wassname/rl-portfolio-management
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34 Commits

Author SHA1 Message Date
wassname 138d21b064 misc bugfixes 2018-02-18 15:58:00 +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
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
wassname dcf4d48ad6 option to do sequential episodes 2018-01-23 14:06:35 +08:00
Mike Clark d6d5da98a2 rename mu1 to c1 2017-12-20 12:32:01 +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
wassname d054c79bd6 fix softmax 2017-11-15 10:44:44 +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 94191b2a2c add env wrappers 2017-11-12 14:05:40 +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
wassname 1993f1d440 prettify 2017-11-12 10:31:54 +08:00
wassname 12e6dc89c7 fix plotting 2017-11-11 22:30:50 +08:00
wassname a08cd3361e no longer needs a cash bias in data 2017-11-11 15:57:28 +08:00
wassname 2790c6a391 scaled non price cols 2017-11-11 14:01:02 +08:00
wassname 60c9336871 env outputs weights and history 2017-11-11 12:54:36 +08:00
wassname 42d6d1c2dc fixes issue #7, thanks trazom21 2017-11-08 14:02:16 +08:00
wassname 5875a053dd avoid nans 2017-11-04 10:58:01 +08:00
wassname 4543f77e54 plot costs 2017-11-04 10:57:44 +08:00
wassname 4687735c65 save plots to tempdir 2017-11-01 19:14:09 +08:00
wassname 4e5df66088 plot axis 2017-10-30 15:25:34 +08:00
wassname 5540aa3243 improve plotting of prices 2017-10-30 15:08:12 +08:00
wassname 7b465f85e0 renamed root folder from src 2017-10-29 15:07:50 +08:00