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Implementation of a modified vision transformer on the crypto market space

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What is transformer?

Transfomer is a smart reinforcment learning agent that can profitably trade cryptocurrencies for $USD. The agent is called transformer because of its transfomer based model is used to determine the most optimally action.

Execute

 cd transformer/transformer
 python main.py
  • For testing set the train argument to false.
 python main.py --train False

Directory Structure


.
├── common
│   ├── dataset.py
│   ├── env.py
│   ├── memory.py
│   ├── run.py
│   └── transformer.py
├── etc
│   ├── avg_scores_ltc_2.png
│   ├── btc_scores.png
│   ├── btc_trend.png
│   └── logo.png
├── examples
│   └── torchscript
│       └── main.cpp
├── README.md
├── requirements.txt
└── transformer
    ├── agent.py
    ├── main.py
    └── test.py

TODO

  • Generate a candle / grammian image dataset.
  • Improve execution time
  • Fix the dims on the concatenation of the models from NxSxE --> SxNxE with permutation

Inspirations

This project uses Reinforcement Learning methods on cryptocurrencies.

  • Turn OLHC [open, low, high close] into an ImageClick Here
  • Using a transformer model on images Click Here
  • Alterations to the transformer model (GTrXL)Click Here
  • Deep Reinforcement Learning with Double Q-learningClick Here

Transfomer Gating Architecture

Transformer

Transformer Package

  • For more about the transformer model click here

Dataset Used BTCUSDT

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