Skip to content

RL algorithm for stock trading with multiple reward functions

Notifications You must be signed in to change notification settings

somsagar07/RL-stock-trading-

Repository files navigation

RL-stock-trading

This project develops an advanced data mining pipeline tailored for stock trading, utilizing deep reinforcement learning algorithms including Deep Q-Network (DQN), Advantage Actor-Critic (A2C), and Proximal Policy Optimization (PPO). Our approach incorporates multiple reward functions and integrates sentiment analysis of financial news to enhance trading decisions. The project is currently a work in progress, and we are exploring innovative methods to integrate natural language processing with traditional numerical data analysis for stock market prediction.

google colab link : https://colab.research.google.com/drive/1W1GyJR_Rf9XeXdg0ektCOCksWRFmKm_9?usp=sharing,

Note: When executing the linked algorithms, it is important to be aware that multiple reward functions are available. To obtain results specific to each reward function, manually select and apply the desired function before running the algorithms. For final end result just run LLM_reward_testing.py

Installation

To set up the project environment and install the required dependencies, follow these steps:

# Clone the repository 
git clone https://github.com/somsagar07/RL-stock-trading-.git
cd your-project-directory

# Install the required Python packages
pip install -r requirements.txt

Dataset Request: Since this is a work in progress we have not linked the dataset we used to train then RL agent with news yet. We plan to do this soon

About

RL algorithm for stock trading with multiple reward functions

Topics

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages