Machine Learning Integration

[aaggmm]

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?

[backtrader]

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 by BTGym which integrates with backtrader.

Have you looked at this?

• https://github.com/Kismuz/btgym/blob/master/examples/setting_up_environment_full.ipynb

[backtrader]

You may also want to look at this PHD Dissertation (source code at the end)

• Robust Financial Trading System with Deep Q Network (DQN) https://repository.nida.ac.th/bitstream/handle/662723737/4077/b203303.pdf

[aaggmm]

Thank you for the clarification and link, will look into it.