Fetching time series data of cryptocurrencies and using ML and RL to do cryptocurrency trading.
Project description
CryptoRL
Fetching time series data of cryptocurrencies and using ML and RL to do cryptocurrency trading.
Overview
CryptoRL will use popular deep reinforcement learning algorithms and machine learning algorithms to do cryptocurrency trading.
Installation
Run pip install cryptorl to install CryptoRL.
Getting started
To fetch data, please use the functions in data.py.
For example:
fetch_single('2020-01-01', '2022-01-01', 'aapl')
will return a DataFrame object that containing the cleaned data with required ticker and range of dates.
With well processed data, you can use env_crypto.py to construct crypto market environment.
Read the documentation for more details.
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