An example of Reinforcement Trading using OpenAI Baseline.

This is made by Adrian Portabales based on Mr. Peter Henry and inspired by Tito Ingargiola, hackthemarket.

There are some improvements in code:

• 4 States:

  • 0 = Holding the trade. Only recalculate reward
  • 1 = Buy
  • 2 = Sell
  • 3 = Close position

  The bot only operates with one open position at the same time.

• At the end of every episode, a test is run. The size of train and test set in train_split variable

• Now you can add more features (like indicators, momentums etc) with feature_engineering module.

https://github.com/AdrianP-/gym_trading/blob/master/Baseline%20DQN%20Gym_Trading%20Tutorial.ipynb

OpenAI Baseline: https://github.com/openai/baselines

Gym_trading by Peter Henry: https://github.com/Henry-bee/gym_trading/

Also, good thougths in Trading and Q learning: https://github.com/savourylie/Stock-Price-Forecaster

Thanks to all!

Requirements: -Pandas -Matplotlib -Numpy -gym -TA-Lib -baselines

This framework was built in Python 3.5.2

Twitter: @porta4k

Mail: [email protected]