Skip to main content

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
```bash
docker-compose up -d
```

Access [http://127.0.0.1:8050/](http://127.0.0.1:8050/) to access the dashboard.


To start a random agent and see live evolutions:
```bash
python random_agent.py
```

## About the environment

### Gopherfx-v0

Observation:
A tuple of the current datetime and rate

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.

### Gopherfx-v1

Observation:
Candle rate data representing the market state at the step moment
Example:
```json
{
"complete": true,
"volume": 45,
"time": "2018-06-01T00:00:00.000000000Z",
"bid": {
"o": "1.16916",
"h": "1.16929",
"l": "1.16908",
"c": "1.16915"
},
"ask": {
"o": "1.16933",
"h": "1.16946",
"l": "1.16924",
"c": "1.16930"
}
}
```


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.

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Files for gym-gopherfx, version 0.2.0
Filename, size File type Python version Upload date Hashes
Filename, size gym_gopherfx-0.2.0.tar.gz (3.7 kB) File type Source Python version None Upload date Hashes View
Filename, size gym_gopherfx-0.2.0-py3-none-any.whl (9.8 kB) File type Wheel Python version py3 Upload date Hashes View

Supported by

AWS AWS Cloud computing Datadog Datadog Monitoring Facebook / Instagram Facebook / Instagram PSF Sponsor Fastly Fastly CDN Google Google Object Storage and Download Analytics Huawei Huawei PSF Sponsor Microsoft Microsoft PSF Sponsor NVIDIA NVIDIA PSF Sponsor Pingdom Pingdom Monitoring Salesforce Salesforce PSF Sponsor Sentry Sentry Error logging StatusPage StatusPage Status page