add liveplot, multiple output modes, avoid softmax

wassname / rl-portfolio-management

Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/1706.10059 (and an openai gym environment)

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add liveplot, multiple output modes, avoid softmax #6

Closed wassname closed 6 years ago

wassname commented 6 years ago

Add matplotlib notebook plotter liveplot of weights, price, performance

Add output modes, EIIE, atari, and MLP

Move MDD and sharpe to utils

Avoid forcing use of softmax since this balloons cost by constantly adjusting prices in hard to control ways