RL-HMM Trading System
Reinforcement Learning with Hidden Markov Models for Financial Trading.
Features
- Integration of Hidden Markov Models (HMM) with Reinforcement Learning
- Multi-timeframe analysis support
- Feature engineering pipeline for financial data
- Backtesting framework for trading strategies
Installation
pip install rl-hmm
Usage
from rl_hmm.system import TradingSystem
# Initialize trading system
system = TradingSystem()
# Run backtest
results = system.backtest()
Requirements
- Python >= 3.8
- numpy >= 1.20.0
- pandas >= 1.3.0
- scikit-learn >= 1.0.0
- xgboost >= 1.5.0
License
MIT License
1 maintainer
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