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Reinforcement Learning for trading securities

Note: Please Document any changes before requesting a commit to the master repo

For more details contact: [email protected]

Dir Structure

  • ./config.ini : contains configuration
  • ./data / : Location of input files (change input location in config)
  • ./env/securities_trading_env.py : Env for agent
  • ./modules/preprocessing.py : Making concat.csv
  • ./main.py : Driver code
  • ./save/ : Location for saved models

Flag Information

  • "-l", "--load" default = "no_path" --> Only load the model
  • "-v", "--verbose" default = 1 --> Flag for verbose either 1 or 0

To-Do:

  • general-
    • reward = net worth ?
    • add a feature to run multiple bots
  • env-
    • Add Connection to RabbitMQ

Fixed/ Done

  • general-
    • Moved policy to config file
    • Added TF3
    • Added option to start agent with a specified observation window in config.ini
    • Added config.ini to reduce the number of flags
    • Added Hold Option
    • Create basic GYM environmet for trading securities
    • Added stable baselines for RL
    • Added flags for model selction
    • Added ability to save models with unique key based on time and date

Parent GitHub Link for archives and version control: https://github.com/gskishan004/Reinforcement-Learning-for-trading-securities

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