今天尝试了一下https://github.com/AI4Finance-Foundation/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020的股票量化交易策略,需要安装很多库,我这里把我的运行方法分享出来:
git clone https://github.com/AI4Finance-Foundation/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020.git git clone https://github.com/hill-a/stable-baselines.git cd Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020 pip install -r requirements.txt
然后运行命令:
export PYTHONPATH=/your_path_to/stable-baselines:$PYTHONPATH python run_DRL.py参考文献
[1]. Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy. https://github.com/AI4Finance-Foundation/Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020



