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Reinforcement-Trading

Here are some experiment of reinforcement trading.
The data in this project is TXF,the future published in Taiwan.
All of these models cannot get good result yet, but you can improve them yourself and use any data you like.

Algorithm implement

  1. Q-Learning
  2. Nauture Deep Q-Learning

Reference

  1. 使用增強式學習法建立臺灣股價指數期貨當沖交易策略
  2. Playing Atari with Deep Reinforcement Learning

Dependencies

  1. Python 3.5
  2. Tensorflow 1.0.0
  3. Keras
  4. numpy
  5. pandas
  6. matplot
  7. tkinter
  8. PIL
  9. h5py