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Using Reinforcement Learning on S&P500 dataset to predict the future stock prices. The implementation uses deep Q-learning model along with time series modeling to achieve the goal state.

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Reinforced Stock Trading

Overview

What is this Project?

Stock Trading Bot using Reinforced Learning on S&P500 dataset to predict the future stock prices. The implimentation uses Q-learning Algorithm to achieve the goal state.

Click here for the complete Documentation .

Features

RepoSize License LastCommit

  • Reinforcement Learning
  • Deep Q-learning Algorithm
  • Supports different datasets
  • And More...

Contents

  1. Getting the Project
  • Clone the repository (git clone https://github.com/shaurya-src/Reinforced-Stock-Trading.git)
  • Install all the dependencies/requirements.
  • Setup the project in an editor (ex. PyCharm)
  1. Train the model

Open terminal in the directory of cloned project.

python train.py stock_dataset 10 100

The format is: python training_script.py training dataset Window Size # of episodes

  • Window size and no. of training episodes can be changed for increasing accuracy.
  1. Evaluate the model

Finally, for eavluation of the model:

python evaluate.py test_dataset model_ep100

The format is: python evaluation_script.py test dataset model_no.

  • Change the model no. to check different models, models are set to save after every 10 episodes.
  • Python 3.x
  • Keras
  • NumPy

Any contributions you make are greatly appreciated.

  1. Fork the Project
  2. Create your Feature Branch (git checkout -b feature/NewFeature)
  3. Commit your Changes (git commit -m 'Add some NewFeature')
  4. Push to the Branch (git push origin feature/NewFeature)
  5. Open a Pull Request

Project is available under the MIT license. See the LICENSE file for more info.

Shaurya Choudhary


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Using Reinforcement Learning on S&P500 dataset to predict the future stock prices. The implementation uses deep Q-learning model along with time series modeling to achieve the goal state.

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