RL-pricing
A reproducibility lab for trading AI. RL-pricing re-tests published claims about deep RL agents, LLM trading agents and forecasters under one pre-registered protocol. This package holds the lab's instruments:
rl-pricing bench: a causal backtesting benchmark. Policies decide at the close and fill at the next open with fees; learned policies run over several seeds; frozen policies are scored on a live forward-test track; and a decision ledger records LLM agents' trades before each US market open.rl-pricing --mode train|backtest|ensemble|lstm: the share-trading toolkit that trains and backtests Stable-Baselines3 agents (A2C, PPO, DDPG, TD3, SAC), a rolling ensemble and an LSTM forecaster on daily equity data.
pip install rl-pricing
rl-pricing bench tasks # list the benchmark tasks
rl-pricing bench data us-sectors # download a task's data and print its hash
The import package is rl, so this distribution can't share an environment
with the unrelated rl (GNU Readline bindings) distribution. Leaderboard
submissions, results and reports live in the
repository: clone it to run the
submissions, or pass --submissions-root to use your own.
The training toolkit's environment, preprocessing and training code are adapted from FinRL, which is MIT-licensed.
1 maintainer
Metadata
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