2020-08-27

AI4Finance-Foundation · Aug 27, 2020 · 991eb56 · 991eb56
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Showing 8 changed files with 44 additions and 2 deletions.
diff --git a/.idea/.gitignore b/.idea/.gitignore
diff --git a/.../Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020.iml b/.../Deep-Reinforcement-Learning-for-Automated-Stock-Trading-Ensemble-Strategy-ICAIF-2020.iml
diff --git a/.idea/inspectionProfiles/profiles_settings.xml b/.idea/inspectionProfiles/profiles_settings.xml
diff --git a/.idea/misc.xml b/.idea/misc.xml
diff --git a/.idea/modules.xml b/.idea/modules.xml
diff --git a/.idea/vcs.xml b/.idea/vcs.xml
diff --git a/env/StockTradingRLEnv.py b/env/StockTradingRLEnv.py
@@ -9,7 +9,7 @@
 import pickle
 
 # shares normalization factor
-HMAX_NORMALIZE = 10
+HMAX_NORMALIZE = 30
 # initial amount of money we have in our account
 INITIAL_ACCOUNT_BALANCE=1000000
 # total number of stocks in our portfolio

diff --git a/run_DRL.py b/run_DRL.py
@@ -34,7 +34,7 @@ def run_model() -> None:
 
     ## model training
     print("==============Model Training===========")
-    model = train_A2C(env_train, model_name = "A2C_80k_spy", timesteps=80000)
+    model = train_PPO(env_train, model_name = "PPO_200k_dow", timesteps=200000)
 
     print("==============Model Prediction===========")
     for i in range(len(test.index.unique())):