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Machine Learning Integration
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Has anyone successfully integrated machine learning packages e.g. btgym (https://community.backtrader.com/topic/509/implementation-of-openai-gym-environment-for-backtrader) into strategy development?
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This answer may be based on the fact that I misinterpret you questiong and I may be very wrong, but I don't think you integrate
BTGym
into strategy development. You develop a strategy within the framework provided byBTGym
which integrates withbacktrader
.Have you looked at this?
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You may also want to look at this PHD Dissertation (source code at the end)
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Thank you for the clarification and link, will look into it.