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
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
rl_hmm-0.2.3.tar.gz
(17.2 kB
view details)
Built Distribution
Filter files by name, interpreter, ABI, and platform.
If you're not sure about the file name format, learn more about wheel file names.
Copy a direct link to the current filters
rl_hmm-0.2.3-py3-none-any.whl
(20.0 kB
view details)
File details
Details for the file rl_hmm-0.2.3.tar.gz.
File metadata
- Download URL: rl_hmm-0.2.3.tar.gz
- Upload date:
- Size: 17.2 kB
- Tags: Source
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/6.1.0 CPython/3.13.12
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
ecfb5f562148af5f64b280538b9c17fd52d30c4f1ddad77b0de899fe9e30ebcc
|
|
| MD5 |
039f91022a920e9a859ab9720b5793df
|
|
| BLAKE2b-256 |
c3e0ddbf46ae89b4c7641ffa6d88751c29287741662fe4764f6b4975b5411936
|
File details
Details for the file rl_hmm-0.2.3-py3-none-any.whl.
File metadata
- Download URL: rl_hmm-0.2.3-py3-none-any.whl
- Upload date:
- Size: 20.0 kB
- Tags: Python 3
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/6.1.0 CPython/3.13.12
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
334022e7181218c9336ca5fffeb21297d9ed6149311bf7136ac9497278755f2e
|
|
| MD5 |
673a75d03a95bbef76be712456183f6a
|
|
| BLAKE2b-256 |
b591ffa97cb95c3cea19cf5b8e38cd3ff2dc644ef5757a8266d3d831e09935f3
|
