PPO version
Browse files- fin_rl_PPO_v1.ipynb +5 -1
- fin_rl_PPO_v2.ipynb +0 -0
- fin_rl_a2c_v1.ipynb +60 -0
- fin_rl_a2c_v2.ipynb +0 -0
fin_rl_PPO_v1.ipynb
CHANGED
@@ -8,8 +8,12 @@
|
|
8 |
"source": [
|
9 |
"# This is what we learned on HF RL Unit1 adjusted to use crypto market data\n",
|
10 |
"\n",
|
|
|
|
|
11 |
"#### This code is based on the article \n",
|
12 |
-
"https://www.section.io/engineering-education/leveraging-openai-gym-and-the-anytrading-environment-for-trading
|
|
|
|
|
13 |
]
|
14 |
},
|
15 |
{
|
|
|
8 |
"source": [
|
9 |
"# This is what we learned on HF RL Unit1 adjusted to use crypto market data\n",
|
10 |
"\n",
|
11 |
+
"\n",
|
12 |
+
"\n",
|
13 |
"#### This code is based on the article \n",
|
14 |
+
"https://www.section.io/engineering-education/leveraging-openai-gym-and-the-anytrading-environment-for-trading/\n",
|
15 |
+
"\n",
|
16 |
+
"#### In this version I used PPO as a blackbox, I did not know how it works and I used the gym-anytrading, what was not a good env."
|
17 |
]
|
18 |
},
|
19 |
{
|
fin_rl_PPO_v2.ipynb
ADDED
The diff for this file is too large to render.
See raw diff
|
|
fin_rl_a2c_v1.ipynb
CHANGED
@@ -34638,6 +34638,66 @@
|
|
34638 |
"cell_type": "markdown",
|
34639 |
"metadata": {},
|
34640 |
"source": []
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
34641 |
}
|
34642 |
],
|
34643 |
"metadata": {
|
|
|
34638 |
"cell_type": "markdown",
|
34639 |
"metadata": {},
|
34640 |
"source": []
|
34641 |
+
},
|
34642 |
+
{
|
34643 |
+
"cell_type": "code",
|
34644 |
+
"execution_count": 57,
|
34645 |
+
"metadata": {},
|
34646 |
+
"outputs": [
|
34647 |
+
{
|
34648 |
+
"data": {
|
34649 |
+
"text/plain": [
|
34650 |
+
"[126.3253173828125,\n",
|
34651 |
+
" -39.5416259765625,\n",
|
34652 |
+
" -73.59912109375,\n",
|
34653 |
+
" -5.3201904296875,\n",
|
34654 |
+
" 109.094482421875,\n",
|
34655 |
+
" 4.8367919921875,\n",
|
34656 |
+
" 146.1649169921875,\n",
|
34657 |
+
" -11.0887451171875,\n",
|
34658 |
+
" 28.9151611328125,\n",
|
34659 |
+
" 53.002685546875,\n",
|
34660 |
+
" -96.42626953125,\n",
|
34661 |
+
" 472.06494140625,\n",
|
34662 |
+
" -104.337646484375,\n",
|
34663 |
+
" -19.4146728515625,\n",
|
34664 |
+
" 34.6265869140625,\n",
|
34665 |
+
" -5.2696533203125,\n",
|
34666 |
+
" -10.75048828125,\n",
|
34667 |
+
" 152.289794921875,\n",
|
34668 |
+
" 32.0098876953125,\n",
|
34669 |
+
" -5.8258056640625,\n",
|
34670 |
+
" 22.8055419921875,\n",
|
34671 |
+
" 88.126708984375,\n",
|
34672 |
+
" 66.393798828125,\n",
|
34673 |
+
" -33.6763916015625,\n",
|
34674 |
+
" 1.7725830078125,\n",
|
34675 |
+
" -8.9874267578125,\n",
|
34676 |
+
" -37.049560546875,\n",
|
34677 |
+
" 32.635986328125,\n",
|
34678 |
+
" -71.77783203125,\n",
|
34679 |
+
" -8.6051025390625,\n",
|
34680 |
+
" 43.63623046875,\n",
|
34681 |
+
" 21.5040283203125,\n",
|
34682 |
+
" -35.413330078125,\n",
|
34683 |
+
" 76.3203125]"
|
34684 |
+
]
|
34685 |
+
},
|
34686 |
+
"execution_count": 57,
|
34687 |
+
"metadata": {},
|
34688 |
+
"output_type": "execute_result"
|
34689 |
+
}
|
34690 |
+
],
|
34691 |
+
"source": [
|
34692 |
+
"env_l._trade_history"
|
34693 |
+
]
|
34694 |
+
},
|
34695 |
+
{
|
34696 |
+
"cell_type": "code",
|
34697 |
+
"execution_count": null,
|
34698 |
+
"metadata": {},
|
34699 |
+
"outputs": [],
|
34700 |
+
"source": []
|
34701 |
}
|
34702 |
],
|
34703 |
"metadata": {
|
fin_rl_a2c_v2.ipynb
ADDED
The diff for this file is too large to render.
See raw diff
|
|