD column. It achieves 12% gain with 50% sampled selling and 9% without sampling.t-bot_163.h5
: same performance but perfrms better on a daily basis.
The provided data is sampled with a 1 minute resolution.
The various constants set in the learn script can be cahnged and are based on experimenting with the data. Currently, the used ones are the best performing.