Deep Reinforcement Learning for Crypto Trading

This repository accompanies my blog series: https://medium.com/@sane.ai/deep-reinforcement-learning-for-crypto-trading-72c06bb9b04c

Part 0: Introduction

Set up:
git clone https://github.com/xkaple00/deep-reinforcement-learning-for-crypto-trading.git
cd deep-reinforcement-learning-for-crypto-trading
conda env create -f environment.yml

Add your API keys to keys.py

Part 1: Data preparation

Jupyter:
dataset.ipynb

Part 2: Strategy:

Environment:
./envs/training_env.py

Part 3: Training

Command to start training:
python train.py

Tensorboard logs example:
https://drive.google.com/file/d/12IyS3PKTx0KQr-J28vYOYJon5qpIRhsB/view

Part 4: Backtesting

Jupyter notebook:
backtest.ipynb