Open AI Gym Env for Australia Stock Exchange (ASX) Australia Stock Market Simulations
Download the SQLite database and put in the asx_gym directory
this data contains 10 years historical stock data (updated till 2020-May)
.
├── LICENSE
├── README.md
├── asx_gym
│ ├── __init__.py
│ ├── db.sqlite3 <--- download db.sqlite3 and put here.
│ └── envs
│ ├── __init__.py
python update_stock_data.pyThis script retrieves new stock data and ASX index data. the data is updated weekly.
some time ,new companies may list on asx ,you may need to run this scripts to get new companies .
python update_company_info.pyInstall the OpenAI gym.
pip install -r requirements.txtThen install this package via
pip install -e .
from datetime import date
from logging import INFO
import gym
import asx_gym
# from agents.buy_and_keep_agent import BuyAndKeepAgent
from agents.random_agent import RandomAgent
from asx_gym.envs import AsxObservation
gym.logger.set_level(INFO)
start_date = date(2019, 5, 1)
simulate_company_list = [2, 3, 4, 5, 6, 44, 300, 67, 100, 200]
# simulate_company_list = [3]
env = gym.make("AsxGym-v0", start_date=start_date,
simulate_company_list=simulate_company_list)
stock_agent = RandomAgent(env)
# stock_agent = RandomAgent(env, min_volume=100, max_volume=500)
# stock_agent = BuyAndKeepAgent(env, 3)
observation = env.reset()
for _ in range(200000 * 24):
env.render()
company_count = len(env.simulate_company_list)
observation, reward, done, info = env.step(stock_agent.action())
if done:
env.insert_summary_images(30)
observation = env.reset()
stock_agent.reset()
if observation is not None:
asx_observation = AsxObservation(observation)
print(asx_observation.to_json_obj())
print(info)
env.close()
https://www.patreon.com/asx_gym