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mjuchli / ctc-executioner

Master Thesis: Limit order placement with Reinforcement Learning
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[Framework] Visualize execution #16

Closed mjuchli closed 6 years ago

mjuchli commented 6 years ago

In order to analyze executions and the involved order placements in greater detail, i think it makes sense to visualize the actions taken by the learner. An extended order book plot which shows order placements and the resulted rewards might help.

mjuchli commented 6 years ago
screen shot 2018-04-14 at 10 51 47

https://github.com/backender/ctc-executioner/commit/65b0ac68b7dbe01ffe431db7d570788843d435f7