Giter VIP home page Giter VIP logo

tradingrrl's Introduction

tradingrrl

Implementations of FX trading with RRL following "Stock Trading with Recurrent Reinforcement Learning (RRL)".

Contents

  • 01_python: Implementation with python.
  • 02_cython: Implementation with cython.
  • 03_cpp: Implementation with c++.
  • 04_cython_cppwraper: Implementation with cython wrapping c++.
  • 05_mql: Implementation with mql.
  • 06_ga_optimizer: Use GA for optimizing sharps's ratio with deap in 04_cython_cppwraper.
    • deap is a GA framework in Python. The documentation of deap is here.
  • data: Including USDJPY 30 minute chart data output from MT4.
  • Each directory include README.md. You can follow it.

Reference

tradingrrl's People

Contributors

darden1 avatar

Watchers

James Cloos avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.