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This is the implementation of our paper, A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem (arXiv:1706.10059), together with a toolkit of portfolio management research.

Differences from the article version

Note that this library is a part of our main project, and it is several versions ahead of the article.

Platform Support

Python 3.5+ in windows and Python 2.7+/3.5+ in linux are supported.

Dependencies

Install Dependencies via pip install -r requirements.txt

User Guide

Please check out User Guide

Acknowledgement

This project would not have been finished without using the codes from the following open source projects:

Community Contribution

We welcome contributions from the community, including but not limited to:

Risk Disclaimer (for Live-trading)

There is always risk of loss in trading. All trading strategies are used at your own risk