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  • e73339ffb5 Update readme.md master Michael J Clark 2025-03-18 18:42:00 +08:00
  • f3baca3ebc Create LICENSE Michael J Clark 2025-03-18 18:41:41 +08:00
  • 299757dbf6 Bump tensorflow-gpu from 1.3.0 to 2.12.0 in /requirements dependabot/pip/requirements/tensorflow-gpu-2.12.0 dependabot[bot] 2025-03-18 10:40:53 +00:00
  • d8f195939c Update readme2.md Michael J Clark 2025-03-18 18:39:29 +08:00
  • 9aea491ddc Create readme2.md Michael J Clark 2025-03-18 18:38:33 +08:00
  • 6cd02393da Bump bleach from 1.5.0 to 3.1.4 in /requirements dependabot/pip/requirements/bleach-3.1.4 dependabot[bot] 2020-03-30 21:20:21 +00:00
  • cbb9fea56e Bump psutil from 5.2.2 to 5.6.6 in /requirements dependabot/pip/requirements/psutil-5.6.6 dependabot[bot] 2020-03-12 17:29:52 +00:00
  • ad6ddf1f4b Bump tensorflow from 1.3.0 to 1.15.2 in /requirements dependabot/pip/requirements/tensorflow-1.15.2 dependabot[bot] 2020-01-28 22:26:17 +00:00
  • 12311d23d7 Bump notebook from 5.0.0 to 5.7.8 in /requirements dependabot/pip/requirements/notebook-5.7.8 dependabot[bot] 2019-11-08 18:18:24 +00:00
  • 062e5c6812 Bump pillow from 4.3.0 to 6.2.0 in /requirements dependabot/pip/requirements/pillow-6.2.0 dependabot[bot] 2019-10-22 21:29:53 +00:00
  • 95dcb1496e Bump werkzeug from 0.12.2 to 0.15.3 in /requirements dependabot/pip/requirements/werkzeug-0.15.3 dependabot[bot] 2019-10-21 16:48:35 +00:00
  • ca76af8df0 update readme with refs to more recent work Mike Clark 2019-05-25 03:03:20 +00:00
  • 2e0246f812 Merge pull request #19 from schneiderl/master Mike Clark 2018-10-07 08:26:12 +08:00
  • 97d3cd4453 Update readme.md Lucas Gabriel Schneider 2018-10-06 11:50:26 -03:00
  • 03fe1ebec8 Update readme.md Mike Clark 2018-04-18 09:46:55 +08:00
  • d4a8d5518b Update readme.md Mike Clark 2018-04-18 09:46:15 +08:00
  • 70e017935f Merge branch 'master' of github.com:wassname/rl-portfolio-management wassname 2018-02-18 15:58:30 +08:00
  • 138d21b064 misc bugfixes wassname 2018-02-18 15:58:00 +08:00
  • f1d7d1c028 Update readme.md Mike Clark 2018-02-18 12:35:01 +08:00
  • 6c269a23f2 Update readme.md Mike Clark 2018-02-18 12:34:14 +08:00
  • 0794b8dd2b update pytorch notebook with outputs wassname 2018-02-18 12:23:36 +08:00
  • 25ccf932e1 update requirements wassname 2018-02-18 12:00:37 +08:00
  • 95fc19ce86 Merge branch 'master' of github.com:wassname/rl-portfolio-management wassname 2018-02-18 11:57:58 +08:00
  • 3ac66f64bc fix bug where tries to go past last data wassname 2018-02-18 11:57:45 +08:00
  • b50d3d76c1 update notebooks, add pytorch version wassname 2018-02-18 11:56:54 +08:00
  • a38ff21d8a rename MDD Mike Clark 2018-02-10 07:56:49 +08:00
  • 200d52a26b fix mdd issue #15 Mike Clark 2018-02-10 07:56:33 +08:00
  • d38505512c change comment on tensorforce verion Mike Clark 2018-02-07 19:47:15 +08:00
  • d7f9db73b9 Update readme.md Mike Clark 2018-02-05 16:51:12 +08:00
  • 4c78046428 Update readme.md Mike Clark 2018-02-05 16:51:01 +08:00
  • 2b5a14ee52 Update readme.md Mike Clark 2018-02-05 16:50:44 +08:00
  • dcf4d48ad6 option to do sequential episodes wassname 2018-01-23 14:06:35 +08:00
  • 5178714da9 updating to tensorforce 0.3.5.2 wassname 2018-01-23 14:06:23 +08:00
  • d6d5da98a2 rename mu1 to c1 Mike Clark 2017-12-20 12:32:01 +08:00
  • 60b9ef7891 readme wassname 2017-11-20 13:05:17 +08:00
  • 91ee67830d Merge branch 'master' of github.com:wassname/rl-portfolio-management wassname 2017-11-20 13:04:46 +08:00
  • d9c70c7e22 move legend wassname 2017-11-20 13:03:15 +08:00
  • 22ed15b75e better plotting with lots of assets wassname 2017-11-20 10:34:20 +08:00
  • 07001aac74 Update readme.md Mike Clark 2017-11-20 07:11:50 +08:00
  • 4e9a8c10b3 softmax test wassname 2017-11-15 10:45:50 +08:00
  • d054c79bd6 fix softmax wassname 2017-11-15 10:44:44 +08:00
  • 9ea8f0d570 test scaling wassname 2017-11-14 12:08:10 +08:00
  • 05c9ba2271 test src wassname 2017-11-14 11:47:43 +08:00
  • 7ff9d171f2 fix prices and X scaling wassname 2017-11-14 09:49:17 +08:00
  • 9d7d07e6c3 fixed for keeping open price wassname 2017-11-13 12:20:30 +08:00
  • 881173fb95 divide close rpice by last close not this open wassname 2017-11-13 11:46:16 +08:00
  • 62f6f78c65 fix critical bug reshaping input data wassname 2017-11-13 08:48:11 +08:00
  • ea47fc42f7 concat other way round wassname 2017-11-13 07:48:25 +08:00
  • 3597f185cc better softmax clipping wassname 2017-11-12 14:41:24 +08:00
  • ae95c65246 transpose wrapper wassname 2017-11-12 14:41:15 +08:00
  • e9972f9400 wrappers wassname 2017-11-12 14:24:24 +08:00
  • 4b3701ceb6 fix concat states wassname 2017-11-12 14:16:49 +08:00
  • 2e5a154030 more tests wassname 2017-11-12 14:16:41 +08:00
  • 94191b2a2c add env wrappers wassname 2017-11-12 14:05:40 +08:00
  • 92ee7ffa7a update notebook wassname 2017-11-12 12:21:06 +08:00
  • fc1ad88e79 prettify wassname 2017-11-12 12:19:06 +08:00
  • 99eb4190cb refactor pd=>np for 20x speed of env.step wassname 2017-11-12 12:18:31 +08:00
  • d02b30187f requirements wassname 2017-11-12 10:32:09 +08:00
  • 1993f1d440 prettify wassname 2017-11-12 10:31:54 +08:00
  • 12e6dc89c7 fix plotting wassname 2017-11-11 22:30:50 +08:00
  • d3c819c06e update notebook and requirements wassname 2017-11-11 17:01:08 +08:00
  • a08cd3361e no longer needs a cash bias in data wassname 2017-11-11 15:55:08 +08:00
  • 2790c6a391 scaled non price cols wassname 2017-11-11 14:01:02 +08:00
  • 0aefe500db numpy seed no longer needed wassname 2017-11-11 13:20:05 +08:00
  • 60c9336871 env outputs weights and history wassname 2017-11-11 12:54:36 +08:00
  • fe2e99c25e unit test for transaction cost counting, issue #7 wassname 2017-11-08 14:08:09 +08:00
  • efa6d56ce3 Merge branch 'master' of github.com:wassname/rl-portfolio-management wassname 2017-11-08 14:02:36 +08:00
  • 42d6d1c2dc fixes issue #7, thanks trazom21 wassname 2017-11-08 14:02:16 +08:00
  • 5875a053dd avoid nans wassname 2017-11-04 10:58:01 +08:00
  • 4543f77e54 plot costs wassname 2017-11-04 10:57:44 +08:00
  • 4687735c65 save plots to tempdir wassname 2017-11-01 19:14:09 +08:00
  • 3b6b7a8e3d Update readme.md Mike Clark 2017-10-31 16:46:50 +08:00
  • 28de824cab readme wassname 2017-10-30 16:04:05 +08:00
  • fb7163d676 readme wassname 2017-10-30 15:52:47 +08:00
  • 966ef059b6 readme wassname 2017-10-30 15:35:12 +08:00
  • 6159154a33 update readme wassname 2017-10-30 15:30:46 +08:00
  • 4813fa382c show env plotting wassname 2017-10-30 15:29:46 +08:00
  • 4e5df66088 plot axis wassname 2017-10-30 15:25:34 +08:00
  • 8e294a095c clean up wassname 2017-10-30 15:09:18 +08:00
  • 4abe06db29 Merge branch 'master' of github.com:wassname/rl-portfolio-management wassname 2017-10-30 15:08:52 +08:00
  • 5540aa3243 improve plotting of prices wassname 2017-10-30 15:08:12 +08:00
  • aa2cbe8d58 removed bad data wassname 2017-10-30 14:53:00 +08:00
  • ce727cffa4 Update readme.md Mike Clark 2017-10-29 15:39:38 +08:00
  • a672367197 Update readme wassname 2017-10-29 15:26:10 +08:00
  • 7b465f85e0 renamed root folder from src wassname 2017-10-29 15:07:50 +08:00
  • df951ae57f added tests wassname 2017-10-29 14:56:16 +08:00
  • e2e51b1cc9 Merge pull request #6 from wassname/wassname-patch-1 Mike Clark 2017-10-29 13:36:48 +08:00
  • 1958a948ee error message, don't adjust action wassname-patch-1 Mike Clark 2017-10-29 13:36:13 +08:00
  • f0a17a71f5 Delete keras_rl_callbacks.py Mike Clark 2017-10-29 13:31:42 +08:00
  • 05ba35fae3 Update tensorforce.py Mike Clark 2017-10-29 13:31:32 +08:00
  • 3cb7396c89 Create notebook_plot.py Mike Clark 2017-10-29 13:31:12 +08:00
  • f970cde6cd Update util.py Mike Clark 2017-10-29 13:30:20 +08:00
  • d0a9f9900d register env's Mike Clark 2017-10-29 13:29:47 +08:00
  • daaf23fe83 Update portfolio.py Mike Clark 2017-10-29 13:26:14 +08:00
  • 89e965f569 Update portfolio.py Mike Clark 2017-10-29 13:12:39 +08:00
  • f6f9a99311 Update portfolio.py Mike Clark 2017-10-29 13:04:06 +08:00
  • 36ff73179e Delete baselines PPO.ipynb Mike Clark 2017-10-23 19:02:23 +08:00
  • b90acfdc34 Delete pytorch ppo.ipynb Mike Clark 2017-10-23 19:01:40 +08:00
  • 66d708c265 Update readme.md Mike Clark 2017-10-23 18:52:29 +08:00
  • d74c4f9179 Update readme.md Mike Clark 2017-10-23 18:51:49 +08:00