Commit Graph
100 Commits
Author SHA1 Message Date
wassname 0aefe500db numpy seed no longer needed 2017-11-11 13:20:05 +08:00
wassname 60c9336871 env outputs weights and history 2017-11-11 12:54:36 +08:00
wassname fe2e99c25e unit test for transaction cost counting, issue #7 2017-11-08 14:08:09 +08:00
wassname efa6d56ce3 Merge branch 'master' of github.com:wassname/rl-portfolio-management 2017-11-08 14:02:36 +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
Mike Clark 3b6b7a8e3d Update readme.md 2017-10-31 16:46:50 +08:00
wassname 28de824cab readme 2017-10-30 16:04:05 +08:00
wassname fb7163d676 readme 2017-10-30 15:52:47 +08:00
wassname 966ef059b6 readme 2017-10-30 15:35:12 +08:00
wassname 6159154a33 update readme 2017-10-30 15:30:46 +08:00
wassname 4813fa382c show env plotting 2017-10-30 15:29:46 +08:00
wassname 4e5df66088 plot axis 2017-10-30 15:25:34 +08:00
wassname 8e294a095c clean up 2017-10-30 15:09:18 +08:00
wassname 4abe06db29 Merge branch 'master' of github.com:wassname/rl-portfolio-management 2017-10-30 15:08:52 +08:00
wassname 5540aa3243 improve plotting of prices 2017-10-30 15:08:12 +08:00
wassname aa2cbe8d58 removed bad data 2017-10-30 14:53:00 +08:00
Mike Clark ce727cffa4 Update readme.md 2017-10-29 15:39:38 +08:00
wassname a672367197 Update readme 2017-10-29 15:26:10 +08:00
wassname 7b465f85e0 renamed root folder from src 2017-10-29 15:07:50 +08:00
wassname df951ae57f added tests 2017-10-29 14:56:16 +08:00
Mike Clark e2e51b1cc9 Merge pull request #6 from wassname/wassname-patch-1
add liveplot, multiple output modes, avoid softmax
2017-10-29 13:36:48 +08:00
Mike Clark 1958a948ee error message, don't adjust action 2017-10-29 13:36:13 +08:00
Mike Clark f0a17a71f5 Delete keras_rl_callbacks.py 2017-10-29 13:31:42 +08:00
Mike Clark 05ba35fae3 Update tensorforce.py 2017-10-29 13:31:32 +08:00
Mike Clark 3cb7396c89 Create notebook_plot.py 2017-10-29 13:31:12 +08:00
Mike Clark f970cde6cd Update util.py 2017-10-29 13:30:20 +08:00
Mike Clark d0a9f9900d register env's 2017-10-29 13:29:47 +08:00
Mike Clark daaf23fe83 Update portfolio.py 2017-10-29 13:26:14 +08:00
Mike Clark 89e965f569 Update portfolio.py 2017-10-29 13:12:39 +08:00
Mike Clark f6f9a99311 Update portfolio.py 2017-10-29 13:04:06 +08:00
Mike Clark 36ff73179e Delete baselines PPO.ipynb 2017-10-23 19:02:23 +08:00
Mike Clark b90acfdc34 Delete pytorch ppo.ipynb 2017-10-23 19:01:40 +08:00
Mike Clark 66d708c265 Update readme.md 2017-10-23 18:52:29 +08:00
Mike Clark d74c4f9179 Update readme.md 2017-10-23 18:51:49 +08:00
Mike Clark 1d763d7ba9 add tldr 2017-10-23 18:50:27 +08:00
Mike Clark 13fb6faa2b removed outdated notebook 2017-10-23 18:41:13 +08:00
wassname 64e029287f clean up old experiments 2017-10-15 11:01:33 +08:00
wassname 53eac8c60b refactor, tidy 2017-10-15 10:52:50 +08:00
wassname 3c11f18482 tensorboard logger 2017-10-15 10:36:44 +08:00
wassname 09209cc36d tensorforce ppo with prioritised replay 2017-10-15 09:55:15 +08:00
wassname cf3e29d290 use my tensorforce branch for now 2017-10-15 09:54:45 +08:00
wassname e9271b5cd4 add cash bias 2017-10-15 09:54:31 +08:00
wassname 7fb2f73fea Merge branch 'master' of gitlab.com:wassname/replicating_jian_2017 2017-10-03 21:08:20 +08:00
Mike Clark 986fbda3d0 links 2017-09-30 09:15:26 +08:00
Mike Clark 3d41662492 spelling 2017-09-30 09:13:37 +08:00
Mike Clark c4eebe9ea3 update readme 2017-09-20 21:44:43 +08:00
gitea cebb216af8 ppo experiments 2017-08-06 19:48:33 +12:00