This program trains an agent to learn the optimal asset allocation for cryptocurrencies using reinforcement learning. It also supports downloading datasets from Binance and automated trading on the Bybit platform.
Note that the reinforcement learning algorithm is based on the following paper:
Z.Jiang, J.Liang, "Cryptocurrency Portfolio Management with Deep Reinforcement Learning", https://arxiv.org/pdf/1612.01277.pdf
cargo run --bin preprocess
cargo run --bin train
cargo run --bin bybit
Please also see settings.json
.