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GeezerVison is showing github.com — GitHub - pythonlessons/FinRock: Reinforcement Learning package for Finance

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Tutorials
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experiments
experiments
 
 
finrock
finrock
 
 
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.gitignore
 
 
CHANGELOG.md
CHANGELOG.md
 
 
LICENSE
LICENSE
 
 
MANIFEST.in
MANIFEST.in
 
 
README.md
README.md
 
 
requirements.txt
requirements.txt
 
 
setup.py
setup.py
 
 

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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:

  • Introduction to FinRock package
  • Complete Trading Simulation Backbone
  • Training RL agent on Sinusoid data
  • Included metrics and indicators into environment

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?

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Reinforcement Learning package for Finance

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