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A gym environment for reinforcement training on forex historical data.

Project description

#gym-gopherfx

A gym environment for reinforcement training on forex historical data.

Historical data is no way a predictor of future behaviour in forex, but can be used as challenging science experiment :).

##How to run Clone the repo

docker-compose up -d

Access http://127.0.0.1:8050/ to access the dashboard.

To start a random agent and see live evolutions:

python random_agent.py

##About the environment

The available actions are:

  • 0 - wait
  • 1 - buy
  • 2 - sell

Reward:

  • 0 - for waiting/buying
  • trade_result - for selling
  • -1 - when depleting the budget

The episodes ends when the trading day is over or the budget is depleted.

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