/MarketSimulation_RL

This project is focused on conducting market simulations using Reinforcement Learning (RL) methods.

Primary LanguageJupyter NotebookApache License 2.0Apache-2.0

MarketSimulation_RL

Python 3.9 License Documentation Contributions

Welcome to the MarketSimulation_RL repository! This project is focused on conducting market simulations using Reinforcement Learning (RL) methods. The primary question we aim to answer is whether collusion can emerge in a market environment even without explicit communication between the agents.

Table of Contents

Dependencies and Installation

The project uses the following libraries:

  • gym: for creating and managing reinforcement learning environments.
  • numpy: for numerical computations.
  • stable_baselines3: a set of high-quality implementations of reinforcement learning algorithms.
  • sb3_contrib: for additional reinforcement learning algorithms such as TRPO.

To install these libraries, you can use pip:

pip install gym numpy stable_baselines3 sb3_contrib

Usage

You can interact with the project's code and see the results of the implemented reinforcement learning algorithms either through the provided Jupyter notebook test.ipynb or by running the main.py script.

To use the Jupyter notebook, please note that the notebook content is not visible directly in the repository. You will need to clone the repository to see the content of the notebook:

git clone https://github.com/sypsyp97/MarketSimulation_RL.git

After cloning the repository, navigate to the project's root directory and launch Jupyter Notebook:

cd MarketSimulation_RL
jupyter notebook

This will open a new page in your web browser where you can open and run the test.ipynb notebook.

To run the main.py script, navigate to the project's root directory in your terminal and execute the following command:

python main.py

This will run the main simulation and display the results in the terminal.

Documentation

The detailed documentation is available online.

Alternatively, you can clone the gh-pages branch of this repository to view the documentation offline:

  • Clone the gh-pages branch to your local machine：
git clone -b gh-pages https://github.com/sypsyp97/MarketSimulation_RL.git ./MarketSimulation_RL_Doc
cd MarketSimulation_RL_Doc
  • Open the index.html file in a web browser to view the documentation.
xdg-open index.html

To-Do List

Here are some of the enhancements planned for future development:

  • Adding more realistic elements to the market simulation environment.
  • Use custom data sets for more tailored simulations.

Contributions towards these enhancements are welcome!

License

This project is licensed under the Apache-2.0 license.

Contact

For further assistance or any questions, feel free to open an issue on this GitHub repository or reach out to the maintainer.