​ A Reproducibility Study of Hongyang Yang et al. paper.

1. python 3.7
2. ubuntu or WSL

You'll need to install python 3.7 to use our code. Below you'll find a way to install python 3.7 with venv. This will allow you to create a specified virtual environment for this project called rl_env.

sudo add-apt-repository ppa:deadsnakes/ppa
sudo apt update
sudo apt upgrade -y
sudo apt install python3.7 python3.7-dev python3.7-venv
sudo apt install libopenmpi-dev
python3 -m venv rl_env
source rl_env/bin/activate

When you are finished, you can now install the required python libraries for this project:

pip install -r requirements.txt
pip install git+https://github.com/AI4Finance-LLC/FinRL-Library.git

​ :warning:FinRL only works on ubuntu like systems.:warning:

The file auteurs.json in the folder configs has all the parameters used in the original experiment of the paper. To run it you must copy the command below:

python3 preprocessandtrainenv.py --ConfigName=auteurs

It is possible to run the algorithms on the following stock groups: dow_30, nas_100, sp_500, faang, crypto (BTC, ETH, LTC, BCH Vs USD), memes (ETH, LTC, BCH, DOGE, SHIB, UNI3 Vs BTC).

Jean-Charles LAYOUN. Can be contacted at [email protected].
Alexis ROGER. Can be contacted at [email protected].