Crypto DRL trading DEMO

Nothing in this demo constitutes professional and/or financial advice, nor does any information on this repo constitute a comprehensive or complete statement of the matters discussed or the law relating thereto.

Descriptions

This demo aims to create an intelligent and dynamic trading platform prototype by harnessing the power of deep reinforcement learning (DRL). Using the Stable baseline 3 framework, this demo showcases the capabilities of DRL in multi-stock trading scenarios, with a special focus on crypto markets.

Notes (written in Chinese)

1. Hand on RL: gym environment and basic RL knowledge: https://www.wolai.com/davidzjw/iEYvTXN9zz8mnwZFRFt1Rb
2. FinRL demo: multi-stock trading: https://www.wolai.com/davidzjw/7Mo7cbAhVjpCZK2PSSgETt
3. Data source for crypto and some code analysis of FinRL: https://www.wolai.com/davidzjw/8gBjJXajTD8ncfUQhkvP1Z
4. Hand on multi-crypto trading via DRL: https://www.wolai.com/davidzjw/3TUsZ1hAzvyKNtjwmG9uGH
5. Some mathematical derivations for RL tradings: https://www.wolai.com/davidzjw/aAbJMKREaCwSCPg2dzoqQF

Notebooks

1. fetchs crypto-trading data
2. EDA
3. DRL training and inference

code structure

crypto_trading/
├── agent
├── dataset
│   ├── daily-level
│   └── hour-level
├── model_saves
├── notebooks
│   ├── data_retrieve
│   ├── EDA
│   └── training
├── plot
│   ├── dataset
│   ├── fig_save
│   └── test_plot
├── processor
├── results
└── trading_env