PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
Hello,
I have been trying to code the live trader, but 1 issue facing me is how to get live poloniex data while using the classes already implemented, of course i can hardcode 'generate_history_matrix' of the trader class to create the [3,11,31] data every tick manually but i am asking for the right way of doing it using the config settings since i didn't understand it.
i mean how to automate pulling the live data in sync. with the database.
Sorry for too much questions.
Regards
Greetings,
There hasn't been a method that stores live data and gives input to the agent at the same time yet.
But you can implement it by yourself if you pleased to do so.
Hello, I have been trying to code the live trader, but 1 issue facing me is how to get live poloniex data while using the classes already implemented, of course i can hardcode 'generate_history_matrix' of the trader class to create the [3,11,31] data every tick manually but i am asking for the right way of doing it using the config settings since i didn't understand it.
i mean how to automate pulling the live data in sync. with the database. Sorry for too much questions. Regards