How to feed daily quote data to BTgym?

Kismuz / btgym

Scalable, event-driven, deep-learning-friendly backtesting library

https://kismuz.github.io/btgym/

GNU Lesser General Public License v3.0

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How to feed daily quote data to BTgym? #70

Closed aaron8tang closed 6 years ago

aaron8tang commented 6 years ago

I'm a newbie to BTgym, I just have EOD data and want to try BTgym. I'm not sure how to configure the parameters,such as start_weekdays,episode_duration,start_00 etc. . Could you please give a simple example to feed daily quote data to BTgym? Thanks in advance!

snipe75 commented 6 years ago

As far as I know, you should save recent stock prices into a csv. Then you can run the Guided A3C notebook and just replace the default dataset like so:

dataset = BTgymDataset( filename="YOUR FILE LOCATION\file.csv" ) Then you can view agent action in tensorboard. As far as getting the result back into python so you can manipulate it further.. I'd like to know how to do that as well.

aaron8tang commented 6 years ago

Thanks, I've figured it out.