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AminHP / gym-anytrading

The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)
MIT License
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Multi-asset datasets #32

Closed woj-i closed 3 years ago

woj-i commented 3 years ago

Do you plan to support multi-asset datasets?

AminHP commented 3 years ago

What do you mean by "multi-asset datasets"? Can you explain your thoughts a bit more?

woj-i commented 3 years ago

I mean multiple stock in one dataset, like I put Amazon, MS, Uber in one dataset and learning process and decisions are made on all assets at particular point in time. Definition: https://www.investopedia.com/terms/m/multiasset_class.asp Example: https://github.com/Kismuz/btgym/blob/master/examples/multi_discrete_setup_intro.ipynb More complex example of portfolio optimization: https://github.com/Kismuz/btgym/blob/master/examples/portfolio_setup_BETA.ipynb

toksis commented 3 years ago

This only trains for a single stock.

AminHP commented 3 years ago

Sorry for my late response. I think this can be a valuable feature. I also have some ideas to implement it, but unfortunately, I don't have enough time for that at the moment.

Thanks for the suggestion. It will be the next feature to implement.

lasys commented 3 years ago

Any progress?

AminHP commented 3 years ago

I decided to leave this project as is, because it's simple and suitable for beginners. But I'm working on a new project to support such features and will publish it in a few months.

QuantumCrazy commented 3 years ago

Hi @AminHP are you planning on making an env suitable for crypto?

AminHP commented 3 years ago

Hi @QuantumCrazy

I think the forex env is suitable. For example, you can use BTC/USD or ETH/BTC pairs.

AminHP commented 3 years ago

I just released a new project that supports the required features. @woj-i @toksis @lasys @QuantumCrazy

https://github.com/AminHP/gym-mtsim