hassaanm/stock-trading

Required libraries:

• numpy
• scipy
• pyplot

Running the code :

To run our main experiment on data in the NASDAQ top 100 companies:

python src/main.py rl

Available options : dataSet, graph, verbose, pickNum, money, tradeCost, alpha

Examples:

python src/main.py rl dataSet=nasdaqAll
python src/main.py rl graph=1 verbose=1 pickNum=10
python src/main.py rl alpha=0.9 tradeCost=0.005 money=100000 pickNum=15 verbose=1 graph=1 dataSet=nyse_random

To run our policy search algorithm:

python src/main.py pg

Available options: T, maxStaticRewards, maxShift, maxIterations, alpha, dataSet

Examples:

python src/main.py pg dataSet=nyse100
python src/main.py pg maxStaticRewards=10 maxIterations=1000 alpha=0.9 dataSet=nyse100
python src/main.py pg T=6 maxStaticRewards=6 maxShift=4 maxIterations=10 alpha=0.9 dataSet=nyse100