forex-trading-automation-with-deep-reinforcement-learning
Forex Trading Automation with PPO, ACKTR, DDPG, TD3 and Ensemble Strategy
https://github.com/tomatoft/forex-trading-automation-with-deep-reinforcement-learning
Science Score: 57.0%
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✓DOI references
Found 1 DOI reference(s) in README -
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○Scientific vocabulary similarity
Low similarity (9.7%) to scientific vocabulary
Keywords
Repository
Forex Trading Automation with PPO, ACKTR, DDPG, TD3 and Ensemble Strategy
Basic Info
- Host: GitHub
- Owner: TomatoFT
- Language: Jupyter Notebook
- Default Branch: main
- Homepage: https://ieeexplore.ieee.org/document/10013861
- Size: 4.16 MB
Statistics
- Stars: 35
- Watchers: 2
- Forks: 8
- Open Issues: 1
- Releases: 0
Topics
Metadata Files
README.md
Forex Trading Automation with Deep Reinforcement Learning
How to run
You can use the .ipynb file to run the project
Clone the project
git clone https://github.com/TomatoFT/Forex-Trading-Automation-with-Deep-Reinforcement-Learning
cd Forex-Trading-Automation-with-Deep-Reinforcement-Learning
Create the Anaconda Environment
conda create --name Forex
conda activate Forex
Install some package and dependancies
sudo apt-get update && sudo apt-get install cmake libopenmpi-dev python3-dev zlib1g-dev libgl1-mesa-glx
conda install python=3.7 anaconda=custom
pip install -r requirements.txt
Run Deep Reinforcement learning methods
python run_DRL.py
Exit the Anaconda Environment
conda deactivate
Publication
We use this project to have the publication in RIVF 2022 conference. For more about the methods or the implementation of the project you can read the paper with information below.
@INPROCEEDINGS{10013861,
author={Chau, Tan and Nguyen, Minh-Tri and Ngo, Duc-Vu and Nguyen, Anh-Duc T. and Do, Trong-Hop},
booktitle={2022 RIVF International Conference on Computing and Communication Technologies (RIVF)},
title={Deep Reinforcement Learning methods for Automation Forex Trading},
year={2022},
volume={},
number={},
pages={671-676},
doi={10.1109/RIVF55975.2022.10013861}}
NOTICE
In Janary 9 2023, I known that Google Colab had suspended the Tensorflow 1.x. So the baseline on Colab file is not running anyways. To run this, you can use command in the baseline to deploy on other place (I recommend you to use Docker). Or you can update the whole codes to transform from tensorflow 1 to tensorflow 2. If you want to have any contributed, you can make an request and I will appreciate if you do that
Feel free to clone my code and I will appreciate if you improve it
Owner
- Name: Châu Tấn
- Login: TomatoFT
- Kind: user
- Location: Vietnam
- Company: UIT-VNUHCM
- Repositories: 27
- Profile: https://github.com/TomatoFT
🧑🎓 Study Data Science at UIT
Citation (CITATION.cff)
@INPROCEEDINGS{10013861,
author={Chau, Tan and Nguyen, Minh-Tri and Ngo, Duc-Vu and Nguyen, Anh-Duc T. and Do, Trong-Hop},
booktitle={2022 RIVF International Conference on Computing and Communication Technologies (RIVF)},
title={Deep Reinforcement Learning methods for Automation Forex Trading},
year={2022},
volume={},
number={},
pages={671-676},
doi={10.1109/RIVF55975.2022.10013861}}
GitHub Events
Total
- Watch event: 6
- Fork event: 4
Last Year
- Watch event: 6
- Fork event: 4
Dependencies
- gym ==0.15.3
- joblib ==0.15.1
- matplotlib ==3.2.1
- numpy ==1.16.4
- pandas ==1.0.3
- pytest >=5.3.2,<6.0.0
- scikit-learn ==0.21.0
- setuptools >=41.4.0,<42.0.0
- stable-baselines *
- stockstats *
- tensorflow ==1.15.4
- wheel >=0.33.6,<0.34.0