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Author SHA1 Message Date
Michael J Clark e73339ffb5 Update readme.md 2025-03-18 18:42:00 +08:00
Michael J Clark f3baca3ebc Create LICENSE 2025-03-18 18:41:41 +08:00
Michael J Clark d8f195939c Update readme2.md 2025-03-18 18:39:29 +08:00
Michael J Clark 9aea491ddc Create readme2.md 2025-03-18 18:38:33 +08:00
Mike Clark ca76af8df0 update readme with refs to more recent work 2019-05-25 03:03:20 +00:00
Mike Clark 2e0246f812 Merge pull request #19 from schneiderl/master 
Fixed typo at readme.md
 2018-10-07 08:26:12 +08:00
Lucas Gabriel Schneider 97d3cd4453 Update readme.md 2018-10-06 11:50:26 -03:00
Mike Clark 03fe1ebec8 Update readme.md 2018-04-18 09:46:55 +08:00
Mike Clark d4a8d5518b Update readme.md 2018-04-18 09:46:15 +08:00
wassname 70e017935f Merge branch 'master' of github.com:wassname/rl-portfolio-management 
.
 2018-02-18 15:58:30 +08:00
wassname 138d21b064 misc bugfixes 2018-02-18 15:58:00 +08:00
Mike Clark f1d7d1c028 Update readme.md 2018-02-18 12:35:01 +08:00
Mike Clark 6c269a23f2 Update readme.md 2018-02-18 12:34:14 +08:00
wassname 0794b8dd2b update pytorch notebook with outputs 2018-02-18 12:23:36 +08:00
wassname 25ccf932e1 update requirements 2018-02-18 12:00:37 +08:00
wassname 95fc19ce86 Merge branch 'master' of github.com:wassname/rl-portfolio-management 2018-02-18 11:57:58 +08:00
wassname 3ac66f64bc fix bug where tries to go past last data 2018-02-18 11:57:45 +08:00
wassname b50d3d76c1 update notebooks, add pytorch version 2018-02-18 11:56:54 +08:00
Mike Clark a38ff21d8a rename MDD 2018-02-10 07:56:49 +08:00
Mike Clark 200d52a26b fix mdd issue #15 
see issue #15.
 2018-02-10 07:56:33 +08:00
Mike Clark d38505512c change comment on tensorforce verion 
issue #14
 2018-02-07 19:47:15 +08:00
Mike Clark d7f9db73b9 Update readme.md 2018-02-05 16:51:12 +08:00
Mike Clark 4c78046428 Update readme.md 2018-02-05 16:51:01 +08:00
Mike Clark 2b5a14ee52 Update readme.md 2018-02-05 16:50:44 +08:00
wassname dcf4d48ad6 option to do sequential episodes 2018-01-23 14:06:35 +08:00
wassname 5178714da9 updating to tensorforce 0.3.5.2 2018-01-23 14:06:23 +08:00
Mike Clark d6d5da98a2 rename mu1 to c1 2017-12-20 12:32:01 +08:00
wassname 60b9ef7891 readme 2017-11-20 13:05:17 +08:00
wassname 91ee67830d Merge branch 'master' of github.com:wassname/rl-portfolio-management 2017-11-20 13:04:46 +08:00
wassname d9c70c7e22 move legend 2017-11-20 13:03:15 +08:00
wassname 22ed15b75e better plotting with lots of assets 2017-11-20 10:34:20 +08:00
Mike Clark 07001aac74 Update readme.md 2017-11-20 07:11:50 +08:00
wassname 4e9a8c10b3 softmax test 2017-11-15 10:45:50 +08:00
wassname d054c79bd6 fix softmax 2017-11-15 10:44:44 +08:00
wassname 9ea8f0d570 test scaling 2017-11-14 12:08:10 +08:00
wassname 05c9ba2271 test src 2017-11-14 11:47:43 +08:00
wassname 7ff9d171f2 fix prices and X scaling 2017-11-14 09:49:17 +08:00
wassname 9d7d07e6c3 fixed for keeping open price 2017-11-13 12:20:30 +08:00
wassname 881173fb95 divide close rpice by last close not this open 2017-11-13 11:46:16 +08:00
wassname 62f6f78c65 fix critical bug reshaping input data 2017-11-13 08:48:11 +08:00
wassname ea47fc42f7 concat other way round 2017-11-13 07:48:25 +08:00
wassname 3597f185cc better softmax clipping 2017-11-12 14:41:24 +08:00
wassname ae95c65246 transpose wrapper 2017-11-12 14:41:15 +08:00
wassname e9972f9400 wrappers 2017-11-12 14:24:24 +08:00
wassname 4b3701ceb6 fix concat states 2017-11-12 14:16:49 +08:00
wassname 2e5a154030 more tests 2017-11-12 14:16:41 +08:00
wassname 94191b2a2c add env wrappers 2017-11-12 14:05:40 +08:00
wassname 92ee7ffa7a update notebook 2017-11-12 12:21:06 +08:00
wassname fc1ad88e79 prettify 2017-11-12 12:19:06 +08:00
wassname 99eb4190cb refactor pd=>np for 20x speed of env.step 2017-11-12 12:18:31 +08:00