Pair-Trading-with-Reinforcement-Learning

Requirements

• python packages

  • pytorch>=0.4.0
  • torchvision>=0.2.1
  • tensorboardX

• PPO codes are borrowed from the course assignment4 https://github.com/cuhkrlcourse/ierg6130-assignment/tree/master/assignment4

Usage

python train.py --algo PPO --log-dir data/PPO_gamma_1 --input-length 10

Tensorboard visualization:

tensorboard --logdir=data/PPO_gamma_1/runs/ --port={port_num}

Note that all the experiments above will save the tensorboard log file in data/PPO_gamma_1/runs/ directory