Implementation of OpenAI Gym environment for Backtrader

[Андрей Музыкин]

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.

[backtrader]

Thanks for the notice.

[Curtis Miller]

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

[holicst]

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

[saat4484]

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.

[mysl]

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

[skyfister]

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