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Kismuz / btgym

Scalable, event-driven, deep-learning-friendly backtesting library
https://kismuz.github.io/btgym/
GNU Lesser General Public License v3.0
988 stars 261 forks source link

RL example strategy #3

Closed Amarchuk closed 7 years ago

Amarchuk commented 7 years ago

Hi, thanks for another new great gym environment!

Its not actual issue, more like question: I am curious about actual RL trained strategies examples (not necessary profitable), because I didn't find any and OpenAI didn't pay much attention to financial gyms. It will be much easier to learn on existed examples how tune architecture or parameters. I would be very grateful if you point me out useful links if you know some. Thanks

Kismuz commented 7 years ago

@Amarchuk, Neither me. That's why I wrote this environment. There is an evident shortage of valuable information on this topic. Look at https://github.com/hackthemarket/gym-trading for some working examples.

Amarchuk commented 7 years ago

Thanks a lot @Kismuz!

You maybe also interested in https://github.com/Henry-bee/gym_trading, which is a modification of project you mention.