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Ceruleanacg / Personae

📈 Personae is a repo of implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.
MIT License
1.33k stars 335 forks source link

Add Forex data and continuous LIVE training , validation and trading piece #23

Open developeralgo8888 opened 6 years ago

developeralgo8888 commented 6 years ago

Please add forex data and live online feed e.g Interactive Brokers through Backtrader which has inbuilt backtesting with connection for live trading and data feeds ( Forex, Stocks, Futures, CFDs, ETF, Options, Commodities , etc ) from interactive brokers .

Continuous Live Market Data Feed from IB ==> Features generation & data procession on the fly ==> Personae ==> Continuous RL Prediction or Signal generation ==> Trade long or short through IB ( Timeframes -- 1Min, 5Min, 15Min, 30Min, 1H, 4H, Daily )

You can test using Interactive brokers Demo account

Ceruleanacg commented 5 years ago

I'm sorry that I was too busy these days, I just started an internship, maybe there are almost no time maintaining this project these days, I will try to do that when this internship end, thank you for your advice!