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安装依赖

pip install -r requirements.txt

运行

python java-environment-simulator.py

再另起一个终端,执行:

python app.py

项目架构

.
├── README.md
├── app.py # python客户端
├── env.py # python中的自定义交易环境,通过和Java端通信获得状态信息(目前只有一个价格,还未加入指标等)和奖励信息
├── java-environment-simulator.py # 模拟Java端环境,和env.py通信,提供状态和奖励信息
├── java-strategy-simulator.py #模拟Java端策略Class,每次调用onTick时与app.py通信,获得action
├── ppo_trading.zip # 训练得到的模型(状态太少+没训练够足够轮,效果不行)
└── requirements.txt # Python包依赖

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问题

  • 在NorthStar端策略实现里如何实现策略并debug

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RL external strategy for NorthStar

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