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AI4Finance-Foundation / FinRL

FinRL: Financial Reinforcement Learning. 🔥
https://ai4finance.org
MIT License
9.61k stars 2.33k forks source link

Agent Deployment #61

Closed parrondo closed 3 years ago

parrondo commented 3 years ago

Hi,

Congrat for this great work. I have a questions: How are you thinking to deploy these agents for paper trading or production (that is with real streaming price)?

Thank you

YangletLiu commented 3 years ago

Two ways: 1. save model, and load it for testing; 2. Build a virtual environment with APIs for paper trading, so that it can be tested with streaming in data. Any thought from your end? We would like to make it easier to use, also welcome contributions from the community. Thx.

parrondo commented 3 years ago

Well, I was thinking about something more stable and scalable. We must remember that final goal is to place orders in a broker platform. I am working in a solution based on Ray. Ray Serve's Python API is framework independent and allows you to use the same framework in which you trained your model. Ray Serve runs over Ray which is vendor neutral and has built-in support for deployment on public clouds (AWS, GCP, Azure) and even in Kubernetes, YARN or SLURM, as well as on local machines.

If you are interested in this solution, let me know how I could contribute.

YangletLiu commented 3 years ago

Agree that "final goal is to place orders in a broker platform". Ray RLlib is very good! In our group, we discussed a lot about it. And very interested in creating an integrated module for such a support.

YangletLiu commented 3 years ago

Based on some previous testings on Ray RLlib, we also believe that Ray RLlib is much faster in training (especially on cloud clusters, we tested it on a few nodes, not tens or hundreds of nodes). Would it be possible to have a solution on cloud: training on a cloud and testing by connecting with finance APIs? Let me know your thoughts, I believe Ray RLlib is a big one and may need some efforts. Would you like to join the slack channel and discuss with others too? Here is the link: https://app.slack.com/client/T01GYDU6KB6/C01KAPTH540

parrondo commented 3 years ago

Thank you hust512. Yes I would like to join the slack channel but the link is not working for me. ¿Which is the name of your slack channel?

YangletLiu commented 3 years ago

The slack channel is called: AI4FInance You may it at this top of the readme file: https://github.com/AI4Finance-LLC/FinRL-Library