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Mar 30, View code. Only a single position can be opened per trade. Thus invalid action sequence like buy - buy will be considered buy- hold.
Default transaction fee is : 0. Agent decides optimal action by observing its environment.
GitHub - ArnoldKuo/Forex-LSTM
Trading environment will emit features derived from ohlcv-candles the window size can be configured. With some modification it can easily be applied to stocks, futures or foregin exchange as well. Year - ticker data. Prerequisites keras-rl, numpy, tensorflow Releases No releases published.
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