lucasfbn Reddit-Sentiment-Reinforcement-Learning issues

lucasfbn / Reddit-Sentiment-Reinforcement-Learning

Stock trading using Reddit sentiment data and reinforcement learning.

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Implement day-wise indexing for dataset

#165 lucasfbn closed 2 years ago
0
Implement walk forward validation

#164 lucasfbn opened 2 years ago
0
Implemented new data handler

#163 lucasfbn closed 2 years ago
0
Reward function 2

#162 lucasfbn closed 2 years ago
0
Make disabeling model checkpoint saving an argument in training

#161 lucasfbn closed 2 years ago
1
Stocks multi input nn

#160 lucasfbn closed 2 years ago
0
Remove linear layer from constants extractor in portfolio multi input network

#159 lucasfbn opened 2 years ago
0
Change data format and implement a data loader (yield) such that multiple runs can be run in parallel easily

#158 lucasfbn closed 2 years ago
1
Tune PPO

#157 lucasfbn opened 2 years ago
1
Tune network

#156 lucasfbn opened 2 years ago
0
Tune reward

#155 lucasfbn closed 2 years ago
2
Wandb migration

#154 lucasfbn closed 2 years ago
0
Multi input nn

#153 lucasfbn closed 2 years ago
0
Implemented multi input network/policy/env

#152 lucasfbn closed 2 years ago
0
Use multi-head network to not pass inventory state as a static timeseries

#151 lucasfbn closed 2 years ago
0
Use multi-head network to not have to pass probability, inventory state and number of trades left to the cnn as a static timeseries

#150 lucasfbn closed 2 years ago
1
Implement tracking

#149 lucasfbn closed 2 years ago
2
Portfolio optimization approach

#148 lucasfbn closed 2 years ago
0
Return positive reward when action = 0 prevents a negative reward

#147 lucasfbn closed 2 years ago
1
Make sure the reward is negative when episode end is forced (and that the reward is positive if episode end is not forced)

#146 lucasfbn closed 2 years ago
1
Randomize start point in list of sequences

#145 lucasfbn closed 2 years ago
0
Discount reward based on days cash bound

#144 lucasfbn closed 2 years ago
0
End episode if n_trades = 0?

#143 lucasfbn closed 2 years ago
0
Check if dataiter of stock train is also functioning as expected

#142 lucasfbn opened 2 years ago
0
Check if the interaction between reset() and step() is correct with regard to the data iterator returning the same state when reseting that is being processed in step

#141 lucasfbn closed 2 years ago
1
Make script to merge data and evaluated sequence

#140 lucasfbn closed 2 years ago
0
Migration new ticker and sequence objects

#139 lucasfbn closed 2 years ago
0
Dataset generation yield different files when run again at a later point

#138 lucasfbn opened 2 years ago
1
Check price_data tests

#137 lucasfbn closed 2 years ago
1
Develop portfolio optimization approach

#136 lucasfbn closed 2 years ago
1
Optimize layer (dropout)

#135 lucasfbn opened 2 years ago
0
Optimize number of layers

#134 lucasfbn opened 2 years ago
0
Optimize filter size

#133 lucasfbn opened 2 years ago
1
Combine 1D-CNN with GRU

#132 lucasfbn opened 2 years ago
0
Take feature extractor (CNN) from single stock agent, use different NN after and train on portfolio optimization

#131 lucasfbn opened 2 years ago
0
Custom price intervals

#130 lucasfbn opened 2 years ago
0
Implemented evaluation environment, closes #121, closes #127

#129 lucasfbn closed 2 years ago
0
Refactor handling of state extender in eval env

#128 lucasfbn closed 2 years ago
0
Implemented state extending

#127 lucasfbn closed 2 years ago
0
Implement tracker for eval env

#126 lucasfbn closed 2 years ago
0
Exclude non-tradeable sequences from training, as they will also be excluded from evaluating

#125 lucasfbn closed 2 years ago
0
Optimize network architecture

#124 lucasfbn opened 2 years ago
3
Optimize policy hyperparameter

#123 lucasfbn opened 2 years ago
0
Add buy/sell/hold signals from agent to dashboard

#122 lucasfbn closed 2 years ago
0
Implement eval environment

#121 lucasfbn closed 2 years ago
0
ROADMAP

#120 lucasfbn opened 2 years ago
0
Swaps from tensorforce to stable baselines 3

#119 lucasfbn closed 2 years ago
0
Eval has to be build in a few such that the inventory state can be updated

#118 lucasfbn closed 2 years ago
1
Normalize with StandardScaler instead of MinMaxScaler

#117 lucasfbn opened 2 years ago
0
Use different implementation? (for instance: Stable Baselines)

#116 lucasfbn closed 2 years ago
0