Repo with refactored code and Binance provider

Ivsxk / RAT

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Repo with refactored code and Binance provider #13

Open louisoutin opened 3 years ago

louisoutin commented 3 years ago

Hey guys,

I did a fork of that project and made the following changes:

update to last python/pandas/torch version
Refactored the single file main.py into distinct python modules
Moving from Poloniex data provider to Binance
pip installable package
experiment with train / val / test defined in a clearer way in the input configs.

Here is the repo: https://github.com/louisoutin/rat_crypto_trader

I didn't manage to get portfolio values greater than 1 for the moment (as this post mention too: https://github.com/Ivsxk/RAT/issues/8).

diyano commented 3 years ago

hey, louisoutin as we know, there is no holy grail in trading...... what the big diff between nlp&CV and live trading is: the market is changing its distribution, but the sentences or images not. so I suggest you to do some walk forward test instead of traditional train, val, test.

louisoutin commented 3 years ago

Hey Diyano, Thanks for the feedback/tips. You are totally right, this is the whole challenge with trading data, I'll implement the walk forward test in my repo soon.

sergis4ake commented 7 months ago

Hi louisoutin,

Do you thing that we have any chances to get profitable model with novel Attention/Transformers architectures?

I am currently developing a RL model for trading cryptocurrencies. For now, i'm at the first steps building a consistent approach, i.e. valuable reward function, kind of actions spaces, kinds of state spaces, etc.

I appreciate your help.