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/first buy/first sell
* trade_result - for closing an open position
* -1 - when depleting the budget
The episodes ends when the trading day is over or the budget is depleted.
### Gopherfx-v1
Observation:
A tuple of Candle rate data representing the market state at the step moment
Raw example:
```json
{
"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/first buy/first sell
* trade_result - for closing an open position
* -1 - when depleting the budget
The episode ends when the trading day is over or the budget is depleted.
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/first buy/first sell
* trade_result - for closing an open position
* -1 - when depleting the budget
The episodes ends when the trading day is over or the budget is depleted.
### Gopherfx-v1
Observation:
A tuple of Candle rate data representing the market state at the step moment
Raw example:
```json
{
"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/first buy/first sell
* trade_result - for closing an open position
* -1 - when depleting the budget
The episode ends when the trading day is over or the budget is depleted.
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