AI4Finance-Foundation / FinRL

FinRL: Financial Reinforcement Learning. 🔥
https://ai4finance.org
MIT License
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New feature request - support customs indicators and strategies #1227

Open asmdhabibullah opened 1 month ago

asmdhabibullah commented 1 month ago

New feature Look, it's not a problem but a possibility to use custom indicators.

I'm using FinRL almost three months and now a days I'm trying to understand the FinRL core functionalities to find the possibility of where I can contribute. Last couple of days ago I have created a financial strategy based on the "x" indicators which is not yet available in FinRL library.

Solution

  1. Create an Object which will responsible for custom (indicator/strategy)
  2. Finally can call the new object of "x" to the environment.

'''Like'''

FeatureEngineer(use_technical_indicator=True, tech_indicator_list=CUSTOM_INDICATORS, use_turbulence=True, user_defined_feature=False)

Alternatives To backtesting my strategy, I have to use different environments (Backtesting) but it's not support RL yet, so for this reason I have to create a RL own environment.

Additional context I believe, there are a lot of users who want to use this type of functionality.

after reading the code I found how to implement it. If you're agreeing with me to add this feature then I would love to work for it.