rl_trading

FX trading systems with deep reinforcement learning.

Getting Started

Installing past data.

git clone https://github.com/utarumo/fx_rl.git
cd fx_rl
wget http://www.forextester.com/templates/data/files/USDJPY.zip
unzip USDJPY.zip

python dqn_fx.py

This graph shows the pips obtained in about 17500 minutes for the test data without spread.

Name		Name	Last commit message	Last commit date
Latest commit History 18 Commits
.gitignore		.gitignore
LICENSE		LICENSE
README.md		README.md
SumTree.py		SumTree.py
actor.py		actor.py
apex_fx.py		apex_fx.py
dqn.py		dqn.py
dqn_fx.py		dqn_fx.py
env.py		env.py
learner.py		learner.py