henryzhongsc / half_tael_dqn Goto Github PK
View Code? Open in Web Editor NEWA (very amateur) foreign exchange trading bot utilizing CNN + DQN.
License: Other
A (very amateur) foreign exchange trading bot utilizing CNN + DQN.
License: Other
Mostly regarding the 3 * 3200
output in CNN with 889
rows of trial data (300 rows for train and 300 rows for test for fast debug). To reproduce:
_account_name = 'DQN_v3.0_trial_data_899_line'
_currency_balance = {'USD': 0, 'EUR': 100000, 'GBP': 0}
_from = "2018-04-13T18:30:00Z"
# _to = "2018-04-19T03:27:00Z" # 4800 rows.
_to = "2018-04-16T09:30:00Z" # 904 rows
_interval = "M1"
TI_train = TI.Trade_Interface(_account_name, _currency_balance, _from, _to, _interval)
train_interface.py
.RL_brain.py
, FX_env.py
, and model_interface.py
.Generate documentation to explain the design of trial_DQN v1.0 for future refactor to compliant with virtual trading platform v1.0.
Understanding the fundamental of DQN.
Reference:
Develop a set of evaluation functions to evaluate the status (weight) of certain metrics introduced in Anita folder.
Such functions should take _time
, _currency_pair
, _volume
, trade_action
(long, short, hold) and any other necessary parameters (e.g. historical trade_log
) as inputs and return a float
number between -1
to 1
as a reflection of the status of such metrics at this particular position.
Base on the Anita Folder.
🔰 User Manual for trade_interface.py
oanda_config.py
.🔰 User Manual for anita_interface.py
Influence the reward design of half_tael_v4.0.
Reference:
To list out the future direction(s) of this project.
Improving CNN:
strides
, filter
, etc.Different model before DQN:
Improve Anita:
Improve OANDA communication:
Deploy:
cost_graph
output.Ref.
Separate as:
model_interface.py
: for the main loop and FX
, DQN
, and Trade_Interface
instance building.train_interace.py
: a clean entry point of the program.model_config.py
: configuration for run_model()
, FX
, DQN
, Trade_Interface
input.oanda_config.py
(originally config.py
): configuration for Oanda API connection.Develop a set of evaluation functions to evaluate the status (weight) of certain metrics introduced in Anita folder.
Such functions should take _time
, _currency_pair
, _volume
, trade_action
(long, short, hold) and any other necessary parameters (e.g. historical trade_log
and market info from oanda_interface.py
) as inputs and return a float
number between -1
to 1
as a reflection of the status of such metrics at this particular position.
closed due to contributor exited the program, task will be handled
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