Intelligent Advisors Trading Platform
This is the orinal implementation of our paper, A Deep Reinforcement Learning Algorithm for Financial Portfolio Management, together with a toolkit of portfolio management research.
- The deep reinforcement learning Algorithm is the core part of the library. The method is basically the policy gradient on immediate reward. One can configurate the topology, training method or input data in a separate json file. The training process will be recorded and user can visualize the training using tensorboard. Result summary and parallel training are allowed for better hyper-parameters optimization.
- The financial-model-based portfolio management algorithms are also embedded in this library for comparision purpose, whose implementation is based on Li and Hoi's toolkit OLPS.
Install Dependencies via pip install -r requirements.txt
- tensorflow (>= 1.0.0)
- tflearn
- pandas
- zipline
Please check out User Guide
This project would not have been finished without using the codes from the following open source projects:
- Bug fixing
- Interfacing to other markets such as stock, futures, options
- Adding broker API (under
marketdata) - More backtest strategies (under
tdagent)