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dvampire / earnmore Goto Github PK

License: MIT License

Python 99.91% Shell 0.09%

earnmore's Introduction

EarnMore

conda install pytorch==1.13.0 torchvision==0.14.0 torchaudio==0.13.0 pytorch-cuda=11.7 -c pytorch -c nvidia
git clone https://github.com/microsoft/qlib.git && cd qlib
python setup.py install
cd ..
pip install -r requirements.txt

RUN

1. make scripts
sh tools/pipeline_mask_sac_dj30_example.sh

2. make pipeline
python tools/pipeline.py

3. run pipeline
sh tools/pipeline.sh

References

ElegantRL: https://github.com/AI4Finance-Foundation/ElegantRL

RL-Adventure: https://github.com/higgsfield/RL-Adventure

Qlib: https://github.com/microsoft/qlib

Citing EarnMore

@inproceedings{zhang2024reinforcement,
    title={Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools}, 
    author={Wentao Zhang and Yilei Zhao and Shuo Sun and Jie Ying and Yonggang Xie and Zitao Song and Xinrun Wang and Bo An},
    booktitle={The Web Conference 2024},
    year={2024},
}

earnmore's People

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xinyucai137 free2dog mr-nobody-dey giyeongyoon zenithez

earnmore's Issues

A quick question

Hi,

I saw you re-publish this repo, is there any different compared to this https://github.com/DVampire/PortfolioManagement

Also, just a quick question, is the idea of Maskable mean that we could input any stocks and it returns a weight vector? Or we still need to train and infer the same stocks with fixed ordering?

Thank you.

TD 3 is not works well

i can't run TD3 agent in this porject is there any suggestion?

May I ask which config is the experiment you presented in your paper?

Did anyone find this model working?

I have trained many RL models for stock PM, but none worked till now.

i can't find pipeline.py

i can't find pipeline.py evenif i execueted first commend that sh tools/pipeline_mask_sac_dj30_example.sh

i have some problems

Could you please share the training model for the data used in your paper? i want to check actions from agent

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