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Environment for reinforcement-learning algorithmic trading models

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OpenAI Gym Environment for Trading

Environment for reinforcement-learning algorithmic trading models

The Trading Environment provides an environment for single-instrument trading using historical bar data.

See here for a jupyter notebook describing basic usage and illustrating a (sometimes) winning strategy based on policy gradients implemented on tensorflow.

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  • Jupyter Notebook 90.4%
  • Python 9.6%