GitHub - dogwood008/DeepFX: Forex Trading by Deep Q-Network

実行手順

まず、Jupyterを立ち上げる。必要なファイルをDL&インストールするので、時間がかかる。

$ docker-compose build
$ docker-compose up

historical_data 以下にCSVファイルを置く。形式は「日付、始値、高値、安値、終値、取引量」の順。 Keras-RL_DQN_FX.ipynb から実行する際、上記のファイル名を引数に与えて実行すればOK。

Name		Name	Last commit message	Last commit date
Latest commit History 153 Commits
models		models
.gitignore		.gitignore
.screenrc		.screenrc
Dockerfile		Dockerfile
Keras-RL_DQN_FX.ipynb		Keras-RL_DQN_FX.ipynb
Keras-RL_DQN_FX.py		Keras-RL_DQN_FX.py
LICENSE		LICENSE
MyLogger.py		MyLogger.py
README.md		README.md
action.ipynb		action.ipynb
action.py		action.py
bitcoin_trade.ipynb		bitcoin_trade.ipynb
bitcoin_trade.py		bitcoin_trade.py
boot.sh		boot.sh
build.sh		build.sh
console.sh		console.sh
debug_tools.ipynb		debug_tools.ipynb
debug_tools.py		debug_tools.py
deep_fx.ipynb		deep_fx.ipynb
deep_fx.py		deep_fx.py
docker-compose.yml		docker-compose.yml
episode_logger.ipynb		episode_logger.ipynb
episode_logger.py		episode_logger.py
fx_trade.ipynb		fx_trade.ipynb
fx_trade.py		fx_trade.py
google_cloud_storage.ipynb		google_cloud_storage.ipynb
google_cloud_storage.py		google_cloud_storage.py
hist_data.ipynb		hist_data.ipynb
hist_data.py		hist_data.py
histdata_converter.ipynb		histdata_converter.ipynb
histdata_converter.py		histdata_converter.py
jupyter_notebook_config.py		jupyter_notebook_config.py
model_saver.ipynb		model_saver.ipynb
model_saver.py		model_saver.py
my_tensor_board.ipynb		my_tensor_board.ipynb
my_tensor_board.py		my_tensor_board.py
position.ipynb		position.ipynb
position.py		position.py
tensor_board.sh		tensor_board.sh
test_output_logger.ipynb		test_output_logger.ipynb
test_output_logger.py		test_output_logger.py