Code Monkey home page Code Monkey logo

t-bot's Introduction

t-bot

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/

Scripts

  • 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.

Bets model so far

  • 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.

Data

The provided data is sampled with a 1 minute resolution.

Parameters

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.

Charts

t-bot's People

Contributors

fm94 avatar

Watchers

Alexander Hartl avatar  avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.