/stock

Deep Reinforcement Learning for stock trading. This is the public repro for Paper "Practical Deep Reinforcement Learning at Lower Risk for Stock Trading"

Primary LanguagePython

Reinforcement Learning Project

API Key Setup

Mac ~/.bash_profile) Ubuntu ~/git/.env/bin/activate

Environment Variable Settings

AlphaVantageKey=[You API key applied from AlphaVantage]
STOCK_HOME=[Home Directory For Stock]

pip istall dependence

sudo apt-get install python-setuptools
sudo apt install python-pip 
git clone https://github.com/peter6888/stock.git
sudo pip install virtualenv
sudo apt install python3-venv
pyvenv .env 
source .env/bin/activate
python --version
Pip install tensorflow
cd stock
pip install -r requirements.txt
sudo apt-get update && sudo apt-get install cmake libopenmpi-dev python3-dev zlib1g-dev
git clone https://github.com/openai/baselines.git
cd baseline
pip install -e .
apt-get install -y libsm6 libxext6 libxrender-dev
cp /home/peter/git/stock/baselines/run.py /home/peter/git/baselines/baselines/run.py
cp /home/peter/git/stock/gym/envs/__init__.py /home/peter/git/.env/lib/python3.6/site-packages/gym/envs/__init__.py
cp -r /home/peter/git/stock/gym/envs/stock/ /home/peter/git/.env/lib/python3.6/site-packages/gym/envs�vi ~/git/.env/bin/activate
vi ~/git/.env/bin/activate
    export STOCK_HOME=/home/peter/r
    export AlphaVantageKey=[yourkey]
source ~/git/.env/bin/activate
mkdir $STOCK_HOME
cp dow_jones_30_ticker.txt $STOCK_HOME
pip install alpha_vantage
python
    import prepare_data as prd
    prd.get_data_from_av()

GPU setup on Ubuntu

On GPU machine installation follow http://web.stanford.edu/class/cs234/assignment2/CS234%20Azure%20Setup.pdf

Test for 100 times

cd baselines
bash test_100.sh