lucasfbn Reddit-Sentiment-Reinforcement-Learning issues

lucasfbn / Reddit-Sentiment-Reinforcement-Learning

Stock trading using Reddit sentiment data and reinforcement learning.

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When predicting AND using state extender, the state doesn't get extended since it is not called

#115 lucasfbn closed 2 years ago
1
Add bool whether stock are bought or not, then only yield negative reward if agent is buying again (?)

#114 lucasfbn closed 2 years ago
1
Implement more complex model

#113 lucasfbn closed 2 years ago
0
Read about reward shaping: http://luthuli.cs.uiuc.edu/~daf/courses/games/AIpapers/ml99-shaping.pdf

#112 lucasfbn closed 2 years ago
1
Shift reward by a constant such that each reward is positive

#111 lucasfbn closed 2 years ago
1
Randomely sample actions, evaluate them and form a supervised learning dataset this way

#110 lucasfbn closed 2 years ago
1
Transpose sequences for use in 1D-CNN

#109 lucasfbn closed 2 years ago
0
META: Implement working RL agent

#108 lucasfbn closed 2 years ago
1
Idea: Instead of scaling the sentiment data daywise we could just scale the number of posts/score daywise (additionally to scaling ticker wise). This could represent the "traffic" (in relation to the overall traffic) well enough and we do not have to confuse the data with weirdly scaled sentiment data.

#107 lucasfbn opened 3 years ago
0
META: Find optimal params for preprocessing

#106 lucasfbn closed 2 years ago
0
Move mlflow dir to other harddrive

#105 lucasfbn closed 3 years ago
2
Idea: Grant fraction of margin as reward when holding

#104 lucasfbn closed 2 years ago
3
Ticker AA has sentiment data although num_posts is 0

#103 lucasfbn closed 3 years ago
1
Idea: Reward holding when previous buy, neg reward buying at a higher price when already bought before

#102 lucasfbn closed 2 years ago
1
Ray doesn't close processes after finished.

#101 lucasfbn closed 3 years ago
0
Implemented report mechanism that creates a .pdf file for each stock showing predicted buy/sell/hold signals

#100 lucasfbn closed 3 years ago
0
Implement key figures that show the quality of the RL runs

#99 lucasfbn closed 3 years ago
2
Check whether removing the probabilities via tracked tensors speeds up the predict method (see comment)

#98 lucasfbn closed 3 years ago
1
Potential bug: Len of sequences not checked (several sequences with len=1)

#97 lucasfbn closed 3 years ago
2
Potential bug: Value in state below zero

#96 lucasfbn closed 3 years ago
2
BLOCKER: Ideas

#95 lucasfbn closed 2 years ago
2
Test PR

#94 lucasfbn closed 3 years ago
0
Exclude ticker with false (yahoo) data

#93 lucasfbn closed 2 years ago
1
Investitage paper to further align training- and evaluation environment

#92 lucasfbn closed 3 years ago
2
Fix logging in env

#91 lucasfbn closed 3 years ago
1
Add additional evaluation metrics (sharpe ratio, sortino ratio, cumulative return, maximum drawdown)

#90 lucasfbn opened 3 years ago
0
Idea: make number of bought shares a learnable param

#89 lucasfbn opened 3 years ago
1
Alter the training and/or evaluation environment to align those environments

#88 lucasfbn closed 3 years ago
3
Add sell date to actions.csv

#87 lucasfbn opened 3 years ago
0
Only allow to buy stocks that haven't been bought before?

#86 lucasfbn closed 2 years ago
1
Find alternative to yahoo finance

#85 lucasfbn opened 3 years ago
1
Fix loading of old state

#84 lucasfbn closed 3 years ago
0
Regarding continuous evaluation reward improvements and high probabilities of the agents.

#83 lucasfbn closed 3 years ago
2
Examine impact of the number of episodes on the result

#82 lucasfbn closed 3 years ago
1
Check whether rewards after the first episodes is continous

#81 lucasfbn closed 3 years ago
2
Check whether it is possible to parallelize the evaluation in agent

#80 lucasfbn closed 3 years ago
0
Check what are those sales at the same price

#79 lucasfbn closed 3 years ago
1
Add Volume information to data

#78 lucasfbn closed 3 years ago
1
Check whether you can just continue training

#77 lucasfbn opened 3 years ago
1
Add information of remaining buys/cash to env

#76 lucasfbn closed 2 years ago
1
Add default json about the gaps for the given time period for each sentiment dataset

#75 lucasfbn closed 3 years ago
0
Fix experiement id changing after loading via mlflow api

#74 lucasfbn closed 3 years ago
1
Check why many ticker are being dropped during add_price() when live=True

#73 lucasfbn closed 3 years ago
1
Check why probability of model output is (close to) 100%

#72 lucasfbn closed 3 years ago
4
Add: Number of examples filtered (relatively)

#71 lucasfbn closed 3 years ago
1
Add: Time elapsed to log

#70 lucasfbn closed 3 years ago
0
It seems like there is a difference between the return value of the preprocessing pipeline and the object that is returned after pickling it. This leads to the NN not learning anything.

#69 lucasfbn closed 3 years ago
1
Implement pipeline param update check

#68 lucasfbn closed 3 years ago
0
Proposal: Switch Prefect to own implementation

#67 lucasfbn closed 3 years ago
5
Decide whether we want to use data which has no sentiment data on the current day when running live

#66 lucasfbn closed 3 years ago
1

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