Navigation

    Backtrader Community

    • Register
    • Login
    • Search
    • Categories
    • Recent
    • Tags
    • Popular
    • Users
    • Groups
    • Search
    For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

    Implementation of OpenAI Gym environment for Backtrader

    General Discussion
    8
    8
    5603
    Loading More Posts
    • Oldest to Newest
    • Newest to Oldest
    • Most Votes
    Reply
    • Reply as topic
    Log in to reply
    This topic has been deleted. Only users with topic management privileges can see it.
    • Андрей Музыкин
      Андрей Музыкин last edited by

      Hi all!
      I'm working on a module for running OpenAI Gym environment on top of Backtrader engine.
      The idea is to create realistic reinforcement learning setup for algorithmic trading tasks.

      This is just personal project in alpha stage, do not expect it run smoothly or to be feature-full,
      documentation is also yet to come, etc.;
      nevertheless I invite everybody concerned to check it out:

      https://github.com/Kismuz/btgym

      Feedback and comments are welcome.

      Curtis Miller Jacob 2 Replies Last reply Reply Quote 3
      • B
        backtrader administrators last edited by

        Thanks for the notice.

        1 Reply Last reply Reply Quote 0
        • Curtis Miller
          Curtis Miller @Андрей Музыкин last edited by

          @Андрей-Музыкин It looks interesting, and like there was a lot of work put into it. I may check it out eventually. Good work!

          1 Reply Last reply Reply Quote 1
          • H
            holicst last edited by

            Hi,

            This is a wonderful development. I also had this on my to-do list for the coming months... Congrats for this and I wish you all the best to make it a successful project!

            Cheers,
            Tamás

            1 Reply Last reply Reply Quote 1
            • S
              saat4484 last edited by

              This is great. Im using a GradientBoostingClassifier for long short signals. Is this a trainable agent? I know it already learns from past values when put online.

              1 Reply Last reply Reply Quote 0
              • M
                mysl last edited by

                This is awesome! Had looked around for similar projects, definitely will check it out! Thanks for the great work!

                1 Reply Last reply Reply Quote 0
                • S
                  skyfister last edited by

                  This is really cool, any thoughts as to what would be the best way to combine it with Tensorforce?

                  1 Reply Last reply Reply Quote 0
                  • Jacob
                    Jacob @Андрей Музыкин last edited by

                    @андрей-музыкин This is absolutely amazing!!! I spent a whole week just reviewing the work you did... and I feel like I'm just scratching the surface.

                    mind blowing!!! thanks a lot for this contribution.

                    as this is very technical stuff, is there a place maybe to ask questions or exchange ideas?

                    love this project :)

                    1 Reply Last reply Reply Quote 0
                    • 1 / 1
                    • First post
                      Last post
                    Copyright © 2016, 2017, 2018 NodeBB Forums | Contributors
                    $(document).ready(function () { app.coldLoad(); }); }